Learning based algorithm development for stochastic systems
| Title: |
Learning based algorithm development for stochastic systems |
| DNr: |
NAISS 2025/22-1116 |
| Project Type: |
NAISS Small Compute |
| Principal Investigator: |
Arunava Naha <arunava.naha@liu.se> |
| Affiliation: |
Linköpings universitet |
| Duration: |
2025-08-22 – 2026-09-01 |
| Classification: |
20202 |
| Keywords: |
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Abstract
I am currently working on two different problems, both of which require CPU-intensive computations, with additional GPU support being a valuable resource. The first problem involves controlling a closed-loop dynamical system with safety or risk constraints using actor-critic based reinforcement learning. The second problem focuses on developing a differentially private federated Gaussian process regression algorithm.
To support our study, we need to conduct extensive simulation studies for both problems. While the computations are primarily CPU-intensive, we will utilize shallow neural networks in our models, which may benefit from additional GPU resources. Additionally, we will need to leverage multiple CPU cores in parallel.