Related papers: Learning Nonlinear Reduced Order Models using Stat…
State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…
Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…
Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…
Neural network observers (NNOs) are proposed for real-time estimation of fluid flows, addressing a key challenge in flow control: obtaining real-time flow states from a limited set of sparse and noisy sensor data. For this task, we propose…
This paper investigates the reinforcement learning (RL) based disturbance rejection control for uncertain nonlinear systems having non-simple nominal models. An extended state observer (ESO) is first designed to estimate the system state…
Predictive learning for spatio-temporal processes (PL-STP) on complex spatial domains plays a critical role in various scientific and engineering fields, with its essence being the construction of operators between infinite-dimensional…
This paper develops a new neural network architecture for modeling spatial distributions (i.e., distributions on R^d) which is computationally efficient and specifically designed to take advantage of the spatial structure of limit order…
We investigate online nonlinear regression with continually running recurrent neural network networks (RNNs), i.e., RNN-based online learning. For RNN-based online learning, we introduce an efficient first-order training algorithm that…
Stochastic variance reduction has proven effective at accelerating first-order algorithms for solving convex finite-sum optimization tasks such as empirical risk minimization. Incorporating second-order information has proven helpful in…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…
The deep neural network suffers from many fundamental issues in machine learning. For example, it often gets trapped into a local minimum in training, and its prediction uncertainty is hard to be assessed. To address these issues, we…
Recurrent neural networks (RNNs) are a vital modeling technique that rely on internal states learned indirectly by optimization of a supervised, unsupervised, or reinforcement training loss. RNNs are used to model dynamic processes that are…
Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…
We propose a novel approach to select the best model of the data. Based on the exclusive properties of the nested models, we find the most parsimonious model containing the risk minimizer predictor. We prove the existence of probable…
We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves…
We propose SEARNN, a novel training algorithm for recurrent neural networks (RNNs) inspired by the "learning to search" (L2S) approach to structured prediction. RNNs have been widely successful in structured prediction applications such as…
This paper applies a custom model order reduction technique to the distribution grid state estimation problem. Specifically, the method targets the situation where, due to pseudo-measurement uncertainty, it is advantageous to run the state…
Several variants of recurrent neural networks (RNNs) with orthogonal or unitary recurrent matrices have recently been developed to mitigate the vanishing/exploding gradient problem and to model long-term dependencies of sequences. However,…
We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system…