We develop a new methodology for forecasting matrix-valued time series with historical matrix data and auxiliary vector time series data. We focus on time series of matrices with observations distributed on a fixed 2-D spatial grid, i.e., the spatio-temporal data, and an auxiliary time series of non-spatial vectors. The proposed model, Matrix AutoRegression with Auxiliary Covariates (MARAC), contains an autoregressive component for the historical matrix predictors and an additive component that maps the auxiliary vector predictors to a matrix response via tensor-vector product. The autoregressive component adopts a bi-linear transformation framework following Chen et al. (2021), significantly reducing the number of parameters. The auxiliary component posits that the tensor coefficient, which maps non-spatial predictors to a spatial response, contains slices of spatially-smooth matrix coefficients that are discrete evaluations of smooth functions from a Reproducible Kernel Hilbert Space (RKHS). We propose to estimate the model parameters under a penalized maximum likelihood estimation framework coupled with an alternating minimization algorithm. We establish the joint asymptotics of the autoregressive and tensor parameters under fixed and high-dimensional regimes. Extensive simulations and a geophysical application for forecasting the global Total Electron Content (TEC) are conducted to validate the performance of MARAC.
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We consider a new type of inverse combinatorial optimization, Inverse Submodular Maximization (ISM), for human-in-the-loop multi-robot coordination. Forward combinatorial optimization, defined as the process of solving a combinatorial problem given the reward (cost)-related parameters, is widely used in multi-robot coordination. In the standard pipeline, the reward (cost)-related parameters are designed offline by domain experts first and then these parameters are utilized for coordinating robots online. What if we need to change these parameters by non-expert human supervisors who watch over the robots during tasks to adapt to some new requirements? We are interested in the case where human supervisors can suggest what actions to take, and the robots need to change the internal parameters based on such suggestions. We study such problems from the perspective of inverse combinatorial optimization, i.e., the process of finding parameters given solutions to the problem. Specifically, we propose a new formulation for ISM, in which we aim to find a new set of parameters that minimally deviate from the current parameters and can make the greedy algorithm output actions the same as those suggested by humans. We show that such problems can be formulated as a Mixed Integer Quadratic Program (MIQP). However, MIQP involves exponentially many binary variables, making it intractable for the existing solver when the problem size is large. We propose a new algorithm under the Branch $\&$ Bound paradigm to solve such problems. In numerical simulations, we demonstrate how to use ISM in multi-robot multi-objective coverage control, and we show that the proposed algorithm achieves significant advantages in running time and peak memory usage compared to directly using an existing solver.
Optimal behaviours of a system to perform a specific task can be achieved by leveraging the coupling between trajectory optimization, stabilization, and design optimization. This approach is particularly advantageous for underactuated systems, which are systems that have fewer actuators than degrees of freedom and thus require for more elaborate control systems. This paper proposes a novel co-design algorithm, namely Robust Trajectory Control with Design optimization (RTC-D). An inner optimization layer (RTC) simultaneously performs direct transcription (DIRTRAN) to find a nominal trajectory while computing optimal hyperparameters for a stabilizing time-varying linear quadratic regulator (TVLQR). RTC-D augments RTC with a design optimization layer, maximizing the system's robustness through a time-varying Lyapunov-based region of attraction (ROA) analysis. This analysis provides a formal guarantee of stability for a set of off-nominal states. The proposed algorithm has been tested on two different underactuated systems: the torque-limited simple pendulum and the cart-pole. Extensive simulations of off-nominal initial conditions demonstrate improved robustness, while real-system experiments show increased insensitivity to torque disturbances.
Outflow boundaries play an important role in multiphase fluid dynamics simulations that involve transition between liquid and vapor phases. These flows are dominated by low Weber numbers and a sharp jump in pressure, velocity, and temperature. Inadequate treatment of these jumps at the outlet generates undesirable fluid disturbances that propagate upstream and lead to instabilities within the computational domain. To mitigate these disturbances, we introduce a forcing term that can be applied to incompressible Navier-Stokes equations to enforce stability in the numerical solution. The forcing term acts as a damping mechanism to control vortices that are generated by droplet/bubbles in multiphase flows, and is designed to be a general formulation that can be coupled with a fixed pressure outflow boundary condition to simulate a variety of multiphase flow problems. We demonstrate its applicability to simulate pool and flow boiling problems, where bubble-induced vortices during evaporation and condensation present a challenge at the outflow. Validation and verification cases are chosen to quantify accuracy and stability of the proposed method in comparison to established benchmarks and reference solutions, along with detailed performance analysis for three-dimensional simulations on leadership supercomputing platforms. Computational experiments are performed using Flash-X, which is a composable open-source software instrument designed for multiscale fluid dynamics simulations on heterogeneous architectures.
Recently, many mesh-based graph neural network (GNN) models have been proposed for modeling complex high-dimensional physical systems. Remarkable achievements have been made in significantly reducing the solving time compared to traditional numerical solvers. These methods are typically designed to i) reduce the computational cost in solving physical dynamics and/or ii) propose techniques to enhance the solution accuracy in fluid and rigid body dynamics. However, it remains under-explored whether they are effective in addressing the challenges of flexible body dynamics, where instantaneous collisions occur within a very short timeframe. In this paper, we present Hierarchical Contact Mesh Transformer (HCMT), which uses hierarchical mesh structures and can learn long-range dependencies (occurred by collisions) among spatially distant positions of a body -- two close positions in a higher-level mesh corresponds to two distant positions in a lower-level mesh. HCMT enables long-range interactions, and the hierarchical mesh structure quickly propagates collision effects to faraway positions. To this end, it consists of a contact mesh Transformer and a hierarchical mesh Transformer (CMT and HMT, respectively). Lastly, we propose a flexible body dynamics dataset, consisting of trajectories that reflect experimental settings frequently used in the display industry for product designs. We also compare the performance of several baselines using well-known benchmark datasets. Our results show that HCMT provides significant performance improvements over existing methods. Our code is available at \url{//github.com/yuyudeep/hcmt}.
Deep state-space models (DSSMs) have gained popularity in recent years due to their potent modeling capacity for dynamic systems. However, existing DSSM works are limited to single-task modeling, which requires retraining with historical task data upon revisiting a forepassed task. To address this limitation, we propose continual learning DSSMs (CLDSSMs), which are capable of adapting to evolving tasks without catastrophic forgetting. Our proposed CLDSSMs integrate mainstream regularization-based continual learning (CL) methods, ensuring efficient updates with constant computational and memory costs for modeling multiple dynamic systems. We also conduct a comprehensive cost analysis of each CL method applied to the respective CLDSSMs, and demonstrate the efficacy of CLDSSMs through experiments on real-world datasets. The results corroborate that while various competing CL methods exhibit different merits, the proposed CLDSSMs consistently outperform traditional DSSMs in terms of effectively addressing catastrophic forgetting, enabling swift and accurate parameter transfer to new tasks.
We consider the problem of evaluating dynamic consistency in discrete time probabilistic filters that approximate stochastic system state densities with Gaussian mixtures. Dynamic consistency means that the estimated probability distributions correctly describe the actual uncertainties. As such, the problem of consistency testing naturally arises in applications with regards to estimator tuning and validation. However, due to the general complexity of the density functions involved, straightforward approaches for consistency testing of mixture-based estimators have remained challenging to define and implement. This paper derives a new exact result for Gaussian mixture consistency testing within the framework of normalized deviation squared (NDS) statistics. It is shown that NDS test statistics for generic multivariate Gaussian mixture models exactly follow mixtures of generalized chi-square distributions, for which efficient computational tools are available. The accuracy and utility of the resulting consistency tests are numerically demonstrated on static and dynamic mixture estimation examples.
We present variational inference with sequential sample-average approximation (VISA), a method for approximate inference in computationally intensive models, such as those based on numerical simulations. VISA extends importance-weighted forward-KL variational inference by employing a sequence of sample-average approximations, which are considered valid inside a trust region. This makes it possible to reuse model evaluations across multiple gradient steps, thereby reducing computational cost. We perform experiments on high-dimensional Gaussians, Lotka-Volterra dynamics, and a Pickover attractor, which demonstrate that VISA can achieve comparable approximation accuracy to standard importance-weighted forward-KL variational inference with computational savings of a factor two or more for conservatively chosen learning rates.
This paper presents a new geometric and recursive algorithm for analytically computing the forward dynamics of heavy-duty parallel-serial mechanisms. Our solution relies on expressing the dynamics of a class of linearly-actuated parallel mechanism to a lower dimensional dual Lie algebra to find an analytical solution for the inverse dynamics problem. Thus, by applying the articulated-body inertias method, we successfully provide analytic expressions for the total wrench in the linear-actuator reference frame, the linear acceleration of the actuator, and the total wrench exerted in the base reference frame of the closed loop. This new formulation allows to backwardly project and assemble inertia matrices and wrench bias of multiple closed-loops mechanisms. The final algorithm holds an O(n) algorithmic complexity, where $n$ is the number of degrees of freedom (DoF). We provide accuracy results to demonstrate its efficiency with 1-DoF closed-loop mechanism and 4-DoF manipulator composed by serial and parallel mechanisms. Additionally, we release a URDF multi-DoF code for this recursive algorithm.
With the rapid increase of observational, experimental and simulated data for stochastic systems, tremendous efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the broad applications of non-Gaussian fluctuations in numerous physical phenomena, the data-driven approaches to extracting stochastic dynamics with L\'{e}vy noise are relatively few. In this work, we propose a Weak Collocation Regression (WCR) to explicitly reveal unknown stochastic dynamical systems, i.e., the Stochastic Differential Equation (SDE) with both $\alpha$-stable L\'{e}vy noise and Gaussian noise, from discrete aggregate data. This method utilizes the evolution equation of the probability distribution function, i.e., the Fokker-Planck (FP) equation. With the weak form of the FP equation, the WCR constructs a linear system of unknown parameters where all integrals are evaluated by Monte Carlo method with the observations. Then, the unknown parameters are obtained by a sparse linear regression. For a SDE with L\'{e}vy noise, the corresponding FP equation is a partial integro-differential equation (PIDE), which contains nonlocal terms, and is difficult to deal with. The weak form can avoid complicated multiple integrals. Our approach can simultaneously distinguish mixed noise types, even in multi-dimensional problems. Numerical experiments demonstrate that our method is accurate and computationally efficient.
The existence of representative datasets is a prerequisite of many successful artificial intelligence and machine learning models. However, the subsequent application of these models often involves scenarios that are inadequately represented in the data used for training. The reasons for this are manifold and range from time and cost constraints to ethical considerations. As a consequence, the reliable use of these models, especially in safety-critical applications, is a huge challenge. Leveraging additional, already existing sources of knowledge is key to overcome the limitations of purely data-driven approaches, and eventually to increase the generalization capability of these models. Furthermore, predictions that conform with knowledge are crucial for making trustworthy and safe decisions even in underrepresented scenarios. This work provides an overview of existing techniques and methods in the literature that combine data-based models with existing knowledge. The identified approaches are structured according to the categories integration, extraction and conformity. Special attention is given to applications in the field of autonomous driving.
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