Learning and Dynamical Systems

Research Overview

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2) Decisions: Mathematical optimization represents the basis for rational decision-making and lies at the heart of most machine learning methods. While algorithms for convex optimization problems are well understood, there are many open questions regarding the design of efficient algorithms for nonconvex problems. In our work, e.g., [File IconFile IconFile Icon], we rigorously analyze and quantify the convergence rate of constrained optimization algorithms in convex, nonconvex, stochastic, and non-stochastic settings. Our work exploits analogies between algorithms and smooth and non-smooth dynamical systems, enabling both a qualitative und quantitative understanding of important phenomena, such as acceleration, the role of (non)-stochasticity, and the interaction between different algorithmic components (bilevel optimization).

3) Experiments with real-world testbeds: We build cyber-physical systems for testing and evaluating our learning and decision-making algorithms [File Icon]. We showed in experiments with various robotic testbeds (balancing robot, different flying vehicles, robot for playing table tennis) that incorporating prior knowledge leads to sample-efficient and safe learning. Compared to black-box reinforcement learning approaches, such as proximal policy optimization or soft-actor-critic methods, the work [File Icon] demonstrates how improvements in sample complexity by an order of magnitude or more are attained in comparative studies on the same robotic platform.