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Simon Kuang

Publications and source records attributed to Simon Kuang.

10 recordsLinked to original sources

Incremental stability in $p=1$ and $p=\infty$: classification and synthesis

All Lipschitz dynamics with the weak infinitesimal contraction (WIC) property can be expressed as a Lipschitz nonlinear system in proportional negative feedback -- this statement, a ``structure theorem,'' is true in the $p=1$ and $p=\infty$ norms. Equivalently, a Lipschitz vector field is WIC if and only if it can be written as a scalar decay plus a Lipschitz-bounded residual. We put this theorem to use using neural networks to approximate Lipschitz functions. This results in a map from unconstrained parameters to the set of WIC vector fields, enabling standard gradient-based training with no projections or penalty terms. Because the induced $1$- and $\infty$-norms of a matrix reduce to row or column sums, Lipschitz certification costs only $O(d^2)$ operations -- the same order as a forward pass and appreciably cheaper than eigenvalue or semidefinite methods for the $2$-norm. Numerical experiments on a planar flow-fitting task and a four-node opinion network demonstrate that the parameterization (re-)constructs contracting dynamics from trajectory data. In a discussion of the expressiveness of non-Euclidean contraction, we prove that the set of $2\times 2$ systems that contract in a weighted $1$- or $\infty$-norm is characterized by an eigenvalue cone, a strict subset of the Hurwitz region that quantifies the cost of moving away from the Euclidean norm.

eess.SY

Demystifying Lipschitz verification: positive matrices, negative results

The global Lipschitz constant of a neural network is related to robustness and generalization, yet unlike in many classical models, it is not plainly legible from the parameters. This has motivated sophisticated verification algorithms, especially semidefinite programming (SDP) based on incremental quadratic constraints on the activation functions, to improve on the fast but often loose product of layerwise Lipschitz constants (the trivial bound). We ask why Lipschitz verification is a problem in the first place. Our answer is that the difficulty is structural: estimating a network's Lipschitz constant requires knowing which hidden states are reachable, and reachability is NP-hard. If P!=NP, then reachability is a barrier to any polynomial-time algorithm. Through explicit constructions, we show that this blindness can force SDP-based bounds to inherit the same qualitative failures as the trivial bound, including but not limited to polynomial per-layer conservatism. We show that the difficulties of NP-hard questions are not isolated to worst-case computational reductions, but actually afflict every instance of the verification problem. Thus SDP is not sufficient for Lipschitz verification. We also argue that it is not necessary: several apparent failures of the trivial bound arise from removable parameterization pathologies, and can be mitigated by optimizing or regularizing the trivial bound itself. We demonstrate this claim via a "spherical cow" linear model and numerical proofs of concept. While the main contribution is theoretical and negative, we finally motivate a novel form of trigonometric layers that do not need biases for universal approximation. Combined with trivial bound regularization, they make the trivial bound provably and practically tight.

cs.LG

Exact Gaussian Moment Matching for Residual Networks: a Second-Order Method

We study the problem of propagating the mean and covariance of a general multivariate Gaussian distribution through a deep (residual) neural network using layer-by-layer moment matching. We close a longstanding gap by deriving exact moment matching for the probit, GeLU, ReLU (as a limit of GeLU), Heaviside (as a limit of probit), and sine activation functions; for both feedforward and generalized residual layers. On random networks, we find orders-of-magnitude improvements in the KL divergence error metric, up to a millionfold, over popular alternatives. On a variational Bayes neural network, we show that our method attains hundredfold improvements in KL divergence from Monte Carlo ground truth over a state-of-the-art deterministic inference method. We also give a smooth-distance error bound showing that, under regularity assumptions, moment matching removes the leading low-variance errors and propagates higher-order local accuracy through the layers of a network.

cs.LG

Assumed Density Filtering and Smoothing with Neural Network Surrogate Models

The Kalman filter and Rauch-Tung-Striebel (RTS) smoother are optimal for state estimation in linear dynamic systems. With nonlinear systems, the challenge consists in how to propagate uncertainty through the state transitions and output function. For the case of a neural network model, we enable accurate uncertainty propagation using a recent state-of-the-art analytic formula for computing the mean and covariance of a deep neural network with Gaussian input. We argue that cross entropy is a more appropriate performance metric than RMSE for evaluating the accuracy of filters and smoothers. We demonstrate the superiority of our method for state estimation on a stochastic Lorenz system and a Wiener system, and find that our method enables more optimal linear quadratic regulation when the state estimate is used for feedback. Code available at https: //github.com/simontheflutist/analytic-moments.

eess.SY

Instrumental variables system identification with $L^p$ consistency

Instrumental variables (eliminate the bias that afflicts least-squares identification of dynamical systems through noisy data, yet traditionally relies on external instruments that are seldom available for nonlinear time series data. We propose an IV estimator that synthesizes instruments from the data. We establish finite-sample $L^{p}$ consistency for all $p \ge 1$ in both discrete- and continuous-time models, recovering a nonparametric $\sqrt{n}$-convergence rate. On a forced Lorenz system our estimator reduces parameter bias by 200x (continuous-time) and 500x (discrete-time) relative to least squares and reduces RMSE by up to tenfold. Because the method only assumes that the model is linear in the unknown parameters, it is broadly applicable to modern sparsity-promoting dynamics learning models.

stat.ME

Debiasing Continuous-time Nonlinear Autoregressions

We study how to identify a class of continuous-time nonlinear systems defined by an ordinary differential equation affine in the unknown parameter. We define a notion of asymptotic consistency as $(n, h) \to (\infty, 0)$, and we achieve it using a family of direct methods where the first step is differentiating a noisy time series and the second step is a plug-in linear estimator. The first step, differentiation, is a signal processing adaptation of the nonparametric statistical technique of local polynomial regression. The second step, generalized linear regression, can be consistent using a least squares estimator, but we demonstrate two novel bias corrections that improve the accuracy for finite $h$. These methods significantly broaden the class of continuous-time systems that can be consistently estimated by direct methods.

eess.SY

A New Type of Nonlinear Disturbance Rejection

Asymptotic disturbance rejection (equivalently tracking) for nonlinear systems has been studied only in qualitative terms (the state is asymptotically stable under bounded disturbances). We show how to prove quantitative performance guarantees for the nonlinear servomechanism problem. Our technique originates by applying a gain inequalities point of view to an ad fontes reexamination of the linear problem: what is the nonlinear equivalent of a sensitivity transfer function with a zero at the origin? We answer: a nonlinear input-output system is high-pass if its output is stable with respect to the \emph{derivative} of the input. We first show that definition generalizes high-pass resistor-capacitor circuit analysis to accommodate nonlinear resistors. We then show that this definition generalizes the steady-state disturbance rejection property of integral feedback controllers for linear systems. The theoretical payoff is that low-frequency disturbance rejection is captured by a quantitative, non-asymptotic output cost bound. Finally, we raise theoretical questions about compositionality of nonlinear operators.

eess.SY

Structural Constraints for Physics-augmented Learning

When the physics is wrong, physics-informed machine learning becomes physics-misinformed machine learning. A powerful black-box model should not be able to conceal misconceived physics. We propose two criteria that can be used to assert integrity that a hybrid (physics plus black-box) model: 0) the black-box model should be unable to replicate the physical model, and 1) any best-fit hybrid model has the same physical parameter as a best-fit standalone physics model. We demonstrate them for a sample nonlinear mechanical system approximated by its small-signal linearization.

cs.LG

Estimation Sample Complexity of a Class of Nonlinear Continuous-time Systems

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by directly inverting the dynamics using regularized linear regression, is based on new design and analysis ideas for differentiation filtering and regularized least squares. Combined in series, they yield a novel finite-sample bound on mean absolute error of estimation.

eess.SY

Dirty derivative stability in the frequency domain

Differentiation filters can be made proper by composition with a first-order low-pass filter at a desired bandwidth, resulting in a "dirty derivative." A stable closed-loop system that relies on output derivatives remains stable when the derivatives are replaced with dirty derivatives of sufficiently high bandwidth. I prove and generalize this fact by a frequency-domain argument.

math.OC