Convex Sets of Robust Recurrent Neural Networks
Convex Sets of Robust Recurrent Neural Networks
复制标题
鲁棒循环神经网络的凸集
DOI:
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发表时间:
2020
期刊:
影响因子:
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通讯作者:
I. Manchester
中科院分区:
文献类型:
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作者:
Max Revay;Ruigang Wang;I. Manchester
Recurrent neural networks (RNNs) are a class of nonlinear dynamical systems often used to model sequence-to-sequence maps. RNNs have been shown to have excellent expressive power but lack stability or robustness guarantees that would be necessary for safety-critical applications. In this paper we formulate convex sets of RNNs with guaranteed stability and robustness properties. The guarantees are derived using differential IQC methods and can ensure contraction (global exponential stability of all solutions) and bounds on incremental l2 gain (the Lipschitz constant of the learnt sequence-to-sequence mapping). An implicit model structure is employed to construct a jointly-convex representation of an RNN and its certificate of stability or robustness. We prove that the proposed model structure includes all previously-proposed convex sets of contracting RNNs as special cases, and also includes all stable linear dynamical systems. We demonstrate the utility of the proposed model class in the context of nonlinear system identification.
影响因子:
6.8
作者:
Fazlyab, Mahyar;Morari, Manfred;Pappas, George J.
通讯作者:
Pappas, George J.