Related papers: Data-Efficient System Identification via Lipschitz…
The theory of network identification, namely identifying the (weighted) interaction topology among a known number of agents, has been widely developed for linear agents. However, the theory for nonlinear agents using probing inputs is far…
This work is concerned with uncertainty quantification in reduced-order dynamical system identification. Reduced-order models for system dynamics are ubiquitous in design and control applications and recent efforts focus on their…
In this thesis, we draw inspiration from both classical system identification and modern machine learning in order to solve estimation problems for real-world, physical systems. The main approach to estimation and learning adopted is…
This paper introduces a measure, called Lipschitz widths, of the optimal performance possible of certain nonlinear methods of approximation. It discusses their relation to entropy numbers and other well known widths such as the Kolmogorov…
Lipschitz constant is a fundamental property in certified robustness, as smaller values imply robustness to adversarial examples when a model is confident in its prediction. However, identifying the worst-case adversarial examples is known…
The robustness of neural networks against input perturbations with bounded magnitude represents a serious concern in the deployment of deep learning models in safety-critical systems. Recently, the scientific community has focused on…
Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and…
System identification aims to build models of dynamical systems from data. Traditionally, choosing the model requires the designer to balance between two goals of conflicting nature; the model must be rich enough to capture the system…
We propose a convex optimization procedure for black-box identification of nonlinear state-space models for systems that exhibit stable limit cycles (unforced periodic solutions). It extends the "robust identification error" framework in…
This paper studies identification and estimation of a class of dynamic models in which the decision maker (DM) is uncertain about the data-generating process. The DM surrounds a benchmark model that he or she fears is misspecified by a set…
Identifying accurate dynamic models is required for the simulation and control of various technical systems. In many important real-world applications, however, the two main modeling approaches often fail to meet requirements: first…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a second step, often by simulation, fit a more structured…
While many real-world data streams imply that they change frequently in a nonstationary way, most of deep learning methods optimize neural networks on training data, and this leads to severe performance degradation when dataset shift…
We define "decision swap regret" which generalizes both prediction for downstream swap regret and omniprediction, and give algorithms for obtaining it for arbitrary multi-dimensional Lipschitz loss functions in online adversarial settings.…
This work proposes a robust data-driven predictive control approach for unknown nonlinear systems in the presence of bounded process and measurement noise. Data-driven reachable sets are employed for the controller design instead of using…
The application of neural networks in modeling dynamic systems has become prominent due to their ability to estimate complex nonlinear functions. Despite their effectiveness, neural networks face challenges in long-term predictions, where…
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…
The lateral-line system that has evolved in many aquatic animals enables them to navigate murky fluid environments, locate and discriminate obstacles. Here, we present a data-driven model that uses artificial neural networks to process flow…
This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…