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Shahriar Talebi

Publications and source records attributed to Shahriar Talebi.

18 recordsLinked to original sources

Your Model Already Knows: Attention-Guided Safety Filter for Vision-Language-Action Models

Vision-Language-Action (VLA) models have demonstrated impressive end-to-end performance across a variety of robotic manipulation tasks. However, these policies offer no guarantees against collisions with task-irrelevant objects in the scene. Existing safety filters sidestep this problem by querying a vision-language model (VLM) to identify obstacles and their locations. This, however, is too slow to run in the control loop and can only be invoked at episode initialization, leaving the filter unable to track moving obstacles. We discover that a small number of attention heads within a VLA model reliably localize the object the policy intends to approach. These heads can be exploited within a training-free safety framework that obtains the active target from the attention heads at every step, treats the remainder of the scene as obstacles, and feeds these into a Control Barrier Function (CBF) filter. Together with a lightweight real-time object tracker, this allows for collision avoidance for non-static obstacles. We evaluate our framework on SafeLIBERO, which we extend with moving obstacles. On the original static benchmark, our method performs comparably to an oracle that uses privileged simulator state to identify the target, emulating a VLM-based identification step run once at episode initialization. On the dynamic variant, where the oracle's init-time target assignment becomes stale, our method substantially outperforms it by 43%, on average. Our findings suggest that the perceptual signals needed for real-time safety filtering are already present within VLA policies and can be exploited without additional training or heavy auxiliary models.

cs.RO

Learning Kalman Policy for Singular Unknown Covariances via Riemannian Regularization

Kalman filtering is a cornerstone of estimation theory, yet learning the optimal filter under unknown and potentially singular noise covariances remains a fundamental challenge. In this paper, we revisit this problem through the lens of control--estimation duality and data-driven policy optimization, formulating the learning of the steady-state Kalman gain as a stochastic policy optimization problem directly from measurement data. Our key contribution is a Riemannian regularization that reshapes the optimization landscape, restoring structural properties such as coercivity and gradient dominance. This geometric perspective enables the effective use of first-order methods under significantly relaxed conditions, including unknown and rank-deficient noise covariances. Building on this framework, we develop a computationally efficient algorithm with a data-driven gradient oracle, enabling scalable stochastic implementations. We further establish non-asymptotic convergence and error guarantees enabled by the Riemannian regularization, quantifying the impact of bias and variance in gradient estimates and demonstrating favorable scaling with problem dimension. Numerical results corroborate the effectiveness of the proposed approach and robustness to the choice of stepsize in challenging singular estimation regimes.

eess.SY

Scalar Federated Learning for Linear Quadratic Regulator

We propose ScalarFedLQR, a communication-efficient federated algorithm for model-free learning of a common policy in linear quadratic regulator (LQR) control of heterogeneous agents. The method builds on a decomposed projected gradient mechanism, in which each agent communicates only a scalar projection of a local zeroth-order gradient estimate. The server aggregates these scalar messages to reconstruct a global descent direction, reducing per-agent uplink communication from O(d) to O(1), independent of the policy dimension. Crucially, the projection-induced approximation error diminishes as the number of participating agents increases, yielding a favorable scaling law: larger fleets enable more accurate gradient recovery, admit larger stepsizes, and achieve faster linear convergence despite high dimensionality. Under standard regularity conditions, all iterates remain stabilizing and the average LQR cost decreases linearly fast. Numerical results demonstrate performance comparable to full-gradient federated LQR with substantially reduced communication.

eess.SY

Hereditary Geometric Meta-RL: Nonlocal Generalization via Task Symmetries

Meta-Reinforcement Learning (Meta-RL) commonly generalizes via smoothness in the task encoding. While this enables local generalization around each training task, it requires dense coverage of the task space and leaves richer task space structure untapped. In response, we develop a geometric perspective that endows the task space with a "hereditary geometry" induced by the inherent symmetries of the underlying system. Concretely, the agent reuses a policy learned at the train time by transforming states and actions through actions of a Lie group. This converts Meta-RL into symmetry discovery rather than smooth extrapolation, enabling the agent to generalize to wider regions of the task space. We show that when the task space is inherited from the symmetries of the underlying system, the task space embeds into a subgroup of those symmetries whose actions are linearizable, connected, and compact--properties that enable efficient learning and inference at the test time. To learn these structures, we develop a differential symmetry discovery method. This collapses functional invariance constraints and thereby improves numerical stability and sample efficiency over functional approaches. Empirically, on a two-dimensional navigation task, our method efficiently recovers the ground-truth symmetry and generalizes across the entire task space, while a common baseline generalizes only near training tasks.

cs.LG

Ergodic-Risk Constrained Policy Optimization: The Linear Quadratic Case

Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative risks through probabilistic limit theorems. By ensuring the dynamics exhibit strong ergodicity, we demonstrate that the time-correlated terms in these limiting criteria converge even with potentially heavy-tailed process noises as long as the noise has a finite fourth moment. Building upon this, we proposed the ergodic-risk constrained policy optimization which incorporates an ergodic-risk constraint to the classical Linear Quadratic Regulation (LQR) framework. We then propose a primal-dual policy optimization method that optimizes the average performance while satisfying the ergodic-risk constraints. Numerical results demonstrate that the new risk-constrained LQR not only optimizes average performance but also limits the asymptotic variance associated with the ergodic-risk criterion, making the closed-loop system more robust against sporadic large fluctuations in process noise.

math.OC

Risk-sensitive Affine Control Synthesis for Stationary LTI Systems

To address deviations from expected performance in stochastic systems, we propose a risk-sensitive control synthesis method to minimize certain risk measures over the limiting stationary distribution. Specifically, we extend Worst-case Conditional Value-at-Risk (W-CVaR) optimization for Linear Time-invariant (LTI) systems to handle nonzero-mean noise and affine controllers, using only the first and second moments of noise, which enhances robustness against model uncertainty. Highlighting the strong coupling between the linear and bias terms of the controller, we reformulate the synthesis problem as a Bilinear Matrix Inequality (BMI), and propose an alternating optimization algorithm with guaranteed convergence. Finally, we demonstrate the numerical performance of our approach in two representative settings, which shows that the proposed algorithm successfully synthesizes risk-sensitive controllers that outperform the na\"ive LQR baseline.

eess.SY

Ergodic-risk Criterion for Stochastically Stabilizing Policy Optimization

This paper introduces ergodic-risk criteria, which capture long-term cumulative risks associated with controlled Markov chains through probabilistic limit theorems--in contrast to existing methods that require assumptions of either finite hitting time, finite state/action space, or exponentiation necessitating light-tailed distributions. Using tailored Functional Central Limit Theorems (FCLT), we demonstrate that the time-correlated terms in the ergodic-risk criteria converge under uniform ergodicity and establish conditions for the convergence of these criteria in non-stationary general-state Markov chains involving heavy-tailed distributions. For quadratic risk functionals on stochastic linear systems, in addition to internal stability, this requires the (possibly heavy-tailed) process noise to have only a finite fourth moment. After quantifying cumulative uncertainties in risk functionals that account for extreme deviations, these ergodic-risk criteria are then incorporated into policy optimizations, thereby extending the standard average optimal synthesis to a risk-sensitive framework. Finally, by establishing the strong duality of the constrained policy optimization, we propose a primal-dual algorithm that optimizes average performance while ensuring that certain risks associated with these ergodic-risk criteria are constrained. Our risk-sensitive framework offers a theoretically guaranteed policy iteration for the long-term risk-sensitive control of processes involving heavy-tailed noise, which is shown to be effective through several simulations.

math.OC

Policy Optimization in Control: Geometry and Algorithmic Implications

This survey explores the geometric perspective on policy optimization within the realm of feedback control systems, emphasizing the intrinsic relationship between control design and optimization. By adopting a geometric viewpoint, we aim to provide a nuanced understanding of how various ``complete parameterization'' -- referring to the policy parameters together with its Riemannian geometry -- of control design problems, influence stability and performance of local search algorithms. The paper is structured to address key themes such as policy parameterization, the topology and geometry of stabilizing policies, and their implications for various (non-convex) dynamic performance measures. We focus on a few iconic control design problems, including the Linear Quadratic Regulator (LQR), Linear Quadratic Gaussian (LQG) control, and $\mathcal{H}_\infty$ control. In particular, we first discuss the topology and Riemannian geometry of stabilizing policies, distinguishing between their static and dynamic realizations. Expanding on this geometric perspective, we then explore structural properties of the aforementioned performance measures and their interplay with the geometry of stabilizing policies in presence of policy constraints; along the way, we address issues such as spurious stationary points, symmetries of dynamic feedback policies, and (non-)smoothness of the corresponding performance measures. We conclude the survey with algorithmic implications of policy optimization in feedback design.

math.OC

Learning Low-dimensional Latent Dynamics from High-dimensional Observations: Non-asymptotics and Lower Bounds

In this paper, we focus on learning a linear time-invariant (LTI) model with low-dimensional latent variables but high-dimensional observations. We provide an algorithm that recovers the high-dimensional features, i.e. column space of the observer, embeds the data into low dimensions and learns the low-dimensional model parameters. Our algorithm enjoys a sample complexity guarantee of order $\tilde{\mathcal{O}}(n/\epsilon^2)$, where $n$ is the observation dimension. We further establish a fundamental lower bound indicating this complexity bound is optimal up to logarithmic factors and dimension-independent constants. We show that this inevitable linear factor of $n$ is due to the learning error of the observer's column space in the presence of high-dimensional noises. Extending our results, we consider a meta-learning problem inspired by various real-world applications, where the observer column space can be collectively learned from datasets of multiple LTI systems. An end-to-end algorithm is then proposed, facilitating learning LTI systems from a meta-dataset which breaks the sample complexity lower bound in certain scenarios.

eess.SY

Consensus on Lie groups for the Riemannian Center of Mass

In this paper, we develop a consensus algorithm for distributed computation of the Riemannian center of mass (RCM) on Lie Groups. The algorithm is built upon a distributed optimization reformulation that allows developing an intrinsic, distributed (without relying on a consensus subroutine), and a computationally efficient protocol for the RCM computation. The novel idea for developing this fast distributed algorithm is to utilize a Riemannian version of distributed gradient flow combined with a gradient tracking technique. We first guarantee that, under certain conditions, the limit point of our algorithm is the RCM point of interest. We then provide a proof of global convergence in the Euclidean setting, that can be viewed as a "geometric" dynamic consensus that converges to the average from arbitrary initial points. Finally, we proceed to showcase the superior convergence properties of the proposed approach as compared with other classes of consensus optimization-based algorithms for the RCM computation.

math.OC

Data-driven Optimal Filtering for Linear Systems with Unknown Noise Covariances

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization problem, aiming to minimize the output prediction error. This formulation provides a direct bridge between data-driven optimal control and, its dual, optimal filtering. Our contributions are twofold. Firstly, we conduct a thorough convergence analysis of the stochastic gradient descent algorithm, adopted for the filtering problem, accounting for biased gradients and stability constraints. Secondly, we carefully leverage a combination of tools from linear system theory and high-dimensional statistics to derive bias-variance error bounds that scale logarithmically with problem dimension, and, in contrast to subspace methods, the length of output trajectories only affects the bias term.

eess.SY

Duality-Based Stochastic Policy Optimization for Estimation with Unknown Noise Covariances

Duality of control and estimation allows mapping recent advances in data-guided control to the estimation setup. This paper formalizes and utilizes such a mapping to consider learning the optimal (steady-state) Kalman gain when process and measurement noise statistics are unknown. Specifically, building on the duality between synthesizing optimal control and estimation gains, the filter design problem is formalized as direct policy learning. In this direction, the duality is used to extend existing theoretical guarantees of direct policy updates for Linear Quadratic Regulator (LQR) to establish global convergence of the Gradient Descent (GD) algorithm for the estimation problem--while addressing subtle differences between the two synthesis problems. Subsequently, a Stochastic Gradient Descent (SGD) approach is adopted to learn the optimal Kalman gain without the knowledge of noise covariances. The results are illustrated via several numerical examples.

eess.SY

Policy Optimization over Submanifolds for Linearly Constrained Feedback Synthesis

In this paper, we study linearly constrained policy optimization over the manifold of Schur stabilizing controllers, equipped with a Riemannian metric that emerges naturally in the context of optimal control problems. We provide extrinsic analysis of a generic constrained smooth cost function, that subsequently facilitates subsuming any such constrained problem into this framework. By studying the second order geometry of this manifold, we provide a Newton-type algorithm that does not rely on the exponential mapping nor a retraction, while ensuring local convergence guarantees. The algorithm hinges instead upon the developed stability certificate and the linear structure of the constraints. We then apply our methodology to two well-known constrained optimal control problems. Finally, several numerical examples showcase the performance of the proposed algorithm.

math.OC

On Controllability and Persistency of Excitation in Data-Driven Control: Extensions of Willems' Fundamental Lemma

Willems' fundamental lemma asserts that all trajectories of a linear time-invariant system can be obtained from a finite number of measured ones, assuming that controllability and a persistency of excitation condition hold. We show that these two conditions can be relaxed. First, we prove that the controllability condition can be replaced by a condition on the controllable subspace, unobservable subspace, and a certain subspace associated with the measured trajectories. Second, we prove that the persistency of excitation requirement can be relaxed if the degree of a certain minimal polynomial is tightly bounded. Our results show that data-driven predictive control using online data is equivalent to model predictive control, even for uncontrollable systems. Moreover, our results significantly reduce the amount of data needed in identifying homogeneous multi-agent systems.

eess.SY

Data-Driven Structured Policy Iteration for Homogeneous Distributed Systems

Control of networked systems, comprised of interacting agents, is often achieved through modeling the underlying interactions. Constructing accurate models of such interactions--in the meantime--can become prohibitive in applications. Data-driven control methods avoid such complications by directly synthesizing a controller from the observed data. In this paper, we propose an algorithm referred to as Data-driven Structured Policy Iteration (D2SPI), for synthesizing an efficient feedback mechanism that respects the sparsity pattern induced by the underlying interaction network. In particular, our algorithm uses temporary "auxiliary" communication links in order to enable the required information exchange on a (smaller) sub-network during the "learning phase" -- links that will be removed subsequently for the final distributed feedback synthesis. We then proceed to show that the learned policy results in a stabilizing structured policy for the entire network. Our analysis is then followed by showing the stability and convergence of the proposed distributed policies throughout the learning phase, exploiting a construct referred to as the "Patterned monoid.'' The performance of D2SPI is then demonstrated using representative simulation scenarios.

eess.SY

Deep Learning-based Resource Allocation for Infrastructure Resilience

From an optimization point of view, resource allocation is one of the cornerstones of research for addressing limiting factors commonly arising in applications such as power outages and traffic jams. In this paper, we take a data-driven approach to estimate an optimal nodal restoration sequence for immediate recovery of the infrastructure networks after natural disasters such as earthquakes. We generate data from td-INDP, a high-fidelity simulator of optimal restoration strategies for interdependent networks, and employ deep neural networks to approximate those strategies. Despite the fact that the underlying problem is NP-complete, the restoration sequences obtained by our method are observed to be nearly optimal. In addition, by training multiple models---the so-called estimators---for a variety of resource availability levels, our proposed method balances a trade-off between resource utilization and restoration time. Decision-makers can use our trained models to allocate resources more efficiently after contingencies, and in turn, improve the community resilience. Besides their predictive power, such trained estimators unravel the effect of interdependencies among different nodal functionalities in the restoration strategies. We showcase our methodology by the real-world interdependent infrastructure of Shelby County, TN.

eess.SP

On Regularizability and its Application to Online Control of Unstable LTI Systems

Learning, say through direct policy updates, often requires assumptions such as knowing a priori that the initial policy (gain) is stabilizing, or persistently exciting (PE) input-output data, is available. In this paper, we examine online regulation of (possibly unstable) partially unknown linear systems with no prior access to an initial stabilizing controller nor PE input-output data; we instead leverage the knowledge of the input matrix for online regulation. First, we introduce and characterize the notion of "regularizability" for linear systems that gauges the extent by which a system can be regulated in finite-time in contrast to its asymptotic behavior (commonly characterized by stabilizability/controllability). Next, having access only to the input matrix, we propose the Data-Guided Regulation (DGR) synthesis procedure that -- as its name suggests -- regulates the underlying state while also generating informative data that can subsequently be used for data-driven stabilization or system identification. We further improve the computational performance of DGR via a rank-one update and demonstrate its utility in online regulation of the X-29 aircraft.

eess.SY

All-Against-One Linear-Quadratic Differential Games

All-Against-One (AAO) games are a special class of multi-player games where all players except one are in direct conflict with the remaining player. In the case of Linear Quadratic Differential (LQD) games, the AAO structure can be used to describe a situation where all players except one are trying to regulate the state of the system (drive it towards the origin) while the opposing player is trying to de-regulate the state (drive it away from the origin). Similar to the standard LQD games, the closed-loop Nash strategies in the AAO LQD games are expressed in terms of the solutions of a set of coupled matrix Riccati differential equations. However, conditions for the existence of a solution to these equations are different and more challenging in the AAO case. In this paper, we derive conditions for existence, definiteness, and uniqueness of a solution to these equations as well as conditions for boundedness of the resulting state trajectory to ensure that the opposing player fails in accomplishing its objective. Finally, we consider two options for designing Nash strategies for the players and we illustrate the results with an example of 3-against-1 pursuit-evasion differential game.

math.OC