ループ内適合予測:軌道最適化のためのフィードバックベース不確実性モデル
Conformal Prediction in The Loop: A Feedback-Based Uncertainty Model for Trajectory Optimization
適合予測を軌道最適化のループに組み込み、実現した軌道の情報をフィードバックして予測領域を調整することで、安全性を保証しつつ軌道性能をオンラインで改善する手法を提案した。
詳しい要約
1. どんなもの?
2. 先行研究と比べてどこがすごい?
3. 技術・手法の肝は?
4. どうやって有効だと検証した?
5. 議論はある?
6. 次に読むべき論文は?
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分類: math.OC, cs.AI, cs.RO, cs.SY, eess.SY, math.ST, stat.TH
原文アブストラクト
Conformal Prediction (CP) is a powerful statistical machine learning tool to construct uncertainty sets with coverage guarantees, which has fueled its extensive adoption in generating prediction regions for decision-making tasks, e.g., Trajectory Optimization (TO) in uncertain environments. However, existing methods predominantly employ a sequential scheme, where decisions rely unidirectionally on the prediction regions, and consequently the information from decision-making fails to be fed back to instruct CP. In this paper, we propose a novel Feedback-Based CP (Fb-CP) framework for shrinking-horizon TO with a joint risk constraint over the entire mission time. Specifically, a CP-based posterior risk calculation method is developed by fully leveraging the realized trajectories to adjust the posterior allowable risk, which is then allocated to future times to update prediction regions. In this way, the information in the realized trajectories is continuously fed back to the CP, enabling attractive feedback-based adjustments of the prediction regions and a provable online improvement in trajectory performance. Furthermore, we theoretically prove that such adjustments consistently maintain the coverage guarantees of the prediction regions, thereby ensuring provable safety. Additionally, we develop a decision-focused iterative risk allocation algorithm with theoretical convergence analysis for allocating the posterior allowable risk which closely aligns with Fb-CP. Furthermore, we extend the proposed method to handle distribution shift. The effectiveness and superiority of the proposed method are demonstrated through benchmark experiments.
