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相关论文: A Model for Understanding Numerical Stability

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We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

机器人学 · 计算机科学 2021-08-03 Ivan D. Jimenez Rodriguez , Ugo Rosolia , Aaron D. Ames , Yisong Yue

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

机器学习 · 计算机科学 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

Data-driven models are subject to model errors due to limited and noisy training data. Key to the application of such models in safety-critical domains is the quantification of their model error. Gaussian processes provide such a measure…

机器学习 · 计算机科学 2024-09-23 Armin Lederer , Jonas Umlauft , Sandra Hirche

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

信息论 · 计算机科学 2015-09-16 Alyson K. Fletcher , Sundeep Rangan

In this paper, we analyze the properties of invertible neural networks, which provide a way of solving inverse problems. Our main focus lies on investigating and controlling the Lipschitz constants of the corresponding inverse networks.…

机器学习 · 计算机科学 2021-09-01 Paul Hagemann , Sebastian Neumayer

In this paper, we consider the data-driven discovery of stable dynamical models with a single equilibrium. The proposed approach uses a basis-function parameterization of the differential equations and the associated Lyapunov function. This…

系统与控制 · 电气工程与系统科学 2026-04-10 Zhe Li , Ilias Mitrai

A desirable property of control systems is to be robust to inputs, that is small perturbations of the inputs of a system will cause only small perturbations on its outputs. But it is not clear whether this property is maintained at the…

软件工程 · 计算机科学 2013-09-17 Eric Goubault , Sylvie Putot

We consider the problem of retraining machine learning (ML) models when new batches of data become available. Existing approaches greedily optimize for predictive power independently at each batch, without considering the stability of the…

机器学习 · 计算机科学 2025-02-05 Dimitris Bertsimas , Vassilis Digalakis , Yu Ma , Phevos Paschalidis

Algorithms for computing equilibria, optima, and fixed points in nonconvex problems often depend sensitively on practitioner-chosen initial conditions. When uniqueness of a solution is of interest, a common heuristic is to run such…

计量经济学 · 经济学 2026-02-17 Moeen Nehzati , Diego Cussen

Feedback-based online optimization algorithms have gained traction in recent years because of their simple implementation, their ability to reject disturbances in real time, and their increased robustness to model mismatch. While the…

最优化与控制 · 数学 2019-05-20 Marcello Colombino , John W. Simpson-Porco , Andrey Bernstein

The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…

系统与控制 · 计算机科学 2018-07-31 Pablo R Baldivieso-Monasterios , Paul A. Trodden

Stability is a general notion that quantifies the sensitivity of a learning algorithm's output to small change in the training dataset (e.g. deletion or replacement of a single training sample). Such conditions have recently been shown to…

机器学习 · 计算机科学 2011-08-18 Stephane Ross , J. Andrew Bagnell

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

统计方法学 · 统计学 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

In repeated-game applications where both the collusive and non-collusive outcomes can be supported as equilibria, researchers must resolve underlying selection questions if theory will be used to understand counterfactual policies. One…

综合经济学 · 经济学 2021-01-18 Emanuel Vespa , Taylor Weidman , Alistair J. Wilson

We discuss the stability theory and numerical analysis of the Helmholtz equation with variable and possibly non-smooth or oscillatory coefficients. Using the unique continuation principle and the Fredholm alternative, we first give an…

数值分析 · 数学 2019-04-18 I. G. Graham , S. A. Sauter

Recent advancements in machine learning have emphasized the need for transparency in model predictions, particularly as interpretability diminishes when using increasingly complex architectures. In this paper, we propose leveraging…

机器学习 · 计算机科学 2025-07-18 Chenrui Zhu , Louenas Bounia , Vu Linh Nguyen , Sébastien Destercke , Arthur Hoarau

We present a computational framework to investigate steady state distributions and perform stability analysis for random ordinary differential equations driven by parameter uncertainty. Using the nonlinear Rosenzweig McArthur predator prey…

动力系统 · 数学 2026-03-05 Wolfgang Hoegele

One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…

计算机科学与博弈论 · 计算机科学 2012-07-09 John Wicks , Amy Greenwald

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

机器学习 · 计算机科学 2024-02-06 Hao Cheng , Qingsong Wen , Yang Liu , Liang Sun

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

最优化与控制 · 数学 2018-06-22 Yao Liqiang , Zhang Weihai