Abstract--We present an integrated approach by combining analog computing and deep learning for electrocardiogram (ECG) arrhythmia classification. Experimental evaluations on PhysionNet's MIT-BIH and PTB Diagnostics datasets demonstrate the effectiveness of the proposed Despite the challenges associated with The electrocardiogram (ECG) is crucial for monitoring analog circuits, such as susceptibility to noise and device heart health in medical practice [1], [2]. However, accurately variation, they can be effectively utilized for inferring neural detecting and categorizing different waveforms and network algorithms. The presence of inherent system noise in morphologies in ECG signals is challenging, similar to other analog circuits can be leveraged to enhance robustness and time-series data. Moreover, manual analysis is time-consuming improve classification accuracy, aligning with the desirable and prone to errors. Given the prevalence and potential lethality properties of AI algorithms [24]-[26]. of irregular heartbeats, achieving accurate and cost-effective In this paper, we propose EKGNet, a fully analog neural diagnosis of arrhythmic heartbeats is crucial for effectively network with low power consumption (10.96μW) that achieves managing and preventing cardiovascular conditions [3], [4].

We consider the infinite-horizon LQR control problem. Motivated by competitive analysis in online learning, as a criterion for controller design we introduce the dynamic regret, defined as the difference between the LQR cost of a causal controller (that has only access to past disturbances) and the LQR cost of the \emph{unique} clairvoyant one (that has also access to future disturbances) that is known to dominate all other controllers. The regret itself is a function of the disturbances, and we propose to find a causal controller that minimizes the worst-case regret over all bounded energy disturbances. The resulting controller has the interpretation of guaranteeing the smallest regret compared to the best non-causal controller that can see the future. We derive explicit formulas for the optimal regret and for the regret-optimal controller for the state-space setting. These explicit solutions are obtained by showing that the regret-optimal control problem can be reduced to a Nehari extension problem that can be solved explicitly. The regret-optimal controller is shown to be linear and can be expressed as the sum of the classical $H_2$ state-feedback law and an $n$-th order controller ($n$ is the state dimension), and its construction simply requires a solution to the standard LQR Riccati equation and two Lyapunov equations. Simulations over a range of plants demonstrate that the regret-optimal controller interpolates nicely between the $H_2$ and the $H_\infty$ optimal controllers, and generally has $H_2$ and $H_\infty$ costs that are simultaneously close to their optimal values. The regret-optimal controller thus presents itself as a viable option for control systems design.

We apply Fourier neural operators (FNOs), a state-of-the-art operator learning technique, to forecast the temporal evolution of experimentally measured velocity fields. FNOs are a recently developed machine learning method capable of approximating solution operators to systems of partial differential equations through data alone. The learned FNO solution operator can be evaluated in milliseconds, potentially enabling faster-than-real-time modeling for predictive flow control in physical systems. Here we use FNOs to predict how physical fluid flows evolve in time, training with particle image velocimetry measurements depicting cylinder wakes in the subcritical vortex shedding regime. We train separate FNOs at Reynolds numbers ranging from Re = 240 to Re = 3060 and study how increasingly turbulent flow phenomena impact prediction accuracy. We focus here on a short prediction horizon of ten non-dimensionalized time-steps, as would be relevant for problems of predictive flow control. We find that FNOs are capable of accurately predicting the evolution of experimental velocity fields throughout the range of Reynolds numbers tested (L2 norm error < 0.1) despite being provided with limited and imperfect flow observations. Given these results, we conclude that this method holds significant potential for real-time predictive flow control of physical systems.

Thompson Sampling (TS) is an efficient method for decision-making under uncertainty, where an action is sampled from a carefully prescribed distribution which is updated based on the observed data. In this work, we study the problem of adaptive control of stabilizable linear-quadratic regulators (LQRs) using TS, where the system dynamics are unknown. Previous works have established that $\tilde O(\sqrt{T})$ frequentist regret is optimal for the adaptive control of LQRs. However, the existing methods either work only in restrictive settings, require a priori known stabilizing controllers, or utilize computationally intractable approaches. We propose an efficient TS algorithm for the adaptive control of LQRs, TS-based Adaptive Control, TSAC, that attains $\tilde O(\sqrt{T})$ regret, even for multidimensional systems, thereby solving the open problem posed in Abeille and Lazaric (2018). TSAC does not require a priori known stabilizing controller and achieves fast stabilization of the underlying system by effectively exploring the environment in the early stages. Our result hinges on developing a novel lower bound on the probability that the TS provides an optimistic sample. By carefully prescribing an early exploration strategy and a policy update rule, we show that TS achieves order-optimal regret in adaptive control of multidimensional stabilizable LQRs. We empirically demonstrate the performance and the efficiency of TSAC in several adaptive control tasks.

Learning a dynamical system requires stabilizing the unknown dynamics to avoid state blow-ups. However, current reinforcement learning (RL) methods lack stabilization guarantees, which limits their applicability for the control of safety-critical systems. We propose a model-based RL framework with formal stability guarantees, Krasovskii Constrained RL (KCRL), that adopts Krasovskii's family of Lyapunov functions as a stability constraint. The proposed method learns the system dynamics up to a confidence interval using feature representation, e.g. Random Fourier Features. It then solves a constrained policy optimization problem with a stability constraint based on Krasovskii's method using a primal-dual approach to recover a stabilizing policy. We show that KCRL is guaranteed to learn a stabilizing policy in a finite number of interactions with the underlying unknown system. We also derive the sample complexity upper bound for stabilization of unknown nonlinear dynamical systems via the KCRL framework.

Current state-of-the-art model-based reinforcement learning algorithms use trajectory sampling methods, such as the Cross-Entropy Method (CEM), for planning in continuous control settings. These zeroth-order optimizers require sampling a large number of trajectory rollouts to select an optimal action, which scales poorly for large prediction horizons or high dimensional action spaces. First-order methods that use the gradients of the rewards with respect to the actions as an update can mitigate this issue, but suffer from local optima due to the non-convex optimization landscape. To overcome these issues and achieve the best of both worlds, we propose a novel planner, Cross-Entropy Method with Gradient Descent (CEM-GD), that combines first-order methods with CEM. At the beginning of execution, CEM-GD uses CEM to sample a significant amount of trajectory rollouts to explore the optimization landscape and avoid poor local minima. It then uses the top trajectories as initialization for gradient descent and applies gradient updates to each of these trajectories to find the optimal action sequence. At each subsequent time step, however, CEM-GD samples much fewer trajectories from CEM before applying gradient updates. We show that as the dimensionality of the planning problem increases, CEM-GD maintains desirable performance with a constant small number of samples by using the gradient information, while avoiding local optima using initially well-sampled trajectories. Furthermore, CEM-GD achieves better performance than CEM on a variety of continuous control benchmarks in MuJoCo with 100x fewer samples per time step, resulting in around 25% less computation time and 10% less memory usage. The implementation of CEM-GD is available at $\href{https://github.com/KevinHuang8/CEM-GD}{\text{https://github.com/KevinHuang8/CEM-GD}}$.

In many computational tasks and dynamical systems, asynchrony and randomization are naturally present and have been considered as ways to increase the speed and reduce the cost of computation while compromising the accuracy and convergence rate. In this work, we show the additional benefits of randomization and asynchrony on the stability of linear dynamical systems. We introduce a natural model for random asynchronous linear time-invariant (LTI) systems which generalizes the standard (synchronous) LTI systems. In this model, each state variable is updated randomly and asynchronously with some probability according to the underlying system dynamics. We examine how the mean-square stability of random asynchronous LTI systems vary with respect to randomization and asynchrony. Surprisingly, we show that the stability of random asynchronous LTI systems does not imply or is not implied by the stability of the synchronous variant of the system and an unstable synchronous system can be stabilized via randomization and/or asynchrony. We further study a special case of the introduced model, namely randomized LTI systems, where each state element is updated randomly with some fixed but unknown probability. We consider the problem of system identification of unknown randomized LTI systems using the precise characterization of mean-square stability via extended Lyapunov equation. For unknown randomized LTI systems, we propose a systematic identification method to recover the underlying dynamics. Given a single input/output trajectory, our method estimates the model parameters that govern the system dynamics, the update probability of state variables, and the noise covariance using the correlation matrices of collected data and the extended Lyapunov equation. Finally, we empirically demonstrate that the proposed method consistently recovers the underlying system dynamics with the optimal rate.

Stabilizing the unknown dynamics of a control system and minimizing regret in control of an unknown system are among the main goals in control theory and reinforcement learning. In this work, we pursue both these goals for adaptive control of linear quadratic regulators (LQR). Prior works accomplish either one of these goals at the cost of the other one. The algorithms that are guaranteed to find a stabilizing controller suffer from high regret, whereas algorithms that focus on achieving low regret assume the presence of a stabilizing controller at the early stages of agent-environment interaction. In the absence of such a stabilizing controller, at the early stages, the lack of reasonable model estimates needed for (i) strategic exploration and (ii) design of controllers that stabilize the system, results in regret that scales exponentially in the problem dimensions. We propose a framework for adaptive control that exploits the characteristics of linear dynamical systems and deploys additional exploration in the early stages of agent-environment interaction to guarantee sooner design of stabilizing controllers. We show that for the classes of controllable and stabilizable LQRs, where the latter is a generalization of prior work, these methods achieve $\tilde{\mathcal{O}}(\sqrt{T})$ regret with a polynomial dependence in the problem dimensions.

Most modern learning problems are highly overparameterized, meaning that there are many more parameters than the number of training data points, and as a result, the training loss may have infinitely many global minima (parameter vectors that perfectly interpolate the training data). Therefore, it is important to understand which interpolating solutions we converge to, how they depend on the initialization point and the learning algorithm, and whether they lead to different generalization performances. In this paper, we study these questions for the family of stochastic mirror descent (SMD) algorithms, of which the popular stochastic gradient descent (SGD) is a special case. Our contributions are both theoretical and experimental. On the theory side, we show that in the overparameterized nonlinear setting, if the initialization is close enough to the manifold of global minima (something that comes for free in the highly overparameterized case), SMD with sufficiently small step size converges to a global minimum that is approximately the closest one in Bregman divergence. On the experimental side, our extensive experiments on standard datasets and models, using various initializations, various mirror descents, and various Bregman divergences, consistently confirms that this phenomenon happens in deep learning. Our experiments further indicate that there is a clear difference in the generalization performance of the solutions obtained by different SMD algorithms. Experimenting on a standard image dataset and network architecture with SMD with different kinds of implicit regularization, $\ell_1$ to encourage sparsity, $\ell_2$ yielding SGD, and $\ell_{10}$ to discourage large components in the parameter vector, consistently and definitively shows that $\ell_{10}$-SMD has better generalization performance than SGD, which in turn has better generalization performance than $\ell_1$-SMD.

High-dimensional representations often have a lower dimensional underlying structure. This is particularly the case in many decision making settings. For example, when the representation of actions is generated from a deep neural network, it is reasonable to expect a low-rank structure whereas conventional structures like sparsity are not valid anymore. Subspace recovery methods, such as Principle Component Analysis (PCA) can find the underlying low-rank structures in the feature space and reduce the complexity of the learning tasks. In this work, we propose Projected Stochastic Linear Bandit (PSLB), an algorithm for high dimensional stochastic linear bandits (SLB) when the representation of actions has an underlying low-dimensional subspace structure. PSLB deploys PCA based projection to iteratively find the low rank structure in SLBs. We show that deploying projection methods assures dimensionality reduction and results in a tighter regret upper bound that is in terms of the dimensionality of the subspace and its properties, rather than the dimensionality of the ambient space. We modify the image classification task into the SLB setting and empirically show that, when a pre-trained DNN provides the high dimensional feature representations, deploying PSLB results in significant reduction of regret and faster convergence to an accurate model compared to state-of-art algorithm.