Convex Optimization-based Policy Adaptation to Compensate for Distributional Shifts

Abstract: Many real-world systems often involve physical components or operating environments with highly nonlinear and uncertain dynamics. A number of different control algorithms can be used to design optimal controllers for such systems, assuming a reasonably high-fidelity model of the actual system. However, the assumptions made on the stochastic dynamics of the model when designing the optimal controller may no longer be valid when the system is deployed in the real-world. The problem addressed by this paper is the following: Suppose we obtain an optimal trajectory by solving a control problem in the training environment, how do we ensure that the real-world system trajectory tracks this optimal trajectory with minimal amount of error in a deployment environment. In other words, we want to learn how we can adapt an optimal trained policy to distribution shifts in the environment. Distribution shifts are problematic in safety-critical systems, where a trained policy may lead to unsafe outcomes during deployment. We show that this problem can be cast as a nonlinear optimization problem that could be solved using heuristic method such as particle swarm optimization (PSO). However, if we instead consider a convex relaxation of this problem, we can learn policies that track the optimal trajectory with much better error performance, and faster computation times. We demonstrate the efficacy of our approach on tracking an optimal path using a Dubin's car model, and collision avoidance using both a linear and nonlinear model for adaptive cruise control.