Probabilistic Inference of Simulation Parameters via Parallel Differentiable Simulation
Eric Heiden, Christopher E. Denniston, David Millard, Fabio Ramos,, Gaurav S. Sukhatme

TL;DR
This paper introduces a Bayesian inference method using differentiable simulation and GPU acceleration to accurately estimate parameters of physical systems, especially underactuated ones, from real sensor data.
Contribution
It extends Gaussian likelihood with multiple-shooting, enabling efficient, accurate inference of nonlinear, constrained system parameters using Stein Variational Gradient Descent.
Findings
Accurately infers distributions over simulation parameters.
Handles complex, nonlinear, underactuated systems effectively.
Provides highly accurate predictions in physical experiments.
Abstract
To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through a Bayesian inference approach that approximates a posterior distribution over simulation parameters given real sensor measurements. By extending the commonly used Gaussian likelihood model for trajectories via the multiple-shooting formulation, our chosen particle-based inference algorithm Stein Variational Gradient Descent is able to identify highly nonlinear, underactuated systems. We leverage GPU code generation and differentiable simulation to evaluate the likelihood and its gradient for many particles in parallel. Our algorithm infers non-parametric distributions over simulation parameters more accurately than comparable baselines and…
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Taxonomy
TopicsGaussian Processes and Bayesian Inference · Model Reduction and Neural Networks · Probabilistic and Robust Engineering Design
