Title
Information Theoretic Regret Bounds for Online Nonlinear Control
Abstract
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 ($LC^3$) algorithm, enjoys a near-optimal $O(\sqrt{T})$ 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.
Year
Venue
DocType
2020
NIPS 2020
Conference
Volume
Citations 
PageRank 
33
0
0.34
References 
Authors
0
5
Name
Order
Citations
PageRank
Sham Kakade14365282.77
Akshay Krishnamurthy233732.04
Lowrey, K.3614.20
Ohnishi, Motoya431.41
Wen Sun52810.46