Related papers: Online Learning for Supervisory Switching Control
Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…
Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…
Partial monitoring is an expressive framework for sequential decision-making with an abundance of applications, including graph-structured and dueling bandits, dynamic pricing and transductive feedback models. We survey and extend recent…
In this paper, we propose a novel framework for approximating the explicit MPC law for linear parameter-varying systems using supervised learning. In contrast to most existing approaches, we not only learn the control policy, but also a…
Both entropy-minimizing and entropy-maximizing (curiosity) objectives for unsupervised reinforcement learning (RL) have been shown to be effective in different environments, depending on the environment's level of natural entropy. However,…
A strategy is proposed for adaptive stabilization of linear systems, depending on an uncertain parameter. Offline, the Riccati stabilizing feedback input control operators, corresponding to parameters in a finite training set of chosen…
In this paper, we investigate the non-stationary combinatorial semi-bandit problem, both in the switching case and in the dynamic case. In the general case where (a) the reward function is non-linear, (b) arms may be probabilistically…
The evaluation of hyperparameters, neural architectures, or data augmentation policies becomes a critical model selection problem in advanced deep learning with a large hyperparameter search space. In this paper, we propose an efficient and…
Recent results in supervised learning suggest that while overparameterized models have the capacity to overfit, they in fact generalize quite well. We ask whether the same phenomenon occurs for offline contextual bandits. Our results are…
Model-based reinforcement learning techniques accelerate the learning task by employing a transition model to make predictions. In this paper, a model-based learning approach is presented that iteratively computes the optimal value function…
Accurate knowledge of the state variables in a dynamical system is critical for effective control, diagnosis, and supervision, especially when direct measurements of all states are infeasible. This paper presents a novel approach to…
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…
Uncertainty quantification is crucial in safety-critical systems, where decisions must be made under uncertainty. In particular, we consider the problem of online uncertainty quantification, where data points arrive sequentially. Online…
In this paper, we introduce a unified framework for analyzing a large family of Q-learning algorithms, based on switching system perspectives and ODE-based stochastic approximation. We show that the nonlinear ODE models associated with…
This paper deals with learning stability of partially observed switched linear systems under arbitrary switching. Such systems are widely used to describe cyber-physical systems which arise by combining physical systems with digital…
Training modern neural networks is increasingly fragile, with rare but severe destabilizing updates often causing irreversible divergence or silent performance degradation. Existing optimization methods primarily rely on preventive…
Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The…
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…
Much of the recent literature on bandit learning focuses on algorithms that aim to converge on an optimal action. One shortcoming is that this orientation does not account for time sensitivity, which can play a crucial role when learning an…