Related papers: SLIP: Learning to Predict in Unknown Dynamical Sys…
In this paper, we study a special bandit setting of online stochastic linear optimization, where only one-bit of information is revealed to the learner at each round. This problem has found many applications including online advertisement…
We show how to utilize machine learning approaches to improve sliding window algorithms for approximate frequency estimation problems, under the ``algorithms with predictions'' framework. In this dynamic environment, previous…
In stochastic systems, informative approaches select key measurement or decision variables that maximize information gain to enhance the efficacy of model-related inferences. Neural Learning also embodies stochastic dynamics, but…
Dynamic linear regression models forecast the values of a time series based on a linear combination of a set of exogenous time series while incorporating a time series process for the error term. This error process is often assumed to…
In this paper, we propose a robust Kalman filtering framework for systems with probabilistic uncertainty in system parameters. We consider two cases, namely discrete time systems, and continuous time systems with discrete measurements. The…
Long Short-Term Memory networks trained with gradient descent and back-propagation have received great success in various applications. However, point estimation of the weights of the networks is prone to over-fitting problems and lacks…
Providing a metric of uncertainty alongside a state estimate is often crucial when tracking a dynamical system. Classic state estimators, such as the Kalman filter (KF), provide a time-dependent uncertainty measure from knowledge of the…
We study online policy optimization in nonlinear time-varying dynamical systems where the true dynamical models are unknown to the controller. This problem is challenging because, unlike in linear systems, the controller cannot obtain…
The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…
In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…
This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…
We propose a novel deep neural network (DNN) based approximation architecture to learn estimates of measurements. We detail an algorithm that enables training of the DNN. The DNN estimator only uses measurements, if and when they are…
We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…
We present a new machine learning technique for training small resource-constrained predictors. Our algorithm, the Sparse Multiprototype Linear Learner (SMaLL), is inspired by the classic machine learning problem of learning $k$-DNF Boolean…
Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…
This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…
Kalman and H-infinity filters, the most popular paradigms for linear state estimation, are designed for very specific specific noise and disturbance patterns, which may not appear in practice. State observers based on the minimization of…
For modelling geophysical systems, large-scale processes are described through a set of coarse-grained dynamical equations while small-scale processes are represented via parameterizations. This work proposes a method for identifying the…