Boosting for Dynamical Systems

Naman Agarwal, Nataly Brukhim, Elad Hazan, Zhou Lu

Published 2019-06-20Version 1

We propose a framework of boosting for learning and control in environments that maintain a state. Leveraging methods for online learning with memory and for online boosting, we design an efficient online algorithm that can provably improve the accuracy of weak-learners in stateful environments. As a consequence, we give efficient boosting algorithms for both prediction and the control of dynamical systems. Empirical evaluation on simulated and real data for both control and prediction supports our theoretical findings.