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arXiv · 2104.09839

Deep learning with transfer functions: new applications in system identification

Dario Piga·Marco Forgione·Manas Mejari
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Abstract

This paper presents a linear dynamical operator described in terms of a rational transfer function, endowed with a well-defined and efficient back-propagation behavior for automatic derivatives computation. The operator enables end-to-end training of structured networks containing linear transfer functions and other differentiable units {by} exploiting standard deep learning software. Two relevant applications of the operator in system identification are presented. The first one consists in the integration of {prediction error methods} in deep learning. The dynamical operator is included as {the} last layer of a neural network in order to obtain the optimal one-step-ahead prediction error. The second one considers identification of general block-oriented models from quantized data. These block-oriented models are constructed by combining linear dynamical operators with static nonlinearities described as standard feed-forward neural networks. A custom loss function corresponding to the log-likelihood of quantized output observations is defined. For gradient-based optimization, the derivatives of the log-likelihood are computed by applying the back-propagation algorithm through the whole network. Two system identification benchmarks are used to show the effectiveness of the proposed methodologies.

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Dario Piga, Marco Forgione, Manas Mejari. 2021-04-20. Deep learning with transfer functions: new applications in system identification. https://arxiv.org/abs/2104.09839

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