In order to certify performance and safety, feedback control requires precise characterization of sensor errors. In this paper, we provide guarantees on such feedback systems when sensors are characterized by solving a supervised learning problem. We show a uniform error bound on nonparametric kernel regression under a dynamically-achievable dense sampling scheme. This allows for a finite-time convergence rate on the sub-optimality of using the regressor in closed-loop for waypoint tracking. We demonstrate our results in simulation with simplified unmanned aerial vehicle and autonomous driving examples.
Beyond Non-Degeneracy: Revisiting Certainty Equivalent Heuristic for Online Linear Programming
School of Data Science, the Chinese University of Hong Kong, Shenzhen(香港中文大学(深圳)数据科学学院);Data Science and Analytics Thrust, Information Hub, the Hong Kong University of Science and Technology (Guangzhou)(香港科技大学(广州)信息枢纽数据科学与分析学域)
Provably Efficient Risk-Sensitive Offline Reinforcement Learning via Optimized Certainty Equivalents
City University of Hong Kong(香港城市大学);University of Chicago(芝加哥大学);The Chinese University of Hong Kong, Shenzhen(香港中文大学(深圳));Shanghai Jiao Tong University(上海交通大学)