NeurIPS 2020

Making Non-Stochastic Control (Almost) as Easy as Stochastic

Review 1

Summary and Contributions: This paper provides the first sublinear-regret algorithms in the non-stochastic online control setting with truly adversarial disturbance and costs and partial state observation. With known dynamics, the regret is logarithmic, and with unknown dynamics, the regret becomes \sqrt{T}. The main contribution of this paper is to prove that it is possible to achieve the same order of regret in the adversarial setting as in the stochastic one. Another contribution of this paper is from the development and analysis of the general-purpose optimization subroutine (Semi-ONS).

Strengths: This paper solidly and thoroughly studies the full generality of the non-stochastic control setting, which is definitely related to our community's interests. The theoretical results are clearly novel and some of the techniques are also novel (e.g., Semi-ONS). This paper potentially sheds light on the fundamental limits in online control.

Weaknesses: a) The biggest issue of this paper is that the presentation and organization need a few rounds of tunning, and it is (almost) impossible to understand this paper without thoroughly reading previous work and appendix. Notations and definitions are too dense. Also, there are only very weak connections between the technique introductions in Section 1.1 and the later sections. Especially, I miss the intuition behind DRC-ONS. Moreover, this paper spent more than one page on policy regret for Semi-ONS, which I feel should be studied in another parallel paper. Honestly, even if with one more page in the camera-ready stage, I doubt that this paper can include all the technical contents currently involved, in a clear manner. b) In my opinion, the claims "non-stochastic control is as easy as stochastic" is a bit misleading. The benchmark in the stochastic setting has totally different performance compared to the benchmark in the non-stochastic setting. In particular, one big reason why the non-stochastic setting can achieve the same order of regret as the stochastic setting is, the non-stochastic setting has a much weaker benchmark. In the stochastic setting, linear policy class is proved to be globally optimal, which means as long as some algorithm has sublinear regret, the average cost difference between it and the globally optimal policy quickly vanishes. However, in the non-stochastic setting, the globally optimal policy is not necessarily linear and static, which means sublinear regret doesn't guarantee global performance. Even if we generalize state to internal state as in this paper, the benchmark is still not global. Some recent works (, show that there is at least a linear regret between the offline best linear policy and the true offline global optimal in the adversarial setting. For example, in LQ tracking problem, the cost function will be (x_t-d_t)^T Q (x_t-d_t) + u_t^T R u_t, where {d_t} is some desired trajectory to track. Obviously, in this case, simple linear policy u = -Kx will perform poorly - we have to consider feedforward term for d in the policy. In summary, in terms of static regret minimization with linear policy class, stochastic and non-stochastic settings indeed have the same order of regret. However, it doesn't mean the non-stochastic setting is as easy as the stochastic one. c) I feel the technical part needs more discussion about the relationship between previous work. For example, this paper almost has the same setting as [24], but generalize the notion of the adversary. Also, the algorithm DRC-ONS just replaces the optimization subroutine of DRC-GD in [24]. I miss the discussion about this relationship, especially why DRC-ONS is critical to handle the true adversary. d) It's hard to tell the proposed algorithm DRC-ONS is practical or not... It would be great to comment on the complexity of it.

Correctness: I didn't check each line in the 40-page appendix, but most of the claims are reasonable. The discussion about the relationship between non-stochastic and stochastic control is a bit misleading (see the weakness part).

Clarity: In general, this paper is too dense and it is (almost) impossible to fully understand without reading previous works.

Relation to Prior Work: In general yes, and this paper provides the first result in the full adversarial setting. However, I miss more comparisons from previous contributions (see the weakness part).

Reproducibility: Yes

Additional Feedback: After rebuttal: After reading all the reviews and the response. I would like to stay with my current evaluation (score: 6). Clearly I see the contribution and novelty from this paper and it seems the authors do have a plan to improve presentation and organization. However, I think this change is beyond NeurIPS camera-ready wiggle zoom and I doubt 9 pages are enough to motivate and convince non-experts. I feel like even only presenting the novel online optimization algorithm Semi-ONS might be a better idea. Presenting with the current structure in NeurIPS may not have enough value to non-experts.

Review 2

Summary and Contributions: This paper builds upon Simchowitz [24], improving the regret bounds of non-stochastic control. (See Thm 3.1, 3.2.) One of its main contributions is the use of an online Newton step, as in algorithm table.1 and 2.

Strengths: I can see the incremental contribution over Simchowitz [24]. The improved rate results in this paper may have the potential of being relevant to researchers working on the adaptive "non-stochastic" control setting.

Weaknesses: The writing and organization should be vastly improved before publication. The current paper is hard to read even for readers knowledgable in control. It contains numerous typos (see a non-exhaustive list below). I have a hard time seeing researchers outside "non-stochastic" control understand the paper.

Correctness: Yes, as far as I can tell from the manuscript.

Clarity: See below.

Relation to Prior Work: Yes. However, it did not refer to any adaptive control references which are relevant to online LQR.

Reproducibility: Yes

Additional Feedback: ============= Update after rebuttal: I thank the reviewers' response and willingness to improve the presentation. I have increased my rating and adjusted my confidence score. ============= ## Some suggestions To help improve the paper's readability, I recommend starting the paper by motivating the setting, instead of directly diving into the non-stochastic control results. For example, since the paper is categorized as control theory, how is the paper's setting relevant to control applications? In particular, abstract should be more "abstract" and appeal to a wider audience, not discussing related work directly. In what practical control applications of control does the non-stochasticity arises, that current robust/stochastic/adaptive control cannot address? I recommend detailing the assumptions on the disturbances when the system model is introduced in eq 1.1, e.g., are they bounded? By what? (and other assumptions of the system.) There are mentioning of various versions (e.g., stochastic noise, bounded noise) in various places in the paper. System model is crucial to control designs. When introducing "crucial identity" such as 2.1, it helps to provide an intuitive explanation of what it means and why it holds. The paper contains no numerical example. This is usually okay for a pure math/theory paper. However, this paper proposed the contribution of using an online Newton step. Therefore, I recommend at least a simple numerical example (e.g., LQ control) to demonstrate this numerical method. Adding a conclusion is also recommended for improving the readability. --- ## Some questions - Can the authors please concisely explain what the difference between non-stochastic control and robust control is? Is it that the loss for non-stochastic control is "adversarially chosen"? Note: While there is the common saying that classical robust control is pessimistic since it's worst-case, but adversarial is a synonym for worst-case. Merely saying "adversarially chosen" is not informative since if the adversary is infinitely powerful, there can be no hope for control. To what extent is noise/loss in this paper adversarial? Please explain it when using the phrase "adversarially chosen" in the paper. - In what practical control applications the non-stochasticity arises, that current robust and stochastic control cannot address? (adding this to the paper will readers understand the significance of the author's work. The description in "broader impact" is vague. It is hard to understand what "purely stochastic models" refer to. A more concrete example would help. ) In conclusion, while I can see the incremental progress made over Simchowitz [24] and that the improved rate results in this paper may have the potential of being relevant to researchers working on the adaptive "non-stochastic" control setting, the current manuscript - lacks a simple numerical evaluation of the online Newton step - must improve its organization/writing - has too many typos and incoherent sentences hence is not ready for publication. --- PS. Please proofread the paper once to catch other typos. --- ### Non-exhaustive list of typos 46: Generalizating? 50: observer --> observe 55: incoherent sentence 98: first half sentence incoherent 79: show --> shows 104: depart --> depart from 186: exogenous output --> exogenous input 207: show that for that ??? 209: algorithm with attains??? 228: is a is a??? 253: section title incoherent

Review 3

Summary and Contributions: This paper considers the problem of controlling a partially observed linear dynamical systems when the disturbances in the system are non-stochastic and the costs are strongly convex. The authors propose an adaptive control algorithm called DRC-ONS. The control at each time is determined via a combination of linear feedback term and an exogenous input. The exogenous input is a linear combination of the past $m$ observations under the stabilizing control policy where the weighting matrices are obtained via an online semi-newton procedure. The authors show that the regret of their algorithm over a time horizon $T$ is of the order $O(poly(log T))$ when the dynamics are known and of the order $O(\sqrt{T})$ when the dynamics are unknown.

Strengths: The proposed algorithm seems novel and non-trivial. The paper has rigorous theoretical guarantees for the regret of the proposed scheme. Moreover, the paper gets the state of the art regret bounds for their particular setting of non-stochastic control problem.

Weaknesses: One of the limitation of the main result is that the memory ($m$) of the DRC controller needs to scale as O(log T). Therefore, as $T$ grows the algorithm requires larger memory for the regret bound to hold true. Also, since the algorithm involves a second order newton step it needs to carry out a matrix inversion of $m*d_y*d_u$ dimensional square matrix. This makes the computational complexity of each step of the algorithm at least O( (log T)^3 ).

Correctness: The theoretical claims in the paper seem correct to me.

Clarity: I found the paper hard to read. It was hard to keep track of the notation and the lack of a notation section made it harder to recall the definitions. There are a few typos and grammatical errors that need to be fixed.

Relation to Prior Work: The paper discusses the prior work and its contributions. However, it will be nice if the authors can expand upon the similarities and the differences between this work and reference [24] since lot of analysis and results seem to have been taken from [24]

Reproducibility: Yes

Additional Feedback: Following are some comments and questions: 1) Reference [24] has a similar adaptive control algorithm but uses gradient descent for the finding the weighting matrices $M_t$. Is there any fundamental reason why gradient descent will not work for the fully adversarial setting? 2) Should the first equation in eq 2.1 include $u^{ex}_{t-i}$ instead of $u^{ex}_{t}$? 3) In assumption 2, how is $G_K^i$ dependent on n? 4) What choice of set $\mathcal{C}$ is used in Algorithm 2 for the control problem? What is the complexity of solving the minimization in step 8 of algorithm 2?

Review 4

Summary and Contributions: This work considers online control of linear dynamical systems under adversarial noise. For unknown systems, it obtains the optimal sqrt(T) regret and polylog(T) regret in known systems. This result extends the prior work which achieves the same order regret in a semi-adversarial setting, where there exists stochastic perturbation.

Strengths: -The technical results are sound and significantly non-trivial. There are various results and generalizations presented in the main text and mainly in the Appendix. -The regret results are optimal in terms of time.

Weaknesses: -The presentation of paper could be improved in some places. Due to heaviness of the technical content and the limited number of pages, some of the concepts are not well-discussed. This may bring up the question whether this work is suitable for 8 (if accepted 9) pages conference publication since most of the material is deferred to the appendix. In some parts, the paper seems inaccessible. -The lack of experimental study. It would be immensely valuable to provide a numerical study for the derived results to show the applicability of the proposed algorithms.

Correctness: I went over the general flow and statements of the proofs. They seem sound.

Clarity: Overall paper is well-written and tries to provide intuitive explanations. However, due to space constraint the explanations are limited and somewhat inaccessible and mostly deferred to Appendix which makes it hard to follow the arguments. For example, the discussion of movement cost and f-regret in line 130-138 rather obfuscates the message and the flow of the paper. Moreover, there are some typos in various places of the draft. Due to technical content, the notation is a bit overloaded.

Relation to Prior Work: The related work is very well discussed. As the authors mention at footnote 3, it would be useful to bring the discussion in Appendix B.3 to the main text if accepted.

Reproducibility: Yes

Additional Feedback: This work fills one of the gaps in recent online control results in literature and generalizes the prior work to a more difficult setting. I believe the authors have a deep understanding of system identification, control theory and online optimization. Hence, all of their results are derived with due diligence. My main concern is the accessibility of the results and techniques by the non-experts due to space constraints and lack of exact explanations. For example, the proof sketches on page 8 try to explain the steps in detail but without looking at the proofs in detail, I think they do not give much intuition to the reader. The fact that most of the results are deferred to Appendix makes the main text somewhat inaccessible. Another point is the lack of experiments. Even though the work is mainly theoretical, I believe that providing proper numerical examples are important. One can then judge the validity of the results and more importantly the limitations of the claims. Technical questions: - In line 191 the lower bound on R_M is missing. What is it suppose to be? In Appendix (D.8) states that R_M >= 2R_* and this fact is denoted as overparameterization. Does this mean we need prior information of R_* and construct \mathcal{M} for the algorithm such that the condition above holds or do we need to \mathcal{M} to be given a prior? Because as far as I understand the technical result for unknown system heavily relies on this fact. - lambda is set to be O(sqrt(T)). If I'm not mistaken this lambda is the regularization term. Does this mean we need the knowledge of time horizon a priori? I assume that this comes into play in the proof. How important is this choice? -The algorithm follows an explore-and-commit strategy for the unknown system. Would that be possible to have the same algorithm in more adaptive sense? - As far as I understood, the invertibility modulus exists for fixed stabilizing controller and Remark D.2 states that there are not general lower bounds for dynamic ones (please correct me if I'm wrong). Does this mean the result may not work for some LQG setting? ========================================================== After rebuttal: Thanks for your responses and clarifications. There are many points brought up by the reviewers that still need to be clarified in the manuscript before publication. Due to space constraints, it doesn't seem feasible to achieve the clarity and include the required discussions/numerical examples in the main text. Even though there is significant contribution, the fully accessible version of the manuscript requires significant changes and would not seem to be able to fit NeurIPS page constraints. Thus, I lower down my score to 6.