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Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this…

Machine Learning · Computer Science 2020-02-07 Lijun Zhang , Shiyin Lu , Tianbao Yang

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

Machine Learning · Computer Science 2015-01-27 Ali Jadbabaie , Alexander Rakhlin , Shahin Shahrampour , Karthik Sridharan

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

Machine Learning · Computer Science 2022-06-06 Asaf Cassel , Alon Cohen , Tomer Koren

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

This paper studies the control of safety-critical dynamical systems in the presence of adversarial disturbances. We seek to synthesize state-feedback controllers to minimize a cost incurred due to the disturbance, while respecting a safety…

Systems and Control · Electrical Eng. & Systems 2020-09-22 Bhaskar Ramasubramanian , Baicen Xiao , Linda Bushnell , Radha Poovendran

As we move towards safety-critical cyber-physical systems that operate in non-stationary and uncertain environments, it becomes crucial to close the gap between classical optimal control algorithms and adaptive learning-based methods. In…

Systems and Control · Electrical Eng. & Systems 2022-11-15 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to…

Machine Learning · Computer Science 2021-06-10 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

Performance of adaptive control policies is assessed through the regret with respect to the optimal regulator, which reflects the increase in the operating cost due to uncertainty about the dynamics parameters. However, available results in…

Systems and Control · Computer Science 2020-03-24 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

This paper is concerned with understanding and countering the effects of database attacks on a learning-based linear quadratic adaptive controller. This attack targets neither sensors nor actuators, but just poisons the learning algorithm…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Jafar Abbaszadeh Chekan , Cedric Langbort

Inspired by competitive policy designs approaches in online learning, new control paradigms such as competitive-ratio and regret-optimal control have been recently proposed as alternatives to the classical $\mathcal{H}_2$ and…

Optimization and Control · Mathematics 2022-06-07 Oron Sabag , Sahin Lale , Babak Hassibi

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…

Machine Learning · Computer Science 2020-07-02 Yingjie Fei , Zhuoran Yang , Zhaoran Wang , Qiaomin Xie

Robot decision-making increasingly relies on data-driven human prediction models when operating around people. While these models are known to mispredict in out-of-distribution interactions, only a subset of prediction errors impact…

Robotics · Computer Science 2024-11-12 Kensuke Nakamura , Ran Tian , Andrea Bajcsy

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The…

Optimization and Control · Mathematics 2024-07-08 Lintao Ye , Ming Chi , Ruiquan Liao , Vijay Gupta

In this paper, we consider the problem of finding a meta-learning online control algorithm that can learn across the tasks when faced with a sequence of $N$ (similar) control tasks. Each task involves controlling a linear dynamical system…

Machine Learning · Computer Science 2022-08-23 Deepan Muthirayan , Dileep Kalathil , Pramod P. Khargonekar

This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive disturbance on the state process. The underlying probability…

Optimization and Control · Mathematics 2023-08-17 Feras Al Taha , Shuhao Yan , Eilyan Bitar

We consider control from the perspective of competitive analysis. Unlike much prior work on learning-based control, which focuses on minimizing regret against the best controller selected in hindsight from some specific class, we focus on…

Optimization and Control · Mathematics 2021-08-02 Gautam Goel , Babak Hassibi

We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

Machine Learning · Computer Science 2019-09-12 Naman Agarwal , Elad Hazan , Karan Singh

We provide consistent random algorithms for sequential decision under partial monitoring, i.e. when the decision maker does not observe the outcomes but receives instead random feedback signals. Those algorithms have no internal regret in…

Machine Learning · Computer Science 2011-02-23 Vianney Perchet

We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…

Systems and Control · Electrical Eng. & Systems 2024-07-04 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate