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Adaptive gradient algorithms perform gradient-based updates using the history of gradients and are ubiquitous in training deep neural networks. While adaptive gradient methods theory is well understood for minimization problems, the…

Optimization and Control · Mathematics 2020-12-29 Mingrui Liu , Youssef Mroueh , Jerret Ross , Wei Zhang , Xiaodong Cui , Payel Das , Tianbao Yang

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…

Optimization and Control · Mathematics 2021-01-01 Lihua Lei , Michael I. Jordan

We present the stability analysis for the new regulation-triggered approach to adaptive control introduced in a companion paper. Due to the fact that the closed-loop system is hybrid, our proofs have essential differences from the…

Optimization and Control · Mathematics 2016-09-13 Iasson Karafyllis , Miroslav Krstic

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…

Optimization and Control · Mathematics 2020-07-16 Xiaonan Lu , Mark Cannon , Denis Koksal-Rivet

We study nonlinearly preconditioned gradient methods for smooth nonconvex optimization problems, focusing on sigmoid preconditioners that inherently perform a form of gradient clipping akin to the widely used gradient clipping technique.…

Optimization and Control · Mathematics 2025-10-14 Konstantinos Oikonomidis , Jan Quan , Panagiotis Patrinos

This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…

Machine Learning · Statistics 2026-01-01 Xin Chen , Jason M. Klusowski

This paper presents a learning-based approach for impromptu trajectory tracking for non-minimum phase systems, i.e., systems with unstable inverse dynamics. Inversion-based feedforward approaches are commonly used for improving tracking…

Robotics · Computer Science 2018-03-08 Siqi Zhou , Mohamed K. Helwa , Angela P. Schoellig

We introduce a method for learning the dynamics of complex nonlinear systems based on deep generative models over temporal segments of states and actions. Unlike dynamics models that operate over individual discrete timesteps, we learn the…

Machine Learning · Computer Science 2017-07-14 Nikhil Mishra , Pieter Abbeel , Igor Mordatch

High performance tracking control can only be achieved if a good model of the dynamics is available. However, such a model is often difficult to obtain from first order physics only. In this paper, we develop a data-driven control law that…

Systems and Control · Computer Science 2018-11-20 Thomas Beckers , Jonas Umlauft , Dana Kulić , Sandra Hirche

We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Numerical Analysis · Mathematics 2020-09-15 Stefania Bellavia , Gianmarco Gurioli

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Model-free learning-based control methods have seen great success recently. However, such methods typically suffer from poor sample complexity and limited convergence guarantees. This is in sharp contrast to classical model-based control,…

Optimization and Control · Mathematics 2020-06-16 Guannan Qu , Chenkai Yu , Steven Low , Adam Wierman

In this paper, we study the convergence properties of an iterative algorithm for fast nonlinear model predictive control of quasi-linear parameter-varying systems without inequality constraints. Compared to previous works considering this…

Optimization and Control · Mathematics 2023-09-15 Christian Hespe , Herbert Werner

This paper develops a data-driven safe control framework for nonlinear discrete-time systems with parametric uncertainty and additive disturbances. The proposed approach constructs a data-consistent closed-loop representation that enables…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Amir Modares , Bahare Kiumarsi , Hamidreza Modares

Conformal prediction is a valuable tool for quantifying predictive uncertainty of machine learning models. However, its applicability relies on the assumption of data exchangeability, a condition which is often not met in real-world…

Machine Learning · Statistics 2024-12-30 Aleksandr Podkopaev , Darren Xu , Kuang-Chih Lee

Many chemical processes exhibit diverse timescale dynamics with a strong coupling between timescale sensitive variables. Model predictive control with a non-uniformly spaced optimisation horizon is an effective approach to multi-timescale…

Systems and Control · Electrical Eng. & Systems 2022-05-11 Ryan McCloy , Lai Wei , Jie Bao

This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

This paper develops an adaptive tracking controller for a class of nonlinear systems with parametric uncertainty subject to state constraints. The system is characterized by a strict-feedback structure with unknown parameters entering both…

Optimization and Control · Mathematics 2026-04-29 Jhon Manuel Portella Delgado , Ankit Goel