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Augmented RBMLE-UCB Approach for Adaptive Control of Linear Quadratic Systems

Mete, Akshay, Singh, Rahul, Kumar, P. R.

arXiv.org Artificial Intelligence

We consider the problem of controlling an unknown stochastic linear system with quadratic costs - called the adaptive LQ control problem. We re-examine an approach called ''Reward Biased Maximum Likelihood Estimate'' (RBMLE) that was proposed more than forty years ago, and which predates the ''Upper Confidence Bound'' (UCB) method as well as the definition of ''regret'' for bandit problems. It simply added a term favoring parameters with larger rewards to the criterion for parameter estimation. We show how the RBMLE and UCB methods can be reconciled, and thereby propose an Augmented RBMLE-UCB algorithm that combines the penalty of the RBMLE method with the constraints of the UCB method, uniting the two approaches to optimism in the face of uncertainty. We establish that theoretically, this method retains $\Tilde{\mathcal{O}}(\sqrt{T})$ regret, the best-known so far. We further compare the empirical performance of the proposed Augmented RBMLE-UCB and the standard RBMLE (without the augmentation) with UCB, Thompson Sampling, Input Perturbation, Randomized Certainty Equivalence and StabL on many real-world examples including flight control of Boeing 747 and Unmanned Aerial Vehicle. We perform extensive simulation studies showing that the Augmented RBMLE consistently outperforms UCB, Thompson Sampling and StabL by a huge margin, while it is marginally better than Input Perturbation and moderately better than Randomized Certainty Equivalence.


Stratolaunch: World's biggest plane with 6 Boeing 747 engines completes successful three-hour test flight

The Independent - Tech

The world's biggest airplane – longer than an American football field and with a wingspan of three Boeing 747s – completed its second test flight from Mojave Air and Space Port in California. Built by Stratolaunch, the plane named Roc – with a wingspan of 117 metres and powered by 6 Boeing 747 engines – is being groomed to carry and launch supersonic vehicles high up in the sky. During Thursday's three hour test flight, Roc reached an altitude of 4,267m and a top speed of 320 km/h. "We're very pleased with how the Stratolaunch aircraft performed today, and we are equally excited about how much closer the aircraft is to launching its first hypersonic vehicle," said Zachary Krevor, Stratolaunch chief operating officer, said in a postflight news conference. US army develops new tool to detect deepfakes threatening national security Apple broke competition law, EU says after Spotify complaint'Brain-like device' mimics human learning in major computing breakthrough'Brain-like device' mimics human learning in major computing breakthrough With greater ambitions of "convenient, affordable, and routine" access to space, Roc's successful test flight and immediate vision of carrying supersonic vehicles is a step in the right direction for the company which was established in 2011 by Microsoft co-founder Paul Allen.


The Olympics like we've never seen them

#artificialintelligence

An artist's rendering of Japan's new National Stadium, which will become the main venue for the 2020 Summer Olympics in Tokyo. THE Olympic Games have long been used to showcase some of the world's newest technologies. From electronic stopwatches in Stockholm in 1912, to live television broadcasts in Berlin in 1936, to instant video replay at Salt Lake City in 2002 -- host cities have looked to stay at the cutting edge. But in four years, those innovations are going to look as ancient as the Games themselves as the most tech-savvy of nations -- Japan -- prepares to dazzle visitors and audiences across the globe with the most futuristic Olympics of them all. "The Olympic Games is a sports festival, but also it's a chance to show the innovation of scientific technologies," Tokyo's organising committee CEO Toshiro Muto said. "We have the potential to make this Olympic Games wonderful (and one) that the people of the world are going to admire."