Related papers: Sensitivity of Online Feedback Optimization to tim…
We consider trajectory optimal control problems in which parameter uncertainty limits the applicability of control trajectories computed prior to travel. Hence, efficient trajectory adjustment is needed to ensure successful travel. However,…
This paper studies an online optimization problem with a finite prediction window of cost functions and additional switching costs on decisions. We propose two gradient-based online algorithms: Receding Horizon Gradient Descent (RHGD), and…
Machine learning techniques have garnered great interest in designing communication systems owing to their capacity in tackling with channel uncertainty. To provide theoretical guarantees for learning-based communication systems, some…
This paper proposes a stochastic model predictive control method for linear systems affected by additive Gaussian disturbances that optimizes over disturbance feedback matrices online. Closed-loop satisfaction of probabilistic constraints…
We study online control of an unknown nonlinear dynamical system that is approximated by a time-invariant linear system with model misspecification. Our study focuses on robustness, a measure of how much deviation from the assumed linear…
A probabilistic graphical model is proposed, modeling the joint model parameter and multiplier evolution, with a hypervolume based likelihood, promoting multi-objective descent in structural risk minimization. We address multi-objective…
Conventional hyperparameter optimization methods are computationally intensive and hard to generalize to scenarios that require dynamically adapting hyperparameters, such as life-long learning. Here, we propose an online hyperparameter…
This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose Online Compressed Gradient Tracking with one-point Bandit Feedback…
In this paper, we develop a unified framework for analyzing the tracking error and dynamic regret of inexact online optimization methods under a variety of settings. Specifically, we leverage the quadratic constraint approach from control…
We demonstrate that time-delayed feedback control can be improved by adaptively tuning the feedback gain. This adaptive controller is applied to the stabilization of an unstable fixed point and an unstable periodic orbit embedded in a…
Online system identification is the estimation of parameters of a dynamical system, such as mass or friction coefficients, for each measurement of the input and output signals. Here, the nonlinear stochastic differential equation of a…
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…
We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…
Networked multi-agent dynamical systems have been used to model how individual opinions evolve over time due to the opinions of other agents in the network. Particularly, such a model has been used to study how a planning agent can be used…
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…
Automating parts of the user interface (UI) design process has been a longstanding challenge. We present an automated technique for optimizing the layouts of mobile UIs. Our method uses gradient descent on a neural network model of task…
Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…
It has long been hoped that model-based control will improve tracking performance while maintaining or increasing compliance. This hope hinges on having or being able to estimate an accurate inverse dynamics model. As a result, substantial…
We consider online convex optimization with time-varying stage costs and additional switching costs. Since the switching costs introduce coupling across all stages, multi-step-ahead (long-term) predictions are incorporated to improve the…
We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a…