Bures-Shaped Latent State Space
Implementation & benchmark of arXiv:2608.19754 — A Controllability Gramain Shaping with LMI Constraints under Bures--Wasserstein Distance
Source paper: A Controllability Gramain Shaping with LMI Constraints under Bures--Wasserstein Distance arXiv:2608.19754 ⓘ · analyzed Sep 1, 2026
AI-generated research hypothesis, automatically tested. Not peer-reviewed.
Idea description
Add a stable linear latent state-space block whose controllability Gramian is trained toward a chosen positive-definite target using squared Bures–Wasserstein distance. Direction-specific semidefinite constraints can suppress disturbance amplification in nuisance coordinates while preserving controllability in coordinates needed for prediction.
Formulas
Mathematical statement
For a stable continuous-time latent system \(\dot z=Az+B\eta\), with latent state \(z\in\mathbb R^d\), disturbance \(\eta\) having identity covariance, Hurwitz matrix \(A\), and input matrix \(B\), the controllability Gramian \(P\succ0\) satisfies \(AP+PA^{\top}+BB^{\top}=0\), equivalently \(P=\int_0^{\infty}e^{At}BB^{\top}e^{A^{\top}t}\,dt\). For target Gramian \(P_d\succ0\), use the squared Bures–Wasserstein distance \(d_{BW}^2(P,P_d)=\operatorname{tr}(P)+\operatorname{tr}(P_d)-2\operatorname{tr}[(P^{1/2}P_dP^{1/2})^{1/2}]\). The cross term has the semidefinite representation \(\operatorname{tr}[(P^{1/2}P_dP^{1/2})^{1/2}]=\max_X\operatorname{tr}(X)\) subject to \(\begin{bmatrix}P&X\\X^{\top}&P_d\end{bmatrix}\succeq0\), where \(X\in\mathbb R^{d\times d}\). A directional constraint such as \(P_{ii}\leq\varepsilon_i\) limits disturbance energy in latent coordinate \(i\). The neural adaptation computes \(P\) from a discretized state-space recurrence or a differentiable Lyapunov solve.
Implementation notes
Integrate this into an S4-like or gated recurrent block, replacing its unconstrained latent transition with a stable linear recurrence. Use discrete time for efficient training: \(z_{t+1}=A_dz_t+B_d\eta_t+K_du_t\), where \(A_d=\exp(\Delta A)\), \(A\) is parameterized as \(A=-LL^{\top}-\alpha I\) with \(\alpha>0\), and \(B_d\) is learned. At each training step, compute the controllability covariance by solving the discrete Lyapunov equation \(P=A_dPA_d^{\top}+B_dB_d^{\top}\), or use the truncated stable series \(P_K=\sum_{k=0}^{K-1}A_d^kB_dB_d^{\top}(A_d^{\top})^k\). Add the Bures loss between \(P_K+\epsilon I\) and a fixed diagonal target \(P_d\), using eigendecomposition for the matrix square roots. Choose large target entries for task-relevant channels and small entries for nuisance channels. Initially implement directional restrictions with the softplus penalties in the displayed loss; a second version can alternate network updates with a small semidefinite projection enforcing \(P_{ii}\leq\varepsilon_i\). The math-derived quantities are the Gramian recursion and Bures objective; \(K\), \(\epsilon\), \(\lambda_{BW}\), \(\lambda_{dir}\), \(\tau\), and target entries are hyperparameters. The first experiment should use a 16- or 32-dimensional SSM in a noisy sequential-MNIST or permuted-MNIST classifier, comparing an unconstrained SSM, Frobenius covariance matching, and Bures shaping at equal parameter count. Track validation accuracy under injected latent noise, the largest eigenvalue of \(P\), directional variances \(P_{ii}\), gradient norms, and loss stability. Success means lower accuracy degradation under nuisance noise without clean-accuracy loss, bounded Gramian spectra, and fewer exploding-gradient runs.
Verification
This idea has not been verified yet.
Verification happens in two stages: Stage 1 — a mechanism check on a toy system confirms the claimed mathematical phenomenon reproduces; Stage 2 — a benchmark implements the idea on a real (small) neural network task and compares it against a tuned baseline over 8 paired seeds with a permutation test.
Artifacts
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