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This paper investigates online composite optimization in dynamic environments, where each objective or loss function contains a time-varying nondifferentiable regularizer. To resolve it, an online proximal gradient algorithm is studied for…

Optimization and Control · Mathematics 2023-03-24 Ruijie Hou , Xiuxian Li , Yang Shi

A key challenge in Imitation Learning (IL) is that optimal state actions demonstrations are difficult for the teacher to provide. For example in robotics, providing kinesthetic demonstrations on a robotic manipulator requires the teacher to…

Robotics · Computer Science 2021-04-05 Matthew Schmittle , Sanjiban Choudhury , Siddhartha S. Srinivasa

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Realtime model learning proves challenging for complex dynamical systems, such as drones flying in variable wind conditions. Machine learning technique such as deep neural networks have high representation power but is often too slow to…

Robotics · Computer Science 2022-05-26 Michael O'Connell , Guanya Shi , Xichen Shi , Soon-Jo Chung

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

In contrast to offline working fashions, two research paradigms are devised for online learning: (1) Online Meta Learning (OML) learns good priors over model parameters (or learning to learn) in a sequential setting where tasks are revealed…

Machine Learning · Computer Science 2021-08-24 Chen Zhao , Feng Chen , Bhavani Thuraisingham

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information…

Machine Learning · Statistics 2019-03-15 Sattar Vakili , Alexis Boukouvalas , Qing Zhao

In this paper, we introduce a discrete variant of the meta-learning framework. Meta-learning aims at exploiting prior experience and data to improve performance on future tasks. By now, there exist numerous formulations for meta-learning in…

Machine Learning · Computer Science 2021-01-12 Arman Adibi , Aryan Mokhtari , Hamed Hassani

Meta-learning algorithms use past experience to learn to quickly solve new tasks. In the context of reinforcement learning, meta-learning algorithms acquire reinforcement learning procedures to solve new problems more efficiently by…

Machine Learning · Computer Science 2020-05-01 Abhishek Gupta , Benjamin Eysenbach , Chelsea Finn , Sergey Levine

We study continuous-time online learning where data are generated by a diffusion process with unknown coefficients. The learner employs a two-layer neural network, continuously updating its parameters in a non-anticipative manner. The…

Machine Learning · Computer Science 2026-04-14 Erhan Bayraktar , Bingyan Han , Ziqing Zhang

Rather than learning new control policies for each new task, it is possible, when tasks share some structure, to compose a "meta-policy" from previously learned policies. This paper reports results from experiments using Deep Reinforcement…

Artificial Intelligence · Computer Science 2017-11-07 Richard Liaw , Sanjay Krishnan , Animesh Garg , Daniel Crankshaw , Joseph E. Gonzalez , Ken Goldberg

Online learning with delayed feedback has received increasing attention recently due to its several applications in distributed, web-based learning problems. In this paper we provide a systematic study of the topic, and analyze the effect…

Machine Learning · Computer Science 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Elena Arcari , Andrea Carron , Melanie N. Zeilinger

Projection-free online learning has drawn increasing interest due to its efficiency in solving high-dimensional problems with complicated constraints. However, most existing projection-free online methods focus on minimizing the static…

Machine Learning · Computer Science 2023-05-22 Yibo Wang , Wenhao Yang , Wei Jiang , Shiyin Lu , Bing Wang , Haihong Tang , Yuanyu Wan , Lijun Zhang

We investigate the problem of online learning, which has gained significant attention in recent years due to its applicability in a wide range of fields from machine learning to game theory. Specifically, we study the online optimization of…

Machine Learning · Computer Science 2021-09-29 Kaan Gokcesu , Hakan Gokcesu

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Machine Learning · Computer Science 2020-11-20 Jonathan N. Lee , Aldo Pacchiano , Vidya Muthukumar , Weihao Kong , Emma Brunskill

In the convex optimization approach to online regret minimization, many methods have been developed to guarantee a $O(\sqrt{T})$ bound on regret for subdifferentiable convex loss functions with bounded subgradients, by using a reduction to…

Machine Learning · Computer Science 2016-09-20 Arthur Flajolet , Patrick Jaillet

This text presents an introduction to an emerging paradigm in control of dynamical systems and differentiable reinforcement learning called online nonstochastic control. The new approach applies techniques from online convex optimization…

Machine Learning · Computer Science 2026-04-28 Elad Hazan , Karan Singh

Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…

Machine Learning · Computer Science 2013-05-14 Stephane Ross , Jiaji Zhou , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell