Learning linear-quadratic regulators efficiently with only √T regret

Alon Cohen; Tomer Koren; Yishay Mansour

Learning linear-quadratic regulators efficiently with only √T regret

Alon Cohen^*, Tomer Koren, Yishay Mansour

^*Corresponding author for this work

School of Computer Science

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

19 Scopus citations

Abstract

We present the first computationally-efficient algorithm with Õ(√T) regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesvári (2011) and Dean, Mania, Matni, Recht, and Tu (2018).

Original language	English
Title of host publication	36th International Conference on Machine Learning, ICML 2019
Publisher	International Machine Learning Society (IMLS)
Pages	2313-2322
Number of pages	10
ISBN (Electronic)	9781510886988
State	Published - 2019
Event	36th International Conference on Machine Learning, ICML 2019 - Long Beach, United States Duration: 9 Jun 2019 → 15 Jun 2019

Publication series

Name	36th International Conference on Machine Learning, ICML 2019
Volume	2019-June

Conference

Conference	36th International Conference on Machine Learning, ICML 2019
Country/Territory	United States
City	Long Beach
Period	9/06/19 → 15/06/19

Funding

Funders	Funder number
Israel Science Foundation

Cite this

@inproceedings{307bc2ec0c6e45ddb21918efdb6296d7,

title = "Learning linear-quadratic regulators efficiently with only √T regret",

abstract = "We present the first computationally-efficient algorithm with {\~O}(√T) regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesv{\'a}ri (2011) and Dean, Mania, Matni, Recht, and Tu (2018).",

author = "Alon Cohen and Tomer Koren and Yishay Mansour",

note = "Publisher Copyright: {\textcopyright} 36th International Conference on Machine Learning, ICML 2019. All rights reserved.; 36th International Conference on Machine Learning, ICML 2019 ; Conference date: 09-06-2019 Through 15-06-2019",

year = "2019",

language = "אנגלית",

series = "36th International Conference on Machine Learning, ICML 2019",

publisher = "International Machine Learning Society (IMLS)",

pages = "2313--2322",

booktitle = "36th International Conference on Machine Learning, ICML 2019",

}

Cohen, A , Koren, T & Mansour, Y 2019, Learning linear-quadratic regulators efficiently with only √T regret. in 36th International Conference on Machine Learning, ICML 2019. 36th International Conference on Machine Learning, ICML 2019, vol. 2019-June, International Machine Learning Society (IMLS), pp. 2313-2322, 36th International Conference on Machine Learning, ICML 2019, Long Beach, United States, 9/06/19.

Learning linear-quadratic regulators efficiently with only √T regret. / Cohen, Alon ; Koren, Tomer ; Mansour, Yishay.
36th International Conference on Machine Learning, ICML 2019. International Machine Learning Society (IMLS), 2019. p. 2313-2322 (36th International Conference on Machine Learning, ICML 2019; Vol. 2019-June).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Learning linear-quadratic regulators efficiently with only √T regret

AU - Cohen, Alon

AU - Koren, Tomer

AU - Mansour, Yishay

PY - 2019

Y1 - 2019

N2 - We present the first computationally-efficient algorithm with Õ(√T) regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesvári (2011) and Dean, Mania, Matni, Recht, and Tu (2018).

AB - We present the first computationally-efficient algorithm with Õ(√T) regret for learning in Linear Quadratic Control systems with unknown dynamics. By that, we resolve an open question of Abbasi-Yadkori and Szepesvári (2011) and Dean, Mania, Matni, Recht, and Tu (2018).

UR - http://www.scopus.com/inward/record.url?scp=85078001980&partnerID=8YFLogxK

M3 - ???researchoutput.researchoutputtypes.contributiontobookanthology.conference???

AN - SCOPUS:85078001980

T3 - 36th International Conference on Machine Learning, ICML 2019

SP - 2313

EP - 2322

BT - 36th International Conference on Machine Learning, ICML 2019

PB - International Machine Learning Society (IMLS)

T2 - 36th International Conference on Machine Learning, ICML 2019

Y2 - 9 June 2019 through 15 June 2019

ER -

Learning linear-quadratic regulators efficiently with only √T regret

Abstract

Publication series

Conference

Funding

Other files and links

Fingerprint

Cite this