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We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system.…

Machine Learning · Computer Science 2019-02-12 Moritz Hardt , Tengyu Ma , Benjamin Recht

Recurrent neural networks are capable of learning the dynamics of an unknown nonlinear system purely from input-output measurements. However, the resulting models do not provide any stability guarantees on the input-output mapping. In this…

Machine Learning · Computer Science 2022-12-19 Daniel Frank , Decky Aspandi Latif , Michael Muehlebach , Benjamin Unger , Steffen Staab

We analyze recurrent neural networks with diagonal hidden-to-hidden weight matrices, trained with gradient descent in the supervised learning setting, and prove that gradient descent can achieve optimality \emph{without} massive…

Machine Learning · Computer Science 2024-10-11 Semih Cayci , Atilla Eryilmaz

Recurrent neural networks have gained widespread use in modeling sequential data. Learning long-term dependencies using these models remains difficult though, due to exploding or vanishing gradients. In this paper, we draw connections…

Machine Learning · Statistics 2019-02-27 Bo Chang , Minmin Chen , Eldad Haber , Ed H. Chi

Recurrent neural networks (RNNs) are a class of nonlinear dynamical systems often used to model sequence-to-sequence maps. RNNs have excellent expressive power but lack the stability or robustness guarantees that are necessary for many…

Machine Learning · Computer Science 2020-10-06 Max Revay , Ruigang Wang , Ian R. Manchester

The design of recurrent neural networks (RNNs) to accurately process sequential inputs with long-time dependencies is very challenging on account of the exploding and vanishing gradient problem. To overcome this, we propose a novel RNN…

Machine Learning · Computer Science 2021-08-19 T. Konstantin Rusch , Siddhartha Mishra

Recurrent neural network is a powerful model that learns temporal patterns in sequential data. For a long time, it was believed that recurrent networks are difficult to train using simple optimizers, such as stochastic gradient descent, due…

Neural and Evolutionary Computing · Computer Science 2015-04-20 Tomas Mikolov , Armand Joulin , Sumit Chopra , Michael Mathieu , Marc'Aurelio Ranzato

Stability is a fundamental property of dynamical systems, yet to this date it has had little bearing on the practice of recurrent neural networks. In this work, we conduct a thorough investigation of stable recurrent models. Theoretically,…

Machine Learning · Computer Science 2019-03-05 John Miller , Moritz Hardt

Recurrent neural networks (RNNs) are capable of learning features and long term dependencies from sequential and time-series data. The RNNs have a stack of non-linear units where at least one connection between units forms a directed cycle.…

Neural and Evolutionary Computing · Computer Science 2018-02-26 Hojjat Salehinejad , Sharan Sankar , Joseph Barfett , Errol Colak , Shahrokh Valaee

We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…

Machine Learning · Computer Science 2025-08-19 Evan Dogariu , Anand Brahmbhatt , Elad Hazan

Recently there has been substantial interest in spectral methods for learning dynamical systems. These methods are popular since they often offer a good tradeoff between computational and statistical efficiency. Unfortunately, they can be…

Machine Learning · Statistics 2015-11-05 Ahmed Hefny , Carlton Downey , Geoffrey Gordon

Deep networks are commonly used to model dynamical systems, predicting how the state of a system will evolve over time (either autonomously or in response to control inputs). Despite the predictive power of these systems, it has been…

Machine Learning · Computer Science 2020-01-20 Gaurav Manek , J. Zico Kolter

Recurrent neural networks (RNNs) have gained a great deal of attention in solving sequential learning problems. The learning of long-term dependencies, however, remains challenging due to the problem of a vanishing or exploding hidden…

Machine Learning · Computer Science 2020-03-17 Konstantin Rusch , John W. Pearson , Konstantinos C. Zygalakis

Large-scale recurrent networks have drawn increasing attention recently because of their capabilities in modeling a large variety of real-world phenomena and physical mechanisms. This paper studies how to identify all authentic connections…

Machine Learning · Statistics 2015-06-23 Yiyuan She , Yuejia He , Dapeng Wu

We introduce a new class of time-continuous recurrent neural network models. Instead of declaring a learning system's dynamics by implicit nonlinearities, we construct networks of linear first-order dynamical systems modulated via nonlinear…

Machine Learning · Computer Science 2020-12-16 Ramin Hasani , Mathias Lechner , Alexander Amini , Daniela Rus , Radu Grosu

Linear networks provide valuable insights into the workings of neural networks in general. This paper identifies conditions under which the gradient flow provably trains a linear network, in spite of the non-strict saddle points present in…

Optimization and Control · Mathematics 2020-06-30 Armin Eftekhari

Topology learning of networked dynamical systems is an important problem with implications to optimal control, decision-making over networks, cybersecurity and safety. The majority of prior work in consistent topology estimation relies on…

Optimization and Control · Mathematics 2024-10-15 Harish Doddi , Deepjyoti Deka , Murti Salapaka

We propose a principled method for projecting an arbitrary square matrix to the non-convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an…

Optimization and Control · Mathematics 2023-06-21 Wouter Jongeneel , Tobias Sutter , Daniel Kuhn

Convolutional and Recurrent, deep neural networks have been successful in machine learning systems for computer vision, reinforcement learning, and other allied fields. However, the robustness of such neural networks is seldom apprised,…

Neural and Evolutionary Computing · Computer Science 2018-05-01 Biswa Sengupta , Karl J. Friston

Models based on deep convolutional networks have dominated recent image interpretation tasks; we investigate whether models which are also recurrent, or "temporally deep", are effective for tasks involving sequences, visual and otherwise.…

Computer Vision and Pattern Recognition · Computer Science 2016-06-02 Jeff Donahue , Lisa Anne Hendricks , Marcus Rohrbach , Subhashini Venugopalan , Sergio Guadarrama , Kate Saenko , Trevor Darrell
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