Flipping-based Policy for Chance-Constrained Markov Decision Processes

Safe reinforcement learning (RL) is a promising approach for many real-world decision-making problems where ensuring safety is a critical necessity. In safe RL research, while expected cumulative safety constraints (ECSCs) are typically the first choices, chance constraints are often more pragmatic for incorporating safety under uncertainties. This paper proposes a \textit{flipping-based policy} for Chance-Constrained Markov Decision Processes (CCMDPs). The flipping-based policy selects the next action by tossing a potentially distorted coin between two action candidates. The probability of the flip and the two action candidates vary depending on the state. We establish a Bellman equation for CCMDPs and further prove the existence of a flipping-based policy within the optimal solution sets. Since solving the problem with joint chance constraints is challenging in practice, we then prove that joint chance constraints can be approximated into Expected Cumulative Safety Constraints (ECSCs) and that there exists a flipping-based policy in the optimal solution sets for constrained MDPs with ECSCs. As a specific instance of practical implementations, we present a framework for adapting constrained policy optimization to train a flipping-based policy. This framework can be applied to other safe RL algorithms. We demonstrate that the flipping-based policy can improve the performance of the existing safe RL algorithms under the same limits of safety constraints on Safety Gym benchmarks.

Battery Capacity Knee Identification Using Unsupervised Time Series Segmentation

Capacity knees have been observed in experimental tests of commercial lithium-ion cells of various chemistry types under different operating conditions. Their occurrence can have a significant impact on safety and profitability in battery applications. To address concerns arising from possible knee occurrence in battery applications, this work proposes an algorithm to identify capacity knees as well as their onset from capacity fade curves. The proposed capacity knee identification algorithm is validated on both synthetic degradation data and experimental degradation data of two different battery chemistries, and is also benchmarked to the state-of-the-art knee identification algorithm in the literature. The results demonstrate that our proposed capacity knee identification algorithm could successfully identify capacity knees when the state-of-the-art knee identification algorithm failed. The results can contribute to a better understanding of capacity knees and the proposed capacity knee identification algorithm can be used to, for example, systematically evaluate the knee prediction performance of both model-based methods, and data-driven methods and facilitate better classification of retired automotive batteries from safety and profitability perspectives.

Deep active learning for nonlinear system identification

The exploding research interest for neural networks in modeling nonlinear dynamical systems is largely explained by the networks' capacity to model complex input-output relations directly from data. However, they typically need vast training data before they can be put to any good use. The data generation process for dynamical systems can be an expensive endeavor both in terms of time and resources. Active learning addresses this shortcoming by acquiring the most informative data, thereby reducing the need to collect enormous datasets. What makes the current work unique is integrating the deep active learning framework into nonlinear system identification. We formulate a general static deep active learning acquisition problem for nonlinear system identification. This is enabled by exploring system dynamics locally in different regions of the input space to obtain a simulated dataset covering the broader input space. This simulated dataset can be used in a static deep active learning acquisition scheme referred to as global explorations. The global exploration acquires a batch of initial states corresponding to the most informative state-action trajectories according to a batch acquisition function. The local exploration solves an optimal control problem, finding the control trajectory that maximizes some measure of information. After a batch of informative initial states is acquired, a new round of local explorations from the initial states in the batch is conducted to obtain a set of corresponding control trajectories that are to be applied on the system dynamics to get data from the system. Information measures used in the acquisition scheme are derived from the predictive variance of an ensemble of neural networks. The novel method outperforms standard data acquisition methods used for system identification of nonlinear dynamical systems in the case study performed on simulated data.

Learning-based MPC from Big Data Using Reinforcement Learning

This paper presents an approach for learning Model Predictive Control (MPC) schemes directly from data using Reinforcement Learning (RL) methods. The state-of-the-art learning methods use RL to improve the performance of parameterized MPC schemes. However, these learning algorithms are often gradient-based methods that require frequent evaluations of computationally expensive MPC schemes, thereby restricting their use on big datasets. We propose to tackle this issue by using tools from RL to learn a parameterized MPC scheme directly from data in an offline fashion. Our approach derives an MPC scheme without having to solve it over the collected dataset, thereby eliminating the computational complexity of existing techniques for big data. We evaluate the proposed method on three simulated experiments of varying complexity.

Bridging the gap between QP-based and MPC-based RL

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting policy. In this paper, we instead approximate the policy and value functions using an optimization problem, taking the form of Quadratic Programs (QPs). We propose simple tools to promote structures in the QP, pushing it to resemble a linear MPC scheme. A generic unstructured QP offers high flexibility for learning, while a QP having the structure of an MPC scheme promotes the explainability of the resulting policy, additionally provides ways for its analysis. The tools we propose allow for continuously adjusting the trade-off between the former and the latter during learning. We illustrate the workings of our proposed method with the resulting structure using a point-mass task.

Interpretable Battery Cycle Life Range Prediction Using Early Degradation Data at Cell Level

Battery cycle life prediction using early degradation data has many potential applications throughout the battery product life cycle. Various data-driven methods have been proposed for point prediction of battery cycle life with minimum knowledge of the battery degradation mechanisms. However, management of batteries at end-of-life with lower economic and technical risk requires prediction of cycle life with quantified uncertainty, which is still lacking. The interpretability (i.e., the reason for high prediction accuracy) of these advanced data-driven methods is also worthy of investigation. Here, a physics-informed Quantile Regression Forest (QRF) model is introduced to make cycle life range prediction with uncertainty quantified as the length of the prediction interval, in addition to point predictions with high accuracy. The hyperparameters of the QRF model are tuned with a proposed area-based performance evaluation metric so that the coverage probabilities associated with the prediction intervals are calibrated. The interpretability of the final QRF model is explored with two global model-agnostic methods, namely permutation importance, and partial dependence plot. The final QRF model facilitates dual-criteria decision-making to select the high-cycle-life charging protocol with consideration of both point predictions and uncertainty associated with the prediction.

Quasi-Newton Iteration in Deterministic Policy Gradient

This paper presents a model-free approximation for the Hessian of the performance of deterministic policies to use in the context of Reinforcement Learning based on Quasi-Newton steps in the policy parameters. We show that the approximate Hessian converges to the exact Hessian at the optimal policy, and allows for a superlinear convergence in the learning, provided that the policy parametrization is rich. The natural policy gradient method can be interpreted as a particular case of the proposed method. We analytically verify the formulation in a simple linear case and compare the convergence of the proposed method with the natural policy gradient in a nonlinear example.

Optimization of the Model Predictive Control Meta-Parameters Through Reinforcement Learning

Model predictive control (MPC) is increasingly being considered for control of fast systems and embedded applications. However, the MPC has some significant challenges for such systems. Its high computational complexity results in high power consumption from the control algorithm, which could account for a significant share of the energy resources in battery-powered embedded systems. The MPC parameters must be tuned, which is largely a trial-and-error process that affects the control performance, the robustness and the computational complexity of the controller to a high degree. In this paper, we propose a novel framework in which any parameter of the control algorithm can be jointly tuned using reinforcement learning(RL), with the goal of simultaneously optimizing the control performance and the power usage of the control algorithm. We propose the novel idea of optimizing the meta-parameters of MPCwith RL, i.e. parameters affecting the structure of the MPCproblem as opposed to the solution to a given problem. Our control algorithm is based on an event-triggered MPC where we learn when the MPC should be re-computed, and a dual mode MPC and linear state feedback control law applied in between MPC computations. We formulate a novel mixture-distribution policy and show that with joint optimization we achieve improvements that do not present themselves when optimizing the same parameters in isolation. We demonstrate our framework on the inverted pendulum control task, reducing the total computation time of the control system by 36% while also improving the control performance by 18.4% over the best-performing MPC baseline.

Approximate Robust NMPC using Reinforcement Learning

We present a Reinforcement Learning-based Robust Nonlinear Model Predictive Control (RL-RNMPC) framework for controlling nonlinear systems in the presence of disturbances and uncertainties. An approximate Robust Nonlinear Model Predictive Control (RNMPC) of low computational complexity is used in which the state trajectory uncertainty is modelled via ellipsoids. Reinforcement Learning is then used in order to handle the ellipsoidal approximation and improve the closed-loop performance of the scheme by adjusting the MPC parameters generating the ellipsoids. The approach is tested on a simulated Wheeled Mobile Robot (WMR) tracking a desired trajectory while avoiding static obstacles.

MPC-based Reinforcement Learning for Economic Problems with Application to Battery Storage

In this paper, we are interested in optimal control problems with purely economic costs, which often yield optimal policies having a (nearly) bang-bang structure. We focus on policy approximations based on Model Predictive Control (MPC) and the use of the deterministic policy gradient method to optimize the MPC closed-loop performance in the presence of unmodelled stochasticity or model error. When the policy has a (nearly) bang-bang structure, we observe that the policy gradient method can struggle to produce meaningful steps in the policy parameters. To tackle this issue, we propose a homotopy strategy based on the interior-point method, providing a relaxation of the policy during the learning. We investigate a specific well-known battery storage problem, and show that the proposed method delivers a homogeneous and faster learning than a classical policy gradient approach.