Neural Laplace Control for Continuous-time Delayed Systems
- URL: http://arxiv.org/abs/2302.12604v2
- Date: Tue, 11 Apr 2023 01:28:57 GMT
- Title: Neural Laplace Control for Continuous-time Delayed Systems
- Authors: Samuel Holt, Alihan H\"uy\"uk, Zhaozhi Qian, Hao Sun, Mihaela van der
Schaar
- Abstract summary: We propose a continuous-time model-based offline RL method that combines a Neural Laplace dynamics model with a model predictive control (MPC) planner.
We show experimentally on continuous-time delayed environments it is able to achieve near expert policy performance.
- Score: 76.81202657759222
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Many real-world offline reinforcement learning (RL) problems involve
continuous-time environments with delays. Such environments are characterized
by two distinctive features: firstly, the state x(t) is observed at irregular
time intervals, and secondly, the current action a(t) only affects the future
state x(t + g) with an unknown delay g > 0. A prime example of such an
environment is satellite control where the communication link between earth and
a satellite causes irregular observations and delays. Existing offline RL
algorithms have achieved success in environments with irregularly observed
states in time or known delays. However, environments involving both irregular
observations in time and unknown delays remains an open and challenging
problem. To this end, we propose Neural Laplace Control, a continuous-time
model-based offline RL method that combines a Neural Laplace dynamics model
with a model predictive control (MPC) planner--and is able to learn from an
offline dataset sampled with irregular time intervals from an environment that
has a inherent unknown constant delay. We show experimentally on
continuous-time delayed environments it is able to achieve near expert policy
performance.
Related papers
- Unveiling Delay Effects in Traffic Forecasting: A Perspective from
Spatial-Temporal Delay Differential Equations [20.174094418301245]
Traffic flow forecasting is a fundamental research issue for transportation planning and management.
In recent years, Graph Neural Networks (GNNs) and Recurrent Neural Networks (RNNs) have achieved great success in capturing spatial-temporal correlations for traffic flow forecasting.
However, two non-ignorable issues haven't been well solved: 1) The message passing in GNNs is immediate, while in reality the spatial message interactions among neighboring nodes can be delayed.
arXiv Detail & Related papers (2024-02-02T08:55:23Z) - Graph Spatiotemporal Process for Multivariate Time Series Anomaly
Detection with Missing Values [67.76168547245237]
We introduce a novel framework called GST-Pro, which utilizes a graphtemporal process and anomaly scorer to detect anomalies.
Our experimental results show that the GST-Pro method can effectively detect anomalies in time series data and outperforms state-of-the-art methods.
arXiv Detail & Related papers (2024-01-11T10:10:16Z) - MTD: Multi-Timestep Detector for Delayed Streaming Perception [0.5439020425819]
Streaming perception is a task of reporting the current state of the world, which is used to evaluate the delay and accuracy of autonomous driving systems.
This paper propose the Multi- Timestep Detector (MTD), an end-to-end detector which uses dynamic routing for multi-branch future prediction.
The proposed method has been evaluated on the Argoverse-HD dataset, and the experimental results show that it has achieved state-of-the-art performance across various delay settings.
arXiv Detail & Related papers (2023-09-13T06:23:58Z) - Correlation-aware Spatial-Temporal Graph Learning for Multivariate
Time-series Anomaly Detection [67.60791405198063]
We propose a correlation-aware spatial-temporal graph learning (termed CST-GL) for time series anomaly detection.
CST-GL explicitly captures the pairwise correlations via a multivariate time series correlation learning module.
A novel anomaly scoring component is further integrated into CST-GL to estimate the degree of an anomaly in a purely unsupervised manner.
arXiv Detail & Related papers (2023-07-17T11:04:27Z) - Uncovering the Missing Pattern: Unified Framework Towards Trajectory
Imputation and Prediction [60.60223171143206]
Trajectory prediction is a crucial undertaking in understanding entity movement or human behavior from observed sequences.
Current methods often assume that the observed sequences are complete while ignoring the potential for missing values.
This paper presents a unified framework, the Graph-based Conditional Variational Recurrent Neural Network (GC-VRNN), which can perform trajectory imputation and prediction simultaneously.
arXiv Detail & Related papers (2023-03-28T14:27:27Z) - DaDe: Delay-adaptive Detector for Streaming Perception [0.0]
In real-time environment, surrounding environment changes when processing is over.
Streaming perception is proposed to assess the latency and accuracy of real-time video perception.
We develop a model that can reflect processing delays in real time and produce the most reasonable results.
arXiv Detail & Related papers (2022-12-22T09:25:46Z) - Effective Multi-User Delay-Constrained Scheduling with Deep Recurrent
Reinforcement Learning [28.35473469490186]
Multi-user delay constrained scheduling is important in many real-world applications including wireless communication, live streaming, and cloud computing.
We propose a deep reinforcement learning (DRL) algorithm, named Recurrent Softmax Delayed Deep Double Deterministic Policy Gradient ($mathttRSD4$)
$mathttRSD4$ guarantees resource and delay constraints by Lagrangian dual and delay-sensitive queues, respectively.
It also efficiently tackles partial observability with a memory mechanism enabled by the recurrent neural network (RNN) and introduces user-level decomposition and node-level
arXiv Detail & Related papers (2022-08-30T08:44:15Z) - Neural ODE Processes [64.10282200111983]
We introduce Neural ODE Processes (NDPs), a new class of processes determined by a distribution over Neural ODEs.
We show that our model can successfully capture the dynamics of low-dimensional systems from just a few data-points.
arXiv Detail & Related papers (2021-03-23T09:32:06Z) - Stochastically forced ensemble dynamic mode decomposition for
forecasting and analysis of near-periodic systems [65.44033635330604]
We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system.
We show that its use of intrinsic linear dynamics offers a number of desirable properties in terms of interpretability and parsimony.
Results are presented for a test case using load data from an electrical grid.
arXiv Detail & Related papers (2020-10-08T20:25:52Z) - Non-Stationary Delayed Bandits with Intermediate Observations [10.538264213183076]
Online recommender systems often face long delays in receiving feedback, especially when optimizing for some long-term metrics.
We introduce the problem of non-stationary, delayed bandits with intermediate observations.
We develop an efficient algorithm based on UCRL, and prove sublinear regret guarantees for its performance.
arXiv Detail & Related papers (2020-06-03T09:27:03Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.