相关论文: Learning a convex cost-to-go for single step model…

We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via…

A well-studied generalization of the standard online convex optimization (OCO) framework is constrained online convex optimization (COCO). In COCO, on every round, a convex cost function and a convex constraint function are revealed to the…

We consider the problem of Cost-Aware Learning, where sampling different component functions of a finite-sum objective incurs different costs. The objective is to reach a target error while minimizing the total cost. First, we propose the…

Reduced-order models, also known as proxy model or surrogate model, are approximate models that are less computational expensive as opposed to fully descriptive models. With the integration of machine learning, these models have garnered…

Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose…

The main challenge in controlling hybrid systems arises from having to consider an exponential number of sequences of future modes to make good long-term decisions. Model predictive control (MPC) computes a control action through a…

Many robotics domains use some form of nonconvex model predictive control (MPC) for planning, which sets a reduced time horizon, performs trajectory optimization, and replans at every step. The actual task typically requires a much longer…

In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex…

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

We present a new machine learning approach to estimate personalized treatment effects in the classical potential outcomes framework with binary outcomes. To overcome the problem that both treatment and control outcomes for the same unit are…

Control of complex systems involves both system identification and controller design. Deep neural networks have proven to be successful in many identification tasks, however, from model-based control perspective, these networks are…

This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general…

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…

Online learning and model reference adaptive control have many interesting intersections. One area where they differ however is in how the algorithms are analyzed and what objective or metric is used to discriminate "good" algorithms from…

We introduce the first one-stage Top-$k$ Learning-to-Defer framework, which unifies prediction and deferral by learning a shared score-based model that selects the $k$ most cost-effective entities-labels or experts-per input. While existing…

We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…

Many control policies used in various applications determine the input or action by solving a convex optimization problem that depends on the current state and some parameters. Common examples of such convex optimization control policies…

We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…