基于自适应细化和Kantorovich度量的数据驱动抽象方法 [扩展版]
Data-driven abstractions via adaptive refinements and a Kantorovich metric [extended version]
AI总结:
本文提出一种基于自适应状态空间细化和Kantorovich启发度量的动态系统数据驱动抽象方法,用该度量作为损失函数学习最优划分结构,并给出近似算法,其计算复杂度优于经典线性规划方法。
摘要:
我们引入了一种自适应细化程序,用于对动态系统进行智能且可扩展的抽象。我们的技术依赖于根据对未来输出的观测来划分状态空间。然而,这一知识是以自适应、非对称的方式动态构建的。为了学习最优结构,我们定义了一种受Kantorovich启发的马尔可夫链之间的度量,并将其用作损失函数。我们的技术适用于数据驱动框架,但并不限于此。我们还研究了上述马尔可夫链之间度量的性质,我们认为这些性质可能具有更广泛的用途。我们提出了一种近似该度量的算法,并证明我们的方法比使用经典线性规划技术具有更好的计算复杂度。
英文摘要:
We introduce an adaptive refinement procedure for smart, and scalable abstraction of dynamical systems. Our technique relies on partitioning the state space depending on the observation of future outputs. However, this knowledge is dynamically constructed in an adaptive, asymmetric way. In order to learn the optimal structure, we define a Kantorovich-inspired metric between Markov chains, and we use it as a loss function. Our technique is prone to data-driven frameworks, but not restricted to. We also study properties of the above mentioned metric between Markov chains, which we believe could be of application for wider purpose. We propose an algorithm to approximate it, and we show that our method yields a much better computational complexity than using classical linear programming techniques.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。