Tutorials

Following the tradition initiated with L4DC 2023, this year we are pleased to offer a series of pre-conference tutorials that will be run the on Monday, July 15th. These tutorials aim to offer a gentle introduction to key topics anticipated to be of significant interest to the L4DC community. This year, three tutorials are offered - one in the morning in a plenary format, and two in the afternoon in a semi-plenary format - as detailed below. These sessions will cover optimization, machine learning, and system & control - the three primary scientific areas that L4DC aims to unite. Note: participation in all tutorials is included in the registration fee.

 

Distributionally Robust Optimization for Control

The first part of the tutorial will focus on two recent topics in Markov decision processes (MDPs). We will first discuss the construction of data-driven MDPs that combine the tasks of estimating the system’s behavior and selecting a policy that performs well out of sample. We will then discuss the exploitation of problem structure to scale to large problem sizes via weakly coupled MDPs that combine a potentially large number of MDPs via a small number of linking constraints. The second part of the tutorial will provide an introduction to distributionally robust optimization with Wasserstein ambiguity sets. In particular, we will address robust Linear-Quadratic-Gaussian (LQG) control problems, where the noise distributions are unknown and belong to Wasserstein ambiguity sets centered at nominal Gaussian distributions. We will derive structural properties of the optimal primal and dual solutions and develop an efficient Frank-Wolfe algorithm to solve robust LQG problems.

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Wolfram Wiesemann (Imperial College)

Daniel Kuhn (EPFL)

Mathematical Institute. Room TBD

July 15, 2024

9:00 - 10:30

Lectures (details coming soon)

10:30 - 11:00

Coffee break
11:00 - 12:30 Lectures (details coming soon)

 

Learning under Requirements: Supervised and Reinforcement Learning with Constraints

Requirements are inherent to systems. This is because systems are always defined as tradeoffs between multiple competing specifications such as, e.g., stability, safety, robustness, and efficiency. Learning to satisfy requirements is, however, antithetical to the standard ML practice of minimizing individual losses. To close this gap, we develop the theory and practice of constrained learning. This tutorial provides an overview theoretical and algorithmic developments that show when and how it is possible to learn with constraints. We describe how theoretical guarantees and viable learning algorithms are hindered by lack of convexity of the resulting optimization problems and explain how a near-duality theory circumvents this challenge. Throughout the tutorial we explore supervised learning, robust learning, and reinforcement learning with constraints. We put emphasis on showcasing the breadth of potential applications by discussing fairness, robust classification, federated learning, learning under invariance, and safe reinforcement learning. Attendees will be prepared to start conducting research in this emerging research frontier.

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Alejandro Ribeiro (Penn)

Luiz Chamon (Stuttgart)

Miguel Calvo-Fullana (University Pompeu Fabra)

Santiago Paternain (Rensselaer PI)

Mathematical Institute. Room TBD

July 15, 2024

14:00 - 15:30 Lecture (details coming soon)
15:30 - 16:00 Coffee Break
16:00 - 17:30 Lecture (details coming soon)

 

Safety Filters for Control: Concepts, Theory and Practice

Abstract coming soon.

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Melanie Zeilinger (ETH Zurich)

Claire Tomlin (UC Berkeley)

Mathematical Institute. Room TBD

July 15, 2024

14:00 - 15:30 Lecture (details coming soon)
15:30 - 16:00 Coffee Break
16:00 - 17:30 Lecture (details coming soon)