Learning Recurrent Neural Net Models of Nonlinear Systems

April 14, 2023, ESB 2001

Max Raginsky

Illinois, Electical and Computer Engineering


In this talk, based on joint work with Joshua Hanson (UIUC) and Eduardo Sontag (Northeastern), I will discuss the following learning problem: Given sample pairs of input and output signals generated by an unknown nonlinear system (which is not assumed to be causal or time-invariant), we wish to find a continuous-time recurrent neural net that approximately reproduces the underlying i/o behavior with high confidence. Leveraging earlier work concerned with matching output derivatives up to a given finite order, we reformulate the learning problem in familiar system-theoretic language and derive quantitative guarantees on the sup-norm risk of the learned model in terms of the number of neurons, the sample size, the number of derivatives being matched, and the regularity properties of the inputs, the outputs, and the unknown i/o map.

Speaker's Bio

Maxim Raginsky received the B.S. and M.S. degrees in 2000 and the Ph.D. degree in 2002 from Northwestern University, all in Electrical Engineering. He has held research positions with Northwestern, the University of Illinois at Urbana-Champaign (where he was a Beckman Foundation Fellow from 2004 to 2007), and Duke University. In 2012, he has returned to the UIUC, where he is currently a Professor and William L. Everitt Fellow with the Department of Electrical and Computer Engineering and the Coordinated Science Laboratory. He also holds a courtesy appointment with the Department of Computer Science. Prof. Raginsky's interests cover probability and stochastic processes, deterministic and stochastic control, machine learning, optimization, and information theory. Much of his recent research is motivated by fundamental questions in modeling, learning, and simulation of nonlinear dynamical systems, with applications to advanced electronics, autonomy, and artificial intelligence.

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