Dániel Rácz
57325934200
Publications - 1
A finite-sample generalization bound for stable LPV systems
Publication Name: Mathematics of Control Signals and Systems
Publication Date: 2026-01-01
Volume: Unknown
Issue: Unknown
Page Range: Unknown
Description:
One of the main theoretical challenges in learning dynamical systems from data is providing upper bounds on the generalization error, that is, the difference between the expected prediction error and the empirical prediction error measured on some finite sample. In machine learning, a popular class of such bounds are the so-called Probably Approximately Correct (PAC) bounds. In this paper, we derive a PAC bound for stable continuous-time linear parameter-varying (LPV) systems. Our bound depends on a weighted H2-like norm of the chosen class of the LPV systems, but does not depend on the time interval for which the signals are considered.
Open Access: Yes