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Continuously learning to solve unseen tasks with limited experience has been extensively pursued in meta-learning and continual learning, but with restricted assumptions such as accessible task distributions, independently and identically…
This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…
We address the problem of controlling the reactive power setpoints of a set of distributed energy resources (DERs) in a power distribution network so as to mitigate the impact of variability in uncontrolled power injections associated with,…
Online imitation learning is the problem of how best to mimic expert demonstrations, given access to the environment or an accurate simulator. Prior work has shown that in the infinite sample regime, exact moment matching achieves value…
We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…
The random demodulator is a recent compressive sensing architecture providing efficient sub-Nyquist sampling of sparse band-limited signals. The compressive sensing paradigm requires an accurate model of the analog front-end to enable…
Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…
In this paper, we address the following problem: Given an offline demonstration dataset from an imperfect expert, what is the best way to leverage it to bootstrap online learning performance in MDPs. We first propose an Informed Posterior…
Online optimization has gained increasing interest due to its capability of tracking real-world streaming data. Although online optimization methods have been widely studied in the setting of frequentist statistics, few works have…
The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand…
In this paper, we design an optimal sensor collaboration strategy among neighboring nodes while tracking a time-varying parameter using wireless sensor networks in the presence of imperfect communication channels. The sensor network is…
Reservoir Computing is a bio-inspired computing paradigm for processing time dependent signals. The performance of its analogue implementation are comparable to other state of the art algorithms for tasks such as speech recognition or…
This paper address the optimal voltage control problem of distribution systems with high penetration of inverter-based renewable energy resources, under inaccurate model information. We propose the online exponential barrier method that…
Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…
We investigate the real-time voltage regulation problem in distribution systems employing online feedback optimization (OFO) with short-range communication between physical neighbours. OFO does not need an accurate grid model nor estimated…
Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…
This paper presents an adaptive online learning framework for systems with uncertain parameters to ensure safety-critical control in non-stationary environments. Our approach consists of two phases. The initial phase is centered on a novel…
This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…
Seasonal climate variations affect electricity demand, which in turn affects month-to-month electricity planning and operations. Electricity system planning at the monthly timescale can be improved by adapting climate forecasts to estimate…
Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…