Web: http://arxiv.org/abs/2207.01062

Sept. 16, 2022, 1:13 a.m. | Ting-Jui Chang, Shahin Shahrampour

stat.ML updates on arXiv.org arxiv.org

Identification of linear time-invariant (LTI) systems plays an important role
in control and reinforcement learning. Both asymptotic and finite-time offline
system identification are well-studied in the literature. For online system
identification, the idea of stochastic-gradient descent with reverse experience
replay (SGD-RER) was recently proposed, where the data sequence is stored in
several buffers and the stochastic-gradient descent (SGD) update performs
backward in each buffer to break the time dependency between data points.
Inspired by this work, we study distributed online …

arxiv distributed experience identification systems

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