arXiv subjects

Uday Kiran Reddy Tadipatri

Publications and source records attributed to Uday Kiran Reddy Tadipatri.

6 recordsLinked to original sources

arXiv2026

Sparse Koopman Autoencoders Identify Local Dynamical Regimes in Multibasin Systems

Koopman autoencoders (KAEs) seek a higher-dimensional latent representation in which nonlinear dynamics evolve linearly. However, many interesting systems have multiple basins of attraction, and both theoretical and empirical work has shown these multibasin systems cannot generally admit a single finite-dimensional global Koopman embedding under standard assumptions. We posit that encoders with a sparsity-inducing objective encouraging few active latent coefficients will provide latent supports as an inspectable basin-modeling principle for Koopman autoencoders. We use these encoders producing sparse latents in training Sparse Koopman Autoencoders (SKAEs) without basin labels or other regime annotations, and treat the learned latent supports as model-produced regime variables after training. Across a range of procedurally generated multibasin systems and chaotic flows, we show that SKAEs have superior forecasting performance compared to dense-latent KAEs. We also perform a mechanistic study that shows latent supports produced by SKAEs are both essential for the quality of the representation and useful for identifying basins on basin-interior states, whereas dense-latent KAEs collapse to an uninformative single support family. These results identify sparse latents and their corresponding supports as label-free, interpretable regime variables for Koopman learning in nonlinear systems with multiple local dynamical laws.

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arXiv2026

Recovery Guarantees for Continual Learning of Dependent Tasks: Memory, Data-Dependent Regularization, and Data-Dependent Weights

Continual learning (CL) is concerned with learning multiple tasks sequentially without forgetting previously learned tasks. Despite substantial empirical advances over recent years, the theoretical development of CL remains in its infancy. At the heart of developing CL theory lies the challenge that the data distribution varies across tasks, and we argue that properly addressing this challenge requires understanding this variation--dependency among tasks. To explicitly model task dependency, we consider nonlinear regression tasks and propose the assumption that these tasks are dependent in such a way that the data of the current task is a nonlinear transformation of previous data. With this model and under natural assumptions, we prove statistical recovery guarantees (more specifically, bounds on estimation errors) for several CL paradigms in practical use, including experience replay with data-independent regularization and data-independent weights that balance the losses of tasks, replay with data-dependent weights, and continual learning with data-dependent regularization (e.g., knowledge distillation). To the best of our knowledge, our bounds are informative in cases where prior work gives vacuous bounds.

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arXiv2026

BLISS: Global Blind Identification of Linear Systems with Sparse Inputs

Linear system identification and sparse dictionary learning can both be seen as structured matrix factorization problems. However, these two problems have historically been studied in isolation by the systems theory and machine learning communities. Although linear system identification enjoys a mature theory when inputs are known, blind linear system identification remains poorly understood beyond restrictive settings. In contrast, complete sparse dictionary learning has recently benefited from strong global identifiability results and scalable nonconvex algorithms. In this work, we bridge these two areas by showing that under a sparse input assumption, fully observed blind system identification becomes a generalization of complete dictionary learning. This connection allows us to develop global identifiability guarantees for blind system identification, by leveraging techniques from the complete dictionary learning literature. We further show empirically that a principled application of the alternating direction method of multipliers can globally recover the ground-truth system from a single trajectory, provided sufficient samples and input sparsity.

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arXiv2025

Nonconvex Linear System Identification with Minimal State Representation

Low-order linear System IDentification (SysID) addresses the challenge of estimating the parameters of a linear dynamical system from finite samples of observations and control inputs with minimal state representation. Traditional approaches often utilize Hankel-rank minimization, which relies on convex relaxations that can require numerous, costly singular value decompositions (SVDs) to optimize. In this work, we propose two nonconvex reformulations to tackle low-order SysID (i) Burer-Monterio (BM) factorization of the Hankel matrix for efficient nuclear norm minimization, and (ii) optimizing directly over system parameters for real, diagonalizable systems with an atomic norm style decomposition. These reformulations circumvent the need for repeated heavy SVD computations, significantly improving computational efficiency. Moreover, we prove that optimizing directly over the system parameters yields lower statistical error rates, and lower sample complexities that do not scale linearly with trajectory length like in Hankel-nuclear norm minimization. Additionally, while our proposed formulations are nonconvex, we provide theoretical guarantees of achieving global optimality in polynomial time. Finally, we demonstrate algorithms that solve these nonconvex programs and validate our theoretical claims on synthetic data.

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arXiv2025

Convergence of the Stochastic Heavy Ball Method With Approximate Gradients and/or Block Updating

In this paper, we establish the convergence of the stochastic Heavy Ball (SHB) algorithm under more general conditions than in the current literature. Specifically, (i) The stochastic gradient is permitted to be biased, and also, to have conditional variance that grows over time (or iteration number). This feature is essential when applying SHB with zeroth-order methods, which use only two function evaluations to approximate the gradient. In contrast, all existing papers assume that the stochastic gradient is unbiased and/or has bounded conditional variance. (ii) The step sizes are permitted to be random, which is essential when applying SHB with block updating. The sufficient conditions for convergence are stochastic analogs of the well-known Robbins-Monro conditions. This is in contrast to existing papers where more restrictive conditions are imposed on the step size sequence. (iii) Our analysis embraces not only convex functions, but also more general functions that satisfy the PL (Polyak-Łojasiewicz) and KL (Kurdyka-Łojasiewicz) conditions. (iv) If the stochastic gradient is unbiased and has bounded variance, and the objective function satisfies (PL), then the iterations of SHB match the known best rates for convex functions. (v) We establish the almost-sure convergence of the iterations, as opposed to convergence in the mean or convergence in probability, which is the case in much of the literature. (vi) Each of the above convergence results continue to hold if full-coordinate updating is replaced by any one of three widely-used updating methods. In addition, numerical computations are carried out to illustrate the above points.

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arXiv2025

A Convex Relaxation Approach to Generalization Analysis for Parallel Positively Homogeneous Networks

We propose a general framework for deriving generalization bounds for parallel positively homogeneous neural networks--a class of neural networks whose input-output map decomposes as the sum of positively homogeneous maps. Examples of such networks include matrix factorization and sensing, single-layer multi-head attention mechanisms, tensor factorization, deep linear and ReLU networks, and more. Our general framework is based on linking the non-convex empirical risk minimization (ERM) problem to a closely related convex optimization problem over prediction functions, which provides a global, achievable lower-bound to the ERM problem. We exploit this convex lower-bound to perform generalization analysis in the convex space while controlling the discrepancy between the convex model and its non-convex counterpart. We apply our general framework to a wide variety of models ranging from low-rank matrix sensing, to structured matrix sensing, two-layer linear networks, two-layer ReLU networks, and single-layer multi-head attention mechanisms, achieving generalization bounds with a sample complexity that scales almost linearly with the network width.

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