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Learning Neural Contracting Dynamics: Extended Linearization and Global Guarantees

NeurIPS 2024 · Probabilistic and scientific modeling › Dynamical systems · approach: Stable contractive dynamics · 2 citations (OpenAlex)

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Proposes ELCD, a neural dynamical system parametrized via extended linearization that is globally exponentially stable and globally contracting in some metric, with a learned diffeomorphism to a latent space for arbitrary metrics.

Problem

Learning neural dynamical systems from demonstrations with global stability and contraction (robustness) guarantees, rather than only local contractivity near training data.

Approach

Parametrize the vector field as f(x)=A(x,x*)(x-x*) with the symmetric part of A forced negative definite (A = -PsᵀPs + Pa - Paᵀ - αI), guaranteeing global exponential stability and contraction in some metric via a converse contraction theorem; jointly train a coupling-layer diffeomorphism to a same-dimensional latent space so contraction holds in arbitrary data-space metrics.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use ELCD instead of the strongest baseline (SDD)LASA-2D trajectory learning · LASA-2DDTWD: 0.37 $\pm$ 0.32 -> 0.12 $\pm$0.11Helped
use ELCD instead of the strongest baseline (NCDS)LASA-4D trajectory learning · LASA-4DDTWD: 2.19 $\pm$ 1.23 -> 0.80 $\pm$ 0.54Helped
use ELCD instead of the strongest baseline (EFlow)LASA-8D trajectory learning · LASA-8DDTWD: 2.66 $\pm$ 0.63 -> 1.52 $\pm$ 0.61Helped
use ELCD instead of the strongest baseline (EFlow)Pendulum-4D trajectory learning · Pendulum-4DDTWD: 0.17 $\pm$ 0.01 -> 0.03 $\pm$ 0.01Helped
use ELCD instead of the strongest baseline (EFlow)Pendulum-8D trajectory learning · Pendulum-8DDTWD: 0.33 $\pm$ 0.01 -> 0.14 $\pm$ 0.03Helped
use ELCD instead of the strongest baseline (EFlow)Pendulum-16D trajectory learning · Pendulum-16DDTWD: 0.45 $\pm$ 0.01 -> 0.44 $\pm$ 0.09Helped
use ELCD instead of the strongest baseline (EFlow)Rosenbrock-8D trajectory learning · Rosenbrock-8DDTWD: 1.90 $\pm$ 0.16 -> 1.22 $\pm$ 0.01Helped
use ELCD instead of the strongest baseline (EFlow)Rosenbrock-16D trajectory learning · Rosenbrock-16DDTWD: 3.57 $\pm$ 0.66 -> 2.57 $\pm$ 0.09Helped
add a learned coordinate transform and train it jointly with ELCDELCD on trajectories from a system contracting in a general metric · Linear-system toy exampletrajectory fitHelped
train to predict velocity directly instead of predicting the next state with one Euler stepNCDS implementation · All experimentsperformanceHelped

Surprising findings

Limitations

Experimental setup

Datasets: LASA multi-link pendulum (simulated) Rosenbrock generalization (simulated)

Benchmarks: LASA multi-link pendulum Rosenbrock

Metrics: normalized dynamic time warping distance (DTWD) standard deviation across 10 runs

Baselines: NCDS Stable Deep Dynamics (SDD) Euclideanizing Flow (EFlow)

Builds on: neural contractive dynamical systems partial contraction theory stable deep dynamics euclideanizing flows mean-value theorem extended linearization

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