Research map / Bandits and online learning / Online convex optimization and games
Online Instrumental Variable Regression with Applications to Online Linear System Identification
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use instrumental variable regression instead of ordinary least squares for system identification | batch predictive state model · dynamical system benchmarks | filtering error | Helped |
| use OIVR instead of online OLS (iOGD) | online system identification · dynamical system benchmarks | filtering error | Helped |
| use online OIVR instead of batch IVR | Airplane Flight Take Off · Airplane Flight Take Off | filtering error | Helped |
| use ONS as the online learner in OIVR | OIVR · Robot Drill Assembly | convergence to batch A* | Hurt |
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