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Kazuhiro Sato

Publications and source records attributed to Kazuhiro Sato.

35 records · Page 2Linked to original sources

Model Compression Method for S4 with Diagonal State Space Layers using Balanced Truncation

To implement deep learning models on edge devices, model compression methods have been widely recognized as useful. However, it remains unclear which model compression methods are effective for Structured State Space Sequence (S4) models incorporating Diagonal State Space (DSS) layers, tailored for processing long-sequence data. In this paper, we propose to use the balanced truncation, a prevalent model reduction technique in control theory, applied specifically to DSS layers in pre-trained S4 model as a novel model compression method. Moreover, we propose using the reduced model parameters obtained by the balanced truncation as initial parameters of S4 models with DSS layers during the main training process. Numerical experiments demonstrate that our trained models combined with the balanced truncation surpass conventionally trained models with Skew-HiPPO initialization in accuracy, even with fewer parameters. Furthermore, our observations reveal a positive correlation: higher accuracy in the original model consistently leads to increased accuracy in models trained using our model compression method, suggesting that our approach effectively leverages the strengths of the original model.

cs.LG↗

The Nearest Graph Laplacian in Frobenius Norm

We address the problem of finding the nearest graph Laplacian to a given matrix, with the distance measured using the Frobenius norm. Specifically, for the directed graph Laplacian, we propose two novel algorithms by reformulating the problem as convex quadratic optimization problems with a special structure: one based on the active set method and the other on direct computation of Karush-Kuhn-Tucker (KKT) points. The proposed algorithms can be applied to system identification and model reduction problems involving Laplacian dynamics. We demonstrate that these algorithms possess lower time complexities and the finite termination property, unlike the interior point method and V-FISTA, the latter of which is an accelerated projected gradient method. Our numerical experiments confirm the effectiveness of the proposed algorithms.

math.OC↗

Controllability scores for selecting control nodes of large-scale network systems

To appropriately select control nodes of a large-scale network system, we propose two control centralities called volumetric and average energy controllability scores. The scores are the unique solutions to convex optimization problems formulated using the controllability Gramian. The uniqueness is proven for stable cases and for unstable cases that include multi-agent systems. We show that the scores can be efficiently calculated by using a proposed algorithm based on the projected gradient method onto the standard simplex. Numerical experiments demonstrate that the proposed algorithm is more efficient than an existing interior point method, and the proposed scores can correctly capture the importance of each state node on controllability, outperforming existing control centralities.

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Stable Linear System Identification with Prior Knowledge by Riemannian Sequential Quadratic Optimization

We consider an identification method for a linear continuous time-invariant autonomous system from noisy state observations. In particular, we focus on the identification to satisfy the asymptotic stability of the system with some prior knowledge. To this end, we propose to model this identification problem as a Riemannian nonlinear optimization (RNLO) problem, where the stability is ensured through a certain Riemannian manifold and the prior knowledge is expressed as nonlinear constraints defined on this manifold. To solve this RNLO, we apply the Riemannian sequential quadratic optimization (RSQO) that was proposed by Obara, Okuno, and Takeda (2022) most recently. RSQO performs quite well with theoretical guarantee to find a point satisfying the Karush-Kuhn-Tucker conditions of RNLO. In this paper, we demonstrate that the identification problem can be indeed solved by RSQO more effectively than competing algorithms.

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Minimal controllability problem on linear structural descriptor systems with forbidden nodes

We consider a minimal controllability problem (MCP), which determines the minimum number of input nodes for a descriptor system to be structurally controllable. We investigate the "forbidden nodes" in descriptor systems, denoting nodes that are unable to establish connections with input components. The three main results of this work are as follows. First, we show a solvability condition for the MCP with forbidden nodes using graph theory such as a bipartite graph and its Dulmage--Mendelsohn decomposition. Next, we derive the optimal value of the MCP with forbidden nodes. The optimal value is determined by an optimal solution for constrained maximum matching, and this result includes that of the standard MCP in the previous work. Finally, we provide an efficient algorithm for solving the MCP with forbidden nodes based on an alternating path algorithm.

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Structured Output Feedback Control for Linear Quadratic Regulator Using Policy Gradient Method

We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the policy gradient algorithm based on the gradient projection method and show its global convergence to $\varepsilon$-stationary points. In addition, we introduce a variance reduction technique and show both theoretically and numerically that it significantly reduces the variance in the gradient estimation. We also show in the numerical experiments that the model free approach efficiently solves the problem.

math.OC↗

Kron Reduction and Effective Resistance of Directed Graphs

In network theory, the concept of effective resistance is a distance measure on a graph that relates the global network properties to individual connections between nodes. In addition, the Kron reduction method is a standard tool for reducing or eliminating the desired nodes, which preserves the interconnection structure and the effective resistance of the original graph. Although these two graph-theoretic concepts stem from the electric network on an undirected graph, they also have a number of applications throughout a wide variety of other fields. In this study, we propose a generalization of a Kron reduction for directed graphs. Furthermore, we prove that this reduction method preserves the structure of the original graphs, such as the strong connectivity or weight balance. In addition, we generalize the effective resistance to a directed graph using Markov chain theory, which is invariant under a Kron reduction. Although the effective resistance of our proposal is asymmetric, we prove that it induces two novel graph metrics in general strongly connected directed graphs. In particular, the effective resistance captures the commute and covering times for strongly connected weight balanced directed graphs. Finally, we compare our method with existing approaches and relate the hitting probability metrics and effective resistance in a stochastic case. In addition, we show that the effective resistance in a doubly stochastic case is the same as the resistance distance in an ergodic Markov chain.

cs.DM↗

Reduced model reconstruction method for stable positive network systems

We consider a reconstruction problem of a reduced stable positive network system with the preservation of the original interconnection structure based on an $H^2$ optimal model reduction problem with constraints. To this end, we define an important set using the Perron--Frobenius theory of nonnegative matrices such that all elements of the set are stable and Metzler. Using the projection onto the set, we propose a cyclic projected gradient method to produce a better reduced model than an initial reduced model in the sense of the $H^2$ norm. In the method, we use Lipschitz constants of the gradients of our objective function to define the step sizes without a line search method whose computational complexity is large. Moreover, the existence of the Lipschitz constants guarantees the global convergence of our proposed algorithm to a stationary point. The numerical experiments demonstrate that the proposed algorithm improves a given reduced model, and can be used for large-scale systems.

math.OC↗

$H^2$-Optimal Reduction of Positive Networks using Riemannian Augmented Lagrangian Method

In this study, we formulate the model reduction problem of a stable and positive network system as a constrained Riemannian optimization problem with the $H^2$-error objective function of the original and reduced network systems. We improve the reduction performance of the clustering-based method, which is one of the most known methods for model reduction of positive network systems, by using the output of the clustering-based method as the initial point for the proposed method. The proposed method reduces the dimension of the network system while preserving the properties of stability, positivity, and interconnection structure by applying the Riemannian augmented Lagrangian method (RALM) and deriving the Riemannian gradient of the Lagrangian. To check the efficiency of our method, we conduct a numerical experiment and compare it with the clustering-based method in the sense of $H^2$-error and $H^\infty$-error.

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Minimal controllability problems on linear structural descriptor systems

We consider minimal controllability problems (MCPs) on linear structural descriptor systems. We address two problems of determining the minimum number of input nodes such that a descriptor system is structurally controllable. We show that MCP0 for structural descriptor systems can be solved in polynomial time. This is the same as the existing results on typical structural linear time invariant (LTI) systems. However, the derivation of the result is considerably different because the derivation technique of the existing result cannot be used for descriptor systems. Instead, we use the Dulmage--Mendelsohn decomposition. Moreover, we prove that the results for MCP1 are different from those for usual LTI systems. In fact, MCP1 for descriptor systems is an NP-hard problem, while MCP1 for LTI systems can be solved in polynomial time.

math.OC↗

Controllability maximization of large-scale systems using projected gradient method

In this work, we formulate two controllability maximization problems for large-scale networked dynamical systems such as brain networks: The first problem is a sparsity constraint optimization problem with a box constraint. The second problem is a modified problem of the first problem, in which the state transition matrix is Metzler. In other words, the second problem is a realization problem for a positive system. We develop a projected gradient method for solving the problems, and prove global convergence to a stationary point with locally linear convergence rate. The projections onto the constraints of the first and second problems are given explicitly. Numerical experiments using the proposed method provide non-trivial results. In particular, the controllability characteristic is observed to change with increase in the parameter specifying sparsity, and the change rate appears to be dependent on the network structure.

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Riemannian optimal identification method for linear systems with symmetric positive-definite matrix

This study develops identification methods for linear continuous-time symmetric systems, such as electrical network systems, multi-agent network systems, and temperature dynamics in buildings. To this end, we formulate three system identification problems for the corresponding discrete-time systems. The first is a least-squares problem in which we wish to minimize the sum of squared errors between the true and model outputs on the product manifold of the manifold of symmetric positive-definite matrices and two Euclidean spaces. In the second problem, to reduce the search dimensions, the product manifold is replaced with the quotient set under a specified group action by the orthogonal group. In the third problem, the manifold of symmetric positive-definite matrices in the first problem is replaced by the manifold of matrices with only positive diagonal elements. In particular, we examine the quotient geometry in the second problem. We propose Riemannian conjugate gradient methods for the three problems, and select initial points using a popular subspace method. The effectiveness of our proposed methods is demonstrated through numerical simulations and comparisons with the Gauss--Newton method, which is one of the most popular approach for solving least-squares problems.

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Riemannian optimal model reduction of stable linear systems

In this paper, we develop a method for solving the problem of minimizing the $H^2$ error norm between the transfer functions of original and reduced systems on the set of stable matrices and two Euclidean spaces. That is, we develop a method for identifying the optimal reduced system from all stable linear systems. However, it is difficult to develop an algorithm for solving this problem, because the set of stable matrices is highly non-convex. To overcome this issue, we show that the problem can be transformed into a tractable Riemannian optimization on the product manifold of the set of skew-symmetric matrices, the manifold of the symmetric positive-definite matrices, and two Euclidean spaces. The stability of the reduced systems constructed using the optimal solutions to our problem is preserved. To solve the reduced problem, the Riemannian gradient and Hessian are derived and a Riemannian trust-region method is developed. The initial point in the proposed approach is selected using the output from the balanced truncation (BT) method. Numerical experiments demonstrate that our method considerably improves the results given by BT in the sense of the $H^2$ norm, and also provides reduced systems that are globally near-optimal solutions to the problem of minimizing the $H^{\infty}$ error norm. Moreover, we show that our method provides a better reduced model than BT from the viewpoint of the frequency response.

math.OC↗

Optimal Graph Laplacian

This paper provides a construction method of the nearest graph Laplacian to a matrix identified from measurement data of graph Laplacian dynamics that include biochemical systems, synchronization systems, and multi-agent systems. We consider the case where the network structure, i.e., the connection relationship of edges of a given graph, is known. A problem of finding the nearest graph Laplacian is formulated as a convex optimization problem. Thus, our problem can be solved using interior point methods. However, the complexity of each iteration by interior point methods is $O(n^6)$, where $n$ is the number of nodes of the network. That is, if $n$ is large, interior point methods cannot solve our problem within a practical time. To resolve this issue, we propose a simple and efficient algorithm with the calculation complexity $O(n^2)$. Simulation experiments demonstrate that our method is useful to perform data-driven modeling of graph Laplacian dynamics.

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Structure-preserving $H^2$ optimal model reduction based on Riemannian trust-region method

This paper studies stability and symmetry preserving $H^2$ optimal model reduction problems of linear systems which include linear gradient systems as a special case. The problem is formulated as a nonlinear optimization problem on the product manifold of the manifold of symmetric positive definite matrices and the Euclidean spaces. To solve the problem by using the trust-region method, the gradient and Hessian of the objective function are derived. Furthermore, it is shown that if we restrict our systems to gradient systems, the gradient and Hessian can be obtained more efficiently. More concretely, by symmetry, we can reduce linear matrix equations to be solved. In addition, by a simple example, we show that the solutions to our problem and a similar problem in some literatures are not unique and the solution sets of both problems do not contain each other in general. Also, it is revealed that the attained optimal values do not coincide. Numerical experiments show that the proposed method gives a reduced system with the same structure with the original system although the balanced truncation method does not.

math.OC↗

Optimal leader selection and demotion in leader-follower multi-agent systems

We consider leader-follower multi-agent systems that have many leaders, defined on any connected weighted undirected graphs, and address the leader selection and demotion problems. The leader selection problem is formulated as a minimization problem for the $H^2$ norm of the difference between the transfer functions of the original and new agent systems, under the assumption that the leader agents to be demoted are fixed. The leader demotion problem is that of finding optimal leader agents to be demoted, and is formulated using the global optimal solution to the leader selection problem. We prove that a global optimal solution to the leader selection problem is the set of the original leader agents except for those that are demoted to followers. To this end, we relax the original problem into a differentiable problem. Then, by calculating the gradient and Hessian of the objective function of the relaxed problem, we prove that the function is convex. It is shown that zero points of the gradient are global optimal solutions to the leader selection problem, which is a finite combinatorial optimization problem. Furthermore, we prove that any set of leader agents to be demoted subject to a fixed number of elements is a solution to the leader demotion problem. By combining the solutions to the leader selection and demotion problems, we prove that if we choose new leader agents from the original ones except for those specified by the set of leader agents to be demoted, then the relative $H^2$ error between the transfer functions of the original and new agent systems is completely determined by the numbers of original leader agents and leader agents that are demoted to follower agents. That is, we reveal that the relative $H^2$ error does not depend on the number of agents on the graph. Finally, we verify the solutions using a simple example.

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Numerical solution of Lyapunov equations related to Markov jump linear systems

We suggest and compare different methods for the numerical solution of Lyapunov like equations with application to control of Markovian jump linear systems. First, we consider fixed point iterations and associated Krylov subspace formulations. Second, we reformulate the equation as an optimization problem and consider steepest descent, conjugate gradient, and a trust-region method. Numerical experiments illustrate that for large-scale problems the trust-region method is more effective than the steepest descent and the conjugate gradient methods. The fixed-point approach, however, is superior to the optimization methods. As an application we consider a networked control system, where the Markov jumps are induced by the wireless communication protocol.

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