Concepts de base
Algorithms should be viewed as open dynamical systems that interact with their environment, including other algorithms, physical systems, humans, or databases, rather than as isolated pieces of code. This systems-theoretic perspective provides a powerful framework for analyzing, designing, and understanding the behavior of modern computational approaches in control, learning, optimization, and decision-making.
Résumé
The content advocates for a shift in perspective on how algorithms are viewed, from isolated pieces of code to open dynamical systems that interact with their environment. This systems-theoretic perspective is particularly relevant for modern computational approaches in control, learning, optimization, and decision-making, where algorithms often need to be reactive rather than isolated.
The paper presents several examples that demonstrate the advantages of the systems-theoretic perspective on algorithms:
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Analysis, Design, and Interplay of Algorithms in Optimization and Learning:
- Algorithms can be abstracted as feedback interconnections of dynamical systems, allowing the use of system-theoretic tools for analysis and design.
- Examples include primal-dual algorithms, gradient-based optimization, and the use of feedforward for time-varying optimization.
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Real-Time Algorithms in Feedback Loops:
- Algorithms dynamically engage in real-time with real-world scenarios, such as physical plants, social networks, or other algorithms.
- The systems-theoretic perspective, using tools like small-gain theory and singular perturbation analysis, can provide insights into the stability and robustness of these cyber-physical interconnections.
- Examples include sub-optimal Model Predictive Control, distributed optimization via gradient tracking, and online feedback optimization.
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Decision-Making Architectures:
- Layered decision-making architectures, or control stacks, can be viewed as interconnected algorithms, where the systems-theoretic perspective can provide insights into propagation of uncertainty, (sub)optimality of architectures, and decomposition into sub-tasks.
- Examples include internet congestion control and the separation and coupling of planning and tracking in control stacks.
The paper concludes by highlighting the potential of the systems-theoretic perspective in addressing emerging challenges, such as performative prediction and data-driven predictive control.