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Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…

Machine Learning · Computer Science 2022-09-20 Lucas Böttcher , Thomas Asikis

Optimal setting of several hyper-parameters in machine learning algorithms is key to make the most of available data. To this aim, several methods such as evolutionary strategies, random search, Bayesian optimization and heuristic rules of…

Machine Learning · Computer Science 2021-12-16 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto C. Martínez

With the increasing pace of automation, modern robotic systems need to act in stochastic, non-stationary, partially observable environments. A range of algorithms for finding parameterized policies that optimize for long-term average…

Machine Learning · Computer Science 2019-09-04 David Nass , Boris Belousov , Jan Peters

In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{simulated optimal} policy, for which the performance of this…

Optimization and Control · Mathematics 2014-10-13 Yinlam Chow , Mohammad Ghavamzadeh

A common theme in all the above areas is designing a dynamical system to accomplish desired objectives, possibly in some predefined optimal way. Since control theory advances the idea of suitably modifying the behavior of a dynamical…

Optimization and Control · Mathematics 2024-07-03 Revati Gunjal , Syed Shadab Nayyer , Sushama Wagh , Navdeep Singh

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

The performance of any algorithm will largely depend on the setting of its algorithm-dependent parameters. The optimal setting should allow the algorithm to achieve the best performance for solving a range of optimization problems. However,…

Optimization and Control · Mathematics 2013-12-20 Xin-She Yang , Suash Deb , M. Loomes , M. Karamanoglu

Policy optimization in reinforcement learning requires the selection of numerous hyperparameters across different environments. Fixing them incorrectly may negatively impact optimization performance leading notably to insufficient or…

Robotics · Computer Science 2021-03-26 Jiancong Huang , Juan Rojas , Matthieu Zimmer , Hongmin Wu , Yisheng Guan , Paul Weng

The field of algorithmic optimization has significantly advanced with the development of methods for the automatic configuration of algorithmic parameters. This article delves into the Algorithm Configuration Problem, focused on optimizing…

Artificial Intelligence · Computer Science 2024-03-05 Gabriele Iommazzo , Claudia D'Ambrosio , Antonio Frangioni , Leo Liberti

Many control policies used in various applications determine the input or action by solving a convex optimization problem that depends on the current state and some parameters. Common examples of such convex optimization control policies…

Optimization and Control · Mathematics 2019-12-23 Akshay Agrawal , Shane Barratt , Stephen Boyd , Bartolomeo Stellato

An informative measurement is the most efficient way to gain information about an unknown state. We present a first-principles derivation of a general-purpose dynamic programming algorithm that returns an optimal sequence of informative…

Machine Learning · Computer Science 2023-02-01 Peter N. Loxley , Ka-Wai Cheung

The optimal power flow problem plays an important role in the market clearing and operation of electric power systems. However, with increasing uncertainty from renewable energy operation, the optimal operating point of the system changes…

Optimization and Control · Mathematics 2018-01-25 Yeesian Ng , Sidhant Misra , Line A. Roald , Scott Backhaus

A variety of autonomous navigation algorithms exist that allow robots to move around in a safe and fast manner. However, many of these algorithms require parameter re-tuning when facing new environments. In this paper, we propose PTDRL, a…

Robotics · Computer Science 2023-06-21 Elias Goldsztejn , Tal Feiner , Ronen Brafman

Aligning large language models (LLMs) with human preferences is essential for safe and useful LLMs. Previous works mainly adopt reinforcement learning (RLHF) and direct preference optimization (DPO) with human feedback for alignment.…

Computation and Language · Computer Science 2023-10-03 Tianci Xue , Ziqi Wang , Heng Ji

A Reinforcement Learning (RL) system depends on a set of initial conditions (hyperparameters) that affect the system's performance. However, defining a good choice of hyperparameters is a challenging problem. Hyperparameter tuning often…

Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…

Optimization and Control · Mathematics 2026-02-10 Yin Liu , Sam Davanloo Tajbakhsh

Batch policy optimization considers leveraging existing data for policy construction before interacting with an environment. Although interest in this problem has grown significantly in recent years, its theoretical foundations remain…

Machine Learning · Computer Science 2021-04-07 Chenjun Xiao , Yifan Wu , Tor Lattimore , Bo Dai , Jincheng Mei , Lihong Li , Csaba Szepesvari , Dale Schuurmans

Choosing optimal (or at least better) policies is an important problem in domains from medicine to education to finance and many others. One approach to this problem is through controlled experiments/trials - but controlled experiments are…

Artificial Intelligence · Computer Science 2018-02-26 Onur Atan , William R. Zame , M van der Schaar

Recently, using automatic configuration tuning to improve the performance of modern database management systems (DBMSs) has attracted increasing interest from the database community. This is embodied with a number of systems featuring…

Databases · Computer Science 2022-03-15 Xinyi Zhang , Zhuo Chang , Yang Li , Hong Wu , Jian Tan , Feifei Li , Bin Cui

We propose a novel randomized linear programming algorithm for approximating the optimal policy of the discounted Markov decision problem. By leveraging the value-policy duality and binary-tree data structures, the algorithm adaptively…

Optimization and Control · Mathematics 2019-06-04 Mengdi Wang