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We present a novel statistical approach to incorporating uncertainty awareness in model-free distributional reinforcement learning involving quantile regression-based deep Q networks. The proposed algorithm, $\textit{Calibrated Evidential…

Machine Learning · Computer Science 2024-06-05 Alex Christopher Stutts , Danilo Erricolo , Theja Tulabandhula , Amit Ranjan Trivedi

Iterative linear quadratic regulator (iLQR) has gained wide popularity in addressing trajectory optimization problems with nonlinear system models. However, as a model-based shooting method, it relies heavily on an accurate system model to…

Machine Learning · Computer Science 2022-09-16 Zilong Cheng , Yulin Li , Kai Chen , Jun Ma , Tong Heng Lee

Iterative learning control (ILC) improves the performance of a repetitive system by learning from previous trials. ILC can be combined with Model Predictive Control (MPC) to mitigate non-repetitive disturbances, thus improving overall…

Systems and Control · Electrical Eng. & Systems 2025-03-26 Riccardo Zuliani , Efe C. Balta , Alisa Rupenyan , John Lygeros

In a reinforcement learning (RL) setting, the agent's optimal strategy heavily depends on her risk preferences and the underlying model dynamics of the training environment. These two aspects influence the agent's ability to make…

Machine Learning · Computer Science 2025-09-23 Anthony Coache , Sebastian Jaimungal

Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…

Machine Learning · Computer Science 2023-12-12 Daniel Jarne Ornia , Licio Romao , Lewis Hammond , Manuel Mazo , Alessandro Abate

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

Minimizing the empirical risk is a popular training strategy, but for learning tasks where the data may be noisy or heavy-tailed, one may require many observations in order to generalize well. To achieve better performance under less…

Machine Learning · Statistics 2018-10-16 Matthew J. Holland , Kazushi Ikeda

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

The Linear Quadratic Regulator (LQR) is a cornerstone of optimal control theory, widely studied in both model-based and model-free approaches. Despite its well-established nature, certain foundational aspects remain subtle. In this paper,…

Optimization and Control · Mathematics 2025-03-17 Yuto Watanabe , Yang Zheng

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2022-12-05 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

The highly non-linear nature of deep neural networks causes them to be susceptible to adversarial examples and have unstable gradients which hinders interpretability. However, existing methods to solve these issues, such as adversarial…

Machine Learning · Computer Science 2023-01-11 Suraj Srinivas , Kyle Matoba , Himabindu Lakkaraju , Francois Fleuret

Equalizer parameter optimization is critical for signal integrity in high-speed memory systems operating at multi-gigabit data rates. However, existing methods suffer from computationally expensive eye diagram evaluation, optimization of…

Machine Learning · Computer Science 2026-05-07 Muhammad Usama , Dong Eui Chang

This paper investigates the deep learning optimization problem with softmax cross-entropy loss. We propose a layer separation strategy to alleviate the strong nonconvexity encountered during training deep networks. For cross-entropy models…

Machine Learning · Computer Science 2026-04-28 Yaru Liu , Michael K. Ng , Yiqi Gu

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

Systems and Control · Computer Science 2020-01-07 Johannes Dornheim , Norbert Link , Peter Gumbsch

To further understand the underlying mechanism of various reinforcement learning (RL) algorithms and also to better use the optimization theory to make further progress in RL, many researchers begin to revisit the linear-quadratic regulator…

Systems and Control · Electrical Eng. & Systems 2021-03-18 Man Li , Jiahu Qin , Wei Xing Zheng , Yaonan Wang , Yu Kang

We propose statistically robust and computationally efficient linear learning methods in the high-dimensional batch setting, where the number of features $d$ may exceed the sample size $n$. We employ, in a generic learning setting, two…

Machine Learning · Statistics 2023-05-30 Ibrahim Merad , Stéphane Gaïffas

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

This paper considers a class of reinforcement learning problems, which involve systems with two types of states: stochastic and pseudo-stochastic. In such systems, stochastic states follow a stochastic transition kernel while the…

Machine Learning · Computer Science 2023-11-09 Honghao Wei , Xin Liu , Weina Wang , Lei Ying

The ability to learn disentangled representations that split underlying sources of variation in high dimensional, unstructured data is important for data efficient and robust use of neural networks. While various approaches aiming towards…

Machine Learning · Statistics 2019-05-15 Raphael Suter , Đorđe Miladinović , Bernhard Schölkopf , Stefan Bauer
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