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Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

We study the problem of learning similarity by using nonlinear embedding models (e.g., neural networks) from all possible pairs. This problem is well-known for its difficulty of training with the extreme number of pairs. For the special…

Machine Learning · Statistics 2021-06-16 Bowen Yuan , Yu-Sheng Li , Pengrui Quan , Chih-Jen Lin

Imitation learning has achieved great success in many sequential decision-making tasks, in which a neural agent is learned by imitating collected human demonstrations. However, existing algorithms typically require a large number of…

Machine Learning · Computer Science 2023-06-14 Tianxiang Zhao , Wenchao Yu , Suhang Wang , Lu Wang , Xiang Zhang , Yuncong Chen , Yanchi Liu , Wei Cheng , Haifeng Chen

This tutorial paper provides an introduction to recently developed tools for machine learning, especially learning dynamical systems (system identification), with stability and robustness constraints. The main ideas are drawn from…

Systems and Control · Electrical Eng. & Systems 2021-10-04 Ian R. Manchester , Max Revay , Ruigang Wang

This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…

Optimization and Control · Mathematics 2025-12-15 Hui Jia , Yuan-Hua Ni , Guangchen Wang

We explore anisotropic regularisation methods in the spirit of [Holler & Kunisch, 14]. Based on ground truth data, we propose a bilevel optimisation strategy to compute the optimal regularisation parameters of such a model for the…

Numerical Analysis · Mathematics 2016-02-04 Martin Benning , Carola-Bibiane Schönlieb , Tuomo Valkonen , Verner Vlačić

This paper presents a novel approach to imitation learning from observations, where an autoregressive mixture of experts model is deployed to fit the underlying policy. The parameters of the model are learned via a two-stage framework. By…

Machine Learning · Computer Science 2024-11-14 Renzi Wang , Flavia Sofia Acerbo , Tong Duy Son , Panagiotis Patrinos

Optimal state-feedback controllers, capable of changing between different objective functions, are advantageous to systems in which unexpected situations may arise. However, synthesising such controllers, even for a single objective, is a…

Systems and Control · Computer Science 2020-10-13 Christopher Iliffe Sprague , Dario Izzo , Petter Ögren

Recent work has demonstrated that problems-- particularly imitation learning and structured prediction-- where a learner's predictions influence the input-distribution it is tested on can be naturally addressed by an interactive approach…

Machine Learning · Computer Science 2014-06-24 Stephane Ross , J. Andrew Bagnell

We develop an indirect-adaptive model predictive control algorithm for uncertain linear systems subject to constraints. The system is modeled as a polytopic linear parameter varying system where the convex combination vector is constant but…

Systems and Control · Computer Science 2015-09-25 Stefano Di Cairano

System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…

Optimization and Control · Mathematics 2023-09-15 Feiran Zhao , Xingyun Fu , Keyou You

The alternating direction method of multipliers (ADMM) is a common optimization tool for solving constrained and non-differentiable problems. We provide an empirical study of the practical performance of ADMM on several nonconvex…

Optimization and Control · Mathematics 2016-12-13 Zheng Xu , Soham De , Mario Figueiredo , Christoph Studer , Tom Goldstein

Jump penalty stabilisation techniques have been recently proposed for continuous and discontinuous high order Galerkin schemes [1,2,3]. The stabilisation relies on the gradient or solution discontinuity at element interfaces to incorporate…

Fluid Dynamics · Physics 2022-08-25 Jiaqing Kou , Oscar A. Marino , Esteban Ferrer

This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An…

Optimization and Control · Mathematics 2019-09-16 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

For the class of nonlinear input-affine systems with polynomial dynamics, we consider the problem of designing an input-to-state stabilizing controller with respect to typical exogenous signals in a feedback control system, such as actuator…

Optimization and Control · Mathematics 2025-11-06 Hailong Chen , Andrea Bisoffi , Claudio De Persis

Imitation learning is a control design paradigm that seeks to learn a control policy reproducing demonstrations from expert agents. By substituting expert demonstrations for optimal behaviours, the same paradigm leads to the design of…

Machine Learning · Computer Science 2024-12-20 Dharmesh Tailor , Dario Izzo

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

Imitation learning is a widely used approach for training agents to replicate expert behavior in complex decision-making tasks. However, existing methods often struggle with compounding errors and limited generalization, due to the inherent…

Machine Learning · Computer Science 2025-04-21 Haldun Balim , Yang Hu , Yuyang Zhang , Na Li

Imitation learning methods seek to learn from an expert either through behavioral cloning (BC) of the policy or inverse reinforcement learning (IRL) of the reward. Such methods enable agents to learn complex tasks from humans that are…

Machine Learning · Computer Science 2023-12-07 Joe Watson , Sandy H. Huang , Nicolas Heess

We consider multi-task learning, which simultaneously learns related prediction tasks, to improve generalization performance. We factorize a coefficient matrix as the product of two matrices based on a low-rank assumption. These matrices…

Machine Learning · Statistics 2018-08-14 Jun-Yong Jeong , Chi-Hyuck Jun
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