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We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…

Optimization and Control · Mathematics 2019-02-20 Rishabh Dixit , Amrit Singh Bedi , Ruchi Tripathi , Ketan Rajawat

Computing worst-case robust strategies in pursuit-evasion games (PEGs) is time-consuming, especially when real-world factors like partial observability are considered. While important for general security purposes, real-time applicable…

Machine Learning · Computer Science 2026-05-15 Runyu Lu , Ruochuan Shi , Yuanheng Zhu , Dongbin Zhao

Recent studies on transfer learning have shown that selectively fine-tuning a subset of layers or customizing different learning rates for each layer can greatly improve robustness to out-of-distribution (OOD) data and retain generalization…

Computer Vision and Pattern Recognition · Computer Science 2023-03-29 Junjiao Tian , Xiaoliang Dai , Chih-Yao Ma , Zecheng He , Yen-Cheng Liu , Zsolt Kira

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

Machine Learning · Computer Science 2020-06-09 Bo Liu , Ian Gemp , Mohammad Ghavamzadeh , Ji Liu , Sridhar Mahadevan , Marek Petrik

In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…

Optimization and Control · Mathematics 2023-06-23 Gabriel Velho , Jean Auriol , Riccardo Bonalli

Most of nonlinear robust control methods just consider the affine nonlinear nominal model. When the nominal model is assumed to be affine nonlinear, available information about existing non-affine nonlinearities is ignored. For non-affine…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Chaolun Lu , Yongqiang Li , Zhongsheng Hou , Yuanjing Feng , Yu Feng , Ronghu Chi , Xuhui Bu

Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Machine Learning · Statistics 2026-05-26 Jose Blanchet , Peter Glynn , Wenhao Yang

Efficient and effective attacks are crucial for reliable evaluation of defenses, and also for developing robust models. Projected Gradient Descent (PGD) attack has been demonstrated to be one of the most successful adversarial attacks.…

Computer Vision and Pattern Recognition · Computer Science 2022-02-01 Mengting Xu , Tao Zhang , Zhongnian Li , Daoqiang Zhang

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes

Deep networks are well-known to be fragile to adversarial attacks. We conduct an empirical analysis of deep representations under the state-of-the-art attack method called PGD, and find that the attack causes the internal representation to…

Machine Learning · Computer Science 2019-10-29 Chengzhi Mao , Ziyuan Zhong , Junfeng Yang , Carl Vondrick , Baishakhi Ray

Nonlinear underactuated systems such as two-wheeled inverted pendulums (TWIPs) exhibit a limited region of attraction (RoA), which defines the set of initial conditions from which the closed-loop system converges to the equilibrium. The RoA…

Systems and Control · Electrical Eng. & Systems 2026-05-21 Lorenzo Fici , Dalim Wahby , Alvaro Detailleur , Matthieu Barreau , Guillaume Ducard

The projected gradient descent (PGD) method has shown to be effective in recovering compressed signals described in a data-driven way by a generative model, i.e., a generator which has learned the data distribution. Further reconstruction…

Machine Learning · Computer Science 2021-09-03 Muhammad Fadli Damara , Gregor Kornhardt , Peter Jung

Recent advances in constrained reinforcement learning (RL) have endowed reinforcement learning with certain safety guarantees. However, deploying existing constrained RL algorithms in continuous control tasks with general hard constraints…

Machine Learning · Computer Science 2023-12-22 Shutong Ding , Jingya Wang , Yali Du , Ye Shi

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

There has been an increasing interest in using neural networks in closed-loop control systems to improve performance and reduce computational costs for on-line implementation. However, providing safety and stability guarantees for these…

Systems and Control · Electrical Eng. & Systems 2020-04-20 Haimin Hu , Mahyar Fazlyab , Manfred Morari , George J. Pappas

The non-asymptotic analysis of Stochastic Gradient Descent (SGD) typically yields bounds that decompose into a bias term and a variance term. In this work, we focus on the bias component and study the extent to which SGD can match the…

Optimization and Control · Mathematics 2026-02-02 Daniel Cortild , Lucas Ketels , Juan Peypouquet , Guillaume Garrigos

Recent advances in rule-based reinforcement learning (RL) have significantly improved the reasoning capability of language models (LMs) with rule-based rewards. However, existing RL methods -- such as GRPO, REINFORCE++, and RLOO -- often…

Machine Learning · Computer Science 2025-05-20 Zongkai Liu , Fanqing Meng , Lingxiao Du , Zhixiang Zhou , Chao Yu , Wenqi Shao , Qiaosheng Zhang

Gradient descent (GD) methods for the training of artificial neural networks (ANNs) belong nowadays to the most heavily employed computational schemes in the digital world. Despite the compelling success of such methods, it remains an open…

Optimization and Control · Mathematics 2025-09-01 Shokhrukh Ibragimov , Arnulf Jentzen , Adrian Riekert

As neural networks become more integrated into the systems that we depend on for transportation, medicine, and security, it becomes increasingly important that we develop methods to analyze their behavior to ensure that they are safe to use…

Systems and Control · Electrical Eng. & Systems 2022-10-17 Nicholas Rober , Michael Everett , Songan Zhang , Jonathan P. How

We study $\textit{gradient descent}$ (GD) for logistic regression on linearly separable data with stepsizes that adapt to the current risk, scaled by a constant hyperparameter $\eta$. We show that after at most $1/\gamma^2$ burn-in steps,…

Machine Learning · Statistics 2025-04-21 Ruiqi Zhang , Jingfeng Wu , Licong Lin , Peter L. Bartlett
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