78.3STAT-MECHApr 9
Generative optimal transport via forward-backward HJB matchingHaiqian Yang, Vishaal Krishnan, Sumit Sinha et al.
Controlling the evolution of a many-body stochastic system from a disordered reference state to a structured target ensemble, characterized empirically through samples, arises naturally in non-equilibrium statistical mechanics and stochastic control. The natural relaxation of such a system - driven by diffusion - runs from the structured target toward the disordered reference. The natural question is then: what is the minimum-work stochastic process that reverses this relaxation, given a pathwise cost functional combining spatial penalties and control effort? Computing this optimal process requires knowledge of trajectories that already sample the target ensemble - precisely the object one is trying to construct. We resolve this by establishing a time-reversal duality: the value function governing the hard backward dynamics satisfies an equivalent forward-in-time HJB equation, whose solution can be read off directly from the tractable forward relaxation trajectories. Via the Cole-Hopf transformation and its associated Feynman-Kac representation, this forward potential is computed as a path-space free energy averaged over these forward trajectories - the same relaxation paths that are easy to simulate - without any backward simulation or knowledge of the target beyond samples. The resulting framework provides a physically interpretable description of stochastic transport in terms of path-space free energy, risk-sensitive control, and spatial cost geometry. We illustrate the theory with numerical examples that visualize the learned value function and the induced controlled diffusions, demonstrating how spatial cost fields shape transport geometry analogously to Fermat's Principle in inhomogeneous media. Our results establish a unifying connection between stochastic optimal control, Schrödinger bridge theory, and non-equilibrium statistical mechanics.
SOFTOct 16, 2024
Hamiltonian bridge: A physics-driven generative framework for targeted pattern controlVishaal Krishnan, Sumit Sinha, L. Mahadevan
Patterns arise spontaneously in a range of systems spanning the sciences, and their study typically focuses on mechanisms to understand their evolution in space-time. Increasingly, there has been a transition towards controlling these patterns in various functional settings, with implications for engineering. Here, we combine our knowledge of a general class of dynamical laws for pattern formation in non-equilibrium systems, and the power of stochastic optimal control approaches to present a framework that allows us to control patterns at multiple scales, which we dub the "Hamiltonian bridge". We use a mapping between stochastic many-body Lagrangian physics and deterministic Eulerian pattern forming PDEs to leverage our recent approach utilizing the Feynman-Kac-based adjoint path integral formulation for the control of interacting particles and generalize this to the active control of patterning fields. We demonstrate the applicability of our computational framework via numerical experiments on the control of phase separation with and without a conserved order parameter, self-assembly of fluid droplets, coupled reaction-diffusion equations and finally a phenomenological model for spatio-temporal tissue differentiation. We interpret our numerical experiments in terms of a theoretical understanding of how the underlying physics shapes the geometry of the pattern manifold, altering the transport paths of patterns and the nature of pattern interpolation. We finally conclude by showing how optimal control can be utilized to generate complex patterns via an iterative control protocol over pattern forming pdes which can be casted as gradient flows. All together, our study shows how we can systematically build in physical priors into a generative framework for pattern control in non-equilibrium systems across multiple length and time scales.
LGMar 30, 2021
Learning Lipschitz Feedback Policies from Expert Demonstrations: Closed-Loop Guarantees, Generalization and RobustnessAbed AlRahman Al Makdah, Vishaal Krishnan, Fabio Pasqualetti
In this work, we propose a framework to learn feedback control policies with guarantees on closed-loop generalization and adversarial robustness. These policies are learned directly from expert demonstrations, contained in a dataset of state-control input pairs, without any prior knowledge of the task and system model. We use a Lipschitz-constrained loss minimization scheme to learn feedback policies with certified closed-loop robustness, wherein the Lipschitz constraint serves as a mechanism to tune the generalization performance and robustness to adversarial disturbances. Our analysis exploits the Lipschitz property to obtain closed-loop guarantees on generalization and robustness of the learned policies. In particular, we derive a finite sample bound on the policy learning error and establish robust closed-loop stability under the learned control policy. We also derive bounds on the closed-loop regret with respect to the expert policy and the deterioration of closed-loop performance under bounded (adversarial) disturbances to the state measurements. Numerical results validate our analysis and demonstrate the effectiveness of our robust feedback policy learning framework. Finally, our results suggest the existence of a potential tradeoff between nominal closed-loop performance and adversarial robustness, and that improvements in nominal closed-loop performance can only be made at the expense of robustness to adversarial perturbations.
LGJun 5, 2020
Lipschitz Bounds and Provably Robust Training by Laplacian SmoothingVishaal Krishnan, Abed AlRahman Al Makdah, Fabio Pasqualetti
In this work we propose a graph-based learning framework to train models with provable robustness to adversarial perturbations. In contrast to regularization-based approaches, we formulate the adversarially robust learning problem as one of loss minimization with a Lipschitz constraint, and show that the saddle point of the associated Lagrangian is characterized by a Poisson equation with weighted Laplace operator. Further, the weighting for the Laplace operator is given by the Lagrange multiplier for the Lipschitz constraint, which modulates the sensitivity of the minimizer to perturbations. We then design a provably robust training scheme using graph-based discretization of the input space and a primal-dual algorithm to converge to the Lagrangian's saddle point. Our analysis establishes a novel connection between elliptic operators with constraint-enforced weighting and adversarial learning. We also study the complementary problem of improving the robustness of minimizers with a margin on their loss, formulated as a loss-constrained minimization problem of the Lipschitz constant. We propose a technique to obtain robustified minimizers, and evaluate fundamental Lipschitz lower bounds by approaching Lipschitz constant minimization via a sequence of gradient $p$-norm minimization problems. Ultimately, our results show that, for a desired nominal performance, there exists a fundamental lower bound on the sensitivity to adversarial perturbations that depends only on the loss function and the data distribution, and that improvements in robustness beyond this bound can only be made at the expense of nominal performance. Our training schemes provably achieve these bounds both under constraints on performance and~robustness.
SYMar 17, 2020
Data-Driven Attack Detection for Linear SystemsVishaal Krishnan, Fabio Pasqualetti
This paper studies the attack detection problem in a data-driven and model-free setting, for deterministic systems with linear and time-invariant dynamics. Differently from existing studies that leverage knowledge of the system dynamics to derive security bounds and monitoring schemes, we focus on the case where the system dynamics, as well as the attack strategy and attack location, are unknown. We derive fundamental security limitations as a function of only the observed data and without estimating the system dynamics (in fact, no assumption is made on the identifiability of the system). In particular, (i) we derive detection limitations as a function of the informativity and length of the observed data, (ii) provide a data-driven characterization of undetectable attacks, and (iii) construct a data-driven detection monitor. Surprisingly, and in accordance with recent studies on data-driven control, our results show that model-based and data-driven security techniques share the same fundamental limitations, provided that the collected data remains sufficiently informative.