We study online adaptive policy selection in systems with time-varying costs and dynamics. We develop the Gradient-based Adaptive Policy Selection (GAPS) algorithm together with a general analytical framework for online policy selection via online optimization. Under our proposed notion of contractive policy classes, we show that GAPS approximates the behavior of an ideal online gradient descent algorithm on the policy parameters while requiring less information and computation. When convexity holds, our algorithm is the first to achieve optimal policy regret. When convexity does not hold, we provide the first local regret bound for online policy selection. Our numerical experiments show that GAPS can adapt to changing environments more quickly than existing benchmarks.

We study online control of time-varying linear systems with unknown dynamics in the nonstochastic control model. At a high level, we demonstrate that this setting is \emph{qualitatively harder} than that of either unknown time-invariant or known time-varying dynamics, and complement our negative results with algorithmic upper bounds in regimes where sublinear regret is possible. More specifically, we study regret bounds with respect to common classes of policies: Disturbance Action (SLS), Disturbance Response (Youla), and linear feedback policies. While these three classes are essentially equivalent for LTI systems, we demonstrate that these equivalences break down for time-varying systems. We prove a lower bound that no algorithm can obtain sublinear regret with respect to the first two classes unless a certain measure of system variability also scales sublinearly in the horizon. Furthermore, we show that offline planning over the state linear feedback policies is NP-hard, suggesting hardness of the online learning problem. On the positive side, we give an efficient algorithm that attains a sublinear regret bound against the class of Disturbance Response policies up to the aforementioned system variability term. In fact, our algorithm enjoys sublinear \emph{adaptive} regret bounds, which is a strictly stronger metric than standard regret and is more appropriate for time-varying systems. We sketch extensions to Disturbance Action policies and partial observation, and propose an inefficient algorithm for regret against linear state feedback policies.

Accurate real-time waypoints estimation for the UAV-based online Terrain Following during wildfire patrol missions is critical to ensuring flight safety and enabling wildfire detection. However, existing real-time filtering algorithms struggle to maintain accurate waypoints under measurement noise in nonlinear and time-varying systems, posing risks of flight instability and missed wildfire detections during UAV-based terrain following. To address this issue, a Residual Variance Matching Recursive Least Squares (RVM-RLS) filter, guided by a Residual Variance Matching Estimation (RVME) criterion, is proposed to adaptively estimate the real-time waypoints of nonlinear, time-varying UAV-based terrain following systems. The proposed method is validated using a UAV-based online terrain following system within a simulated terrain environment. Experimental results show that the RVM-RLS filter improves waypoints estimation accuracy by approximately 88$\%$ compared with benchmark algorithms across multiple evaluation metrics. These findings demonstrate both the methodological advances in real-time filtering and the practical potential of the RVM-RLS filter for UAV-based online wildfire patrol.

In this paper, we study the use of robust model independent bounded extremum seeking (ES) feedback control to improve the robustness of deep reinforcement learning (DRL) controllers for a class of nonlinear time-varying systems. DRL has the potential to learn from large datasets to quickly control or optimize the outputs of many-parameter systems, but its performance degrades catastrophically when the system model changes rapidly over time. Bounded ES can handle time-varying systems with unknown control directions, but its convergence speed slows down as the number of tuned parameters increases and, like all local adaptive methods, it can get stuck in local minima. We demonstrate that together, DRL and bounded ES result in a hybrid controller whose performance exceeds the sum of its parts with DRL taking advantage of historical data to learn how to quickly control a many-parameter system to a desired setpoint while bounded ES ensures its robustness to time variations. We present a numerical study of a general time-varying system and a combined ES-DRL controller for automatic tuning of the Low Energy Beam Transport section at the Los Alamos Neutron Science Center linear particle accelerator.

In fact, our algorithm enjoys sublinear adaptive regret bounds, which is a strictly stronger metric than standard regret and is more appropriate for time-varying systems.

We study online adaptive policy selection in systems with time-varying costs and dynamics. We develop the Gradient-based Adaptive Policy Selection (GAPS) algorithm together with a general analytical framework for online policy selection via online optimization. Under our proposed notion of contractive policy classes, we show that GAPS approximates the behavior of an ideal online gradient descent algorithm on the policy parameters while requiring less information and computation. When convexity holds, our algorithm is the first to achieve optimal policy regret. When convexity does not hold, we provide the first local regret bound for online policy selection.

We study online control of time-varying linear systems with unknown dynamics in the nonstochastic control model. At a high level, we demonstrate that this setting is \emph{qualitatively harder} than that of either unknown time-invariant or known time-varying dynamics, and complement our negative results with algorithmic upper bounds in regimes where sublinear regret is possible. More specifically, we study regret bounds with respect to common classes of policies: Disturbance Action (SLS), Disturbance Response (Youla), and linear feedback policies. While these three classes are essentially equivalent for LTI systems, we demonstrate that these equivalences break down for time-varying systems. We prove a lower bound that no algorithm can obtain sublinear regret with respect to the first two classes unless a certain measure of system variability also scales sublinearly in the horizon.

Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this promise, RL remains an impractical solution for many real-world systems problems. A particularly challenging case occurs when the environment changes over time, i.e. it exhibits non-stationarity. In this work, we characterize the challenges introduced by non-stationarity and develop a framework for addressing them to train RL agents in live systems. Such agents must explore and learn new environments, without hurting the system's performance, and remember them over time. To this end, our framework (1) identifies different environments encountered by the live system, (2) explores and trains a separate expert policy for each environment, and (3) employs safeguards to protect the system's performance. We apply our framework to two systems problems: straggler mitigation and adaptive video streaming, and evaluate it against a variety of alternative approaches using real-world and synthetic data. We show that each component of our framework is necessary to cope with non-stationarity.

Machine learning (ML) tools such as encoder-decoder convolutional neural networks (CNN) can represent incredibly complex nonlinear functions which map between combinations of images and scalars. For example, CNNs can be used to map combinations of accelerator parameters and images which are 2D projections of the 6D phase space distributions of charged particle beams as they are transported between various particle accelerator locations. Despite their strengths, applying ML to time-varying systems, or systems with shifting distributions, is an open problem, especially for large systems for which collecting new data for re-training is impractical or interrupts operations. Particle accelerators are one example of large time-varying systems for which collecting detailed training data requires lengthy dedicated beam measurements which may no longer be available during regular operations. We present a recently developed method of adaptive ML for time-varying systems. Our approach is to map very high (N>100k) dimensional inputs (a combination of scalar parameters and images) into the low dimensional (N~2) latent space at the output of the encoder section of an encoder-decoder CNN. We then actively tune the low dimensional latent space-based representation of complex system dynamics by the addition of an adaptively tuned feedback vector directly before the decoder sections builds back up to our image-based high-dimensional phase space density representations. This method allows us to learn correlations within and to quickly tune the characteristics of incredibly high parameter systems and to track their evolution in real time based on feedback without massive new data sets for re-training.