Jan Koutník

Mayank Mittal, Marco Gallieri, Alessio Quaglino et al.

With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and industrial applications, it is typical to have an existing control strategy, for instance, execution from a human operator. The objective of this work is to improve upon this unknown, safe but suboptimal policy by learning a new controller that retains safety and stability. Learning how to be safe is achieved directly from data and from a knowledge of the system constraints. The proposed algorithm alternatively learns the terminal cost and updates the MPC parameters according to a stability metric. The terminal cost is constructed as a Lyapunov function neural network with the aim of recovering or extending the stable region of the initial demonstrator using a short prediction horizon. Theorems that characterize the stability and performance of the learned MPC in the bearing of model uncertainties and sub-optimality due to function approximation are presented. The efficacy of the proposed algorithm is demonstrated on non-linear continuous control tasks with soft constraints. The proposed approach can improve upon the initial demonstrator also in practice and achieve better stability than popular reinforcement learning baselines.

Marco Gallieri, Seyed Sina Mirrazavi Salehian, Nihat Engin Toklu et al.

Control applications present hard operational constraints. A violation of these can result in unsafe behavior. This paper introduces Safe Interactive Model Based Learning (SiMBL), a framework to refine an existing controller and a system model while operating on the real environment. SiMBL is composed of the following trainable components: a Lyapunov function, which determines a safe set; a safe control policy; and a Bayesian RNN forward model. A min-max control framework, based on alternate minimisation and backpropagation through the forward model, is used for the offline computation of the controller and the safe set. Safety is formally verified a-posteriori with a probabilistic method that utilizes the Noise Contrastive Priors (NPC) idea to build a Bayesian RNN forward model with an additive state uncertainty estimate which is large outside the training data distribution. Iterative refinement of the model and the safe set is achieved thanks to a novel loss that conditions the uncertainty estimates of the new model to be close to the current one. The learned safe set and model can also be used for safe exploration, i.e., to collect data within the safe invariant set, for which a simple one-step MPC is proposed. The single components are tested on the simulation of an inverted pendulum with limited torque and stability region, showing that iteratively adding more data can improve the model, the controller and the size of the safe region.

Alessio Quaglino, Marco Gallieri, Jonathan Masci et al.

This paper proposes the use of spectral element methods \citep{canuto_spectral_1988} for fast and accurate training of Neural Ordinary Differential Equations (ODE-Nets; \citealp{Chen2018NeuralOD}) for system identification. This is achieved by expressing their dynamics as a truncated series of Legendre polynomials. The series coefficients, as well as the network weights, are computed by minimizing the weighted sum of the loss function and the violation of the ODE-Net dynamics. The problem is solved by coordinate descent that alternately minimizes, with respect to the coefficients and the weights, two unconstrained sub-problems using standard backpropagation and gradient methods. The resulting optimization scheme is fully time-parallel and results in a low memory footprint. Experimental comparison to standard methods, such as backpropagation through explicit solvers and the adjoint technique \citep{Chen2018NeuralOD}, on training surrogate models of small and medium-scale dynamical systems shows that it is at least one order of magnitude faster at reaching a comparable value of the loss function. The corresponding testing MSE is one order of magnitude smaller as well, suggesting generalization capabilities increase.

Julian Georg Zilly, Rupesh Kumar Srivastava, Jan Koutník et al.

Many sequential processing tasks require complex nonlinear transition functions from one step to the next. However, recurrent neural networks with 'deep' transition functions remain difficult to train, even when using Long Short-Term Memory (LSTM) networks. We introduce a novel theoretical analysis of recurrent networks based on Gersgorin's circle theorem that illuminates several modeling and optimization issues and improves our understanding of the LSTM cell. Based on this analysis we propose Recurrent Highway Networks, which extend the LSTM architecture to allow step-to-step transition depths larger than one. Several language modeling experiments demonstrate that the proposed architecture results in powerful and efficient models. On the Penn Treebank corpus, solely increasing the transition depth from 1 to 10 improves word-level perplexity from 90.6 to 65.4 using the same number of parameters. On the larger Wikipedia datasets for character prediction (text8 and enwik8), RHNs outperform all previous results and achieve an entropy of 1.27 bits per character.

Michael Wand, Jan Koutník, Jürgen Schmidhuber

Lipreading, i.e. speech recognition from visual-only recordings of a speaker's face, can be achieved with a processing pipeline based solely on neural networks, yielding significantly better accuracy than conventional methods. Feed-forward and recurrent neural network layers (namely Long Short-Term Memory; LSTM) are stacked to form a single structure which is trained by back-propagating error gradients through all the layers. The performance of such a stacked network was experimentally evaluated and compared to a standard Support Vector Machine classifier using conventional computer vision features (Eigenlips and Histograms of Oriented Gradients). The evaluation was performed on data from 19 speakers of the publicly available GRID corpus. With 51 different words to classify, we report a best word accuracy on held-out evaluation speakers of 79.6% using the end-to-end neural network-based solution (11.6% improvement over the best feature-based solution evaluated).

Klaus Greff, Rupesh Kumar Srivastava, Jan Koutník et al.

Several variants of the Long Short-Term Memory (LSTM) architecture for recurrent neural networks have been proposed since its inception in 1995. In recent years, these networks have become the state-of-the-art models for a variety of machine learning problems. This has led to a renewed interest in understanding the role and utility of various computational components of typical LSTM variants. In this paper, we present the first large-scale analysis of eight LSTM variants on three representative tasks: speech recognition, handwriting recognition, and polyphonic music modeling. The hyperparameters of all LSTM variants for each task were optimized separately using random search, and their importance was assessed using the powerful fANOVA framework. In total, we summarize the results of 5400 experimental runs ($\approx 15$ years of CPU time), which makes our study the largest of its kind on LSTM networks. Our results show that none of the variants can improve upon the standard LSTM architecture significantly, and demonstrate the forget gate and the output activation function to be its most critical components. We further observe that the studied hyperparameters are virtually independent and derive guidelines for their efficient adjustment.

Jan Koutník, Klaus Greff, Faustino Gomez et al.

Sequence prediction and classification are ubiquitous and challenging problems in machine learning that can require identifying complex dependencies between temporally distant inputs. Recurrent Neural Networks (RNNs) have the ability, in theory, to cope with these temporal dependencies by virtue of the short-term memory implemented by their recurrent (feedback) connections. However, in practice they are difficult to train successfully when the long-term memory is required. This paper introduces a simple, yet powerful modification to the standard RNN architecture, the Clockwork RNN (CW-RNN), in which the hidden layer is partitioned into separate modules, each processing inputs at its own temporal granularity, making computations only at its prescribed clock rate. Rather than making the standard RNN models more complex, CW-RNN reduces the number of RNN parameters, improves the performance significantly in the tasks tested, and speeds up the network evaluation. The network is demonstrated in preliminary experiments involving two tasks: audio signal generation and TIMIT spoken word classification, where it outperforms both RNN and LSTM networks.