Related papers: Stability Evaluation via Distributional Perturbati…
In modern data analysis, sparse model selection becomes inevitable once the number of predictors variables is very high. It is well-known that model selection procedures like the Lasso or Boosting tend to overfit on real data. The…
In data-based control, dissipativity can be a powerful tool for attaining stability guarantees for nonlinear systems if that dissipativity can be inferred from data. This work provides a tutorial on several existing methods for data-based…
In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…
Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…
We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…
We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…
Distribution shift is a key challenge for predictive models in practice, creating the need to identify potentially harmful shifts in advance of deployment. Existing work typically defines these worst-case shifts as ones that most degrade…
Owing to their inherently interpretable structure, decision trees are commonly used in applications where interpretability is essential. Recent work has focused on improving various aspects of decision trees, including their predictive…
Safety goes first. Meeting and maintaining industry safety standards for robustness of artificial intelligence (AI) and machine learning (ML) models require continuous monitoring for faults and performance drops. Deep learning models are…
This paper addresses the limitations of standard uncertainty models, e.g., robust (norm-bounded) and stochastic (one fixed distribution, e.g., Gaussian), and proposes to model uncertainty via Optimal Transport (OT) ambiguity sets. These…
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…
A parametric constrained convex optimal control problem, where the initial state is perturbed and the linear state equation contains a noise, is considered in this paper. Formulas for computing the subdifferential and the singular…
In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…
Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…
One approach to robust control for linear plants with structured uncertainty as well as for linear parameter-varying (LPV) plants (where the controller has on-line access to the varying plant parameters) is through…
Given the complexity of power systems, particularly the high-dimensional variability of net loads, accurately depicting the entire operational range of net loads poses a challenge. To address this, recent methodologies have sought to gauge…
This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…
The stability analysis of a class of discontinuous discrete-time systems is studied in this paper. The system under study is modeled as a feedback interconnection of a linear system and a set-valued nonlinearity. An equivalent…