arXiv Machine Learning

Learning Surrogate LPV State-Space Models with Uncertainty Quantification

The paper introduces a Bayesian method for jointly estimating Linear Parameter-Varying (LPV) state-space models and their scheduling maps from input-output data, while explicitly quantifying both aleatoric and epistemic uncertainties. This approach preserves the LPV structure necessary for controller synthesis and provides confidence bounds on predicted responses, enabling efficient simulation and uncertainty propagation. The method is illustrated on a surrogate model of a two-dimensional nonlinear mass‑spring‑damper system.

arXiv AI
Aug 6

A Systematic Review and Taxonomy of Reinforcement Learning-Model Predictive Control Integration for Linear Systems

arXiv:2604. 21030v2 Announce Type: replace-cross Abstract: The integration of Model Predictive Control (MPC) and Reinforcement Learning (RL) has emerged as a promising paradigm for constrained decision-making and adaptive control.

By Mohsen Jalaeian Farimani, Roya Khalili Amirabadi, Davoud Nikkhouy, Malihe Abdolbaghi, Mahshad Rastegarmoghaddam, Shima Samadzadeh, Mahdi Ghane
arXiv Machine Learning
Sep 10

A robust and adaptive MPC formulation for Gaussian process models

The paper introduces a robust and adaptive model predictive control framework for uncertain nonlinear systems with bounded disturbances and unmodeled nonlinearities, leveraging Gaussian Processes to learn dynamics from noisy measurements. It derives robust predictions for GP models using contraction metrics, integrating them into the MPC formulation to ensure recursive feasibility, robust constraint satisfaction, and convergence to a reference state with high probability. A numerical example involving a planar quadrotor experiencing challenging ground effects demonstrates significant performance gains from the robust prediction method and online learning.

By Mathieu Dubied, Amon Lahr, Melanie N. Zeilinger, Johannes K\"ohler
arXiv Statistics ML
Sep 11

Learning-Based Surrogate Method for Stochastic Optimization under Decision-Dependent Uncertainty with Adaptive Random Designs

The paper introduces a learning-based surrogate approach for stochastic optimization problems where uncertainty depends on the decision, modeled via a nonparametric regression. It constructs a surrogate that embeds iteratively updated Jacobian estimates, using an adaptive random design that focuses sampling near the current iterate to achieve dimension‑independent convergence of the Jacobian estimates. The resulting learning‑based stochastic prox‑linear (L‑SPL) algorithm demonstrates nonasymptotic convergence rates and outperforms existing methods in sample efficiency and objective value in numerical experiments.

By Boyang Shen, Junyi Liu
arXiv Machine Learning
Aug 5

Conformal risk control for model-form uncertainty in parametric non-intrusive reduced-order models

arXiv:2608. 03360v1 Announce Type: cross Abstract: Non-intrusive reduced-order models (NIROMs) have become a standard tool for approximating parametric partial differential equations from computer design of experiments while significantly reducing computational costs.

By Edgar Jaber (CB, ENS Paris Saclay), R\'emy Vallot (CB, Michelin), Thibault Dairay (CB, Michelin), Mathilde Mougeot (CB, ENSIIE, ENS Paris Saclay)