On Learning Heteroscedastic Noise Models within Differentiable Bayes FiltersDownload PDF

Sep 27, 2018 (edited Dec 21, 2018)ICLR 2019 Conference Blind SubmissionReaders: Everyone
  • Abstract: In many robotic applications, it is crucial to maintain a belief about the state of a system, like the location of a robot or the pose of an object. These state estimates serve as input for planning and decision making and provide feedback during task execution. Recursive Bayesian Filtering algorithms address the state estimation problem, but they require a model of the process dynamics and the sensory observations as well as noise estimates that quantify the accuracy of these models. Recently, multiple works have demonstrated that the process and sensor models can be learned by end-to-end training through differentiable versions of Recursive Filtering methods. However, even if the predictive models are known, finding suitable noise models remains challenging. Therefore, many practical applications rely on very simplistic noise models. Our hypothesis is that end-to-end training through differentiable Bayesian Filters enables us to learn more complex heteroscedastic noise models for the system dynamics. We evaluate learning such models with different types of filtering algorithms and on two different robotic tasks. Our experiments show that especially for sampling-based filters like the Particle Filter, learning heteroscedastic noise models can drastically improve the tracking performance in comparison to using constant noise models.
  • Keywords: bayesian filtering, heteroscedastic noise, deep learning
  • TL;DR: We evaluate learning heteroscedastic noise models within different Differentiable Bayes Filters
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