11 papers · 1 filter
On the Sharp Input-Output Analysis of Nonlinear Systems under Adversarial Attacks
Jihun Kim, Yuchen Fang, Javad Lavaei
This paper is concerned with learning the input-output mapping of general nonlinear dynamical systems. While the existing literature focuses on Gaussian inputs and benign disturban…
Huber-based Robust System Identification with Near-Optimal Guarantees Across Independent and Adversarial Regimes
Jihun Kim, Javad Lavaei
Dynamical systems can confront one of two extreme types of disturbances: persistent zero-mean independent noise, and sparse nonzero-mean adversarial attacks, depending on the speci…
A Trust-Region Interior-Point Stochastic Sequential Quadratic Programming Method
Yuchen Fang, Jihun Kim, Sen Na +2
In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objectiv…
System Identification under Noise and Attack Regimes: Agnostic and Composite Robustness
Jihun Kim, Javad Lavaei
Dynamical systems often confront persistent zero-mean independent noise and/or sparse nonzero-mean adversarial attacks. While mean-based estimators like least-squares handle the fo…
TRSVR: An Adaptive Stochastic Trust-Region Method with Variance Reduction
Yuchen Fang, Xinshou Zheng, Javad Lavaei
We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlik…
Subgradient Method for System Identification with Non-Smooth Objectives
Baturalp Yalcin, Jihun Kim, Javad Lavaei
This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for…