Two neural network algorithms for designing optimal terminal controllers with open final time

Multilayer neural networks, trained by the backpropagation through time algorithm (BPTT), have been used successfully as state-feedback controllers for nonlinear terminal control problems. Current BPTT techniques, however, are not able to deal systematically with open final-time situations such as minimum-time problems. Two approaches which extend BPTT to open final-time problems are presented. In the first, a neural network learns a mapping from initial-state to time-to-go. In the second, the optimal number of steps for each trial run is found using a line-search. Both methods are derived using Lagrange multiplier techniques. This theoretical framework is used to demonstrate that the derived algorithms are direct extensions of forward/backward sweep methods used in N-stage optimal control. The two algorithms are tested on a Zermelo problem and the resulting trajectories compare favorably to optimal control results

Incremental construction of LSTM recurrent neural network

Long Short--Term Memory (LSTM) is a recurrent neural network that uses structures called memory blocks to allow the net remember significant events distant in the past input sequence in order to solve long time lag tasks, where other RNN approaches fail. Throughout this work we have performed experiments using LSTM networks extended with growing abilities, which we call GLSTM. Four methods of training growing LSTM has been compared. These methods include cascade and fully connected hidden layers as well as two different levels of freezing previous weights in the cascade case. GLSTM has been applied to a forecasting problem in a biomedical domain, where the input/output behavior of five controllers of the Central Nervous System control has to be modelled. We have compared growing LSTM results against other neural networks approaches, and our work applying conventional LSTM to the task at hand.Postprint (published version

A Sparse Spike Deconvolution Algorithm Based on a Recurrent Neural Network and the Iterative Shrinkage-Thresholding Algorithm

Conventional sparse spike deconvolution algorithms that are based on the iterative shrinkage-thresholding algorithm (ISTA) are widely used. The aim of this type of algorithm is to obtain accurate seismic wavelets. When this is not fulfilled, the processing stops being optimum. Using a recurrent neural network (RNN) as deep learning method and applying backpropagation to ISTA, we have developed an RNN-like ISTA as an alternative sparse spike deconvolution algorithm. The algorithm is tested with both synthetic and real seismic data. The algorithm first builds a training dataset from existing well-logs seismic data and then extracts wavelets from those seismic data for further processing. Based on the extracted wavelets, the new method uses ISTA to calculate the reflection coefficients. Next, inspired by the backpropagation through time (BPTT) algorithm, backward error correction is performed on the wavelets while using the errors between the calculated reflection coefficients and the reflection coefficients corresponding to the training dataset. Finally, after performing backward correction over multiple iterations, a set of acceptable seismic wavelets is obtained, which is then used to deduce the sequence of reflection coefficients of the real data. The new algorithm improves the accuracy of the deconvolution results by reducing the effect of wrong seismic wavelets that are given by conventional ISTA. In this study, we account for the mechanism and the derivation of the proposed algorithm, and verify its effectiveness through experimentation using theoretical and real data

An adaptive recurrent neural-network controller using a stabilization matrix and predictive inputs to solve a tracking problem under disturbances

We present a recurrent neural-network (RNN) controller designed to solve the tracking problem for control systems. We demonstrate that a major difficulty in training any RNN is the problem of exploding gradients, and we propose a solution to this in the case of tracking problems, by introducing a stabilization matrix and by using carefully constrained context units. This solution allows us to achieve consistently lower training errors, and hence allows us to more easily introduce adaptive capabilities. The resulting RNN is one that has been trained off-line to be rapidly adaptive to changing plant conditions and changing tracking targets. The case study we use is a renewable-energy generator application; that of producing an efficient controller for a three-phase grid-connected converter. The controller we produce can cope with the random variation of system parameters and fluctuating grid voltages. It produces tracking control with almost instantaneous response to changing reference states, and virtually zero oscillation. This compares very favorably to the classical proportional integrator (PI) controllers, which we show produce a much slower response and settling time. In addition, the RNN we propose exhibits better learning stability and convergence properties, and can exhibit faster adaptation, than has been achieved with adaptive critic designs

A Generalized Online Mirror Descent with Applications to Classification and Regression

Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some based on additive updates, like the Perceptron, and some on multiplicative updates, like Winnow. A unifying perspective on the design and the analysis of online algorithms is provided by online mirror descent, a general prediction strategy from which most first-order algorithms can be obtained as special cases. We generalize online mirror descent to time-varying regularizers with generic updates. Unlike standard mirror descent, our more general formulation also captures second order algorithms, algorithms for composite losses and algorithms for adaptive filtering. Moreover, we recover, and sometimes improve, known regret bounds as special cases of our analysis using specific regularizers. Finally, we show the power of our approach by deriving a new second order algorithm with a regret bound invariant with respect to arbitrary rescalings of individual features