相关论文: Strong stationarity for optimal control problems w…

Constraint solving is an elementary way for verification of deep neural networks (DNN). In the domain of AI safety, a DNN might be modified in its structure and parameters for its repair or attack. For such situations, we propose the…

In this paper we explore the relation between distributionally robust learning and different forms of regularization to enforce robustness of deep neural networks. In particular, starting from a concrete min-max distributionally robust…

Convolutional neural networks (CNNs) often perform well, but their stability is poorly understood. To address this problem, we consider the simple prototypical problem of signal denoising, where classical approaches such as nonlinear…

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…

Deep neural networks (DNNs) have emerged as key enablers of machine learning. Applying larger DNNs to more diverse applications is an important challenge. The computations performed during DNN training and inference are dominated by…

This paper critically examines the fundamental distinctions between gradient methods applied to non-differentiable functions (NGDMs) and classical gradient descents (GDs) for differentiable functions, revealing significant gaps in current…

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

In some optimal control problems, complex relationships between states and inputs cannot be easily represented using continuous constraints, necessitating the use of discrete logic instead. This paper presents a method for incorporating…

This paper introduces a novel algorithmic framework for a deep neural network (DNN), which in a mathematically rigorous manner, allows us to incorporate history (or memory) into the network -- it ensures all layers are connected to one…

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

In this work, we develop a novel input feature selection framework for ReLU-based deep neural networks (DNNs), which builds upon a mixed-integer optimization approach. While the method is generally applicable to various classification…

Learning-based optimal control algorithms control unknown systems using past trajectory data and a learned model of the system dynamics. These controllers use either a linear approximation of the learned dynamics, trading performance for…

Recurrent Neural Networks (RNNs) are very successful at solving challenging problems with sequential data. However, this observed efficiency is not yet entirely explained by theory. It is known that a certain class of multiplicative RNNs…

In this paper we develop a non-diffusive neural network (NDNN) algorithm for accurately solving weak solutions to hyperbolic conservation laws. The principle is to construct these weak solutions by computing smooth local solutions in…

This article studies deep neural network expression rates for optimal stopping problems of discrete-time Markov processes on high-dimensional state spaces. A general framework is established in which the value function and continuation…

Learning time-dependent partial differential equations (PDEs) that govern evolutionary observations is one of the core challenges for data-driven inference in many fields. In this work, we propose to capture the essential dynamics of…

Optimal control (OC) algorithms such as Differential Dynamic Programming (DDP) take advantage of the derivatives of the dynamics to efficiently control physical systems. Yet, in the presence of nonsmooth dynamical systems, such class of…

We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…

Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…

The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…