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We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

Many learning algorithms are formulated in terms of finding model parameters which minimize a data-fitting loss function plus a regularizer. When the regularizer involves the l0 pseudo-norm, the resulting regularization path consists of a…

Machine Learning · Computer Science 2020-03-06 Toby Hocking , Joseph Vargovich

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

Time-optimal trajectories drive quadrotors to their dynamic limits, but computing such trajectories involves solving non-convex problems via iterative nonlinear optimization, making them prohibitively costly for real-time applications. In…

Robotics · Computer Science 2025-06-18 Katherine Mao , Hongzhan Yu , Ruipeng Zhang , Igor Spasojevic , M Ani Hsieh , Sicun Gao , Vijay Kumar

Efficient motion planning algorithms are of central importance for deploying robots in the real world. Unfortunately, these algorithms often drastically reduce the dimensionality of the problem for the sake of feasibility, thereby foregoing…

Robotics · Computer Science 2022-12-02 Alex Beaudin , Hsiu-Chin Lin

We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…

Optimization and Control · Mathematics 2016-04-06 Jakob Löber

Learning to control unknown nonlinear dynamical systems is a fundamental problem in reinforcement learning and control theory. A commonly applied approach is to first explore the environment (exploration), learn an accurate model of it…

Machine Learning · Computer Science 2023-06-16 Andrew Wagenmaker , Guanya Shi , Kevin Jamieson

In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…

Optimization and Control · Mathematics 2024-08-13 Chandrajit Bajaj , Minh Nguyen

We consider recent work of Haber and Ruthotto 2017 and Chang et al. 2018, where deep learning neural networks have been interpreted as discretisations of an optimal control problem subject to an ordinary differential equation constraint. We…

Optimization and Control · Mathematics 2019-10-02 Martin Benning , Elena Celledoni , Matthias J. Ehrhardt , Brynjulf Owren , Carola-Bibiane Schönlieb

We develop a general framework for estimating function-valued parameters under equality or inequality constraints in infinite-dimensional statistical models. Such constrained learning problems are common across many areas of statistics and…

Machine Learning · Statistics 2025-07-22 Razieh Nabi , Nima S. Hejazi , Mark J. van der Laan , David Benkeser

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Shubhendu Bhasin , Warren Dixon

We study the tracking of a trajectory for a nonholonomic system by recasting the problem as a constrained optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a…

Optimization and Control · Mathematics 2020-01-29 Leonardo J. Colombo , David Martín de Diego , Aradhana Nayak , Rodrigo T. Sato Martín de Almagro

This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…

Optimization and Control · Mathematics 2020-10-27 Alexey Piunovskiy , Yi Zhang

Artificial neural networks often struggle with catastrophic forgetting when learning multiple tasks sequentially, as training on new tasks degrades the performance on previously learned tasks. Recent theoretical work has addressed this…

Machine Learning · Computer Science 2025-09-10 Francesco Mori , Stefano Sarao Mannelli , Francesca Mignacco

The principle of optimality is a fundamental aspect of dynamic programming, which states that the optimal solution to a dynamic optimization problem can be found by combining the optimal solutions to its sub-problems. While this principle…

Optimization and Control · Mathematics 2024-08-14 Bar Light

Mappings to structured output spaces (strings, trees, partitions, etc.) are typically learned using extensions of classification algorithms to simple graphical structures (eg., linear chains) in which search and parameter estimation can be…

Machine Learning · Computer Science 2009-07-07 Hal Daumé , Daniel Marcu

We study the problem of learning classification functions from noiseless training samples, under the assumption that the decision boundary is of a certain regularity. We establish universal lower bounds for this estimation problem, for…

Functional Analysis · Mathematics 2021-12-28 Philipp Petersen , Felix Voigtlaender

We consider initial value problems of nonlinear dynamical systems, which include physical parameters. A quantity of interest depending on the solution is observed. A discretisation yields the trajectories of the quantity of interest in many…

Machine Learning · Computer Science 2021-01-13 Roland Pulch , Maha Youssef

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…

Optimization and Control · Mathematics 2024-05-08 Xingjian Li , Deepanshu Verma , Lars Ruthotto

In recent papers it has been suggested that human locomotion may be modeled as an inverse optimal control problem. In this paradigm, the trajectories are assumed to be solutions of an optimal control problem that has to be determined. We…

Optimization and Control · Mathematics 2010-07-26 Yacine Chitour , Frédéric Jean , Paolo Mason