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This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems…

Machine Learning · Computer Science 2022-06-07 Yuzhen Han , Ruben Solozabal , Jing Dong , Xingyu Zhou , Martin Takac , Bin Gu

The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…

Computer Science and Game Theory · Computer Science 2024-02-21 David Sychrovský , Michal Šustr , Elnaz Davoodi , Michael Bowling , Marc Lanctot , Martin Schmid

A Multi-Agent Cooperative Learning (MACL) system is an artificial intelligence (AI) system where multiple learning agents work together to complete a common task. Recent empirical success of MACL systems in various domains (e.g. traffic…

Machine Learning · Computer Science 2023-10-31 Jialin Yi

Online learning aims to perform nearly as well as the best hypothesis in hindsight. For some hypothesis classes, though, even finding the best hypothesis offline is challenging. In such offline cases, local search techniques are often…

Artificial Intelligence · Computer Science 2012-06-18 Michael Bowling , Martin Zinkevich

We present an online multi-task learning approach for adaptive nonlinear control, which we call Online Meta-Adaptive Control (OMAC). The goal is to control a nonlinear system subject to adversarial disturbance and unknown…

Machine Learning · Computer Science 2021-10-28 Guanya Shi , Kamyar Azizzadenesheli , Michael O'Connell , Soon-Jo Chung , Yisong Yue

An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…

Optimization and Control · Mathematics 2021-01-27 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

Inspired by online learning, data-dependent regret has recently been proposed as a criterion for controller design. In the regret-optimal control paradigm, causal controllers are designed to minimize regret against a hypothetical optimal…

Optimization and Control · Mathematics 2022-09-15 Gautam Goel , Babak Hassibi

We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner…

Machine Learning · Computer Science 2026-05-13 Taihei Oki , Shinsaku Sakaue

Meta-learning seeks to build algorithms that rapidly learn how to solve new learning problems based on previous experience. In this paper we investigate meta-learning in the setting of stochastic linear bandit tasks. We assume that the…

Machine Learning · Computer Science 2022-05-31 Leonardo Cella , Karim Lounici , Massimiliano Pontil

We consider the online control problem with an unknown linear dynamical system in the presence of adversarial perturbations and adversarial convex loss functions. Although the problem is widely studied in model-based control, it remains…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Zishun Liu , Yongxin Chen

We investigate meta-learning procedures in the setting of stochastic linear bandits tasks. The goal is to select a learning algorithm which works well on average over a class of bandits tasks, that are sampled from a task-distribution.…

Machine Learning · Statistics 2020-05-19 Leonardo Cella , Alessandro Lazaric , Massimiliano Pontil

Online learning algorithms have been successfully used to design caching policies with sublinear regret in the total number of requests, with no statistical assumption about the request sequence. Most existing algorithms involve…

Machine Learning · Computer Science 2025-03-05 Younes Ben Mazziane , Francescomaria Faticanti , Sara Alouf , Giovanni Neglia

This article reviews meta-learning also known as learning-to-learn which seeks rapid and accurate model adaptation to unseen tasks with applications in highly automated AI, few-shot learning, natural language processing and robotics. Unlike…

Machine Learning · Computer Science 2020-10-27 Huimin Peng

The ability to learn new concepts with small amounts of data is a critical aspect of intelligence that has proven challenging for deep learning methods. Meta-learning has emerged as a promising technique for leveraging data from previous…

Machine Learning · Computer Science 2020-04-29 Mingzhang Yin , George Tucker , Mingyuan Zhou , Sergey Levine , Chelsea Finn

In the setting of online learning, Implicit algorithms turn out to be highly successful from a practical standpoint. However, the tightest regret analyses only show marginal improvements over Online Mirror Descent. In this work, we shed…

Machine Learning · Computer Science 2020-11-10 Nicolò Campolongo , Francesco Orabona

In online convex optimization it is well known that certain subclasses of objective functions are much easier than arbitrary convex functions. We are interested in designing adaptive methods that can automatically get fast rates in as many…

Machine Learning · Computer Science 2021-08-31 Tim van Erven , Wouter M. Koolen

This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in…

Machine Learning · Statistics 2013-01-08 Eric C. Hall , Rebecca M. Willett

In this paper, we develop a novel virtual-queue-based online algorithm for online convex optimization (OCO) problems with long-term and time-varying constraints and conduct a performance analysis with respect to the dynamic regret and…

Optimization and Control · Mathematics 2021-11-16 Qingsong Liu , Wenfei Wu , Longbo Huang , Zhixuan Fang

We study the problem of dynamic regret minimization in online convex optimization, in which the objective is to minimize the difference between the cumulative loss of an algorithm and that of an arbitrary sequence of comparators. While the…

Machine Learning · Computer Science 2024-11-05 Andrew Jacobsen , Francesco Orabona

We consider measurement-feedback control in linear dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which competes with the optimal…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Gautam Goel , Babak Hassibi
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