Abstract:Neural network models are increasingly used for state estimation in control and decision-making problems, yet it remains unclear to what extent they behave as principled filters in nonlinear dynamical systems. Unlike classical filters, which rely on explicit knowledge of system dynamics and noise models, neural estimators can be trained purely from data without access to the underlying system equations. In this work, we present a systematic empirical comparison between such model-free neural network models and classical filtering methods across multiple nonlinear scenarios. Our study evaluates Transformer-based models, state-space neural networks, and recurrent architectures alongside particle filters and nonlinear Kalman filters. The results show that neural models (in particular, state-space models (SSMs)) achieve state estimation performance that approaches strong nonlinear Kalman filters in nonlinear scenarios and outperform weaker classical baselines despite lacking access to system models, while also attaining substantially higher inference throughput.
Abstract:Recent advancements in reinforcement learning (RL) have leveraged neural networks to achieve state-of-the-art performance across various control tasks. However, these successes often come at the cost of significant computational resources, as training deep neural networks requires substantial time and data. In this paper, we introduce an actor-critic algorithm that utilizes randomized neural networks to drastically reduce computational costs while maintaining strong performance. Despite its simple architecture, our method effectively solves a range of control problems, including the locomotion control of a highly dynamic 12-motor quadruped robot, and achieves results comparable to leading algorithms such as Proximal Policy Optimization (PPO). Notably, our approach does not outperform other algorithms in terms of sample efficnency but rather in terms of wall-clock training time. That is, although our algorithm requires more timesteps to converge to an optimal policy, the actual time required for training turns out to be lower.