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We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…

Machine Learning · Computer Science 2019-02-05 Max Simchowitz , Ross Boczar , Benjamin Recht

The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development…

Dynamical Systems · Mathematics 2016-04-27 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

A general scheme for construction of dynamical systems able to learn generation of the desired kinds of dynamics through adjustment of their internal structure is proposed. The scheme involves intrinsic time-delayed feedback to steer the…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 Pablo Kaluza , Alexander S. Mikhailov

We present a novel approach for learning nonlinear dynamic models, which leads to a new set of tools capable of solving problems that are otherwise difficult. We provide theory showing this new approach is consistent for models with long…

Artificial Intelligence · Computer Science 2009-06-03 John Langford , Ruslan Salakhutdinov , Tong Zhang

This paper considers the problem of closed-loop identification of linear scalar systems with Gaussian process noise, where the system input is determined by a deterministic state feedback policy. The regularized least-square estimate (LSE)…

Systems and Control · Electrical Eng. & Systems 2020-03-30 Ali Reza Pedram , Takashi Tanaka

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

This paper explores learning emulators for parameter estimation with uncertainty estimation of high-dimensional dynamical systems. We assume access to a computationally complex simulator that inputs a candidate parameter and outputs a…

Machine Learning · Computer Science 2022-11-04 Ruoxi Jiang , Rebecca Willett

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

Loewner rational interpolation provides a versatile tool to learn low-dimensional dynamical-system models from frequency-response measurements. This work investigates the robustness of the Loewner approach to noise. The key finding is that…

Numerical Analysis · Mathematics 2020-11-06 Zlatko Drmač , Benjamin Peherstorfer

In this paper, we develop a new optimization framework for the least squares learning problem via fully connected neural networks or physics-informed neural networks. The gradient descent sometimes behaves inefficiently in deep learning…

Machine Learning · Computer Science 2025-05-01 Yaru Liu , Yiqi Gu , Michael K. Ng

Causal learning from data has received much attention recently. Bayesian networks can be used to capture causal relationships. There, one recovers a weighted directed acyclic graph in which random variables are represented by vertices, and…

Machine Learning · Computer Science 2026-01-06 Pavel Rytir , Ales Wodecki , Georgios Korpas , Jakub Marecek

We present a dynamic model in which the weights are conditioned on an input sample x and are learned to match those that would be obtained by finetuning a base model on x and its label y. This mapping between an input sample and network…

Machine Learning · Computer Science 2023-06-12 Shahar Lutati , Lior Wolf

This note presents a unified analysis of the identification of dynamical systems with low-rank constraints under high-dimensional scaling. This identification problem for dynamic systems are challenging due to the intrinsic dependency of…

Statistics Theory · Mathematics 2019-12-23 Junlin Li

In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widespread in machine learning, and they are useful for…

Machine Learning · Statistics 2023-03-30 Deividas Eringis , John Leth , Zheng-Hua Tan , Rafael Wisniewski , Mihaly Petreczky

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

The design of decision and control strategies for switched systems typically requires complete knowledge of (i) mathematical models of the subsystems and (ii) restrictions on admissible switches between the subsystems. We propose an active…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Atreyee Kundu

Automated driving applications require accurate vehicle specific models to precisely predict and control the motion dynamics. However, modern vehicles have a wide array of digital and mechatronic components that are difficult to model,…

Systems and Control · Electrical Eng. & Systems 2021-05-11 G. Rödönyi , G. I. Beintema , R. Tóth , M. Schoukens , D. Pup , Á. Kisari , Zs. Vígh , P. Kőrös , A. Soumelidis , J. Bokor

Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…

Machine Learning · Computer Science 2024-11-05 Samuel A. Moore , Brian P. Mann , Boyuan Chen

Efficient skill acquisition, representation, and on-line adaptation to different scenarios has become of fundamental importance for assistive robotic applications. In the past decade, dynamical systems (DS) have arisen as a flexible and…

Robotics · Computer Science 2020-03-27 Matteo Saveriano , Dongheui Lee

To improve the physical understanding and the predictions of complex dynamic systems, such as ocean dynamics and weather predictions, it is of paramount interest to identify interpretable models from coarsely and off-grid sampled…

Computational Physics · Physics 2021-05-04 Gert-Jan Both , Georges Tod , Remy Kusters
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