Author Archives: Juan-antonio Fernández-madrigal

Extending probabilistic logic programming with continuous r.v.s, and a nice and brief introduction to programming logic and probabilistic inference

September 30, 2015 16:39 ,

Steffen Michels, Arjen Hommersom, Peter J.F. Lucas, Marina Velikova, A new probabilistic constraint logic programming language based on a generalised distribution semantics, Artificial Intelligence, Volume 228, November 2015, Pages 1-44, ISSN 0004-3702, DOI: 10.1016/j.artint.2015.06.008.

Probabilistic logics combine the expressive power of logic with the ability to reason with uncertainty. Several probabilistic logic languages have been proposed in the past, each of them with their own features. We focus on a class of probabilistic logic based on Sato’s distribution semantics, which extends logic programming with probability distributions on binary random variables and guarantees a unique probability distribution. For many applications binary random variables are, however, not sufficient and one requires random variables with arbitrary ranges, e.g. real numbers. We tackle this problem by developing a generalised distribution semantics for a new probabilistic constraint logic programming language. In order to perform exact inference, imprecise probabilities are taken as a starting point, i.e. we deal with sets of probability distributions rather than a single one. It is shown that given any continuous distribution, conditional probabilities of events can be approximated arbitrarily close to the true probability. Furthermore, for this setting an inference algorithm that is a generalisation of weighted model counting is developed, making use of SMT solvers. We show that inference has similar complexity properties as precise probabilistic inference, unlike most imprecise methods for which inference is more complex. We also experimentally confirm that our algorithm is able to exploit local structure, such as determinism, which further reduces the computational complexity.

Posted in: Artificial Intelligence, Mathematical logic, Probability and statistics , Tagged: , ,

On quickest change detection when the process is modelled with HMMs

September 29, 2015 09:09 ,

Cheng-Der Fuh; Yajun Mei, Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models, in Signal Processing, IEEE Transactions on , vol.63, no.18, pp.4866-4878, Sept.15, 2015 DOI: 10.1109/TSP.2015.2447506

In this paper, the quickest change detection problem is studied in two-state hidden Markov models (HMM), where the vector parameter θ of the HMM changes from θ0 to θ1 at some unknown time, and one wants to detect the true change as quickly as possible while controlling the false alarm rate. It turns out that the generalized likelihood ratio (GLR) scheme, while theoretically straightforward, is generally computationally infeasible for the HMM. To develop efficient but computationally simple schemes for the HMM, we first discuss a subtlety in the recursive form of the generalized likelihood ratio (GLR) scheme for the HMM. Then we show that the recursive CUSUM scheme proposed in Fuh (Ann. Statist., 2003) can be regarded as a quasi-GLR scheme for pseudo post-change hypotheses with certain dependence structure between pre- and postchange observations. Next, we extend the quasi-GLR idea to propose recursive score schemes in the scenario when the postchange parameter θ1 of the HMM involves a real-valued nuisance parameter. Finally, the Kullback-Leibler (KL) divergence plays an essential role in the quickest change detection problem and many other fields, however it is rather challenging to numerically compute it in HMMs. Here we develop a non-Monte Carlo method that computes the KL divergence of two-state HMMs via the underlying invariant probability measure, which is characterized by the Fredholm integral equation. Numerical study demonstrates an unusual property of the KL divergence for HMM that implies the severe effects of misspecifying the postchange parameter for the HMM.

Posted in: Probability and statistics , Tagged: , , , ,

Nice related work on efficient POMDPs and two novel approaches to reduce their computational cost

September 28, 2015 12:18 ,

Grady, D.K.; Moll, M.; Kavraki, L.E., Extending the Applicability of POMDP Solutions to Robotic Tasks, in Robotics, IEEE Transactions on , vol.31, no.4, pp.948-961, Aug. 2015 DOI: 10.1109/TRO.2015.2441511

Partially observable Markov decision processes (POMDPs) are used in many robotic task classes from soccer to household chores. Determining an approximately optimal action policy for POMDPs is PSPACE-complete, and the exponential growth of computation time prohibits solving large tasks. This paper describes two techniques to extend the range of robotic tasks that can be solved using a POMDP. Our first technique reduces the motion constraints of a robot and, then, uses state-of-the-art robotic motion planning techniques to respect the true motion constraints at runtime. We then propose a novel task decomposition that can be applied to some indoor robotic tasks. This decomposition transforms a long time horizon task into a set of shorter tasks. We empirically demonstrate the performance gain provided by these two techniques through simulated execution in a variety of environments. Comparing a direct formulation of a POMDP to solving our proposed reductions, we conclude that the techniques proposed in this paper can provide significant enhancement to current POMDP solution techniques, extending the POMDP instances that can be solved to include large continuous-state robotic tasks.

Posted in: Robot task planning , Tagged: ,

What students value the most in an engineering lab (and some related work on laboratory practices)

September 28, 2015 11:21 ,

Nikolic, S.; Ritz, C.; Vial, P.J.; Ros, M.; Stirling, D., Decoding Student Satisfaction: How to Manage and Improve the Laboratory Experience, in Education, IEEE Transactions on , vol.58, no.3, pp.151-158, Aug. 2015, DOI: 10.1109/TE.2014.2346474

The laboratory plays an important role in teaching engineering skills. An Electrical Engineering department at an Australian University implemented a reform to monitor and improve student satisfaction with the teaching laboratories. A Laboratory Manager was employed to oversee the quality of 27 courses containing instructional laboratories. Student satisfaction surveys were carried out on all relevant laboratories every year, and the data were used for continuous improvement. This paper will investigate the reforms that were implemented and outline a number of the improvements made. It also examines the program’s overall impact on: (1) overall satisfaction; (2) laboratory notes; (3) learning experiences; (4) computer facilities; (5) engineering equipment; and (6) condition of the laboratory. Student satisfaction with the laboratories increased by 32% between 2007 and 2013. The results show that the laboratory notes (activity and clarity) and the quality of the equipment used are among the most influential factors on student satisfaction. In particular, it is important to have notes or resources that explain in some detail how to use and troubleshoot equipment and software used in the laboratory.

Posted in: Education , Tagged:

A novel non-linear bayesian filter for continuous time estimation with a nice comparison to discrete-time filters

July 30, 2015 16:55 ,

Atiyeh Ghoreyshi and Terence D. Sanger, A Nonlinear Stochastic Filter for Continuous-Time State Estimation, IEEE Transactions on Automatic Control, vol. 60, no. 8, DOI: 10.1109/TAC.2015.2409910.

Nonlinear filters produce a nonparametric estimate of the probability density of state at each point in time. Currently known nonlinear filters include Particle Filters and the Kushner equation (and its un-normalized version: the Zakai equation). However, these filters have limited measurement models: Particle Filters require measurement at discrete times, and the Kushner and Zakai equations only apply when the measurement can be represented as a function of the state. We present a new nonlinear filter for continuous-time measurements with a much more general stochastic measurement model. It integrates to Bayes’ rule over short time intervals and provides Bayes-optimal estimates from quantized, intermittent, or ambiguous sensor measurements. The filter has a close link to Information Theory, and we show that the rate of change of entropy of the density estimate is equal to the mutual information between the measurement and the state and thus the maximum achievable. This is a fundamentally new class of filter that is widely applicable to nonlinear estimation for continuous-time control.

Posted in: Bayesian filtering , Tagged:

Substituting the update step of a bayesian filter by a maximum likelihood optimisation in order to use non-linear observation models in a (linear-transition) Kalman framework

July 30, 2015 16:32 ,

Damián Marelli, Minyue Fu, and Brett Ninness, Asymptotic Optimality of the Maximum-Likelihood Kalman Filter for Bayesian Tracking With Multiple Nonlinear Sensors, IEEE Transactions on signal processing, vol. 63, no. 17, DOI: 10.1109/TSP.2015.2440220.

Bayesian tracking is a general technique for state estimation of nonlinear dynamic systems, but it suffers from the drawback of computational complexity. This paper is concerned with a class of Wiener systems with multiple nonlinear sensors. Such a system consists of a linear dynamic system followed by a set of static nonlinear measurements. We study a maximum-likelihood Kalman filtering (MLKF) technique which involves maximum-like-lihood estimation of the nonlinear measurements followed by classical Kalman filtering. This technique permits a distributed implementation of the Bayesian tracker and guarantees the boundedness of the estimation error. The focus of this paper is to study the extent to which the MLKF technique approximates the theoretically optimal Bayesian tracker. We provide conditions to guarantee that this approximation becomes asymptotically exact as the number of sensors becomes large. Two case studies are analyzed in detail.

Posted in: Bayesian filtering , Tagged: , , , ,

A new algorithm for clock synchronization in wireless sensor networks with bounded delays, that includes interesting references to surveys

July 27, 2015 10:26 ,

Emanuele Garone, Andrea Gasparri, Francesco Lamonaca, Clock synchronization protocol for wireless sensor networks with bounded communication delays, Automatica, Volume 59, September 2015, Pages 60-72, ISSN 0005-1098, DOI: 10.1016/j.automatica.2015.06.014.

In this paper, we address the clock synchronization problem for wireless sensor networks. In particular, we consider a wireless sensor network where nodes are equipped with a local clock and communicate in order to achieve a common sense of time. The proposed approach consists of two asynchronous consensus algorithms, the first of which synchronizes the clocks frequency and the second of which synchronizes the clocks offset. This work advances the state of the art by providing robustness against bounded communication delays. A theoretical characterization of the algorithm properties is provided. Simulations and experimental results are presented to corroborate the theoretical findings and show the effectiveness of the proposed algorithm.

Posted in: Communication networks, Real-Time Systems , Tagged: , ,

A very interesting review of current approaches to SLAM based on smoothing (i.e., graph optimization) and in clustering the map into submaps

July 22, 2015 09:37 ,

Jiantong Cheng, Jonghyuk Kim, Jinliang Shao, Weihua Zhang, Robust linear pose graph-based SLAM, Robotics and Autonomous Systems, Volume 72, October 2015, Pages 71-82, ISSN 0921-8890, DOI: 10.1016/j.robot.2015.04.010.

This paper addresses a robust and efficient solution to eliminate false loop-closures in a pose-graph linear SLAM problem. Linear SLAM was recently demonstrated based on submap joining techniques in which a nonlinear coordinate transformation was performed separately out of the optimization loop, resulting in a convex optimization problem. This however introduces added complexities in dealing with false loop-closures, which mostly stems from two factors: (a) the limited local observations in map-joining stages and (b) the non block-diagonal nature of the information matrix of each submap. To address these problems, we propose a Robust Linear SLAM by (a) developing a delayed optimization for outlier candidates and (b) utilizing a Schur complement to efficiently eliminate corrupted information block. Based on this new strategy, we prove that the spread of outlier information does not compromise the optimization performance of inliers and can be fully filtered out from the corrupted information matrix. Experimental results based on public synthetic and real-world datasets in 2D and 3D environments show that this robust approach can cope with the incorrect loop-closures robustly and effectively.

Posted in: Mobile robot SLAM , Tagged: , , ,

Quantum probability theory as an alternative to classical (Kolgomorov) probability theory for modelling human decision making processes, and a curious description of the effect of a particular ordering of decisions in the complete result

July 21, 2015 11:45 ,

Peter D. Bruza, Zheng Wang, Jerome R. Busemeyer, Quantum cognition: a new theoretical approach to psychology, Trends in Cognitive Sciences, Volume 19, Issue 7, July 2015, Pages 383-393, ISSN 1364-6613, DOI: 10.1016/j.tics.2015.05.001.

What type of probability theory best describes the way humans make judgments under uncertainty and decisions under conflict? Although rational models of cognition have become prominent and have achieved much success, they adhere to the laws of classical probability theory despite the fact that human reasoning does not always conform to these laws. For this reason we have seen the recent emergence of models based on an alternative probabilistic framework drawn from quantum theory. These quantum models show promise in addressing cognitive phenomena that have proven recalcitrant to modeling by means of classical probability theory. This review compares and contrasts probabilistic models based on Bayesian or classical versus quantum principles, and highlights the advantages and disadvantages of each approach.

Posted in: Probability theories and interpretations, Psycho-physiological bases of engineering , Tagged: , , ,

Transfer learning in reinforcement learning through case-based and the use of heuristics for selecting actions

July 21, 2015 11:24 ,

Reinaldo A.C. Bianchi, Luiz A. Celiberto Jr., Paulo E. Santos, Jackson P. Matsuura, Ramon Lopez de Mantaras, Transferring knowledge as heuristics in reinforcement learning: A case-based approach, Artificial Intelligence, Volume 226, September 2015, Pages 102-121, ISSN 0004-3702, DOI: 10.1016/j.artint.2015.05.008.

The goal of this paper is to propose and analyse a transfer learning meta-algorithm that allows the implementation of distinct methods using heuristics to accelerate a Reinforcement Learning procedure in one domain (the target) that are obtained from another (simpler) domain (the source domain). This meta-algorithm works in three stages: first, it uses a Reinforcement Learning step to learn a task on the source domain, storing the knowledge thus obtained in a case base; second, it does an unsupervised mapping of the source-domain actions to the target-domain actions; and, third, the case base obtained in the first stage is used as heuristics to speed up the learning process in the target domain.
A set of empirical evaluations were conducted in two target domains: the 3D mountain car (using a learned case base from a 2D simulation) and stability learning for a humanoid robot in the Robocup 3D Soccer Simulator (that uses knowledge learned from the Acrobot domain). The results attest that our transfer learning algorithm outperforms recent heuristically-accelerated reinforcement learning and transfer learning algorithms.

Posted in: Reinforcement learning in AI, Reinforcement learning theory , Tagged: , , , ,