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PAC-Bayesian Meta-Learning for Few-Shot Identification of Linear Dynamical Systems

Huang, Chenfeng et al.
arXiv (All) · Papers
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machine-learning
Identifying linear time-invariant (LTI) dynamical systems is challenging when trajectories are short, noisy, or high-dimensional. Traditional system identification typically treats each system independently and cannot exploit shared structure across related systems. We propose PBML-LTI, a PAC-Bayesi
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