arXiv subjects

Eduardo D. Sontag

Publications and source records attributed to Eduardo D. Sontag.

At least 37 records · Page 2Linked to original sources

arXiv2025

Perturbed Gradient Descent Algorithms are Small-Disturbance Input-to-State Stable

This article investigates the robustness of gradient descent algorithms under perturbations. The concept of small-disturbance input-to-state stability (ISS) for discrete-time nonlinear dynamical systems is introduced, along with its Lyapunov characterization. The conventional linear Polyak-Lojasiewicz (PL) condition is then extended to a nonlinear version, and it is shown that the gradient descent algorithm is small-disturbance ISS provided the objective function satisfies the generalized nonlinear PL condition. This small-disturbance ISS property guarantees that the gradient descent algorithm converges to a small neighborhood of the optimum under sufficiently small perturbations. As a direct application of the developed framework, we demonstrate that the LQR cost satisfies the generalized nonlinear PL condition, thereby establishing that the policy gradient algorithm for LQR is small-disturbance ISS. Additionally, other popular policy gradient algorithms, including natural policy gradient and Gauss-Newton method, are also proven to be small-disturbance ISS.

math.OC↗

arXiv2025

Global linearization of asymptotically stable systems without hyperbolicity

We give a proof of an extension of the Hartman-Grobman theorem to nonhyperbolic but asymptotically stable equilibria of vector fields. Moreover, the linearizing topological conjugacy is (i) defined on the entire basin of attraction if the vector field is complete, and (ii) a $C^{k\geq 1}$-diffeomorphism on the complement of the equilibrium if the vector field is $C^k$ and the underlying space is not $5$-dimensional. We also show that the $C^k$ statement in the $5$-dimensional case is equivalent to the $4$-dimensional smooth Poincaré conjecture.

math.DS↗

arXiv2025

Convergence Analysis of Gradient Flow for Overparameterized LQR Formulations

Motivated by the growing use of artificial intelligence (AI) tools in control design, this paper analyses the intersection between results from gradient methods for the model-free linear quadratic regulator (LQR), and linear feedforward neural networks (LFFNNs), More specifically, it looks into the case where one wants to find a LFFNN feedback that minimizes a LQR cost. This paper starts by analyzing the structure of the gradient expression for the parameters of each layer, which implies a key conservation law of the system. This conservation law is then leveraged to generalize existing results on boundedness and global convergence of solutions to critical points, and invariance of the set of stabilizing networks under the training dynamics. This is followed by an analysis of the case where the LFFNN has a single hidden layer, for which the paper proves that the training converges not only to the critical points, but to the optimal feedback control law for all but a set of Lebesgue measure zero of the initializations. These theoretical results are followed by an extensive analysis of a simple version of the problem -- the ``vector case'' -- proving the theoretical properties of accelerated convergence and small-input input-to-state stability (ISS) for this simpler example. Finally, the paper presents numerical evidence of faster convergence of the training of general LFFNNs when compared to non-overparameterized formulations, showing that the acceleration of the solution is observable even when the gradient is not explicitly computed, but estimated from evaluations of the cost function.

eess.SY↗

arXiv2025

Remarks on the Polyak-Lojasiewicz inequality and the convergence of gradient systems

This work explores generalizations of the Polyak-Lojasiewicz inequality (PLI) and their implications for the convergence behavior of gradient flows in optimization problems. Motivated by the continuous-time linear quadratic regulator (CT-LQR) policy optimization problem -- where only a weaker version of the PLI is characterized in the literature -- this work shows that while weaker conditions are sufficient for global convergence to, and optimality of the set of critical points of the cost function, the "profile" of the gradient flow solution can change significantly depending on which "flavor" of inequality the cost satisfies. After a general theoretical analysis, we focus on fitting the CT-LQR policy optimization problem to the proposed framework, showing that, in fact, it can never satisfy a PLI in its strongest form. We follow up our analysis with a brief discussion on the difference between continuous- and discrete-time LQR policy optimization, and end the paper with some intuition on the extension of this framework to optimization problems with L1 regularization and solved through proximal gradient flows.

math.OC↗

arXiv2025

Exact Recovery Guarantees for Parameterized Nonlinear System Identification Problem under Sparse Disturbances or Semi-Oblivious Attacks

In this work, we study the problem of learning a nonlinear dynamical system by parameterizing its dynamics using basis functions. We assume that disturbances occur at each time step with an arbitrary probability $p$, which models the sparsity level of the disturbance vectors over time. These disturbances are drawn from an arbitrary, unknown probability distribution, which may depend on past disturbances, provided that it satisfies a zero-mean assumption. The primary objective of this paper is to learn the system's dynamics within a finite time and analyze the sample complexity as a function of $p$. To achieve this, we examine a LASSO-type non-smooth estimator, and establish necessary and sufficient conditions for its well-specifiedness and the uniqueness of the global solution to the underlying optimization problem. We then provide exact recovery guarantees for the estimator under two distinct conditions: boundedness and Lipschitz continuity of the basis functions. We show that finite-time exact recovery is achieved with high probability, even when $p$ approaches 1. Unlike prior works, which primarily focus on independent and identically distributed (i.i.d.) disturbances and provide only asymptotic guarantees for system learning, this study presents the first finite-time analysis of nonlinear dynamical systems under a highly general disturbance model. Our framework allows for possible temporal correlations in the disturbances and accommodates semi-oblivious adversarial attacks, significantly broadening the scope of existing theoretical results.

math.OC↗

arXiv2025

An exact active sensing strategy for a class of bio-inspired systems

We consider a general class of translation-invariant systems with a specific category of output nonlinearities motivated by biological sensing. We show that no dynamic output feedback can stabilize this class of systems to an isolated equilibrium point. To overcome this fundamental limitation, we propose a simple control scheme that includes a low-amplitude periodic forcing function akin to so-called "active sensing" in biology, together with nonlinear output feedback. Our analysis shows that this approach leads to the emergence of an exponentially stable limit cycle. These findings offer a provably stable active sensing strategy and may thus help to rationalize the active sensing movements made by animals as they perform certain motor behaviors.

eess.SY↗

arXiv2024

A concept of antifragility for dynamical systems

This paper defines antifragility for dynamical systems as convexity of a newly introduced "logarithmic rate". It shows how to compute this rate for positive linear systems, and it interprets antifragility in terms of pulsed alternations of extreme strategies in comparison to average uniform strategies.

math.DS↗

arXiv2024

Competition for binding targets results in paradoxical effects for simultaneous activator and repressor action -- Extended Version

In the context of epigenetic transformations in cancer metastasis, a puzzling effect was recently discovered, in which the elimination (knock-out) of an activating regulatory element leads to increased (rather than decreased) activity of the element being regulated. It has been postulated that this paradoxical behavior can be explained by activating and repressing transcription factors competing for binding to other possible targets. It is very difficult to prove this hypothesis in mammalian cells, due to the large number of potential players and the complexity of endogenous intracellular regulatory networks. Instead, this paper analyzes this issue through an analogous synthetic biology construct which aims to reproduce the paradoxical behavior using standard bacterial gene expression networks. The paper first reviews the motivating cancer biology work, and then describes a proposed synthetic construct. A mathematical model is formulated, and basic properties of uniqueness of steady states and convergence to equilibria are established, as well as an identification of parameter regimes which should lead to observing such paradoxical phenomena (more activator leads to less activity at steady state). A proof is also given to show that this is a steady-state property, and for initial transients the phenomenon will not be observed. This work adds to the general line of work of resource competition in synthetic circuits.

q-bio.MN↗

arXiv2024

Properties of Immersions for Systems with Multiple Limit Sets with Implications to Learning Koopman Embeddings

Linear immersions (such as Koopman eigenfunctions) of a nonlinear system have wide applications in prediction and control. In this work, we study the properties of linear immersions for nonlinear systems with multiple omega-limit sets. While previous research has indicated the possibility of discontinuous one-to-one linear immersions for such systems, it has been unclear whether continuous one-to-one linear immersions are attainable. Under mild conditions, we prove that any continuous immersion to a class of systems including finite-dimensional linear systems collapses all the omega-limit sets, and thus cannot be one-to-one. Furthermore, we show that this property is also shared by approximate linear immersions learned from data as sample size increases and sampling interval decreases. Multiple examples are studied to illustrate our results.

eess.SY↗

arXiv2024

A necessary condition for non-monotonic dose response, with an application to a kinetic proofreading model -- Extended version

Steady state nonmonotonic ("biphasic") dose responses are often observed in experimental biology, which raises the control-theoretic question of identifying which possible mechanisms might underlie such behaviors. It is well known that the presence of an incoherent feedforward loop (IFFL) in a network may give rise to a nonmonotonic response. It has been conjectured that this condition is also necessary, i.e. that a nonmonotonic response implies the existence of an IFFL. In this paper, we show that this conjecture is false, and in the process prove a weaker version: that either an IFFL must exist or both a positive feedback loop and a negative feedback loop must exist. Towards this aim, we give necessary and sufficient conditions for when minors of a symbolic matrix have mixed signs. Finally, we study in full generality when a model of immune T-cell activation could exhibit a steady state nonmonotonic dose response.

q-bio.MN↗

arXiv2024

Regularizing Numerical Extremals Along Singular Arcs: A Lie-Theoretic Approach

Numerical ``direct'' approaches to time-optimal control often fail to find solutions that are singular in the sense of the Pontryagin Maximum Principle, performing better when searching for saturated (bang-bang) solutions. In previous work by one of the authors, singular solutions were shown to exist for the time-optimal control problem for fully actuated mechanical systems under hard torque constraints. Explicit formulas, based on a Lie theoretic analysis of the problem, were given for singular segments of trajectories, but the global structure of solutions remains unknown. In this work, we review the aforementioned framework, and show how to effectively combine these formulas with the use of general-purpose optimal control software packages. By using the explicit formula given by the theory in the intervals where the numerical solution enters a singular arc, we not only obtain an algebraic expression for the control in that interval but we are also able to remove artifacts present in the numerical solution. In this way, the best features of numerical algorithms and theory complement each other and provide a better picture of the global optimal structure. We illustrate the technique on a two degree of freedom robotic arm example, using two distinct optimal control numerical software packages running on different programming languages.

eess.SY↗

arXiv2024

Small-Disturbance Input-to-State Stability of Perturbed Gradient Flows: Applications to LQR Problem

This paper studies the effect of perturbations on the gradient flow of a general nonlinear programming problem, where the perturbation may arise from inaccurate gradient estimation in the setting of data-driven optimization. Under suitable conditions on the objective function, the perturbed gradient flow is shown to be small-disturbance input-to-state stable (ISS), which implies that, in the presence of a small-enough perturbation, the trajectories of the perturbed gradient flow must eventually enter a small neighborhood of the optimum. This work was motivated by the question of robustness of direct methods for the linear quadratic regulator problem, and specifically the analysis of the effect of perturbations caused by gradient estimation or round-off errors in policy optimization. We show small-disturbance ISS for three of the most common optimization algorithms: standard gradient flow, natural gradient flow, and Newton gradient flow.

math.OC↗

arXiv2024

A remark on omega limit sets for non-expansive dynamics

In this paper, we study systems of time-invariant ordinary differential equations whose flows are non-expansive with respect to a norm, meaning that the distance between solutions may not increase. Since non-expansiveness (and contractivity) are norm-dependent notions, the topology of $ω$-limit sets of solutions may depend on the norm. For example, and at least for systems defined by real-analytic vector fields, the only possible $ω$-limit sets of systems that are non-expansive with respect to polyhedral norms (such as $\ell^p$ norms with $p =1$ or $p=\infty$) are equilibria. In contrast, for non-expansive systems with respect to Euclidean ($\ell^2$) norm, other limit sets may arise (such as multi-dimensional tori): for example linear harmonic oscillators are non-expansive (and even isometric) flows, yet have periodic orbits as $ω$-limit sets. This paper shows that the Euclidean linear case is what can be expected in general: for flows that are contractive with respect to any strictly convex norm (such as $\ell^p$ for any $p\not=1,\infty$), and if there is at least one bounded solution, then the $ω$-limit set of every trajectory is also an omega limit set of a linear time-invariant system.

math.DS↗

arXiv2024

Why should autoencoders work?

Deep neural network autoencoders are routinely used computationally for model reduction. They allow recognizing the intrinsic dimension of data that lie in a $k$-dimensional subset $K$ of an input Euclidean space $\mathbb{R}^n$. The underlying idea is to obtain both an encoding layer that maps $\mathbb{R}^n$ into $\mathbb{R}^k$ (called the bottleneck layer or the space of latent variables) and a decoding layer that maps $\mathbb{R}^k$ back into $\mathbb{R}^n$, in such a way that the input data from the set $K$ is recovered when composing the two maps. This is achieved by adjusting parameters (weights) in the network to minimize the discrepancy between the input and the reconstructed output. Since neural networks (with continuous activation functions) compute continuous maps, the existence of a network that achieves perfect reconstruction would imply that $K$ is homeomorphic to a $k$-dimensional subset of $\mathbb{R}^k$, so clearly there are topological obstructions to finding such a network. On the other hand, in practice the technique is found to "work" well, which leads one to ask if there is a way to explain this effectiveness. We show that, up to small errors, indeed the method is guaranteed to work. This is done by appealing to certain facts from differential topology. A computational example is also included to illustrate the ideas.

cs.LG↗

arXiv2023

On the ISS Property of the Gradient Flow for Single Hidden-Layer Neural Networks with Linear Activations

Recent research in neural networks and machine learning suggests that using many more parameters than strictly required by the initial complexity of a regression problem can result in more accurate or faster-converging models -- contrary to classical statistical belief. This phenomenon, sometimes known as ``benign overfitting'', raises questions regarding in what other ways might overparameterization affect the properties of a learning problem. In this work, we investigate the effects of overfitting on the robustness of gradient-descent training when subject to uncertainty on the gradient estimation. This uncertainty arises naturally if the gradient is estimated from noisy data or directly measured. Our object of study is a linear neural network with a single, arbitrarily wide, hidden layer and an arbitrary number of inputs and outputs. In this paper we solve the problem for the case where the input and output of our neural-network are one-dimensional, deriving sufficient conditions for robustness of our system based on necessary and sufficient conditions for convergence in the undisturbed case. We then show that the general overparametrized formulation introduces a set of spurious equilibria which lay outside the set where the loss function is minimized, and discuss directions of future work that might extend our current results for more general formulations.

cs.LG↗

arXiv2023

Edge Selection in Bilinear Dynamical Networks

We develop some basic principles for the design and robustness analysis of a continuous-time bilinear dynamical network, where an attacker can manipulate the strength of the interconnections/edges between some of the agents/nodes. We formulate the edge protection optimization problem of picking a limited number of attack-free edges and minimizing the impact of the attack over the bilinear dynamical network.In particular, the $\mathcal{H}_2$-norm of bilinear systems is known to capture robustness and performance properties analogous to its linear counterpart and provides valuable insights for identifying which edges are most sensitive to attacks. The exact optimization problem is combinatorial in the number of edges, and brute-force approaches show poor scalability. However, we show that the $\mathcal{H}_2$-norm as a cost function is supermodular and, therefore, allows for efficient greedy approximations of the optimal solution. We illustrate and compare the effectiveness of our theoretical findings via numerical simulations.

eess.SY↗

arXiv2022

An observability result related to active sensing

For a general class of translationally invariant systems with a specific category of nonlinearity in the output, this paper presents necessary and sufficient conditions for global observability. Critically, this class of systems cannot be stabilized to an isolated equilibrium point by dynamic output feedback. These analyses may help explain the active sensing movements made by animals when they perform certain motor behaviors, despite the fact that these active sensing movements appear to run counter to the primary motor goals. The findings presented here establish that active sensing underlies the maintenance of observability for such biological systems, which are inherently nonlinear due to the presence of the high-pass sensor dynamics.

math.DS↗

arXiv2022

Epigenetic factor competition reshapes the EMT landscape

The emergence of and transitions between distinct phenotypes in isogenic cells can be attributed to the intricate interplay of epigenetic marks, external signals, and gene regulatory elements. These elements include chromatin remodelers, histone modifiers, transcription factors, and regulatory RNAs. Mathematical models known as Gene Regulatory Networks (GRNs) are an increasingly important tool to unravel the workings of such complex networks. In such models, epigenetic factors are usually proposed to act on the chromatin regions directly involved in the expression of relevant genes. However, it has been well-established that these factors operate globally and compete with each other for targets genome-wide. Therefore, a perturbation of the activity of a regulator can redistribute epigenetic marks across the genome and modulate the levels of competing regulators. In this paper, we propose a conceptual and mathematical modeling framework that incorporates both local and global competition effects between antagonistic epigenetic regulators in addition to local transcription factors, and show the counter-intuitive consequences of such interactions. We apply our approach to recent experimental findings on the Epithelial-Mesenchymal Transition (EMT). We show that it can explain the puzzling experimental data as well provide new verifiable predictions.

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