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In this paper, we propose a novel method for causal inference within the framework of counterfactual and synthetic control. Matching forward the generalized synthetic control method, our instrumented principal component analysis method…

Econometrics · Economics 2024-09-17 Cong Wang

For classification problems with significant class imbalance, subsampling can reduce computational costs at the price of inflated variance in estimating model parameters. We propose a method for subsampling efficiently for logistic…

Computation · Statistics 2014-09-24 William Fithian , Trevor Hastie

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Modern nonlinear control theory seeks to endow systems with properties such as stability and safety, and has been deployed successfully across various domains. Despite this success, model uncertainty remains a significant challenge in…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Andrew J. Taylor , Victor D. Dorobantu , Sarah Dean , Benjamin Recht , Yisong Yue , Aaron D. Ames

Counterfactual Explanations are becoming a de-facto standard in post-hoc interpretable machine learning. For a given classifier and an instance classified in an undesired class, its counterfactual explanation corresponds to small…

Machine Learning · Computer Science 2024-01-17 Veronica Piccialli , Dolores Romero Morales , Cecilia Salvatore

Online Feedback Optimization (OFO) controllers steer a system to its optimal operating point by treating optimization algorithms as auxiliary dynamic systems. Implementation of OFO controllers requires setting the parameters of the…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Marta Zagorowska , Lukas Ortmann , Alisa Rupenyan , Mehmet Mercangoez , Lars Imsland

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann

Stability enforcement remains a challenge in data-driven control paradigms, where no parametrised model of the system is available. For instance, the system's instabilities can be estimated in order to enforce a closed-loop stability…

Systems and Control · Electrical Eng. & Systems 2020-12-14 Basile Bouteau , Pauline Kergus , Pierre Vuillemin

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

The tunable approximated explicit model predictive control (MPC) comes with the benefits of real-time tunability without the necessity of solving the optimization problem online. This paper provides a novel self-tunable control policy that…

Systems and Control · Electrical Eng. & Systems 2024-06-07 Lenka Galčíková , Juraj Oravec

We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…

Systems and Control · Computer Science 2021-01-22 Ugo Rosolia , Francesco Borrelli

Counterfactual explanations for machine learning models are used to find minimal interventions to the feature values such that the model changes the prediction to a different output or a target output. A valid counterfactual explanation…

Machine Learning · Computer Science 2023-03-23 Shravan Kumar Sajja , Sumanta Mukherjee , Satyam Dwivedi

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation…

Optimization and Control · Mathematics 2024-05-31 Siming Liang , Hui Sun , Richard Archibald , Feng Bao

This paper proposes a framework for adaptively learning a feedback linearization-based tracking controller for an unknown system using discrete-time model-free policy-gradient parameter update rules. The primary advantage of the scheme over…

Machine Learning · Computer Science 2020-04-07 Tyler Westenbroek , Eric Mazumdar , David Fridovich-Keil , Valmik Prabhu , Claire J. Tomlin , S. Shankar Sastry

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

Control of non-condensing non-ideal-gas power cycles is challenging because their output power dynamics depend on complex system interactions, non-ideal-gas effects complicate turbomachinery behavior, and state constraints must be…

Systems and Control · Electrical Eng. & Systems 2021-08-30 Viv Bone , Michael Kearney , Ingo Jahn

A feedback controller is proposed to perform output reference tracking with prescribed performance for nonlinear continuous-time systems of relative degree two. The controller is of sampled-data type, i.e., measurements are available only…

Optimization and Control · Mathematics 2024-07-30 Lukas Lanza

We present a new output feedback fault tolerant control strategy for continuous-time linear systems. The strategy combines a digital nominal controller under controller-driven (varying) sampling with virtual-actuator (VA)-based controller…

Systems and Control · Computer Science 2013-05-23 Esteban N. Osella , Hernan Haimovich , María M. Seron

As we transition towards the deployment of data-driven controllers for black-box cyberphysical systems, complying with hard safety constraints becomes a primary concern. Two key aspects should be addressed when input-output data are…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Luca Furieri , Baiwei Guo , Andrea Martin , Giancarlo Ferrari-Trecate

Classical simulations of time-dependent quantum systems are widely used in quantum control research. In particular, these simulations are commonly used to host iterative optimal control algorithms. This is convenient for algorithms that are…

Quantum Physics · Physics 2021-11-23 Tyler Jones , Kaiah Steven , Xavier Poncini , Matthew Rose , Arkady Fedorov