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Title: Towards Provable Control for Unknown Linear Dynamical Systems

Paper content:
We study the control of symmetric linear dynamical systems with unknown dynamics and a hidden state.
Using a recent spectral filtering technique for concisely representing such systems in a linear basis, we formulate optimal control in this setting as a convex program.
This approach eliminates the need to solve the non-convex problem of explicit identification of the system and its latent state, and allows for provable optimality guarantees for the control signal.
We give the first efficient algorithm for finding the optimal control signal with an arbitrary time horizon T, with sample complexity (number of training rollouts) polynomial only in log(T) and other relevant parameters.
Recent empirical successes of reinforcement learning involve using deep nets to represent the underlying MDP and policy.
However, we lack any supporting theory, and are far from developing algorithms with provable guarantees for such settings.
We can make progress by addressing simpler setups, such as those provided by control theory.Control theory concerns the control of dynamical systems, a non-trivial task even if the system is fully specified and provable guarantees are not required.
This is true even in the simplest setting of a linear dynamical system (LDS) with quadratic costs, since the resulting optimization problems are high-dimensional and sensitive to noise.The task of controlling an unknown linear system is significantly more complex, often giving rise to non-convex and high-dimensional optimization problems.
The standard practice in the literature is to first solve the non-convex problem of system identification-that is, recover a model that accurately describes the system-and then apply standard robust control methods.
The non-convex problem of system identification is the main reason that we have essentially no provable algorithms for controlling even the simplest linear dynamical systems with unknown latent states.In this paper, we take the first step towards a provably efficient control algorithm for linear dynamical systems.
Despite the highly non-convex and high-dimensional formulation of the problem, we can efficiently find the optimal control signal in polynomial time with optimal sample complexity.
Our method is based on wave-filtering, a recent spectral representation technique for symmetric LDSs BID7 ).
We have presented an algorithm for finding the optimal control inputs for an unknown symmetric linear dynamical system, which requires querying the system only a polylogarithmic number of times in the number of such inputs , while running in polynomial time.
Deviating significantly from previous approaches, we circumvent the non-convex optimization problem of system identification by a new learned representation of the system.
We see this as a first step towards provable, efficient methods for the traditionally non-convex realm of control and reinforcement learning.

assistant: text: Using a novel representation of symmetric linear dynamical systems with a latent state, we formulate optimal control as a convex program, giving the first polynomial-time algorithm that solves optimal control with sample complexity only polylogarithmic in the time horizon.