This paper considers the problem of system identification (ID) of linear and nonlinear non-autonomous systems from noisy and sparse data. We propose and analyze an objective function derived from a Bayesian formulation for learning a hidden Markov model with stochastic dynamics. We then analyze this objective function in the context of several state-of-the-art approaches for both linear and nonlinear system ID. In the former, we analyze least squares approaches for Markov parameter estimation, and in the latter, we analyze the multiple shooting approach. We demonstrate the limitations of the optimization problems posed by these existing methods by showing that they can be seen as special cases of the proposed optimization objective under certain simplifying assumptions: conditional independence of data and zero model error. Furthermore, we observe that our proposed approach has improved smoothness and inherent regularization that make it well-suited for system ID and provide mathematical explanations for these characteristics' origins. Finally, numerical simulations demonstrate a mean squared error over 8.7 times lower compared to multiple shooting when data are noisy and/or sparse. Moreover, the proposed approach can identify accurate and generalizable models even when there are more parameters than data or when the underlying system exhibits chaotic behavior.
Event-based cameras have recently shown great potential for high-speed motion estimation owing to their ability to capture temporally rich information asynchronously. Spiking Neural Networks (SNNs), with their neuro-inspired event-driven processing can efficiently handle such asynchronous data, while neuron models such as the leaky-integrate and fire (LIF) can keep track of the quintessential timing information contained in the inputs. SNNs achieve this by maintaining a dynamic state in the neuron memory, retaining important information while forgetting redundant data over time. Thus, we posit that SNNs would allow for better performance on sequential regression tasks compared to similarly sized Analog Neural Networks (ANNs). However, deep SNNs are difficult to train due to vanishing spikes at later layers. To that effect, we propose an adaptive fully-spiking framework with learnable neuronal dynamics to alleviate the spike vanishing problem. We utilize surrogate gradient-based backpropagation through time (BPTT) to train our deep SNNs from scratch. We validate our approach for the task of optical flow estimation on the Multi-Vehicle Stereo Event-Camera (MVSEC) dataset and the DSEC-Flow dataset. Our experiments on these datasets show an average reduction of 13% in average endpoint error (AEE) compared to state-of-the-art ANNs. We also explore several down-scaled models and observe that our SNN models consistently outperform similarly sized ANNs offering 10%-16% lower AEE. These results demonstrate the importance of SNNs for smaller models and their suitability at the edge. In terms of efficiency, our SNNs offer substantial savings in network parameters (48.3x) and computational energy (10.2x) while attaining ~10% lower EPE compared to the state-of-the-art ANN implementations.
Various brain functions that are necessary to maintain life activities materialize through the interaction of countless neurons. Therefore, it is important to analyze the structure of functional neuronal network. To elucidate the mechanism of brain function, many studies are being actively conducted on the structure of functional neuronal ensemble and hub, including all areas of neuroscience. In addition, recent study suggests that the existence of functional neuronal ensembles and hubs contributes to the efficiency of information processing. For these reasons, there is a demand for methods to infer functional neuronal ensembles from neuronal activity data, and methods based on Bayesian inference have been proposed. However, there is a problem in modeling the activity in Bayesian inference. The features of each neuron's activity have non-stationarity depending on physiological experimental conditions. As a result, the assumption of stationarity in Bayesian inference model impedes inference, which leads to destabilization of inference results and degradation of inference accuracy. In this study, we extend the range of the variable for expressing the neuronal state, and generalize the likelihood of the model for extended variables. By comparing with the previous study, our model can express the neuronal state in larger space. This generalization without restriction of the binary input enables us to perform soft clustering and apply the method to non-stationary neuroactivity data. In addition, for the effectiveness of the method, we apply the developed method to multiple synthetic fluorescence data generated from the electrical potential data in leaky integrated-and-fire model.
Large-scale multiple testing under static factor models is commonly used to select skilled funds in financial market. However, static factor models are arguably too stringent as it ignores the serial correlation, which severely distorts error rate control in large-scale inference. In this manuscript, we propose a new multiple testing procedure under dynamic factor models that is robust against both heavy-tailed distributions and the serial dependence. The idea is to integrate a new sample-splitting strategy based on chronological order and a two-pass Fama-Macbeth regression to form a series of statistics with marginal symmetry properties and then to utilize the symmetry properties to obtain a data-driven threshold. We show that our procedure is able to control the false discovery rate (FDR) asymptotically under high-dimensional dynamic factor models. As a byproduct that is of independent interest, we establish a new exponential-type deviation inequality for the sum of random variables on a variety of functionals of linear and non-linear processes. Numerical results including a case study on hedge fund selection demonstrate the advantage of the proposed method over several state-of-the-art methods.
Existing multi-agent perception systems assume that every agent utilizes the same model with identical parameters and architecture. The performance can be degraded with different perception models due to the mismatch in their confidence scores. In this work, we propose a model-agnostic multi-agent perception framework to reduce the negative effect caused by the model discrepancies without sharing the model information. Specifically, we propose a confidence calibrator that can eliminate the prediction confidence score bias. Each agent performs such calibration independently on a standard public database to protect intellectual property. We also propose a corresponding bounding box aggregation algorithm that considers the confidence scores and the spatial agreement of neighboring boxes. Our experiments shed light on the necessity of model calibration across different agents, and the results show that the proposed framework improves the baseline 3D object detection performance of heterogeneous agents.
Combining machine learning and constrained optimization, Predict+Optimize tackles optimization problems containing parameters that are unknown at the time of solving. Prior works focus on cases with unknowns only in the objectives. A new framework was recently proposed to cater for unknowns also in constraints by introducing a loss function, called Post-hoc Regret, that takes into account the cost of correcting an unsatisfiable prediction. Since Post-hoc Regret is non-differentiable, the previous work computes only its approximation. While the notion of Post-hoc Regret is general, its specific implementation is applicable to only packing and covering linear programming problems. In this paper, we first show how to compute Post-hoc Regret exactly for any optimization problem solvable by a recursive algorithm satisfying simple conditions. Experimentation demonstrates substantial improvement in the quality of solutions as compared to the earlier approximation approach. Furthermore, we show experimentally the empirical behavior of different combinations of correction and penalty functions used in the Post-hoc Regret of the same benchmarks. Results provide insights for defining the appropriate Post-hoc Regret in different application scenarios.
While current deep learning (DL)-based beamforming techniques have been proved effective in speech separation, they are often designed to process narrow-band (NB) frequencies independently which results in higher computational costs and inference times, making them unsuitable for real-world use. In this paper, we propose DL-based mel-subband spatio-temporal beamformer to perform speech separation in a car environment with reduced computation cost and inference time. As opposed to conventional subband (SB) approaches, our framework uses a mel-scale based subband selection strategy which ensures a fine-grained processing for lower frequencies where most speech formant structure is present, and coarse-grained processing for higher frequencies. In a recursive way, robust frame-level beamforming weights are determined for each speaker location/zone in a car from the estimated subband speech and noise covariance matrices. Furthermore, proposed framework also estimates and suppresses any echoes from the loudspeaker(s) by using the echo reference signals. We compare the performance of our proposed framework to several NB, SB, and full-band (FB) processing techniques in terms of speech quality and recognition metrics. Based on experimental evaluations on simulated and real-world recordings, we find that our proposed framework achieves better separation performance over all SB and FB approaches and achieves performance closer to NB processing techniques while requiring lower computing cost.
In several applications of the stochastic multi-armed bandit problem, the traditional objective of maximizing the expected total reward can be inappropriate. In this paper, motivated by certain operational concerns in online platforms, we consider a new objective in the classical setup. Given $K$ arms, instead of maximizing the expected total reward from $T$ pulls (the traditional "sum" objective), we consider the vector of total rewards earned from each of the $K$ arms at the end of $T$ pulls and aim to maximize the expected highest total reward across arms (the "max" objective). For this objective, we show that any policy must incur an instance-dependent asymptotic regret of $\Omega(\log T)$ (with a higher instance-dependent constant compared to the traditional objective) and a worst-case regret of $\Omega(K^{1/3}T^{2/3})$. We then design an adaptive explore-then-commit policy featuring exploration based on appropriately tuned confidence bounds on the mean reward and an adaptive stopping criterion, which adapts to the problem difficulty and achieves these bounds (up to logarithmic factors). We then generalize our algorithmic insights to the problem of maximizing the expected value of the average total reward of the top $m$ arms with the highest total rewards. Our numerical experiments demonstrate the efficacy of our policies compared to several natural alternatives in practical parameter regimes. We discuss applications of these new objectives to the problem of grooming an adequate supply of value-providing market participants (workers/sellers/service providers) in online platforms.
Causal discovery aims to recover a causal graph from data generated by it; constraint based methods do so by searching for a d-separating conditioning set of nodes in the graph via an oracle. In this paper, we provide analytic evidence that on large graphs, d-separation is a rare phenomenon, even when guaranteed to exist, unless the graph is extremely sparse. We then provide an analytic average case analysis of the PC Algorithm for causal discovery, as well as a variant of the SGS Algorithm we call UniformSGS. We consider a set $V=\{v_1,\ldots,v_n\}$ of nodes, and generate a random DAG $G=(V,E)$ where $(v_a, v_b) \in E$ with i.i.d. probability $p_1$ if $a<b$ and $0$ if $a > b$. We provide upper bounds on the probability that a subset of $V-\{x,y\}$ d-separates $x$ and $y$, conditional on $x$ and $y$ being d-separable; our upper bounds decay exponentially fast to $0$ as $|V| \rightarrow \infty$. For the PC Algorithm, while it is known that its worst-case guarantees fail on non-sparse graphs, we show that the same is true for the average case, and that the sparsity requirement is quite demanding: for good performance, the density must go to $0$ as $|V| \rightarrow \infty$ even in the average case. For UniformSGS, while it is known that the running time is exponential for existing edges, we show that in the average case, that is the expected running time for most non-existing edges as well.
Unfolding networks have shown promising results in the Compressed Sensing (CS) field. Yet, the investigation of their generalization ability is still in its infancy. In this paper, we perform generalization analysis of a state-of-the-art ADMM-based unfolding network, which jointly learns a decoder for CS and a sparsifying redundant analysis operator. To this end, we first impose a structural constraint on the learnable sparsifier, which parametrizes the network's hypothesis class. For the latter, we estimate its Rademacher complexity. With this estimate in hand, we deliver generalization error bounds for the examined network. Finally, the validity of our theory is assessed and numerical comparisons to a state-of-the-art unfolding network are made, on synthetic and real-world datasets. Our experimental results demonstrate that our proposed framework complies with our theoretical findings and outperforms the baseline, consistently for all datasets.
When is heterogeneity in the composition of an autonomous robotic team beneficial and when is it detrimental? We investigate and answer this question in the context of a minimally viable model that examines the role of heterogeneous speeds in perimeter defense problems, where defenders share a total allocated speed budget. We consider two distinct problem settings and develop strategies based on dynamic programming and on local interaction rules. We present a theoretical analysis of both approaches and our results are extensively validated using simulations. Interestingly, our results demonstrate that the viability of heterogeneous teams depends on the amount of information available to the defenders. Moreover, our results suggest a universality property: across a wide range of problem parameters the optimal ratio of the speeds of the defenders remains nearly constant.