Connections Between Adaptive Control and Optimization in Machine Learning

This paper demonstrates many immediate connections between adaptive control and optimization methods commonly employed in machine learning. Starting from common output error formulations, similarities in update law modifications are examined. Concepts in stability, performance, and learning, common to both fields are then discussed. Building on the similarities in update laws and common concepts, new intersections and opportunities for improved algorithm analysis are provided. In particular, a specific problem related to higher order learning is solved through insights obtained from these intersections.Comment: 18 page

Gather-and-broadcast frequency control in power systems

We propose a novel frequency control approach in between centralized and distributed architectures, that is a continuous-time feedback control version of the dual decomposition optimization method. Specifically, a convex combination of the frequency measurements is centrally aggregated, followed by an integral control and a broadcast signal, which is then optimally allocated at local generation units. We show that our gather-and-broadcast control architecture comprises many previously proposed strategies as special cases. We prove local asymptotic stability of the closed-loop equilibria of the considered power system model, which is a nonlinear differential-algebraic system that includes traditional generators, frequency-responsive devices, as well as passive loads, where the sources are already equipped with primary droop control. Our feedback control is designed such that the closed-loop equilibria of the power system solve the optimal economic dispatch problem

Automating Vehicles by Deep Reinforcement Learning using Task Separation with Hill Climbing

Within the context of autonomous driving a model-based reinforcement learning algorithm is proposed for the design of neural network-parameterized controllers. Classical model-based control methods, which include sampling- and lattice-based algorithms and model predictive control, suffer from the trade-off between model complexity and computational burden required for the online solution of expensive optimization or search problems at every short sampling time. To circumvent this trade-off, a 2-step procedure is motivated: first learning of a controller during offline training based on an arbitrarily complicated mathematical system model, before online fast feedforward evaluation of the trained controller. The contribution of this paper is the proposition of a simple gradient-free and model-based algorithm for deep reinforcement learning using task separation with hill climbing (TSHC). In particular, (i) simultaneous training on separate deterministic tasks with the purpose of encoding many motion primitives in a neural network, and (ii) the employment of maximally sparse rewards in combination with virtual velocity constraints (VVCs) in setpoint proximity are advocated.Comment: 10 pages, 6 figures, 1 tabl

The Parameter Houlihan: a solution to high-throughput identifiability indeterminacy for brutally ill-posed problems

One way to interject knowledge into clinically impactful forecasting is to use data assimilation, a nonlinear regression that projects data onto a mechanistic physiologic model, instead of a set of functions, such as neural networks. Such regressions have an advantage of being useful with particularly sparse, non-stationary clinical data. However, physiological models are often nonlinear and can have many parameters, leading to potential problems with parameter identifiability, or the ability to find a unique set of parameters that minimize forecasting error. The identifiability problems can be minimized or eliminated by reducing the number of parameters estimated, but reducing the number of estimated parameters also reduces the flexibility of the model and hence increases forecasting error. We propose a method, the parameter Houlihan, that combines traditional machine learning techniques with data assimilation, to select the right set of model parameters to minimize forecasting error while reducing identifiability problems. The method worked well: the data assimilation-based glucose forecasts and estimates for our cohort using the Houlihan-selected parameter sets generally also minimize forecasting errors compared to other parameter selection methods such as by-hand parameter selection. Nevertheless, the forecast with the lowest forecast error does not always accurately represent physiology, but further advancements of the algorithm provide a path for improving physiologic fidelity as well. Our hope is that this methodology represents a first step toward combining machine learning with data assimilation and provides a lower-threshold entry point for using data assimilation with clinical data by helping select the right parameters to estimate