Related papers: On the Effect of Quadratic Regularization in Direc…
In cluster-randomized trials (CRTs), there is emerging interest in exploring the causal mechanism in which a cluster-level treatment affects the outcome through an intermediate outcome. The majority of existing causal mediation methods are…
Reinforcement learning (RL) has been successfully used to solve many continuous control tasks. Despite its impressive results however, fundamental questions regarding the sample complexity of RL on continuous problems remain open. We study…
We investigate the effects of the regularization procedure used in the J-Matrix method. We show that it influences the convergence, and propose an alternative regularization approach. We explicitly perform some model calculations to…
We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…
Control using quantized feedback is a fundamental approach to system synthesis with limited communication capacity. In this paper, we address the stabilization problem for unknown linear systems with logarithmically quantized feedback, via…
While the Implicit Bias(or Implicit Regularization) of standard loss functions has been studied, the optimization geometry induced by discriminative metric-learning objectives remains largely unexplored.To the best of our knowledge, this…
This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…
A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~$\mathtt{iLQR}$ - on the learned model to minimize a target cost. This paper conducts a…
Discount regularization, using a shorter planning horizon when calculating the optimal policy, is a popular choice to restrict planning to a less complex set of policies when estimating an MDP from sparse or noisy data (Jiang et al., 2015).…
Declines in cost and concerns about the environmental impact of traditional generation have boosted the penetration of renewables and non-conventional distributed energy resources into the power grid. The intermittent availability of these…
Policy gradient methods are a powerful family of reinforcement learning algorithms for continuous control that optimize a policy directly. However, standard first-order methods often converge slowly. Second-order methods can accelerate…
We investigate robustness of deep feed-forward neural networks when input data are subject to random uncertainties. More specifically, we consider regularization of the network by its Lipschitz constant and emphasize its role. We highlight…
We consider the profit-maximization problem solved by an electricity retailer who aims at designing a menu of contracts. This is an extension of the unit-demand envy-free pricing problem: customers aim to choose a contract maximizing their…
In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…
This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…
Mitigating shortcuts, where models exploit spurious correlations in training data, remains a significant challenge for improving generalization. Regularization methods have been proposed to address this issue by enhancing model…
On the wave of recent advances in data-driven predictive control, we present an explicit predictive controller that can be constructed from a batch of input/output data only. The proposed explicit law is build upon a regularized implicit…
We derive direct data-driven dissipativity analysis methods for Linear Parameter-Varying (LPV) systems using a single sequence of input-scheduling-output data. By means of constructing a semi-definite program subject to linear matrix…
The data-driven techniques have been developed to deal with the output regulation problem of unknown linear systems by various approaches. In this paper, we first extend an existing algorithm from single-input single-output linear systems…
This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…