Hamiltonian Monte Carlo (HMC) is a widely used sampler for continuous probability distributions. In many cases, the underlying Hamiltonian dynamics exhibit a phenomenon of resonance which decreases the efficiency of the algorithm and makes it very sensitive to hyperparameter values. This issue can be tackled efficiently, either via the use of trajectory length randomization (RHMC) or via partial momentum refreshment. The second approach is connected to the kinetic Langevin diffusion, and has been mostly investigated through the use of Generalized HMC (GHMC). However, GHMC induces momentum flips upon rejections causing the sampler to backtrack and waste computational resources. In this work we focus on a recent algorithm bypassing this issue, named Metropolis Adjusted Langevin Trajectories (MALT). We build upon recent strategies for tuning the hyperparameters of RHMC which target a bound on the Effective Sample Size (ESS) and adapt it to MALT, thereby enabling the first user-friendly deployment of this algorithm. We construct a method to optimize a sharper bound on the ESS and reduce the estimator variance. Easily compatible with parallel implementation, the resultant Adaptive MALT algorithm is competitive in terms of ESS rate and hits useful tradeoffs in memory usage when compared to GHMC, RHMC and NUTS.
This paper proposes a novel approach to explain the predictions made by data-driven methods. Since such predictions rely heavily on the data used for training, explanations that convey information about how the training data affects the predictions are useful. The paper proposes a novel approach to quantify how different data-clusters of the training data affect a prediction. The quantification is based on Shapley values, a concept which originates from coalitional game theory, developed to fairly distribute the payout among a set of cooperating players. A player's Shapley value is a measure of that player's contribution. Shapley values are often used to quantify feature importance, ie. how features affect a prediction. This paper extends this to cluster importance, letting clusters of the training data act as players in a game where the predictions are the payouts. The novel methodology proposed in this paper lets us explore and investigate how different clusters of the training data affect the predictions made by any black-box model, allowing new aspects of the reasoning and inner workings of a prediction model to be conveyed to the users. The methodology is fundamentally different from existing explanation methods, providing insight which would not be available otherwise, and should complement existing explanation methods, including explanations based on feature importance.
This paper derives asymptotic theory for Breitung's (2002, Journal of Econometrics 108, 343-363) nonparameteric variance ratio unit root test when applied to regression residuals. The test requires neither the specification of the correlation structure in the data nor the choice of tuning parameters. Compared with popular residuals-based no-cointegration tests, the variance ratio test is less prone to size distortions but has smaller local asymptotic power. However, this paper shows that local asymptotic power properties do not serve as a useful indicator for the power of residuals-based no-cointegration tests in finite samples. In terms of size-corrected power, the variance ratio test performs relatively well and, in particular, does not suffer from power reversal problems detected for, e.g., the frequently used augmented Dickey-Fuller type no-cointegration test. An application to daily prices of cryptocurrencies illustrates the usefulness of the variance ratio test in practice.
Object locating in virtual reality (VR) has been widely used in many VR applications, such as virtual assembly, virtual repair, virtual remote coaching. However, when there are a large number of objects in the virtual environment(VE), the user cannot locate the target object efficiently and comfortably. In this paper, we propose a label guidance based object locating method for locating the target object efficiently in VR. Firstly, we introduce the label guidance based object locating pipeline to improve the efficiency of the object locating. It arranges the labels of all objects on the same screen, lets the user select the target labels first, and then uses the flying labels to guide the user to the target object. Then we summarize five principles for constructing the label layout for object locating and propose a two-level hierarchical sorted and orientated label layout based on the five principles for the user to select the candidate labels efficiently and comfortably. After that, we propose the view and gaze based label guidance method for guiding the user to locate the target object based on the selected candidate labels.It generates specific flying trajectories for candidate labels, updates the flying speed of candidate labels, keeps valid candidate labels , and removes the invalid candidate labels in real time during object locating with the guidance of the candidate labels. Compared with the traditional method, the user study results show that our method significantly improves efficiency and reduces task load for object locating.
The paper addresses state estimation for clock synchronization in the presence of factors affecting the quality of synchronization. Examples are temperature variations and delay asymmetry. These working conditions make synchronization a challenging problem in many wireless environments, such as Wireless Sensor Networks or WiFi. Dynamic state estimation is investigated as it is essential to overcome non-stationary noises. The two-way timing message exchange synchronization protocol has been taken as a reference. No a-priori assumptions are made on the stochastic environments and no temperature measurement is executed. The algorithms are unequivocally specified offline, without the need of tuning some parameters in dependence of the working conditions. The presented approach reveals to be robust to a large set of temperature variations, different delay distributions and levels of asymmetry in the transmission path.
Determining the optimal sample complexity of PAC learning in the realizable setting was a central open problem in learning theory for decades. Finally, the seminal work by Hanneke (2016) gave an algorithm with a provably optimal sample complexity. His algorithm is based on a careful and structured sub-sampling of the training data and then returning a majority vote among hypotheses trained on each of the sub-samples. While being a very exciting theoretical result, it has not had much impact in practice, in part due to inefficiency, since it constructs a polynomial number of sub-samples of the training data, each of linear size. In this work, we prove the surprising result that the practical and classic heuristic bagging (a.k.a. bootstrap aggregation), due to Breiman (1996), is in fact also an optimal PAC learner. Bagging pre-dates Hanneke's algorithm by twenty years and is taught in most undergraduate machine learning courses. Moreover, we show that it only requires a logarithmic number of sub-samples to reach optimality.
Accurate and reliable prediction of driving intentions and future trajectories contributes to cooperation between human drivers and ADAS in complex traffic environments. This paper proposes a visual AOI (Area of Interest) based multimodal trajectory prediction model for probabilistic risk assessment at intersections. In this study, we find that the visual AOI implies the driving intention and is about 0.6-2.1 s ahead of the operation. Therefore, we designed a trajectory prediction model that integrates the driving intention (DI) and the multimodal trajectory (MT) predictions. The DI model was pre-trained independently to extract the driving intention using features including the visual AOI, historical vehicle states, and environmental context. The intention prediction experiments verify that the visual AOI-based DI model predicts steering intention 0.925 s ahead of the actual steering operation. The trained DI model is then integrated into the trajectory prediction model to filter multimodal trajectories. The trajectory prediction experiments show that the proposed model outperforms the state-of-the-art models. Risk assessment for traffics at intersections verifies that the proposed method achieves high accuracy and a low false alarm rate, and identifies the potential risk about 3 s before a conflict occurs.
Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of MPC, often through learning or fine-tuning the dynamics or cost function. In contrast, we focus on learning to optimize more effectively. In other words, to improve the update rule within MPC. We show that this can be particularly useful in sampling-based MPC, where we often wish to minimize the number of samples for computational reasons. Unfortunately, the cost of computational efficiency is a reduction in performance; fewer samples results in noisier updates. We show that we can contend with this noise by learning how to update the control distribution more effectively and make better use of the few samples that we have. Our learned controllers are trained via imitation learning to mimic an expert which has access to substantially more samples. We test the efficacy of our approach on multiple simulated robotics tasks in sample-constrained regimes and demonstrate that our approach can outperform a MPC controller with the same number of samples.
Sampling-based methods have become a cornerstone of contemporary approaches to Model Predictive Control (MPC), as they make no restrictions on the differentiability of the dynamics or cost function and are straightforward to parallelize. However, their efficacy is highly dependent on the quality of the sampling distribution itself, which is often assumed to be simple, like a Gaussian. This restriction can result in samples which are far from optimal, leading to poor performance. Recent work has explored improving the performance of MPC by sampling in a learned latent space of controls. However, these methods ultimately perform all MPC parameter updates and warm-starting between time steps in the control space. This requires us to rely on a number of heuristics for generating samples and updating the distribution and may lead to sub-optimal performance. Instead, we propose to carry out all operations in the latent space, allowing us to take full advantage of the learned distribution. Specifically, we frame the learning problem as bi-level optimization and show how to train the controller with backpropagation-through-time. By using a normalizing flow parameterization of the distribution, we can leverage its tractable density to avoid requiring differentiability of the dynamics and cost function. Finally, we evaluate the proposed approach on simulated robotics tasks and demonstrate its ability to surpass the performance of prior methods and scale better with a reduced number of samples.
Behaviors of the synthetic characters in current military simulations are limited since they are generally generated by rule-based and reactive computational models with minimal intelligence. Such computational models cannot adapt to reflect the experience of the characters, resulting in brittle intelligence for even the most effective behavior models devised via costly and labor-intensive processes. Observation-based behavior model adaptation that leverages machine learning and the experience of synthetic entities in combination with appropriate prior knowledge can address the issues in the existing computational behavior models to create a better training experience in military training simulations. In this paper, we introduce a framework that aims to create autonomous synthetic characters that can perform coherent sequences of believable behavior while being aware of human trainees and their needs within a training simulation. This framework brings together three mutually complementary components. The first component is a Unity-based simulation environment - Rapid Integration and Development Environment (RIDE) - supporting One World Terrain (OWT) models and capable of running and supporting machine learning experiments. The second is Shiva, a novel multi-agent reinforcement and imitation learning framework that can interface with a variety of simulation environments, and that can additionally utilize a variety of learning algorithms. The final component is the Sigma Cognitive Architecture that will augment the behavior models with symbolic and probabilistic reasoning capabilities. We have successfully created proof-of-concept behavior models leveraging this framework on realistic terrain as an essential step towards bringing machine learning into military simulations.
Attributed graph clustering is challenging as it requires joint modelling of graph structures and node attributes. Recent progress on graph convolutional networks has proved that graph convolution is effective in combining structural and content information, and several recent methods based on it have achieved promising clustering performance on some real attributed networks. However, there is limited understanding of how graph convolution affects clustering performance and how to properly use it to optimize performance for different graphs. Existing methods essentially use graph convolution of a fixed and low order that only takes into account neighbours within a few hops of each node, which underutilizes node relations and ignores the diversity of graphs. In this paper, we propose an adaptive graph convolution method for attributed graph clustering that exploits high-order graph convolution to capture global cluster structure and adaptively selects the appropriate order for different graphs. We establish the validity of our method by theoretical analysis and extensive experiments on benchmark datasets. Empirical results show that our method compares favourably with state-of-the-art methods.