Estimate the probability of failure for black-box autonomous systems using State-Dependent Proposal Adaptive Importance Sampling (SPAIS). SPAIS optimizes a state-based proposal distribution to match the optimal importance sampling distribution using Markov score ascent methods.
] add https://github.com/sisl/SPAIS.jlThe examples/ folder contains scripts for running failure probability estimation on the inverted pendulum problem from the paper.
To run the examples, first run the installation script:
cd examples
julia install.jl
Next, run the run_pendulum.jl script:
julia --project run_pendulum.jl
More examples are coming soon!