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1. Information Theoretic Regret Bounds for Online Nonlinear Control

   Kakade, Sham; Krishnamurthy, Akshay; Lowrey, Kendall; Ohnishi, Motoya; Sun, Wen (January 2020, Advances in neural information processing systems)

   null (Ed.)

   This work studies the problem of sequential control in an unknown, nonlinear dynamical system, where we model the underlying system dynamics as an unknown function in a known Reproducing Kernel Hilbert Space. This framework yields a general setting that permits discrete and continuous control inputs as well as non-smooth, non-differentiable dynamics. Our main result, the Lower Confidence-based Continuous Control (LC3) algorithm, enjoys a near-optimal "root T" regret bound against the optimal controller in episodic settings, where T is the number of episodes. The bound has no explicit dependence on dimension of the system dynamics, which could be infinite, but instead only depends on information theoretic quantities. We empirically show its application to a number of nonlinear control tasks and demonstrate the benefit of exploration for learning model dynamics. 

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2. Online Weak-form Sparse Identification of Partial Differential Equations

   Daniel A.Messenger, Emiliano Dall’Anese (January 2023, 3rd Annual Conference on Mathematical and Scientific Machine Learning)

   Bin Dong, Qianxiao Li (Ed.)

   This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs the identification task by processing solution snapshots that arrive sequentially. The core of the method combines a weak-form discretization of candidate PDEs with an online proximal gradient descent approach to the sparse regression problem. In particular, we do not regularize the ℓ0-pseudo-norm, instead finding that directly applying its proximal operator (which corresponds to a hard thresholding) leads to efficient online system identification from noisy data. We demonstrate the success of the method on the Kuramoto-Sivashinsky equation, the nonlinear wave equation with time-varying wavespeed, and the linear wave equation, in one, two, and three spatial dimensions, respectively. In particular, our examples show that the method is capable of identifying and tracking systems with coefficients that vary abruptly in time, and offers a streaming alternative to problems in higher dimensions. 

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3. Online Weak-form Sparse Identification of Partial Differential Equations

   Messenger, Daniel; Dall’Anese, Emiliano; Bortz, David (July 2022, Proceedings of Mathematical and Scientific Machine Learning, PMLR)

   This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs the identification task by processing solution snapshots that arrive sequentially. The core of the method combines a weak-form discretization of candidate PDEs with an online proximal gradient descent approach to the sparse regression problem. In particular, we do not regularize the ℓ0 -pseudo-norm, instead finding that directly applying its proximal operator (which corresponds to a hard thresholding) leads to efficient online system identification from noisy data. We demonstrate the success of the method on the Kuramoto-Sivashinsky equation, the nonlinear wave equation with time-varying wavespeed, and the linear wave equation, in one, two, and three spatial dimensions, respectively. In particular, our examples show that the method is capable of identifying and tracking systems with coefficients that vary abruptly in time, and offers a streaming alternative to problems in higher dimensions. 

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4. Nonlinear System Identification via Tensor Completion

   https://doi.org/10.1609/aaai.v34i04.5868  

   Kargas, Nikos; Sidiropoulos, Nicholas D. (June 2020, Proceedings of the AAAI Conference on Artificial Intelligence)

   Function approximation from input and output data pairs constitutes a fundamental problem in supervised learning. Deep neural networks are currently the most popular method for learning to mimic the input-output relationship of a general nonlinear system, as they have proven to be very effective in approximating complex highly nonlinear functions. In this work, we show that identifying a general nonlinear function y = ƒ(x1,…,xN) from input-output examples can be formulated as a tensor completion problem and under certain conditions provably correct nonlinear system identification is possible. Specifically, we model the interactions between the N input variables and the scalar output of a system by a single N-way tensor, and setup a weighted low-rank tensor completion problem with smoothness regularization which we tackle using a block coordinate descent algorithm. We extend our method to the multi-output setting and the case of partially observed data, which cannot be readily handled by neural networks. Finally, we demonstrate the effectiveness of the approach using several regression tasks including some standard benchmarks and a challenging student grade prediction task. 

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5. A Quadratic Program based Control Synthesis under Spatiotemporal Constraints and Non-vanishing Disturbances

   https://doi.org/10.1109/CDC42340.2020.9304071  

   Black, Mitchell; Garg, Kunal; Panagou, Dimitra (January 2020, 2020 59th IEEE Conference on Decision and Control (CDC))

   In this paper, we study the effect of non-vanishing disturbances on the stability of fixed-time stable (FxTS) systems. We present a new result on FxTS, which allows a positive term in the time derivative of the Lyapunov function with the aim to model bounded, non-vanishing disturbances in system dynamics. We characterize the neighborhood to which the system trajectories converge, as well as the convergence time. Then, we use the new FxTS result and formulate a quadratic program (QP) that yields control inputs which drive the trajectories of a class of nonlinear, control-affine systems to a goal set in the presence of control input constraints and nonvanishing, bounded disturbances in the system dynamics. We consider an overtaking problem on a highway as a case study, and discuss how to both set up the QP and decide when to start the overtake maneuver in the presence of sensing errors. 

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