In this paper, we investigate the problem of system identification for autonomous switched linear systems with complete state observations. We propose switched least squares method for the identification for switched linear systems, show that this method is strongly consistent, and derive data-dependent and data-independent rates of convergence. In particular, our data-dependent rate of convergence shows that, almost surely, the system identification error is $\mathcal{O}\big(\sqrt{\log(T)/T} \big)$ where $T$ is the time horizon. These results show that our method for switched linear systems has the same rate of convergence as least squares method for non-switched linear systems. We compare our results with those in the literature. We present numerical examples to illustrate the performance of the proposed system identification method.
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This paper is devoted to discrete mechanical systems subject to external forces. We introduce a discrete version of systems with Rayleigh-type forces, obtain the equations of motion and characterize the equivalence for these systems. Additionally, we obtain a Noether's theorem and other theorem characterizing the Lie subalgebra of symmetries of a forced discrete Lagrangian system. Moreover, we develop a Hamilton-Jacobi theory for forced discrete Hamiltonian systems. These results are useful for the construction of so-called variational integrators, which, as we illustrate with some examples, are remarkably superior to the usual numerical integrators such as the Runge-Kutta method.
Sequential model-based optimization sequentially selects a candidate point by constructing a surrogate model with the history of evaluations, to solve a black-box optimization problem. Gaussian process (GP) regression is a popular choice as a surrogate model, because of its capability of calculating prediction uncertainty analytically. On the other hand, an ensemble of randomized trees is another option and has practical merits over GPs due to its scalability and easiness of handling continuous/discrete mixed variables. In this paper we revisit various ensembles of randomized trees to investigate their behavior in the perspective of prediction uncertainty estimation. Then, we propose a new way of constructing an ensemble of randomized trees, referred to as BwO forest, where bagging with oversampling is employed to construct bootstrapped samples that are used to build randomized trees with random splitting. Experimental results demonstrate the validity and good performance of BwO forest over existing tree-based models in various circumstances.
In this paper, we consider the problem of black-box optimization using Gaussian Process (GP) bandit optimization with a small number of batches. Assuming the unknown function has a low norm in the Reproducing Kernel Hilbert Space (RKHS), we introduce a batch algorithm inspired by batched finite-arm bandit algorithms, and show that it achieves the cumulative regret upper bound $O^\ast(\sqrt{T\gamma_T})$ using $O(\log\log T)$ batches within time horizon $T$, where the $O^\ast(\cdot)$ notation hides dimension-independent logarithmic factors and $\gamma_T$ is the maximum information gain associated with the kernel. This bound is near-optimal for several kernels of interest and improves on the typical $O^\ast(\sqrt{T}\gamma_T)$ bound, and our approach is arguably the simplest among algorithms attaining this improvement. In addition, in the case of a constant number of batches (not depending on $T$), we propose a modified version of our algorithm, and characterize how the regret is impacted by the number of batches, focusing on the squared exponential and Mat\'ern kernels. The algorithmic upper bounds are shown to be nearly minimax optimal via analogous algorithm-independent lower bounds.
Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of constraints, including for instance constraints on the entropy of a policy or to restrict the possible set of actions or states accessible to an agent. Convergence guarantees for evolutionary strategies to optimize stochastic constrained problems are however lacking in the literature. In this work, we address this problem by designing a novel optimization algorithm with a sufficient decrease mechanism that ensures convergence and that is based only on estimates of the functions. We demonstrate the applicability of this algorithm on two types of experiments: i) a control task for maximizing rewards and ii) maximizing rewards subject to a non-relaxable set of constraints.
Plug-and-Play (PnP) methods solve ill-posed inverse problems through iterative proximal algorithms by replacing a proximal operator by a denoising operation. When applied with deep neural network denoisers, these methods have shown state-of-the-art visual performance for image restoration problems. However, their theoretical convergence analysis is still incomplete. Most of the existing convergence results consider nonexpansive denoisers, which is non-realistic, or limit their analysis to strongly convex data-fidelity terms in the inverse problem to solve. Recently, it was proposed to train the denoiser as a gradient descent step on a functional parameterized by a deep neural network. Using such a denoiser guarantees the convergence of the PnP version of the Half-Quadratic-Splitting (PnP-HQS) iterative algorithm. In this paper, we show that this gradient denoiser can actually correspond to the proximal operator of another scalar function. Given this new result, we exploit the convergence theory of proximal algorithms in the nonconvex setting to obtain convergence results for PnP-PGD (Proximal Gradient Descent) and PnP-ADMM (Alternating Direction Method of Multipliers). When built on top of a smooth gradient denoiser, we show that PnP-PGD and PnP-ADMM are convergent and target stationary points of an explicit functional. These convergence results are confirmed with numerical experiments on deblurring, super-resolution and inpainting.
Reliable pedestrian crash avoidance mitigation (PCAM) systems are crucial components of safe autonomous vehicles (AVs). The nature of the vehicle-pedestrian interaction where decisions of one agent directly affect the other agent's optimal behavior, and vice versa, is a challenging yet often neglected aspect of such systems. We address this issue by defining a Markov decision process (MDP) for a simulated driving scenario in which an AV driving along an urban street faces a pedestrian trying to cross an unmarked crosswalk. The AV's PCAM decision policy is learned through deep reinforcement learning (DRL). Since modeling pedestrians realistically is challenging, we compare two levels of intelligent pedestrian behavior. While the baseline model follows a predefined strategy, our advanced pedestrian model is defined as a second DRL agent. This model captures continuous learning and the uncertainty inherent in human behavior, making the vehicle-pedestrian interaction a deep multi-agent reinforcement learning (DMARL) problem. We benchmark the developed PCAM systems according to the agents' collision rate and the resulting traffic flow efficiency with a focus on the influence of observation uncertainty or noise on the decision-making of the agents. The results show that the AV is able to completely mitigate collisions under the majority of the investigated conditions, and that the DRL pedestrian model indeed learns a more intelligent crossing behavior.
Velocity Planning for self-driving vehicles in a complex environment is one of the most challenging tasks. It must satisfy the following three requirements: safety with regards to collisions; respect of the maximum velocity limits defined by the traffic rules; comfort of the passengers. In order to achieve these goals, the jerk and dynamic objects should be considered, however, it makes the problem as complex as a non-convex optimization problem. In this paper, we propose a linear programming (LP) based velocity planning method with jerk limit and obstacle avoidance constraints for an autonomous driving system. To confirm the efficiency of the proposed method, a comparison is made with several optimization-based approaches, and we show that our method can generate a velocity profile which satisfies the aforementioned requirements more efficiently than the compared methods. In addition, we tested our algorithm on a real vehicle at a test field to validate the effectiveness of the proposed method.
This paper considers safe control synthesis for dynamical systems in the presence of uncertainty in the dynamics model and the safety constraints that the system must satisfy. Our approach captures probabilistic and worst-case model errors and their effect on control Lyapunov function (CLF) and control barrier function (CBF) constraints in the control-synthesis optimization problem. We show that both the probabilistic and robust formulations lead to second-order cone programs (SOCPs), enabling safe and stable control synthesis that can be performed efficiently online. We evaluate our approach in PyBullet simulations of an autonomous robot navigating in unknown environments and compare the performance with a baseline CLF-CBF quadratic programming approach.
This paper is concerned with a numerical solution to the scattering of a time-harmonic electromagnetic wave by a bounded and impenetrable obstacle in three dimensions. The electromagnetic wave propagation is modeled by a boundary value problem of Maxwell's equations in the exterior domain of the obstacle. Based on the Dirichlet-to-Neumann (DtN) operator, which is defined by an infinite series, an exact transparent boundary condition is introduced and the scattering problem is reduced equivalently into a bounded domain. An a posteriori error estimate based adaptive finite element DtN method is developed to solve the discrete variational problem, where the DtN operator is truncated into a sum of finitely many terms. The a posteriori error estimate takes into account both the finite element approximation error and the truncation error of the DtN operator. The latter is shown to decay exponentially with respect to the truncation parameter. Numerical experiments are presented to illustrate the effectiveness of the proposed method.
The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a PDE intended to describe it in a coherent statistical framework, to compensate for model error. This work presents a new theoretical analysis of the statistical finite element method demonstrating that it has similar convergence properties to the finite element method on which it is based. Our results constitute a bound on the Wasserstein-2 distance between the ideal prior and posterior and the StatFEM approximation thereof, and show that this distance converges at the same mesh-dependent rate as finite element solutions converge to the true solution. Several numerical examples are presented to demonstrate our theory, including an example which test the robustness of StatFEM when extended to nonlinear quantities of interest.
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