Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Save model parameters of linear system to analyze stability after training #22

Open
Dany-L opened this issue Nov 18, 2022 · 0 comments
Open
Assignees
Labels
enhancement New feature or request

Comments

@Dany-L
Copy link
Collaborator

Dany-L commented Nov 18, 2022

For ConstrainedRnn models the stability gain $\gamma$ is set before training, this leads to parametric constraints that need to be checked during training.

The model LtiRnn has the same structure as ConstrainedRnn but does not enforce parametric constraints. Therefore stability and performance can be analyzed after training, by solving a convex optimization problem (SDP). If a solution is found it yields an upper stability bound.

Specifically for LtiRnn models, this can be implemented as a test after training is finished.

Compared to ConstrainedRnn the LtiRnn has higher prediction accuracy on the test dataset and on the out-of-distribution set and is comparable to the LSTM+Init model.

@Dany-L Dany-L added the enhancement New feature or request label Nov 18, 2022
@Dany-L Dany-L self-assigned this Nov 18, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
None yet
Development

No branches or pull requests

1 participant