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We study the framework of universal dynamic regret minimization with strongly convex losses. We answer an open problem in Baby and Wang 2021 by showing that in a proper learning setup, Strongly Adaptive algorithms can achieve the near…

机器学习 · 计算机科学 2022-01-25 Dheeraj Baby , Yu-Xiang Wang

Adaptively controlling and minimizing regret in unknown dynamical systems while controlling the growth of the system state is crucial in real-world applications. In this work, we study the problem of stabilization and regret minimization of…

系统与控制 · 电气工程与系统科学 2022-02-10 Jafar Abbaszadeh Chekan , Kamyar Azizzadenesheli , Cedric Langbort

We present an online learning analysis of minimax adaptive control for the case where the uncertainty includes a finite set of linear dynamical systems. Precisely, for each system inside the uncertainty set, we define the model-based regret…

系统与控制 · 电气工程与系统科学 2023-09-12 Venkatraman Renganathan , Andrea Iannelli , Anders Rantzer

A Dynamic Graph Network is a graph in which each edge has an associated travel time and a capacity (width) that limits the number of items that can travel in parallel along that edge. Each vertex in this dynamic graph network begins with…

数据结构与算法 · 计算机科学 2016-06-24 Guru Prakash Arumugam , John Augustine , Mordecai J. Golin , Yuya Higashikawa , Naoki Katoh , Prashanth Srikanthan

We consider control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing an online controller which minimizes regret against the best…

机器学习 · 计算机科学 2021-02-03 Gautam Goel , Babak Hassibi

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

机器学习 · 计算机科学 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

The performance of online convex optimization algorithms in a dynamic environment is often expressed in terms of the dynamic regret, which measures the decision maker's performance against a sequence of time-varying comparators. In the…

机器学习 · 计算机科学 2022-02-28 Nima Eshraghi , Ben Liang

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

最优化与控制 · 数学 2021-11-03 Marko Nonhoff , Matthias A. Müller

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

机器学习 · 计算机科学 2021-09-30 Yassir Jedra , Alexandre Proutiere

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

机器学习 · 计算机科学 2026-03-30 Alberto Rumi , Andrew Jacobsen , Nicolò Cesa-Bianchi , Fabio Vitale

In this work, we consider a distributed online convex optimization problem, with time-varying (potentially adversarial) constraints. A set of nodes, jointly aim to minimize a global objective function, which is the sum of local convex…

最优化与控制 · 数学 2021-05-06 Pranay Sharma , Prashant Khanduri , Lixin Shen , Donald J. Bucci , Pramod K. Varshney

We consider the problem of sequentially maximizing an unknown function $f$ over a set of actions of the form $(s,\mathbf{x})$, where the selected actions must satisfy a safety constraint with respect to an unknown safety function $g$. We…

机器学习 · 统计学 2024-06-06 Arpan Losalka , Jonathan Scarlett

This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…

机器学习 · 计算机科学 2024-09-25 Youqing Hua , Shuai Liu , Yiguang Hong , Karl Henrik Johansson , Guangchen Wang

Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear quadratic tracking problem in the framework of online…

系统与控制 · 电气工程与系统科学 2024-10-18 Aren Karapetyan , Diego Bolliger , Anastasios Tsiamis , Efe C. Balta , John Lygeros

This paper considers the problem of online trajectory design under time-varying environments. We formulate the general trajectory optimization problem within the framework of time-varying constrained convex optimization and proposed a novel…

最优化与控制 · 数学 2020-01-09 Mohan Krishna Nutalapati , Amrit Singh Bedi , Ketan Rajawat , Marceau Coupechoux

We present regret minimization algorithms for stochastic contextual MDPs under minimum reachability assumption, using an access to an offline least square regression oracle. We analyze three different settings: where the dynamics is known,…

机器学习 · 计算机科学 2023-01-24 Orin Levy , Yishay Mansour

We study optimal regret bounds for control in linear dynamical systems under adversarially changing strongly convex cost functions, given the knowledge of transition dynamics. This includes several well studied and fundamental frameworks…

机器学习 · 计算机科学 2019-09-12 Naman Agarwal , Elad Hazan , Karan Singh

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

最优化与控制 · 数学 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

In this paper, we study bottleneck identification in networks via extracting minimax paths. Many real-world networks have stochastic weights for which full knowledge is not available in advance. Therefore, we model this task as a…

机器学习 · 计算机科学 2023-02-15 Niklas Åkerblom , Fazeleh Sadat Hoseini , Morteza Haghir Chehreghani

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

最优化与控制 · 数学 2021-11-03 Marko Nonhoff , Matthias A. Müller