arXiv subjects

Laurent Lessard

Publications and source records attributed to Laurent Lessard.

At least 55 records · Page 3Linked to original sources

arXiv2019

Unified Necessary and Sufficient Conditions for the Robust Stability of Interconnected Sector-Bounded Systems

Classical conditions for ensuring the robust stability of a linear system in feedback with a sector-bounded nonlinearity include small gain, circle, passivity, and conicity theorems. In this work, we present a similar stability condition, but expressed in terms of relations defined on a general semi-inner product space. This increased generality leads to a clean result that can be specialized in a variety of ways. First, we show how to recover both sufficient and necessary-and-sufficient versions of the aforementioned classical results. Second, we show that suitably choosing the semi-inner product space leads to a new necessary and sufficient condition for weighted stability, which is in turn sufficient for exponential stability.

math.OC↗

arXiv2019

Integral Quadratic Constraints: Exact Convergence Rates and Worst-Case Trajectories

We consider a linear time-invariant system in discrete time where the state and input signals satisfy a set of integral quadratic constraints (IQCs). Analogous to the autonomous linear systems case, we define a new notion of spectral radius that exactly characterizes stability of this system. In particular, (i) when the spectral radius is less than one, we show that the system is asymptotically stable for all trajectories that satisfy the IQCs, and (ii) when the spectral radius is equal to one, we construct an unstable trajectory that satisfies the IQCs. Furthermore, we connect our new definition of the spectral radius to the existing literature on IQCs.

eess.SY↗

arXiv2019

Explicit Agent-Level Optimal Cooperative Controllers for Dynamically Decoupled Systems with Output Feedback

We consider a dynamically decoupled network of agents each with a local output-feedback controller. We assume each agent is a node in a directed acyclic graph and the controllers share information along the edges in order to cooperatively optimize a global objective. We develop explicit state-space formulations for the jointly optimal networked controllers that highlight the role of the graph structure. Specifically, we provide generically minimal agent-level implementations of the local controllers along with intuitive interpretations of their states and the information that should be transmitted between controllers.

eess.SY↗

arXiv2019

A Canonical Form for First-Order Distributed Optimization Algorithms

We consider the distributed optimization problem in which a network of agents aims to minimize the average of local functions. To solve this problem, several algorithms have recently been proposed where agents perform various combinations of communication with neighbors, local gradient computations, and updates to local state variables. In this paper, we present a canonical form that characterizes any first-order distributed algorithm that can be implemented using a single round of communication and gradient computation per iteration, and where each agent stores up to two state variables. The canonical form features a minimal set of parameters that are both unique and expressive enough to capture any distributed algorithm in this class. The generic nature of our canonical form enables the systematic analysis and design of distributed optimization algorithms.

math.OC↗

arXiv2019

Online Data Poisoning Attack

We study data poisoning attacks in the online setting where training items arrive sequentially, and the attacker may perturb the current item to manipulate online learning. Importantly, the attacker has no knowledge of future training items nor the data generating distribution. We formulate online data poisoning attack as a stochastic optimal control problem, and solve it with model predictive control and deep reinforcement learning. We also upper bound the suboptimality suffered by the attacker for not knowing the data generating distribution. Experiments validate our control approach in generating near-optimal attacks on both supervised and unsupervised learning tasks.

cs.LG↗

arXiv2018

An Optimal Control Approach to Sequential Machine Teaching

Given a sequential learning algorithm and a target model, sequential machine teaching aims to find the shortest training sequence to drive the learning algorithm to the target model. We present the first principled way to find such shortest training sequences. Our key insight is to formulate sequential machine teaching as a time-optimal control problem. This allows us to solve sequential teaching by leveraging key theoretical and computational tools developed over the past 60 years in the optimal control community. Specifically, we study the Pontryagin Maximum Principle, which yields a necessary condition for optimality of a training sequence. We present analytic, structural, and numerical implications of this approach on a case study with a least-squares loss function and gradient descent learner. We compute optimal training sequences for this problem, and although the sequences seem circuitous, we find that they can vastly outperform the best available heuristics for generating training sequences.

cs.LG↗

arXiv2018

Enhancing human color vision by breaking binocular redundancy

To see color, the human visual system combines the response of three types of cone cells in the retina--a compressive process that discards a significant amount of spectral information. Here, we present an approach to enhance human color vision by breaking its inherent binocular redundancy, providing different spectral content to each eye. We fabricated a set of optical filters that "splits" the response of the short-wavelength cone between the two eyes in individuals with typical trichromatic vision, simulating the presence of approximately four distinct cone types ("tetrachromacy"). Such an increase in the number of effective cone types can reduce the prevalence of metamers--pairs of distinct spectra that resolve to the same tristimulus values. This technique may result in an enhancement of spectral perception, with applications ranging from camouflage detection and anti-counterfeiting to new types of artwork and data visualization.

physics.bio-ph↗

arXiv2018

Lyapunov Functions for First-Order Methods: Tight Automated Convergence Guarantees

We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov function (with given states), and only relies on solving a small-sized semidefinite program. Our approach combines the advantages of performance estimation problems (PEP, due to Drori & Teboulle (2014)) and integral quadratic constraints (IQC, due to Lessard et al. (2016)), and relies on convex interpolation (due to Taylor et al. (2017c;b)).

math.OC↗

arXiv2018

Dissipativity Theory for Accelerating Stochastic Variance Reduction: A Unified Analysis of SVRG and Katyusha Using Semidefinite Programs

Techniques for reducing the variance of gradient estimates used in stochastic programming algorithms for convex finite-sum problems have received a great deal of attention in recent years. By leveraging dissipativity theory from control, we provide a new perspective on two important variance-reduction algorithms: SVRG and its direct accelerated variant Katyusha. Our perspective provides a physically intuitive understanding of the behavior of SVRG-like methods via a principle of energy conservation. The tools discussed here allow us to automate the convergence analysis of SVRG-like methods by capturing their essential properties in small semidefinite programs amenable to standard analysis and computational techniques. Our approach recovers existing convergence results for SVRG and Katyusha and generalizes the theory to alternative parameter choices. We also discuss how our approach complements the linear coupling technique. Our combination of perspectives leads to a better understanding of accelerated variance-reduced stochastic methods for finite-sum problems.

math.OC↗

arXiv2018

A Robust Accelerated Optimization Algorithm for Strongly Convex Functions

This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient noise versus worst-case convergence rate. At one extreme, the algorithm is faster than Nesterov's Fast Gradient Method by a constant factor but more fragile to noise. At the other extreme, the algorithm reduces to the Gradient Method and is very robust to noise. The algorithm design technique is inspired by methods from classical control theory and the resulting algorithm has a simple analytical form. Algorithm performance is verified on a series of numerical simulations in both noise-free and relative gradient noise cases.

math.OC↗

arXiv2017

Dissipativity Theory for Nesterov's Accelerated Method

In this paper, we adapt the control theoretic concept of dissipativity theory to provide a natural understanding of Nesterov's accelerated method. Our theory ties rigorous convergence rate analysis to the physically intuitive notion of energy dissipation. Moreover, dissipativity allows one to efficiently construct Lyapunov functions (either numerically or analytically) by solving a small semidefinite program. Using novel supply rate functions, we show how to recover known rate bounds for Nesterov's method and we generalize the approach to certify both linear and sublinear rates in a variety of settings. Finally, we link the continuous-time version of dissipativity to recent works on algorithm analysis that use discretizations of ordinary differential equations.

math.OC↗

arXiv2017

Exponential Stability Analysis via Integral Quadratic Constraints

The theory of integral quadratic constraints (IQCs) allows verification of stability and gain-bound properties of systems containing nonlinear or uncertain elements. Gain bounds often imply exponential stability, but it can be challenging to compute useful numerical bounds on the exponential decay rate. This work presents a generalization of the classical IQC results of Megretski and Rantzer that leads to a tractable computational procedure for finding exponential rate certificates that are far less conservative than ones computed from $L_2$ gain bounds alone. An expanded library of IQCs for certifying exponential stability is also provided and the effectiveness of the technique is demonstrated via numerical examples.

eess.SY↗

arXiv2017

Control Interpretations for First-Order Optimization Methods

First-order iterative optimization methods play a fundamental role in large scale optimization and machine learning. This paper presents control interpretations for such optimization methods. First, we give loop-shaping interpretations for several existing optimization methods and show that they are composed of basic control elements such as PID and lag compensators. Next, we apply the small gain theorem to draw a connection between the convergence rate analysis of optimization methods and the input-output gain computations of certain complementary sensitivity functions. These connections suggest that standard classical control synthesis tools may be brought to bear on the design of optimization algorithms.

eess.SY↗

arXiv2015

Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints

This manuscript develops a new framework to analyze and design iterative optimization algorithms built on the notion of Integral Quadratic Constraints (IQC) from robust control theory. IQCs provide sufficient conditions for the stability of complicated interconnected systems, and these conditions can be checked by semidefinite programming. We discuss how to adapt IQC theory to study optimization algorithms, proving new inequalities about convex functions and providing a version of IQC theory adapted for use by optimization researchers. Using these inequalities, we derive numerical upper bounds on convergence rates for the gradient method, the heavy-ball method, Nesterov's accelerated method, and related variants by solving small, simple semidefinite programming problems. We also briefly show how these techniques can be used to search for optimization algorithms with desired performance characteristics, establishing a new methodology for algorithm design.

math.OC↗

arXiv2015

Exponential Convergence Bounds using Integral Quadratic Constraints

eess.SY↗

arXiv2015

Compositional Performance Certification of Interconnected Systems using ADMM

A compositional performance certification method is presented for interconnected systems using subsystem dissipativity properties and the interconnection structure. A large-scale optimization problem is formulated to search for the most relevant dissipativity properties. The alternating direction method of multipliers (ADMM) is employed to decompose and solve this problem, and is demonstrated on several examples.

eess.SY↗

arXiv2015

Optimal Control of Two-Player Systems with Output Feedback

In this article, we consider a fundamental decentralized optimal control problem, which we call the two-player problem. Two subsystems are interconnected in a nested information pattern, and output feedback controllers must be designed for each subsystem. Several special cases of this architecture have previously been solved, such as the state-feedback case or the case where the dynamics of both systems are decoupled. In this paper, we present a detailed solution to the general case. The structure of the optimal decentralized controller is reminiscent of that of the optimal centralized controller; each player must estimate the state of the system given their available information and apply static control policies to these estimates to compute the optimal controller. The previously solved cases benefit from a separation between estimation and control which allows one to compute the control and estimation gains separately. This feature is not present in general, and some of the gains must be solved for simultaneously. We show that computing the required coupled estimation and control gains amounts to solving a small system of linear equations.

eess.SY↗

arXiv2015

A General Analysis of the Convergence of ADMM

We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms introduced in Lessard et al. (2014), reducing algorithm convergence to verifying the stability of a dynamical system. This approach generalizes a number of existing results and obviates any assumptions about specific choices of algorithm parameters. On a numerical example, we demonstrate that minimizing the derived bound on the convergence rate provides a practical approach to selecting algorithm parameters for particular ADMM instances. We complement our upper bound by constructing a nearly-matching lower bound on the worst-case rate of convergence.

math.OC↗