Related papers: Synthetic Control As Online Linear Regression
Offline reinforcement learning (RL) is a variant of RL where the policy is learned from a previously collected dataset of trajectories and rewards. In our work, we propose a practical approach to offline RL with large language models…
We present a new optimization-theoretic approach to analyzing Follow-the-Leader style algorithms, particularly in the setting where perturbations are used as a tool for regularization. We show that adding a strongly convex penalty function…
We present a robust generalization of the synthetic control method for comparative case studies. Like the classical method, we present an algorithm to estimate the unobservable counterfactual of a treatment unit. A distinguishing feature of…
Modern decision-making systems, from robots to web recommendation engines, are expected to adapt: to user preferences, changing circumstances or even new tasks. Yet, it is still uncommon to deploy a dynamically learning agent (rather than a…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
A key theme in the past decade has been that when large neural networks and large datasets combine they can produce remarkable results. In deep reinforcement learning (RL), this paradigm is commonly made possible through experience replay,…
In many applications, the integrals and derivatives of signals carry valuable information (e.g., cumulative success over a time window, the rate of change) regarding the behavior of the underlying system. In this paper, we extend the…
This work focuses the tracking control problem for nonlinear systems subjected to unknown external disturbances. Inspired by contraction theory, a neural network-dirven CCM synthesis is adopted to obtain a feedback controller that could…
Estimating causal effects on time-to-event outcomes from observational data is particularly challenging due to censoring, limited sample sizes, and non-random treatment assignment. The need for answering such "when-if" questions--how the…
Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…
Making use of predictions is a crucial, but under-explored, area of online algorithms. This paper studies a class of online optimization problems where we have external noisy predictions available. We propose a stochastic prediction error…
We consider the problem of tracking an adversarial state sequence in a linear dynamical system subject to adversarial disturbances and loss functions, generalizing earlier settings in the literature. To this end, we develop three…
This tutorial survey provides an overview of recent non-asymptotic advances in statistical learning theory as relevant to control and system identification. While there has been substantial progress across all areas of control, the theory…
This paper discusses a practical approach that combines synthetic control with triple difference to address violations of the parallel trends assumption. By transforming triple difference into a DID structure, we can apply synthetic control…
Synthetic training data has gained prominence in numerous learning tasks and scenarios, offering advantages such as dataset augmentation, generalization evaluation, and privacy preservation. Despite these benefits, the efficiency of…
This paper proposes an Online Control-Informed Learning (OCIL) framework, which employs the well-established optimal control and state estimation techniques in the field of control to solve a broad class of learning tasks in an online…
In real-time and safety-critical cyber-physical systems (CPSs), control synthesis must guarantee that generated policies meet stringent timing and correctness requirements under uncertain and dynamic conditions. Signal temporal logic (STL)…
The synthetic control (SC) framework is widely used for observational causal inference with time-series panel data. SC has been successful in diverse applications, but existing methods typically treat the ordering of pre-intervention time…
In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…
In sequential decision-making problems, Return-Conditioned Supervised Learning (RCSL) has gained increasing recognition for its simplicity and stability in modern decision-making tasks. Unlike traditional offline reinforcement learning (RL)…