Structured model selection via $\ell_1-\ell_2$ optimization

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is performed by a sparse least-squares fitting over a large set of candidate functions via a nonconvex $\ell_1-\ell_2$ sparse optimization solved by the alternating direction method of multipliers. Using a Bernstein-like inequality with a coherence condition, we show that if the set of candidate functions forms a structured random sampling matrix of a bounded orthogonal system, the recovery is stable and the error is bounded. The learning approach is validated on synthetic data generated by the viscous Burgers' equation and two reaction-diffusion equations. The computational results demonstrate the theoretical guarantees of success and the efficiency with respect to the ambient dimension and the number of candidate functions.

NeuPDE: Neural Network Based Ordinary and Partial Differential Equations for Modeling Time-Dependent Data

We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing system which respects the intrinsic differential structure. The unknown governing model is parameterized by using both (shallow) multilayer perceptrons and nonlinear differential terms, in order to incorporate relevant correlations between spatio-temporal samples. We demonstrate the approach on several examples where the data is sampled from various dynamical systems and give a comparison to recurrent networks and other data-discovery methods. In addition, we show that for MNIST and Fashion MNIST, our approach lowers the parameter cost as compared to other deep neural networks.

Forward Stability of ResNet and Its Variants

The residual neural network (ResNet) is a popular deep network architecture which has the ability to obtain high-accuracy results on several image processing problems. In order to analyze the behavior and structure of ResNet, recent work has been on establishing connections between ResNets and continuous-time optimal control problems. In this work, we show that the post-activation ResNet is related to an optimal control problem with differential inclusions, and provide continuous-time stability results for the differential inclusion associated with ResNet. Motivated by the stability conditions, we show that alterations of either the architecture or the optimization problem can generate variants of ResNet which improve the theoretical stability bounds. In addition, we establish stability bounds for the full (discrete) network associated with two variants of ResNet, in particular, bounds on the growth of the features and a measure of the sensitivity of the features with respect to perturbations. These results also help to show the relationship between the depth, regularization, and stability of the feature space. Computational experiments on the proposed variants show that the accuracy of ResNet is preserved and that the accuracy seems to be monotone with respect to the depth and various corruptions.