_index.org

belief

Last edited: August 8, 2025

belief is a probability distribution over your states.

“an informational state decoupled from motivational states”

\begin{equation} b \leftarrow update(b,a,o) \end{equation}

There are two main flavours of how to represent beliefs

  • parametric: belief distribution is fully represented over all states by a set of parameters (categorical, gaussian, etc.)
  • non-parametric: belief is represented by a non-weighted list of possible locations of where you are; such as a Particle Filter

To update parametric beliefs, we can use a discrete state filter (for categorical belief distributions) or a Kalman Filter (for linear Gaussian). To update non-parametric beliefs, we can use a Particle Filter.

Belief iLQR

Last edited: August 8, 2025

Motivation

  • Imperfect sensors in robot control: partial observations
  • Manipulators face tradeoff between sensing + acting

curse of dimensionality and curse of history.

Belief-Space Planning

Perhaps we should plan over all possible distributions of state space, making a belief-state MDP.

But: this is a nonlinear, stochastic dynamic. In fact: there maybe stochastic events that affects dynamics.

Big problem:

Belief iLQR

“determinize and replan”: simplify the dynamics at each step, plan, take action, and replan

belief-state MDP

Last edited: August 8, 2025

Our belief can be represented as vectors as the probability of us being in each state. If we have that, we can just use our belief vector as our state vector. Now use MDP any solving you’d like, keeping in mind that the reward is just the expected reward:

\begin{equation} \mathbb{E}[R(b,a)] = \sum_{s} R(s,a) b(s) \end{equation}

we can estimate our transition between belief-states like so:

\begin{align} T(b’|b,a) &= P(b’|b,a) \\ &= \sum_{o}^{} P(b’|b,a,o) P(o|b,a) \\ &= \sum_{o}^{} P(b’ = Update(b,a,o)) \sum_{s’}^{}O(o|a,s’) \sum_{s}^{}T(s’|s,a)b(s) \end{align}

bending

Last edited: August 8, 2025

Bending is what happens when you apply a transverse load to an object and it goes wooosh.

That’s cool. Now how does it work? see Euler-Bernoulli Theory

Bernoulli distribution

Last edited: August 8, 2025

Consider a case where there’s only a single binary outcome:

  • “success”, with probability \(p\)
  • “failure”, with probability \(1-p\)

constituents

\begin{equation} X \sim Bern(p) \end{equation}

requirements

the probability mass function:

\begin{equation} P(X=k) = \begin{cases} p,\ if\ k=1\\ 1-p,\ if\ k=0\\ \end{cases} \end{equation}

This is sadly not Differentiable, which is sad for Maximum Likelihood Parameter Learning. Therefore, we write:

\begin{equation} P(X=k) = p^{k} (1-p)^{1-k} \end{equation}

Which emulates the behavior of your function at \(0\) and \(1\) and we kinda don’t care any other place.