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Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

This work focuses on the dynamic hedging of financial derivatives, where a reinforcement learning algorithm is designed to minimize the variance of the delta hedging process. In contrast to previous research in this area, we apply…

Optimization and Control · Mathematics 2023-06-21 Cong Zheng , Jiafa He , Can Yang

This work delves into the complexities of machine unlearning in the face of distributional shifts, particularly focusing on the challenges posed by non-uniform feature and label removal. With the advent of regulations like the GDPR…

Machine Learning · Computer Science 2024-03-14 Ling Han , Nanqing Luo , Hao Huang , Jing Chen , Mary-Anne Hartley

We present a numerical approach for approximating unknown Hamiltonian systems using observation data. A distinct feature of the proposed method is that it is structure-preserving, in the sense that it enforces conservation of the…

Numerical Analysis · Mathematics 2021-07-13 Kailiang Wu , Tong Qin , Dongbin Xiu

A new approach is introduced to classify faults in rotating machinery based on the total energy signature estimated from sensor measurements. The overall goal is to go beyond using black-box models and incorporate additional physical…

Machine Learning · Computer Science 2023-01-09 Jeremy Shen , Jawad Chowdhury , Sourav Banerjee , Gabriel Terejanu

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros

Learning the unknown Hamiltonian governing the dynamics of a quantum many-body system is a challenging task. In this manuscript, we propose a possible strategy based on repeated measurements on a single time-dependent state. We prove that…

Quantum Physics · Physics 2023-01-27 Davide Rattacaso , Gianluca Passarelli , Procolo Lucignano

Continual learning is the problem of learning and retaining knowledge through time over multiple tasks and environments. Research has primarily focused on the incremental classification setting, where new tasks/classes are added at discrete…

Machine Learning · Computer Science 2021-09-23 Zhipeng Cai , Ozan Sener , Vladlen Koltun

Hamiltonian mechanics is an effective tool to represent many physical processes with concise yet well-generalized mathematical expressions. A well-modeled Hamiltonian makes it easy for researchers to analyze and forecast many related…

Machine Learning · Computer Science 2021-02-24 Seungjun Lee , Haesang Yang , Woojae Seong

Stability is a basic requirement when studying the behavior of dynamical systems. However, stabilizing dynamical systems via reinforcement learning is challenging because only little data can be collected over short time horizons before…

Optimization and Control · Mathematics 2024-11-01 Steffen W. R. Werner , Benjamin Peherstorfer

We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…

Optimization and Control · Mathematics 2023-06-21 Marc Chen , Mohammad Shirazi , Peter A. Forsyth , Yuying Li

An effective algorithmic method is presented for finding the local conservation laws for partial differential equations with any number of independent and dependent variables. The method does not require the use or existence of a…

Mathematical Physics · Physics 2007-05-23 Stephen C. Anco , George Bluman

Multiple equilibrium states arise in many physical systems, including various types of liquid crystal structures. Having the ability to reliably compute such states enables more accurate physical analysis and understanding of experimental…

Numerical Analysis · Mathematics 2016-01-28 J. H. Adler , D. B. Emerson , P. E. Farrell , S. P. MacLachlan

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the…

Machine Learning · Computer Science 2019-02-18 Keuntaek Lee , Kamil Saigol , Evangelos A. Theodorou

Neural operators, which emerge as implicit solution operators of hidden governing equations, have recently become popular tools for learning responses of complex real-world physical systems. Nevertheless, the majority of neural operator…

Machine Learning · Computer Science 2023-01-31 Ning Liu , Yue Yu , Huaiqian You , Neeraj Tatikola

Physical phenomena in the real world are often described by energy-based modeling theories, such as Hamiltonian mechanics or the Landau theory, which yield various physical laws. Recent developments in neural networks have enabled the…

Numerical Analysis · Mathematics 2020-11-03 Takashi Matsubara , Ai Ishikawa , Takaharu Yaguchi

Most classical mechanical systems are based on dynamical variables whose values are real numbers. Energy conservation is then guaranteed if the dynamical equations are phrased in terms of a Hamiltonian function, which then leads to…

Mathematical Physics · Physics 2013-12-05 Gerard 't Hooft

The goal of this paper is to determine the laws of observed trajectories assuming that there is a mechanical system in the background and using these laws to continue the observed motion in a plausible way. The laws are represented by…

Machine Learning · Computer Science 2022-07-27 Antal Jakovac , Marcell T. Kurbucz , Peter Posfay

Efficient characterization of quantum devices is a significant challenge critical for the development of large scale quantum computers. We consider an experimentally motivated situation, in which we have a decent estimate of the…

Quantum Physics · Physics 2021-04-12 Przemyslaw Bienias , Alireza Seif , Mohammad Hafezi

We build upon recent work on using Machine Learning models to estimate Hamiltonian parameters using continuous weak measurement of qubits as input. We consider two settings for the training of our model: (1) supervised learning where the…

Quantum Physics · Physics 2025-02-17 Kris Tucker , Amit Kiran Rege , Conor Smith , Claire Monteleoni , Tameem Albash
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