LSTM Neural Networks: Input to State Stability and Probabilistic Safety Verification

The goal of this paper is to analyze Long Short Term Memory (LSTM) neural networks from a dynamical system perspective. The classical recursive equations describing the evolution of LSTM can be recast in state space form, resulting in a time-invariant nonlinear dynamical system. A sufficient condition guaranteeing the Input-to-State (ISS) stability property of this class of systems is provided. The ISS property entails the boundedness of the output reachable set of the LSTM. In light of this result, a novel approach for the safety verification of the network, based on the Scenario Approach, is devised. The proposed method is eventually tested on a pH neutralization process.Comment: Accepted for Learning for dynamics & control (L4DC) 202

Differential Dynamic Programming for time-delayed systems

Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a second-order approximation of the problem to find the control. It is fast enough to allow real-time control and has been shown to work well for trajectory optimization in robotic systems. Here we extend classic DDP to systems with multiple time-delays in the state. Being able to find optimal trajectories for time-delayed systems with DDP opens up the possibility to use richer models for system identification and control, including recurrent neural networks with multiple timesteps in the state. We demonstrate the algorithm on a two-tank continuous stirred tank reactor. We also demonstrate the algorithm on a recurrent neural network trained to model an inverted pendulum with position information only.Comment: 7 pages, 6 figures, conference, Decision and Control (CDC), 2016 IEEE 55th Conference o

Analog approach for the eigen-decomposition of positive definite matrices

AbstractThis paper proposes an analog approach for performing the eigen-decomposition of positive definite matrices. We show analytically and by simulations that the proposed circuit is guaranteed to converge to the desired eigenvectors and eigenvalues of positive definite matrices

Neural network training under semidefinite constraints

This paper is concerned with the training of neural networks (NNs) under semidefinite constraints, which allows for NN training with robustness and stability guarantees. In particular, we focus on Lipschitz bounds for NNs. Exploiting the banded structure of the underlying matrix constraint, we set up an efficient and scalable training scheme for NN training problems of this kind based on interior point methods. Our implementation allows to enforce Lipschitz constraints in the training of large-scale deep NNs such as Wasserstein generative adversarial networks (WGANs) via semidefinite constraints. In numerical examples, we show the superiority of our method and its applicability to WGAN training.Comment: to be published in 61st IEEE Conference on Decision and Contro

Fast semidefinite programming with feedforward neural networks

Semidefinite programming is an important optimization task, often used in time-sensitive applications. Though they are solvable in polynomial time, in practice they can be too slow to be used in online, i.e. real-time applications. Here we propose to solve feasibility semidefinite programs using artificial neural networks. Given the optimization constraints as an input, a neural network outputs values for the optimization parameters such that the constraints are satisfied, both for the primal and the dual formulations of the task. We train the network without having to exactly solve the semidefinite program even once, thus avoiding the possibly time-consuming task of having to generate many training samples with conventional solvers. The neural network method is only inconclusive if both the primal and dual models fail to provide feasible solutions. Otherwise we always obtain a certificate, which guarantees false positives to be excluded. We examine the performance of the method on a hierarchy of quantum information tasks, the Navascu\'es-Pironio-Ac\'in hierarchy applied to the Bell scenario. We demonstrate that the trained neural network gives decent accuracy, while showing orders of magnitude increase in speed compared to a traditional solver