Adaptive Online Non-stochastic Control

We tackle the problem of Non-stochastic Control with the aim of obtaining algorithms that adapt to the controlled environment. Namely, we tailor the FTRL framework to dynamical systems where the existence of a state, or equivalently a memory, couples the effect of the online decisions. By designing novel regularization techniques that take the system's memory into consideration, we obtain controllers with new sub-linear data adaptive policy regret bounds. Furthermore, we append these regularizers with untrusted predictions of future costs, which enables the design of the first Optimistic FTRL-based controller whose regret bound is adaptive to the accuracy of the predictions, shrinking when they are accurate while staying sub-linear even when they all fail.