End-to-End Conformal Prediction for Trajectory Optimization
Keywords: conformal prediction, end-to-end, trajectory optimization, risk allocation, decision-focused learning
Abstract: Conformal Prediction (CP) is a powerful 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 the decision-making end fails to be transmitted back to instruct the CP end. In this paper, we propose a novel End-to-End CP (E2E-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 end, enabling attractive end-to-end adjustments of the prediction regions and a provable online improvement in trajectory performance. Furthermore, we theoretically prove that such end-to-end 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 E2E-CP. The effectiveness and superiority of the proposed method are demonstrated through benchmark experiments.
Primary Area: applications to robotics, autonomy, planning
Code Of Ethics: I acknowledge that I and all co-authors of this work have read and commit to adhering to the ICLR Code of Ethics.
Submission Guidelines: I certify that this submission complies with the submission instructions as described on https://iclr.cc/Conferences/2025/AuthorGuide.
Anonymous Url: I certify that there is no URL (e.g., github page) that could be used to find authors’ identity.
No Acknowledgement Section: I certify that there is no acknowledgement section in this submission for double blind review.
Submission Number: 9774
Loading