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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…
The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental…
The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…
Standard approaches to controlling dynamical systems involve biologically implausible steps such as backpropagation of errors or intermediate model-based system representations. Recent advances in machine learning have shown that…
Adaptive Monte Carlo schemes developed over the last years usually seek to ensure ergodicity of the sampling process in line with MCMC tradition. This poses constraints on what is possible in terms of adaptation. In the general case…
Many robotic systems are underactuated, meaning not all degrees of freedom can be directly controlled due to lack of actuators, input constraints, or state-dependent actuation. This property, compounded by modeling uncertainties and…
Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…
An identification is found between meta-learning and the problem of determining the ground state of a randomly generated Hamiltonian drawn from a known ensemble. A model-agnostic meta-learning approach is proposed to solve the associated…
In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…
This paper deals with nonconvex stochastic optimization problems in deep learning and provides appropriate learning rates with which adaptive learning rate optimization algorithms, such as Adam and AMSGrad, can approximate a stationary…
We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…
We consider Markov Decision Problems defined over continuous state and action spaces, where an autonomous agent seeks to learn a map from its states to actions so as to maximize its long-term discounted accumulation of rewards. We address…
Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…
Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…
Accurate dynamics models are critical for the design of predictive controller for autonomous mobile robots. Physics-based models are often too simple to capture relevant real-world effects, while data-driven models are data-intensive and…
Unlike traditional model-based reinforcement learning approaches that estimate system parameters from data, non-model-based data-driven control learns the optimal policy directly from input-state data without any intermediate model…
A learning method is proposed for Koopman operator-based models with the goal of improving closed-loop control behavior. A neural network-based approach is used to discover a space of observables in which nonlinear dynamics is linearly…
In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…