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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Stability and Identification of Random Asynchronous Linea...
Sahin Lale, Oguzhan Teke, Babak Hassibi, Anima Anandkumar · 2020-12-08 · via stat.ML updates on arXiv.org

In many computational tasks and dynamical systems, asynchrony and randomization are naturally present and have been considered as ways to increase the speed and reduce the cost of computation while compromising the accuracy and convergence rate. In this work, we show the additional benefits of randomization and asynchrony on the stability of linear dynamical systems. We introduce a natural model for random asynchronous linear time-invariant (LTI) systems which generalizes the standard (synchronous) LTI systems. In this model, each state variable is updated randomly and asynchronously with some probability according to the underlying system dynamics. We examine how the mean-square stability of random asynchronous LTI systems vary with respect to randomization and asynchrony. Surprisingly, we show that the stability of random asynchronous LTI systems does not imply or is not implied by the stability of the synchronous variant of the system and an unstable synchronous system can be stabilized via randomization and/or asynchrony. We further study a special case of the introduced model, namely randomized LTI systems, where each state element is updated randomly with some fixed but unknown probability. We consider the problem of system identification of unknown randomized LTI systems using the precise characterization of mean-square stability via extended Lyapunov equation. For unknown randomized LTI systems, we propose a systematic identification method to recover the underlying dynamics. Given a single input/output trajectory, our method estimates the model parameters that govern the system dynamics, the update probability of state variables, and the noise covariance using the correlation matrices of collected data and the extended Lyapunov equation. Finally, we empirically demonstrate that the proposed method consistently recovers the underlying system dynamics with the optimal rate.