Self-folding provides an efficient way of creating complex 3D geometries from 2D composites. However, the precision of self-folding structures is often limited by the use of open-loop folding mechanisms. In this paper we demonstrate feedback-controlled self-folding using a shape memory polymer and optical sensors to accurately control folding angles. We present a method of quickly and inexpensively fabricating large collectives of self-folding autonomous robots that can be transported in flat configurations prior to autonomous deployment at target destinations. To demonstrate this, we build a collective of robots that is manufactured in one continuous laminar composite. Individual robots in the collective detach from one other, self-fold into pre-programmed configurations and navigate by phototaxis. This method could be applied to a broad range of applications where logistics necessitate compact transport and where external manipulation is difficult or expensive, such as in space applications or delivering searchandrescue robots in cluttered environments.