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Data-driven Optimal Filtering for Linear Systems with Unknown Noise Covariances

Neural Information Processing Systems

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization problem, aiming to minimize the output prediction error. This formulation provides a direct bridge between data-driven optimal control and, its dual, optimal filtering.


StrategyLLM: Large Language Models as Strategy Generators, Executors, Optimizers, and Evaluators for Problem Solving Chang Gao

Neural Information Processing Systems

It employs four LLM-based agents: strategy generator, executor, optimizer, and evaluator, working together to generate, evaluate, and select promising strategies for a given task. Experimental results demonstrate that StrategyLLM outperforms the competitive baseline CoT -SC that requires human-annotated solutions on 13 datasets across 4 challenging tasks without human involvement, including math reasoning (34.2%