Related papers: Structural Risk Minimization for Learning Nonlinea…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…
In order to circumvent statistical and computational hardness results in sequential decision-making, recent work has considered smoothed online learning, where the distribution of data at each time is assumed to have bounded likeliehood…
Model selection consists in comparing several candidate models according to a metric to be optimized. The process often involves a grid search, or such, and cross-validation, which can be time consuming, as well as not providing much…
In this article, we discuss some of the recent developments in applying machine learning (ML) techniques to nonlinear dynamical systems. In particular, we demonstrate how to build a suitable ML framework for addressing two specific…
Given a collection of feature maps indexed by a set $\mathcal{T}$, we study the performance of empirical risk minimization (ERM) on regression problems with square loss over the union of the linear classes induced by these feature maps.…
We develop a methodology to construct low-dimensional predictive models from data sets representing essentially nonlinear (or non-linearizable) dynamical systems with a hyperbolic linear part that are subject to external forcing with…
Recently there has been substantial interest in spectral methods for learning dynamical systems. These methods are popular since they often offer a good tradeoff between computational and statistical efficiency. Unfortunately, they can be…
Traditionally, model-based reinforcement learning (MBRL) methods exploit neural networks as flexible function approximators to represent $\textit{a priori}$ unknown environment dynamics. However, training data are typically scarce in…
We investigate the learning dynamics of classifiers in scenarios where classes are separable or classifiers are over-parameterized. In both cases, Empirical Risk Minimization (ERM) results in zero training error. However, there are many…
We present a data-driven modeling strategy to overcome improperly modeled dynamics for systems exhibiting complex spatio-temporal behaviors. We propose a Deep Learning framework to resolve the differences between the true dynamics of the…
This work proposes a machine-learning framework for modeling the error incurred by approximate solutions to parameterized dynamical systems. In particular, we extend the machine-learning error models (MLEM) framework proposed in Ref. 15 to…
Achieving both optimality and safety under unknown system dynamics is a central challenge in real-world deployment of agents. To address this, we introduce a notion of maximum safe dynamics learning, where sufficient exploration is…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…
Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
Incremental learning is a machine learning approach that involves training a model on a sequence of tasks, rather than all tasks at once. This ability to learn incrementally from a stream of tasks is crucial for many real-world…
In the context of Structural Risk Minimization, one is presented a sequence of classes $\{\mathcal{G}_j\}$ from which, given a random sample $(X_i,Y_i)$ one wants to choose a strongly consistent estimator. For certain types of classes of…
Modeling and control of high-dimensional, nonlinear robotic systems remains a challenging task. While various model- and learning-based approaches have been proposed to address these challenges, they broadly lack generalizability to…