This article introduces a network architecture, called dynoNet, utilizing linear dynamical operators as elementary building blocks. Owing to the dynamical nature of these blocks, dynoNet networks are tailored for sequence modeling and system identification purposes. The back-propagation behavior of the linear dynamical operator with respect to both its parameters and its input sequence is defined. This enables end-to-end training of structured networks containing linear dynamical operators and other differentiable units, exploiting existing deep learning software. Examples show the effectiveness of the proposed approach on well-known system identification benchmarks.
K E Y W O R D Smachine learning, neural networks, system identification
INTRODUCTION
ContributionThis article introduces dynoNet, a neural network architecture tailored for sequence modeling and dynamical system learning (a.k.a. system identification). The network is designed to process time series of arbitrary length and contains causal linear time-invariant (LTI) dynamical operators as building blocks. These LTI layers are parametrized in terms of rational transfer functions, and thus apply infinite impulse response (IIR) filtering to their input sequence. In the dynoNet architecture, the LTI layers are combined with static (i.e., memoryless) nonlinearities which can be either elementary activation functions applied channelwise; fully connected feed-forward neural networks; or other differentiable operators (e.g., polynomials). Both the LTI and the static layers defining a dynoNet are in general multi-input multi-output (MIMO) and can be interconnected in an arbitrary fashion.Overall, the dynoNet architecture can represent rich classes of nonlinear, causal dynamical relations. Moreover, dynoNet networks can be trained end-to-end by plain back-propagation using standard deep learning (DL) software. Technically, this is achieved by introducing the LTI dynamical layer as a differentiable operator, endowed with a well-defined forward and backward behavior and thus compatible with reverse-mode automatic differentiation. 1 Special care is taken to devise closed-form expressions for the forward and backward operations that are convenient from a computational perspective.A software implementation of the linear dynamical operator based on the PyTorch DL framework 2 has been developed and is available in the GitHub repository https://github.com/forgi86/dynonet.git.