Abstract | ||
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We consider the problem of controlling an unknown linear dynamical system with non-stochastic adversarial perturbations and adversarial convex loss functions. The possibility of sub-linear regret was posed as an open question by [Tu 2019]. We answer this question in the affirmative by giving an efficient algorithm that guarantees a regret of T^(2/3). Crucial for our result is a system identification procedure that is provably effective under adversarial perturbations. |
Year | Venue | DocType |
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2020 | ALT | Conference |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Elad Hazan | 1 | 1619 | 111.90 |
Sham Kakade | 2 | 4365 | 282.77 |
Karan Singh | 3 | 3 | 2.83 |