Related papers: Lessons from AlphaZero for Optimal, Model Predicti…
Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…
Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…
Offline reinforcement learning provides a viable approach to obtain advanced control strategies for dynamical systems, in particular when direct interaction with the environment is not available. In this paper, we introduce a conceptual…
We present an approach for approximately solving discrete-time stochastic optimal-control problems by combining direct trajectory optimization, deterministic sampling, and policy optimization. Our feedback motion-planning algorithm uses a…
Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for Large Language Model (LLM) reasoning, yet current methods face key challenges in resource allocation and policy optimization dynamics: (i) uniform rollout…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
In modern deep learning, the models are learned by applying gradient updates using an optimizer, which transforms the updates based on various statistics. Optimizers are often hand-designed and tuning their hyperparameters is a big part of…
We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…
Planning and reinforcement learning are two key approaches to sequential decision making. Multi-step approximate real-time dynamic programming, a recently successful algorithm class of which AlphaZero [Silver et al., 2018] is an example,…
Fine-tuning large pretrained language models (LLMs) is a cornerstone of modern NLP, yet its growing memory demands (driven by backpropagation and large optimizer States) limit deployment in resource-constrained settings. Zero-order (ZO)…
We investigate the adaptive robust control framework for portfolio optimization and loss-based hedging under drift and volatility uncertainty. Adaptive robust problems offer many advantages but require handling a double optimization problem…
In many real-world decision making problems, reaching an optimal decision requires taking into account a variable number of objects around the agent. Autonomous driving is a domain in which this is especially relevant, since the number of…
Applying reinforcement learning to robotic systems poses a number of challenging problems. A key requirement is the ability to handle continuous state and action spaces while remaining within a limited time and resource budget.…
Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…
In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…
Proximal Policy Optimization (PPO) is a widely used reinforcement learning algorithm that heavily relies on accurate advantage estimates for stable and efficient training. However, raw advantage signals can exhibit significant variance,…
The optimal tracking problem is addressed in the robotics literature by using a variety of robust and adaptive control approaches. However, these schemes are associated with implementation limitations such as applicability in uncertain…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
Action planning using learned and differentiable forward models of the world is a general approach which has a number of desirable properties, including improved sample complexity over model-free RL methods, reuse of learned models across…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…