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We study a modelfree federated linear quadratic regulator (LQR) problem where M agents with unknown, distinct yet similar dynamics collaboratively learn an optimal policy to minimize an average quadratic cost while keeping their data private. To exploit the similarity of the agents' dynamics, we propose to use federated learning (FL) to allow the agents to periodically communicate with a central server to train policies by leveraging a larger dataset from all the agents. With this setup, we seek to understand the following questions: (i) Is the learned common policy stabilizing for all agents? (ii) How close is the learned common policy to each agent's own optimal policy? (iii) Can each agent learn its own optimal policy faster by leveraging data from all agents? To answer these questions, we propose a federated and modelfree algorithm named FedLQR. Our analysis overcomes numerous technical challenges, such as heterogeneity in the agents' dynamics, multiple local updates, and stability concerns. We show that FedLQR produces a common policy that, at each iteration, is stabilizing for all agents. We provide bounds on the distance between the common policy and each agent's local optimal policy. Furthermore, we prove that when learning each agent's optimal policy, FedLQR achieves a sample complexity reduction proportional to the number of agents M in a lowheterogeneity regime, compared to the singleagent setting.more » « lessFree, publiclyaccessible full text available August 1, 2024

A powerful concept behind much of the recent progress in machine learning is the extraction of common features across data from heterogeneous sources or tasks. Intuitively, using all of one's data to learn a common representation function benefits both computational effort and statistical generalization by leaving a smaller number of parameters to finetune on a given task. Toward theoretically grounding these merits, we propose a general setting of recovering linear operators M from noisy vector measurements y=Mx+w, where the covariates x may be both noni.i.d. and nonisotropic. We demonstrate that existing isotropyagnostic metalearning approaches incur biases on the representation update, which causes the scaling of the noise terms to lose favorable dependence on the number of source tasks. This in turn can cause the sample complexity of representation learning to be bottlenecked by the singletask data size. We introduce an adaptation, 𝙳𝚎𝚋𝚒𝚊𝚜 & 𝙵𝚎𝚊𝚝𝚞𝚛𝚎𝚆𝚑𝚒𝚝𝚎𝚗 (𝙳𝙵𝚆), of the popular alternating minimizationdescent (AMD) scheme proposed in Collins et al., (2021), and establish linear convergence to the optimal representation with noise level scaling down with the total source data size. This leads to generalization bounds on the same order as an oracle empirical risk minimizer. We verify the vital importance of 𝙳𝙵𝚆 on various numerical simulations. In particular, we show that vanilla alternatingminimization descent fails catastrophically even for iid, but mildly nonisotropic data. Our analysis unifies and generalizes prior work, and provides a flexible framework for a wider range of applications, such as in controls and dynamical systems.more » « lessFree, publiclyaccessible full text available August 1, 2024

Matni, N. ; Morari, M ; Pappas, G. (Ed.)We study the problem of learning a linear system model from the observations of M clients. The catch: Each client is observing data from a different dynamical system. This work addresses the question of how multiple clients collaboratively learn dynamical models in the presence of heterogeneity. We pose this problem as a federated learning problem and characterize the tension between achievable performance and system heterogeneity. Furthermore, our federated sample complexity result provides a constant factor improvement over the single agent setting. Finally, we describe a meta federated learning algorithm, FedSysID, that leverages existing federated algorithms at the client level.more » « lessFree, publiclyaccessible full text available June 1, 2024

We address the problem of learning linear system models from observing multiple trajectories from different system dynamics. This framework encompasses a collaborative scenario where several systems seeking to estimate their dynamics are partitioned into clusters according to their system similarity. Thus, the systems within the same cluster can benefit from the observations made by the others. Considering this framework, we present an algorithm where each system alternately estimates its cluster identity and performs an estimation of its dynamics. This is then aggregated to update the model of each cluster. We show that under mild assumptions, our algorithm correctly estimates the cluster identities and achieves an approximate sample complexity that scales inversely with the number of systems in the cluster, thus facilitating a more efficient and personalized system identification process.more » « lessFree, publiclyaccessible full text available April 1, 2024