Related papers: Adaptive control mechanisms in gradient descent al…
We analyze the convergence behavior of stochastic gradient descent with momentum (SGDM) under dynamic learning-rate and batch-size schedules by introducing a novel and simpler Lyapunov function. We extend the existing theoretical framework…
We consider the policy gradient adaptive control (PGAC) framework, which adaptively updates a control policy in real time, by performing data-based gradient descent steps on the linear quadratic regulator cost. This method has empirically…
This paper presents a -- Learning from Demonstration -- method to perform robot movement trajectories that can be defined as you go. This way unstructured tasks can be performed, without the need to know exactly all the tasks and start and…
We study gradient descent (GD) with a constant stepsize for $\ell_2$-regularized logistic regression with linearly separable data. Classical theory suggests small stepsizes to ensure monotonic reduction of the optimization objective,…
Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…
In this paper, we consider gradient-type methods for convex positively homogeneous optimization problems with relative accuracy. An analogue of the accelerated universal gradient-type method for positively homogeneous optimization problems…
Many problems in high-dimensional statistics and optimization involve minimization over nonconvex constraints-for instance, a rank constraint for a matrix estimation problem-but little is known about the theoretical properties of such…
This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…
We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…
This work studies the design problem of feedback stabilizers for discrete-time systems with input delays. A backstepping procedure is proposed for disturbance-free discrete-time systems. The feedback law designed by using backstepping…
In this paper, we describe a stochastic adaptive fast gradient descent method based on the mirror variant of similar triangles method. To our knowledge, this is the first attempt to use adaptivity in stochastic method. Additionally, a main…
In this work, we introduce a novel data-driven model-reference control design approach for unknown linear systems with fully measurable state. The proposed control action is composed by a static feedback term and a reference tracking block,…
In this paper we extend the adaptive gradient descent (AdaGrad) algorithm to the optimal distributed control of parabolic partial differential equations with uncertain parameters. This stochastic optimization method achieves an improved…
This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…
We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…
We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…
We contribute to the growing body of knowledge on more powerful and adaptive stepsizes for convex optimization, empowered by local curvature information. We do not go the route of fully-fledged second-order methods which require the…
Gradient descent optimization algorithms are the standard ingredients that are used to train artificial neural networks (ANNs). Even though a huge number of numerical simulations indicate that gradient descent optimization methods do indeed…
The paper deals with the problem of output regulation of nonlinear systems by presenting a learning-based adaptive internal model-based design strategy. We borrow from the adaptive internal model design technique recently proposed in [1]…
One approach for feedback control using high dimensional and rich sensor measurements is to classify the measurement into one out of a finite set of situations, each situation corresponding to a (known) control action. This approach…