Adversarial Tracking Control via Strongly Adaptive Online Learning with Memory
Zhiyu Zhang, Ashok Cutkosky, Ioannis Paschalidis
Abstract
We consider the problem of tracking an adversarial state sequence in a linear dynamical system subject to adversarial disturbances and loss functions, generalizing earlier settings in the literature. To this end, we develop three techniques, each of independent interest. First, we propose a comparator-adaptive algorithm for online linear optimization with movement cost. Without tuning, it nearly matches the performance of the optimally tuned gradient descent in hindsight. Next, considering a related problem called online learning with memory, we construct a novel strongly adaptive algorithm that uses our first contribution as a building block. Finally, we present the first reduction from adversarial tracking control to strongly adaptive online learning with memory. Summarizing these individual techniques, we obtain an adversarial tracking controller with a strong performance guarantee even when the reference trajectory has a large range of movement.
BibTeX
@InProceedings{pmlr-v151-zhang22f,
title = { Adversarial Tracking Control via Strongly Adaptive Online Learning with Memory },
author = {Zhang, Zhiyu and Cutkosky, Ashok and Paschalidis, Ioannis},
booktitle = {Proceedings of The 25th International Conference on Artificial Intelligence and Statistics},
pages = {8458--8492},
year = {2022},
editor = {Camps-Valls, Gustau and Ruiz, Francisco J. R. and Valera, Isabel},
volume = {151},
series = {Proceedings of Machine Learning Research},
month = {28--30 Mar},
publisher = {PMLR},
pdf = {https://proceedings.mlr.press/v151/zhang22f/zhang22f.pdf},
url = {https://proceedings.mlr.press/v151/zhang22f.html},
abstract = { We consider the problem of tracking an adversarial state sequence in a linear dynamical system subject to adversarial disturbances and loss functions, generalizing earlier settings in the literature. To this end, we develop three techniques, each of independent interest. First, we propose a comparator-adaptive algorithm for online linear optimization with movement cost. Without tuning, it nearly matches the performance of the optimally tuned gradient descent in hindsight. Next, considering a related problem called online learning with memory, we construct a novel strongly adaptive algorithm that uses our first contribution as a building block. Finally, we present the first reduction from adversarial tracking control to strongly adaptive online learning with memory. Summarizing these individual techniques, we obtain an adversarial tracking controller with a strong performance guarantee even when the reference trajectory has a large range of movement. }
}