We propose a new approach to value function approximation which combines linear temporal difference reinforcement learning with subspace identification. In practical applications, reinforcement learning (RL) is complicated by the fact that state is either high-dimensional or partially observable. Therefore, RL methods are designed to work with features of state rather than state itself, and the success or failure of learning is often determined by the suitability of the selected features. By comparison, subspace identification (SSID) methods are designed to select a feature set which preserves as much information as possible about state. In this paper we connect the two approaches, looking at the problem of reinforcement learning with a large set of features, each of which may only be marginally useful for value function approximation. We introduce a new algorithm for this situation, called Predictive State Temporal Difference (PSTD) learning. As in SSID for predictive state representations, PSTD finds a linear compression operator that projects a large set of features down to a small set that preserves the maximum amount of predictive information. As in RL, PSTD then uses a Bellman recursion to estimate a value function. We discuss the connection between PSTD and prior approaches in RL and SSID. We prove that PSTD is statistically consistent, perform several experiments that illustrate its properties, and demonstrate its potential on a difficult optimal stopping problem.
Just as showed for the two simpler methods, we show that our two improved methods (model-free and model-based) are equivalent. This result yields some appealing theoretical benefits: for example, PSTD features can be explicitly interpreted as a statistically consistent estimate of the true underlying system state. And, the feasibility of finding the true value function can be shown to depend on the of the dynamical system, or equivalently, the dimensionality of the predictive state representation--- on the cardinality of the POMDP state space. Therefore our representation is naturally compressed'' in the sense of @cite_15 , speeding up convergence.
@cite_15
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Recently, a number of researchers have proposed spectral algorithms for learning models of dynamical systems—for example, Hidden Markov Models (HMMs), Partially Observable Markov Decision Processes (POMDPs), and Transformed Predictive State Representations (TPSRs). These algorithms are attractive since they are statistically consistent and not subject to local optima. However, they are batch methods: they need to store their entire training data set in memory at once and operate on it as a large matrix, and so they cannot scale to extremely large data sets (either many examples or many features per example). In turn, this restriction limits their ability to learn accurate models of complex systems. To overcome these limitations, we propose a new online spectral algorithm, which uses tricks such as incremental Singular Value Decomposition (SVD) and random projections to scale to much larger data sets and more complex systems than previous methods. We demonstrate the new method on an inertial measurement prediction task and a high-bandwidth video mapping task and we illustrate desirable behaviors such as "closing the loop," where the latent state representation changes suddenly as the learner recognizes that it has returned to a previously known place. Pictorial structure (PS) models are extensively used for part-based recognition of scenes, people, animals and multi-part objects. To achieve tractability, the structure and parameterization of the model is often restricted, for example, by assuming tree dependency structure and unimodal, data-independent pairwise interactions. These expressivity restrictions fail to capture important patterns in the data. On the other hand, local methods such as nearest-neighbor classification and kernel density estimation provide non-parametric flexibility but require large amounts of data to generalize well. We propose a simple semi-parametric approach that combines the tractability of pictorial structure inference with the flexibility of non-parametric methods by expressing a subset of model parameters as kernel regression estimates from a learned sparse set of exemplars. This yields query-specific, image-dependent pose priors. We develop an effective shape-based kernel for upper-body pose similarity and propose a leave-one-out loss function for learning a sparse subset of exemplars for kernel regression. We apply our techniques to two challenging datasets of human figure parsing and advance the state-of-the-art (from 80 to 86 on the Buffy dataset [8]), while using only 15 of the training data as exemplars. Early prediction of ongoing activity has been more and more valuable in a large variety of time-critical applications. To build an effective representation for prediction, human activities can be characterized by a complex temporal composition of constituent simple actions. Different from early recognition on short-duration simple activities, we propose a novel framework for long-duration complex activity prediction by discovering the causal relationships between constituent actions and the predictable characteristics of activities. The major contributions of our work include: (1) we propose a novel activity decomposition method by monitoring motion velocity which encodes a temporal decomposition of long activities into a sequence of meaningful action units; (2) Probabilistic Suffix Tree (PST) is introduced to represent both large and small order Markov dependencies between action units; (3) we present a Predictive Accumulative Function (PAF) to depict the predictability of each kind of activity. The effectiveness of the proposed method is evaluated on two experimental scenarios: activities with middle-level complexity and activities with high-level complexity. Our method achieves promising results and can predict global activity classes and local action units. In this paper, we introduce a new adaptive data analysis method to study trend and instantaneous frequency of nonlinear and non-stationary data. This method is inspired by the Empirical Mode Decomposition method (EMD) and the recently developed compressed (compressive) sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form @math , where @math , @math consists of the functions smoother than @math and @math . This problem can be formulated as a nonlinear @math optimization problem. In order to solve this optimization problem, we propose a nonlinear matching pursuit method by generalizing the classical matching pursuit for the @math optimization problem. One important advantage of this nonlinear matching pursuit method is it can be implemented very efficiently and is very stable to noise. Further, we provide a convergence analysis of our nonlinear matching pursuit method under certain scale separation assumptions. Extensive numerical examples will be given to demonstrate the robustness of our method and comparison will be made with the EMD EEMD method. We also apply our method to study data without scale separation, data with intra-wave frequency modulation, and data with incomplete or under-sampled data. Predictive state representations (PSRs) offer an expressive framework for modelling partially observable systems. By compactly representing systems as functions of observable quantities, the PSR learning approach avoids using local-minima prone expectation-maximization and instead employs a globally optimal moment-based algorithm. Moreover, since PSRs do not require a predetermined latent state structure as an input, they offer an attractive framework for model-based reinforcement learning when agents must plan without a priori access to a system model. Unfortunately, the expressiveness of PSRs comes with significant computational cost, and this cost is a major factor inhibiting the use of PSRs in applications. In order to alleviate this shortcoming, we introduce the notion of compressed PSRs (CPSRs). The CPSR learning approach combines recent advancements in dimensionality reduction, incremental matrix decomposition, and compressed sensing. We show how this approach provides a principled avenue for learning accurate approximations of PSRs, drastically reducing the computational costs associated with learning while also providing effective regularization. Going further, we propose a planning framework which exploits these learned models. And we show that this approach facilitates model-learning and planning in large complex partially observable domains, a task that is infeasible without the principled use of compression. In this paper, we focus on the problem of motion tracking in unknown environments using visual and inertial sensors. We term this estimation task visual-inertial odometry (VIO), in analogy to the well-known visual-odometry problem. We present a detailed study of extended Kalman filter (EKF)-based VIO algorithms, by comparing both their theoretical properties and empirical performance. We show that an EKF formulation where the state vector comprises a sliding window of poses (the multi-state-constraint Kalman filter (MSCKF)) attains better accuracy, consistency, and computational efficiency than the simultaneous localization and mapping (SLAM) formulation of the EKF, in which the state vector contains the current pose and the features seen by the camera. Moreover, we prove that both types of EKF approaches are inconsistent, due to the way in which Jacobians are computed. Specifically, we show that the observability properties of the EKF's linearized system models do not match those of the underlying system, which causes the filters to underestimate the uncertainty in the state estimates. Based on our analysis, we propose a novel, real-time EKF-based VIO algorithm, which achieves consistent estimation by (i) ensuring the correct observability properties of its linearized system model, and (ii) performing online estimation of the camera-to-inertial measurement unit (IMU) calibration parameters. This algorithm, which we term MSCKF 2.0, is shown to achieve accuracy and consistency higher than even an iterative, sliding-window fixed-lag smoother, in both Monte Carlo simulations and real-world testing. Abstract Visual tracking algorithms based on structured output support vector machine (SOSVM) have demonstrated excellent performance. However, sampling methods and optimization strategies of SOSVM undesirably increase the computational overloads, which hinder real-time application of these algorithms. Moreover, due to the lack of high-dimensional features and dense training samples, SOSVM-based algorithms are unstable to deal with various challenging scenarios, such as occlusions and scale variations. Recently, visual tracking algorithms based on discriminative correlation filters (DCF), especially the combination of DCF and features from deep convolutional neural networks (CNN), have been successfully applied to visual tracking, and attains surprisingly good performance on recent benchmarks. The success is mainly attributed to two aspects: the circular correlation properties of DCF and the powerful representation capabilities of CNN features. Nevertheless, compared with SOSVM, DCF-based algorithms are restricted to simple ridge regression which has a weaker discriminative ability. In this paper, a novel circular and structural operator tracker (CSOT) is proposed for high performance visual tracking, it not only possesses the powerful discriminative capability of SOSVM but also efficiently inherits the superior computational efficiency of DCF. Based on the proposed circular and structural operators, a set of primal confidence score maps can be obtained by circular correlating feature maps with their corresponding structural correlation filters. Furthermore, an implicit interpolation is applied to convert the multi-resolution feature maps to the continuous domain and make all primal confidence score maps have the same spatial resolution. Then, we exploit an efficient ensemble post-processor based on relative entropy, which can coalesce primal confidence score maps and create an optimal confidence score map for more accurate localization. The target is localized on the peak of the optimal confidence score map. Besides, we introduce a collaborative optimization strategy to update circular and structural operators by iteratively training structural correlation filters, which significantly reduces computational complexity and improves robustness. Experimental results demonstrate that our approach achieves state-of-the-art performance in mean AUC scores of 71.5 and 69.4 on the OTB2013 and OTB2015 benchmarks respectively, and obtains a third-best expected average overlap (EAO) score of 29.8 on the VOT2017 benchmark. Predictive state representations (PSRs) model dynamical systems using appropriately chosen predictions about future observations as a representation of the current state. In contrast to the hidden states posited by HMMs or RNNs, PSR states are directly observable in the training data; this gives rise to a moment-matching spectral algorithm for learning PSRs that is computationally efficient and statistically consistent when the model complexity matches that of the true system generating the data. In practice, however, model mismatch is inevitable and while spectral learning remains appealingly fast and simple it may fail to find optimal models. To address this problem, we investigate the use of gradient methods for improving spectrally-learned PSRs. We show that only a small amount of additional gradient optimization can lead to significant performance gains, and moreover that initializing gradient methods with the spectral learning solution yields better models in significantly less time than starting from scratch. Standard value function approaches to finding policies for Partially Observable Markov Decision Processes (POMDPs) are generally considered to be intractable for large models. The intractability of these algorithms is to a large extent a consequence of computing an exact, optimal policy over the entire belief space. However, in real-world POMDP problems, computing the optimal policy for the full belief space is often unnecessary for good control even for problems with complicated policy classes. The beliefs experienced by the controller often lie near a structured, low-dimensional subspace embedded in the high-dimensional belief space. Finding a good approximation to the optimal value function for only this subspace can be much easier than computing the full value function. We introduce a new method for solving large-scale POMDPs by reducing the dimensionality of the belief space. We use Exponential family Principal Components Analysis (Collins, Dasgupta, & Schapire, 2002) to represent sparse, high-dimensional belief spaces using small sets of learned features of the belief state. We then plan only in terms of the low-dimensional belief features. By planning in this low-dimensional space, we can find policies for POMDP models that are orders of magnitude larger than models that can be handled by conventional techniques. We demonstrate the use of this algorithm on a synthetic problem and on mobile robot navigation tasks. Regression-based models built on local gradient-based feature descriptors have showed to be successful for continuous pose estimation of object categories. Nonetheless, a crucial weakness of these methods is that no geometric information is taken into account. Therefore, geometrically inconsistent poses may be preferred, and this forces to employ a coarse-grained pose estimator as a pre-processing step to avoid potentially large estimation errors. In this paper, we propose a method that combines generative feature models and graph matching techniques in a unified probabilistic formulation of the continuous pose estimation problem. Our approach retains the lightness and generality of generative feature modeling, while favoring geometrically consistent results. Experiments show that pose pre-processing steps are not needed if geometry is embedded in the matching stage. We evaluated our approach on two different car datasets and we experimentally show that our algorithm outperforms state-of-the-art methods by 25 . In this manuscript we consider the problem of jointly estimating multiple graphical models in high dimensions. We assume that the data are collected from n subjects, each of which consists of T possibly dependent observations. The graphical models of subjects vary, but are assumed to change smoothly corresponding to a measure of closeness between subjects. We propose a kernel based method for jointly estimating all graphical models. Theoretically, under a double asymptotic framework, where both (T, n) and the dimension d can increase, we provide the explicit rate of convergence in parameter estimation. It characterizes the strength one can borrow across different individuals and the impact of data dependence on parameter estimation. Empirically, experiments on both synthetic and real resting state functional magnetic resonance imaging (rs-fMRI) data illustrate the effectiveness of the proposed method. We introduce a new adaptive method for analyzing nonlinear and nonstationary data. This method is inspired by the empirical mode decomposition (EMD) method and the recently developed compressed sensing theory. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary consisting of intrinsic mode functions of the form a(t )c os(θ(t)) ,w herea ≥ 0i s assumed to be smoother than cos(θ(t)) and θ is a piecewise smooth increasing function. We formulate this problem as a nonlinear L 1 optimization problem. Further, we propose an iterative algorithm to solve this nonlinear optimization problem recursively. We also introduce an adaptive filter method to decompose data with noise. Numerical examples are given to demonstrate the robustness of our method and comparison is made with the EMD method. One advantage of performing such a decomposition is to preserve some intrinsic physical property of the signal, such as trend and instantaneous frequency. Our method shares many important properties of the original EMD method. Because our method is based on a solid mathematical formulation, its performance does not depend on numerical parameters such as the number of shifting or stop criterion, which seem to have a major effect on the original EMD method. Our method is also less sensitive to noise perturbation and the end effect compared with the original EMD method. This paper explains how Partially Observable Markov Decision Processes (POMDPs) can provide a principled mathematical framework for modelling the inherent uncertainty in spoken dialogue systems. It briefly summarises the basic mathematics and explains why exact optimisation is intractable. It then describes in some detail a form of approximation called the Hidden Information State model which does scale and which can be used to build practical systems. A prototype HIS system for the tourist information domain is evaluated and compared with a baseline MDP system using both user simulations and a live user trial. The results give strong support to the central contention that the POMDP-based framework is both a tractable and powerful approach to building more robust spoken dialogue systems. We present an algorithm that infers the model structure of a mixture of factor analysers using an efficient and deterministic variational approximation to full Bayesian integration over model parameters. This procedure can automatically determine the optimal number of components and the local dimensionality of each component (i.e. the number of factors in each factor analyser). Alternatively it can be used to infer posterior distributions over number of components and dimensionalities. Since all parameters are integrated out the method is not prone to overfitting. Using a stochastic procedure for adding components it is possible to perform the variational optimisation incrementally and to avoid local maxima. Results show that the method works very well in practice and correctly infers the number and dimensionality of nontrivial synthetic examples. By importance sampling from the variational approximation we show how to obtain unbiased estimates of the true evidence, the exact predictive density, and the KL divergence between the variational posterior and the true posterior, not only in this model but for variational approximations in general. This paper illustrates a hierarchical generative model for representing and recognizing compositional object categories with large intra-category variance. In this model, objects are broken into their constituent parts and the variability of configurations and relationships between these parts are modeled by stochastic attribute graph grammars, which are embedded in an And-Or graph for each compositional object category. It combines the power of a stochastic context free grammar (SCFG) to express the variability of part configurations, and a Markov random field (MRF) to represent the pictorial spatial relationships between these parts. As a generative model, different object instances of a category can be realized as a traversal through the And-Or graph to arrive at a valid configuration (like a valid sentence in language, by analogy). The inference recognition procedure is intimately tied to the structure of the model and follows a probabilistic formulation consisting of bottom-up detection steps for the parts, which in turn recursively activate the grammar rules for top-down verification and searches for missing parts. We present experiments comparing our results to state of art methods and demonstrate the potential of our proposed framework on compositional objects with cluttered backgrounds using training and testing data from the public Lotus Hill and Caltech datasets. When studying some process or development in different subjects or units-be it biological, chemical or physical-we usually see a typical pattern, common to all curves. Yet there is variation both in amplitude and dynamics between curves. Following some ideas of structural analysis introduced by Kneip and Gasser, we study a method-dynamic time warping with a proper cost function-for estimating the shift or warping function from one curve to another to align the two functions. For some models this method can identify the true shift functions if the data are noise free. Noisy data are smoothed by a nonparametric function estimate such as a kernel estimate. It is shown that the proposed estimator is asymptotically normal and converges to the true shift function as the sample size per subject goes to infinity. Some simulation results are presented to illustrate the performance of this method. This paper presents an inference algorithm that can discover temporal logic properties of a system from data. Our algorithm operates on finite time system trajectories that are labeled according to whether or not they demonstrate some desirable system properties (e.g. "the car successfully stops before hitting an obstruction"). A temporal logic formula that can discriminate between the desirable behaviors and the undesirable ones is constructed. The formulae also indicate possible causes for each set of behaviors (e.g. "If the speed of the car is greater than 15 m s within 0.5s of brake application, the obstruction will be struck") which can be used to tune designs or to perform on-line monitoring to ensure the desired behavior. We introduce reactive parameter signal temporal logic (rPSTL), a fragment of parameter signal temporal logic (PSTL) that is expressive enough to capture causal, spatial, and temporal relationships in data. We define a partial order over the set of rPSTL formulae that is based on language inclusion. This order enables a directed search over this set, i.e. given a candidate rPSTL formula that does not adequately match the observed data, we can automatically construct a formula that will fit the data at least as well. Two case studies, one involving a cattle herding scenario and one involving a stochastic hybrid gene circuit model, are presented to illustrate our approach. The paper proposes a method of deconvolution in a periodic setting which combines two important ideas, the fast wavelet and Fourier transform-based estimation procedure of Johnstone "et al". ["J. Roy. Statist. Soc. Ser. B" 66 (2004) 547] and the multichannel system technique proposed by Casey and Walnut [ "SIAM Rev" . 36 (1994) 537]. An unknown function is estimated by a wavelet series where the empirical wavelet coefficients are filtered in an adapting non-linear fashion. It is shown theoretically that the estimator achieves optimal convergence rate in a wide range of Besov spaces. The procedure allows to reduce the ill-posedness of the problem especially in the case of non-smooth blurring functions such as boxcar functions: it is proved that additions of extra channels improve convergence rate of the estimator. Theoretical study is supplemented by an extensive set of small-sample simulation experiments demonstrating high-quality performance of the proposed method. Copyright 2006 Board of the Foundation of the Scandinavian Journal of Statistics.. Ability of deep networks to extract high level features and of recurrent networks to perform time-series inference have been studied. In view of universality of one hidden layer network at approximating functions under weak constraints, the benefit of multiple layers is to enlarge the space of dynamical systems approximated or, given the space, reduce the number of units required for a certain error. Traditionally shallow networks with manually engineered features are used, back-propagation extent is limited to one and attempt to choose a large number of hidden units to satisfy the Markov condition is made. In case of Markov models, it has been shown that many systems need to be modeled as higher order. In the present work, we present deep recurrent networks with longer backpropagation through time extent as a solution to modeling systems that are high order and to predicting ahead. We study epileptic seizure suppression electro-stimulator. Extraction of manually engineered complex features and prediction employing them has not allowed small low-power implementations as, to avoid possibility of surgery, extraction of any features that may be required has to be included. In this solution, a recurrent neural network performs both feature extraction and prediction. We prove analytically that adding hidden layers or increasing backpropagation extent increases the rate of decrease of approximation error. A Dynamic Programming (DP) training procedure employing matrix operations is derived. DP and use of matrix operations makes the procedure efficient particularly when using data-parallel computing. The simulation studies show the geometry of the parameter space, that the network learns the temporal structure, that parameters converge while model output displays same dynamic behavior as the system and greater than .99 Average Detection Rate on all real seizure data tried. We introduce a highly efficient method for solving continuous partially-observable Markov decision processes (POMDPs) in which beliefs can be modeled using Gaussian distributions over the state space. Our method enables fast solutions to sequential decision making under uncertainty for a variety of problems involving noisy or incomplete observations and stochastic actions. We present an efficient approach to compute locally-valid approximations to the value function over continuous spaces in time polynomial (O[n4]) in the dimension n of the state space. To directly tackle the intractability of solving general POMDPs, we leverage the assumption that beliefs are Gaussian distributions over the state space, approximate the belief update using an extended Kalman filter (EKF), and represent the value function by a function that is quadratic in the mean and linear in the variance of the belief. Our approach iterates towards a linear control policy over the state space that is locally-optimal with respect to a user defined cost function, and is approximately valid in the vicinity of a nominal trajectory through belief space. We demonstrate the scalability and potential of our approach on problems inspired by robot navigation under uncertainty for state spaces of up to 128 dimensions.