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We address the problem of {\it adaptivity} in the framework of reproducing kernel Hilbert space (RKHS) regression. More precisely, we analyze estimators arising from a linear regularization scheme $g_\lam$. In practical applications, an…

Machine Learning · Statistics 2018-04-17 Nicole Mücke

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

In this work, we investigate various approaches that use learning from training data to solve inverse problems, following a bi-level learning approach. We consider a general framework for optimal inversion design, where training data can be…

Numerical Analysis · Mathematics 2021-10-07 Julianne Chung , Matthias Chung , Silvia Gazzola , Mirjeta Pasha

For data-driven iterative learning control (ILC) methods, both the model estimation and controller design problems are converted to parameter estimation problems for some chosen model structures. It is well-known that if the model order is…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Xian Yu , Xiaozhu Fang , Biqiang Mu , Tianshi Chen

We investigate an entropy-regularized reinforcement learning (RL) approach to optimal stopping problems motivated by real option models. Classical stopping rules are strict and non-randomized, limiting natural exploration in RL settings. To…

Optimization and Control · Mathematics 2026-02-18 Jodi Dianetti , Giorgio Ferrari , Renyuan Xu

We investigate the effect of explicitly enforcing the Lipschitz continuity of neural networks with respect to their inputs. To this end, we provide a simple technique for computing an upper bound to the Lipschitz constant---for multiple…

Machine Learning · Statistics 2020-08-11 Henry Gouk , Eibe Frank , Bernhard Pfahringer , Michael J. Cree

Targeting at sparse multi-task learning, we consider regularization models with an $\ell^1$ penalty on the coefficients of kernel functions. In order to provide a kernel method for this model, we construct a class of vector-valued…

Functional Analysis · Mathematics 2019-01-07 Rongrong Lin , Guohui Song , Haizhang Zhang

We introduce a new neural network-based continual learning algorithm, dubbed as Uncertainty-regularized Continual Learning (UCL), which builds on traditional Bayesian online learning framework with variational inference. We focus on two…

Machine Learning · Computer Science 2019-11-15 Hongjoon Ahn , Sungmin Cha , Donggyu Lee , Taesup Moon

To address functional-output regression, we introduce projection learning (PL), a novel dictionary-based approach that learns to predict a function that is expanded on a dictionary while minimizing an empirical risk based on a functional…

Machine Learning · Statistics 2022-02-09 Dimitri Bouche , Marianne Clausel , François Roueff , Florence d'Alché-Buc

Ensemble methods are known for enhancing the accuracy and robustness of machine learning models by combining multiple base learners. However, standard approaches like greedy or random ensembling often fall short, as they assume a constant…

Machine Learning · Computer Science 2025-06-24 Sebastian Pineda Arango , Maciej Janowski , Lennart Purucker , Arber Zela , Frank Hutter , Josif Grabocka

We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Emilio T. Maddalena , Paul Scharnhorst , Yuning Jiang , Colin N. Jones

We present an approach to identify a quasi Linear Parameter Varying (qLPV) model of a plant, with the qLPV model guaranteed to admit a robust control invariant (RCI) set. It builds upon the concurrent synthesis framework presented in [1],…

Optimization and Control · Mathematics 2025-05-13 Sampath Kumar Mulagaleti , Alberto Bemporad

Policy regularization methods such as maximum entropy regularization are widely used in reinforcement learning to improve the robustness of a learned policy. In this paper, we show how this robustness arises from hedging against worst-case…

Machine Learning · Computer Science 2024-04-29 Rob Brekelmans , Tim Genewein , Jordi Grau-Moya , Grégoire Delétang , Markus Kunesch , Shane Legg , Pedro Ortega

Reinforcement learning (RL) policies deployed in real-world environments must remain reliable under adversarial perturbations. At the same time, modern deep RL agents are heavily over-parameterized, raising costs and fragility concerns.…

Machine Learning · Computer Science 2025-10-16 James Pedley , Benjamin Etheridge , Stephen J. Roberts , Francesco Quinzan

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

The massive amount of available data potentially used to discover patters in machine learning is a challenge for kernel based algorithms with respect to runtime and storage capacities. Local approaches might help to relieve these issues.…

Machine Learning · Statistics 2017-03-21 Florian Dumpert

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

Statistics Theory · Mathematics 2023-03-17 Anna Scampicchio , Elena Arcari , Melanie N. Zeilinger

This paper proposes a simple approach to derive efficient error bounds for learning multiple components with sparsity-inducing regularization. We show that for such regularization schemes, known decompositions of the Rademacher complexity…

Machine Learning · Statistics 2020-01-24 Fabien Lauer

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Regularized kernel methods such as support vector machines (SVM) and support vector regression (SVR) constitute a broad and flexible class of methods which are theoretically well investigated and commonly used in nonparametric…

Methodology · Statistics 2013-05-07 Robert Hable
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