论文标题

学习控制线性系统可能很难

Learning to Control Linear Systems can be Hard

论文作者

Tsiamis, Anastasios, Ziemann, Ingvar, Morari, Manfred, Matni, Nikolai, Pappas, George J.

论文摘要

在本文中,我们研究了学习控制线性系统的统计困难。我们专注于两个标准的基准测试,即稳定的样本复杂性以及线性二次调节器(LQR)的在线学习的遗憾。先前的结果表明,两个基准测试基准的统计难度在系统状态维度上均高于系统理论数量。但是,这并不能揭示整个图片。通过利用两个基准测试标准的minimax下限,我们证明存在非平凡的系统类别,学习复杂性的范围很大,即与系统维度相称。这种情况是在不足的系统中,即投入少于州的系统。这样的系统在结构上很难控制,其系统理论数量可以随着系统维度主导学习复杂性而成倍扩展。在一些其他结构假设(远离不可损不点的边界系统)下,我们提供了定性匹配的上限。我们证明,学习复杂性最多可以与系统的可控性指数达到指数级,即缺少的程度。

In this paper, we study the statistical difficulty of learning to control linear systems. We focus on two standard benchmarks, the sample complexity of stabilization, and the regret of the online learning of the Linear Quadratic Regulator (LQR). Prior results state that the statistical difficulty for both benchmarks scales polynomially with the system state dimension up to system-theoretic quantities. However, this does not reveal the whole picture. By utilizing minimax lower bounds for both benchmarks, we prove that there exist non-trivial classes of systems for which learning complexity scales dramatically, i.e. exponentially, with the system dimension. This situation arises in the case of underactuated systems, i.e. systems with fewer inputs than states. Such systems are structurally difficult to control and their system theoretic quantities can scale exponentially with the system dimension dominating learning complexity. Under some additional structural assumptions (bounding systems away from uncontrollability), we provide qualitatively matching upper bounds. We prove that learning complexity can be at most exponential with the controllability index of the system, that is the degree of underactuation.

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