相关论文: Stochastic Data-Driven Bouligand Landweber Method …

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system…

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Stochastic variance reduced methods have shown strong performance in solving finite-sum problems. However, these methods usually require the users to manually tune the step-size, which is time-consuming or even infeasible for some…

This paper proposes a new robust data-driven control method for linear systems with bounded disturbances, where the system model and disturbances are unknown. Due to disturbances, accurately determining the true system becomes challenging…

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Optimization problems with continuous data appear in, e.g., robust machine learning, functional data analysis, and variational inference. Here, the target function is given as an integral over a family of (continuously) indexed target…

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

We present a novel direct data-driven algorithm that learns an optimal control policy for the Bilinear Biquadratic Regulator (BBR) for an unknown bilinear system. The BBR is difficult to solve owing to the presence of the nonlinear…

In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…

Data assisted reconstruction algorithms, incorporating trained neural networks, are a novel paradigm for solving inverse problems. One approach is to first apply a classical reconstruction method and then apply a neural network to improve…

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Many inverse problems are concerned with the estimation of non-negative parameter functions. In this paper, in order to obtain non-negative stable approximate solutions to ill-posed linear operator equations in a Hilbert space setting, we…

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Large-scale nonconvex and nonsmooth problems have attracted considerable attention in the fields of compress sensing, big data optimization and machine learning. Exploring effective methods is still the main challenge of today's research.…

Block coordinate descent methods and stochastic subgradient methods have been extensively studied in optimization and machine learning. By combining randomized block sampling with stochastic subgradient methods based on dual averaging, we…

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Traditional methods for solving linear systems have quickly become impractical due to an increase in the size of available data. Utilizing massive amounts of data is further complicated when the data is incomplete or has missing entries. In…

We consider the design of state feedback control laws for both the switching signal and the continuous input of an unknown switched linear system, given past noisy input-state trajectories measurements. Based on Lyapunov-Metzler…