Department of Psychology seminar
When: Wed, 23 October 2019, 1:00pm
Where: D427, Rhind Building
Who: Bert Kappen; Donder Institute, Radboud University Nijmegen (Netherlands)
Title: Path Integral Control Theory
Abstract: Stochastic optimal control theory deals with the problem of computing an optimal set of actions to attain some future goal. Examples are found in many contexts such as motor control tasks for robotics, planning and scheduling tasks or managing a financial portfolio. The computation of the optimal control is typically very difficult due to the size of the state space and the stochastic nature of the problem. For a special class of non-linear stochastic control problems, the solution can be mapped onto a statistical inference problem. For these so-called path integral control problems the optimal cost-to-go solution of the Bellman equation is given by the minimum of a free energy. I will give a high level introduction to the underlying theory and illustrate with some examples from robotics and other areas.
Bio: Prof. Bert Kappen conducts theoretical research that lie at the interface between machine learning, control theory, statistical physics, computer science, computational biology and artifcial intelligence. He has developed many novel approximate inference methods inspired by methods from statistical physics. He has pioneered the mean field analysis of stochastic neural networks with dynamical synapses, revealing up and down states and rapid switching. He has identified a novel class of non-linear stochastic control problems that can be solved using path integrals. This approach has been adapted by leading robotics groups world wide, and is recognized as an important novel approach to stochastic control. His work on mean field theory for asymmetric stochastic neural networks is at the basis of current research to find connectivity patterns in neural circuits. He is author of about 130 peer reviewed articles in scientific journals and leading conferences. In collaboration with medical experts, he has developed a Bayesian medical expert system, including approximate inference methods, and he has co-founded the company Promedas to commercialize this system. He is director of SNN, the Dutch foundation for Neural Networks. SNN has a long reputation for successfully applying neural network and machine learning methods in collaboration with numerous industrial partners. He has co-founded the company Smart Research bv, that offers commercial service on machine learning and that has developed the Bonaparte Disaster Victim Identification software. He is honorary faculty at the Gatsby Unit for Computational Neuroscience at University College London. For more information: http://www.snn.ru.nl/~bertk/