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Future Blog Post

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This post will show up by default. To disable scheduling of future posts, edit config.yml and set future: false. »

Blog Post number 4

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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool. »

Blog Post number 3

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Blog Post number 2

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Blog Post number 1

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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool. »

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publications

Learning Controllers for Unstable Linear Quadratic Regulators from a Single Trajectory

Published in arxiv, 2020, URL  . BiBTeX   Download  

We present the first approach for learning – from a single trajectory – a linear quadratic regulator (LQR), even for unstable systems, without knowledge of the system dynamics and without requiring an initial stabilizing controller. Our central contribution is an efficient algorithm – emph(eXploration) – that quickly identifies a stabilizing controller. Our approach utilizes robust System Level Synthesis (SLS), and we prove that it succeeds in a constant number of iterations. Our approach can be used to initialize existing algorithms that require a stabilizing controller as input. When used in this way, it yields a method for learning LQRs from a single trajectory and even for unstable systems, while suffering at most O(sqrt(T))regret. »

Iterative Correction of Sensor Degradation and a Bayesian Multi-Sensor Data Fusion Method

Published in arxiv, 2020, URL  . BiBTeX   Download  

We present a novel method for inferring ground-truth signal from multiple degraded signals, affected by different amounts of sensor exposure. The algorithm learns a multiplicative degradation effect by performing iterative corrections of two signals solely from the ratio between them. The degradation function d should be continuous, satisfy monotonicity, and d(0) = 1. We use smoothed monotonic regression method, where we easily incorporate the aforementioned criteria to the fitting part. We include theoretical analysis and prove convergence to the ground-truth signal for the noiseless measurement model. Lastly, we present an approach to fuse the noisy corrected signals using Gaussian processes. We use sparse Gaussian processes that can be utilized for a large number of measurements together with a specialized kernel that enables the estimation of noise values of all sensors. The data fusion framework naturally handles data gaps and provides a simple and powerful method for observing the signal trends on multiple timescales(long-term and short-term signal properties). The viability of correction method is evaluated on a synthetic dataset with known ground-truth signal. »

Distributional Gradient Matching for Learning Uncertain Neural Dynamics Models

Published in arxiv, 2021, URL  . BiBTeX   Download  

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the adjoint method, many downstream tasks such as active learning, exploration in reinforcement learning, robust control, or filtering require accurate estimates of predictive uncertainties. In this work, we propose a novel approach towards estimating epistemically uncertain neural ODEs, avoiding the numerical integration bottleneck. Instead of modeling uncertainty in the ODE parameters, we directly model uncertainties in the state space. Our algorithm - distributional gradient matching (DGM) - jointly trains a smoother and a dynamics model and matches their gradients via minimizing a Wasserstein loss. Our experiments show that, compared to traditional approximate inference methods based on numerical integration, our approach is faster to train, faster at predicting previously unseen trajectories, and in the context of neural ODEs, significantly more accurate. »

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