Detecting anomalies in sequences of data by first modeling the data and then distinguishing non-usual information based on that model

February 1, 2018 08:45 ,

K. Gokcesu and S. S. Kozat, Online Anomaly Detection With Minimax Optimal Density Estimation in Nonstationary Environments, IEEE Transactions on Signal Processing, vol. 66, no. 5, pp. 1213-1227, DOI: 10.1109/TSP.2017.2784390.

We introduce a truly online anomaly detection algorithm that sequentially processes data to detect anomalies in time series. In anomaly detection, while the anomalous data are arbitrary, the normal data have similarities and generally conforms to a particular model. However, the particular model that generates the normal data is generally unknown (even nonstationary) and needs to be learned sequentially. Therefore, a two stage approach is needed, where in the first stage, we construct a probability density function to model the normal data in the time series. Then, in the second stage, we threshold the density estimation of the newly observed data to detect anomalies. We approach this problem from an information theoretic perspective and propose minimax optimal schemes for both stages to create an optimal anomaly detection algorithm in a strong deterministic sense. To this end, for the first stage, we introduce a completely online density estimation algorithm that is minimax optimal with respect to the log-loss and achieves Merhav’s lower bound for general nonstationary exponential-family of distributions without any assumptions on the observation sequence. For the second stage, we propose a threshold selection scheme that is minimax optimal (with logarithmic performance bounds) against the best threshold chosen in hindsight with respect to the surrogate logistic loss. Apart from the regret bounds, through synthetic and real life experiments, we demonstrate substantial performance gains with respect to the state-of-the-art density estimation based anomaly detection algorithms in the literature.

Posted in: Probability and statistics , Tagged: ,

A model of the interdependence of previous sensorimotor experiences in the following decision making

January 31, 2018 08:41 ,

Evelina Dineva & Gregor Schöner, How infants’ reaches reveal principles of sensorimotor decision making, Connection Science vol. 30 iss. 1, p. 53-80, DOI: 10.1080/09540091.2017.1405382.

In Piaget’s classical A-not-B-task, infants repeatedly make a sensorimotor decision to reach to one of two cued targets. Perseverative errors are induced by switching the cue from A to B, while spontaneous errors are unsolicited reaches to B when only A is cued. We argue that theoretical accounts of sensorimotor decision-making fail to address how motor decisions leave a memory trace that may impact future sensorimotor decisions. Instead, in extant neural models, perseveration is caused solely by the history of stimulation. We present a neural dynamic model of sensorimotor decision-making within the framework of Dynamic Field Theory, in which a dynamic instability amplifies fluctuations in neural activation into macroscopic, stable neural activation states that leave memory traces. The model predicts perseveration, but also a tendency to repeat spontaneous errors. To test the account, we pool data from several A-not-B experiments. A conditional probabilities analysis accounts quantitatively how motor decisions depend on the history of reaching. The results provide evidence for the interdependence among subsequent reaching decisions that is explained by the model, showing that by amplifying small differences in activation and affecting learning, decisions have consequences beyond the individual behavioural act.

Posted in: Psycho-physiological bases of engineering , Tagged:

Extending STRIPS-like symbolic planners with metrical/physical constraints for the domain of robotic manipulation

January 31, 2018 08:37 ,

Caelan Reed Garrett, Tomás Lozano-Pérez, and Leslie Pack Kaelbling, FFRob: Leveraging symbolic planning for efficient task and motion planning, The International Journal of Robotics Research Vol 37, Issue 1, pp. 104 – 136, DOI: 10.1177/0278364917739114
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Mobile manipulation problems involving many objects are challenging to solve due to the high dimensionality and multi-modality of their hybrid configuration spaces. Planners that perform a purely geometric search are prohibitively slow for solving these problems because they are unable to factor the configuration space. Symbolic task planners can efficiently construct plans involving many variables but cannot represent the geometric and kinematic constraints required in manipulation. We present the FFRob algorithm for solving task and motion planning problems. First, we introduce extended action specification (EAS) as a general purpose planning representation that supports arbitrary predicates as conditions. We adapt existing heuristic search ideas for solving strips planning problems, particularly delete-relaxations, to solve EAS problem instances. We then apply the EAS representation and planners to manipulation problems resulting in FFRob. FFRob iteratively discretizes task and motion planning problems using batch sampling of manipulation primitives and a multi-query roadmap structure that can be conditionalized to evaluate reachability under different placements of movable objects. This structure enables the EAS planner to efficiently compute heuristics that incorporate geometric and kinematic planning constraints to give a tight estimate of the distance to the goal. Additionally, we show FFRob is probabilistically complete and has a finite expected runtime. Finally, we empirically demonstrate FFRob’s effectiveness on complex and diverse task and motion planning tasks including rearrangement planning and navigation among movable objects.

Posted in: Industrial robots, Robot task planning , Tagged: ,

Using sequences of images for loop closure instead of only one

January 31, 2018 08:08 ,

Loukas Bampis, Angelos Amanatiadis, and Antonios Gasteratos, Fast loop-closure detection using visual-word-vectors from image sequences, The International Journal of Robotics Research Vol 37, Issue 1, pp. 62 – 82, DOI: 10.1177/0278364917740639.

In this paper, a novel pipeline for loop-closure detection is proposed. We base our work on a bag of binary feature words and we produce a description vector capable of characterizing a physical scene as a whole. Instead of relying on single camera measurements, the robot’s trajectory is dynamically segmented into image sequences according to its content. The visual word occurrences from each sequence are then combined to create sequence-visual-word-vectors and provide additional information to the matching functionality. In this way, scenes with considerable visual differences are firstly discarded, while the respective image-to-image associations are provided subsequently. With the purpose of further enhancing the system’s performance, a novel temporal consistency filter (trained offline) is also introduced to advance matches that persist over time. Evaluation results prove that the presented method compares favorably with other state-of-the-art techniques, while our algorithm is tested on a tablet device, verifying the computational efficiency of the approach.

Posted in: Mobile robot SLAM , Tagged: ,

On the drawbacks of RRT and how including deterministic sampling can help

January 31, 2018 08:05 ,

Lucas Janson, Brian Ichter, and Marco Pavone, Deterministic sampling-based motion planning: Optimality, complexity, and performance , The International Journal of Robotics Research Vol 37, Issue 1, pp. 46 – 61, DOI: 10.1177/0278364917714338.

Probabilistic sampling-based algorithms, such as the probabilistic roadmap (PRM) and the rapidly exploring random tree (RRT) algorithms, represent one of the most successful approaches to robotic motion planning, due to their strong theoretical properties (in terms of probabilistic completeness or even asymptotic optimality) and remarkable practical performance. Such algorithms are probabilistic in that they compute a path by connecting independently and identically distributed (i.i.d.) random points in the configuration space. Their randomization aspect, however, makes several tasks challenging, including certification for safety-critical applications and use of offline computation to improve real-time execution. Hence, an important open question is whether similar (or better) theoretical guarantees and practical performance could be obtained by considering deterministic, as opposed to random, sampling sequences. The objective of this paper is to provide a rigorous answer to this question. Specifically, we first show that PRM, for a certain selection of tuning parameters and deterministic low-dispersion sampling sequences, is deterministically asymptotically optimal, in other words, it returns a path whose cost converges deterministically to the optimal one as the number of points goes to infinity. Second, we characterize the convergence rate, and we find that the factor of sub-optimality can be very explicitly upper-bounded in terms of theℓ2 -dispersion of the sampling sequence and the connection radius of PRM. Third, we show that an asymptotically optimal version of PRM exists with computational and space complexity arbitrarily close to O(n) (the theoretical lower bound), where n is the number of points in the sequence. This is in contrast to the O(nlogn) complexity results for existing asymptotically optimal probabilistic planners. Fourth, we discuss extending our theoretical results and insights to other batch-processing algorithms such as FMT*, to non-uniform sampling strategies, to k-nearest-neighbor implementations, and to differentially constrained problems. Importantly, our main theoretical tool is the ℓ2-dispersion, an interesting consequence of which is that all our theoretical results also hold for low-ℓ2-dispersion random sampling (which i.i.d. sampling does not satisfy). In other words, achieving deterministic guarantees is really a matter of i.i.d. sampling versus non-i.i.d. low-dispersion sampling (with deterministic sampling as a prominent case), as opposed to random versus deterministic. Finally, through numerical experiments, we show that planning with deterministic (or random) low-dispersion sampling generally provides superior performance in terms of path cost and success rate.

Posted in: Robot motion planning , Tagged: ,

Probabilistic SLAM is still the way to go for dynamic environments (according to this paper)

January 18, 2018 08:01 ,

C. Evers and P. A. Naylor, Optimized Self-Localization for SLAM in Dynamic Scenes Using Probability Hypothesis Density Filters, IEEE Transactions on Signal Processing, vol. 66, no. 4, pp. 863-878, DOI: 10.1109/TSP.2017.2775590.

In many applications, sensors that map the positions of objects in unknown environments are installed on dynamic platforms. As measurements are relative to the observer’s sensors, scene mapping requires accurate knowledge of the observer state. However, in practice, observer reports are subject to positioning errors. Simultaneous localization and mapping addresses the joint estimation problem of observer localization and scene mapping. State-of-the-art approaches typically use visual or optical sensors and therefore rely on static beacons in the environment to anchor the observer estimate. However, many applications involving sensors that are not conventionally used for Simultaneous Localization and Mapping (SLAM) are affected by highly dynamic scenes, such that the static world assumption is invalid. This paper proposes a novel approach for dynamic scenes, called GEneralized Motion (GEM) SLAM. Based on probability hypothesis density filters, the proposed approach probabilistically anchors the observer state by fusing observer information inferred from the scene with reports of the observer motion. This paper derives the general, theoretical framework for GEM-SLAM, and shows that it generalizes existing Probability Hypothesis Density (PHD)-based SLAM algorithms. Simulations for a model-specific realization using range-bearing sensors and multiple moving objects highlight that GEM-SLAM achieves significant improvements over three benchmark algorithms.

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

Reinforcement learning to recover legged robots from damages

January 9, 2018 10:42 ,

Konstantinos Chatzilygeroudis, Vassilis Vassiliades, Jean-Baptiste Mouret, Reset-free Trial-and-Error Learning for Robot Damage Recovery, Robotics and Autonomous Systems, Volume 100, 2018, Pages 236-250, DOI: 10.1016/j.robot.2017.11.010.

The high probability of hardware failures prevents many advanced robots (e.g., legged robots) from being confidently deployed in real-world situations (e.g., post-disaster rescue). Instead of attempting to diagnose the failures, robots could adapt by trial-and-error in order to be able to complete their tasks. In this situation, damage recovery can be seen as a Reinforcement Learning (RL) problem. However, the best RL algorithms for robotics require the robot and the environment to be reset to an initial state after each episode, that is, the robot is not learning autonomously. In addition, most of the RL methods for robotics do not scale well with complex robots (e.g., walking robots) and either cannot be used at all or take too long to converge to a solution (e.g., hours of learning). In this paper, we introduce a novel learning algorithm called “Reset-free Trial-and-Error” (RTE) that (1) breaks the complexity by pre-generating hundreds of possible behaviors with a dynamics simulator of the intact robot, and (2) allows complex robots to quickly recover from damage while completing their tasks and taking the environment into account. We evaluate our algorithm on a simulated wheeled robot, a simulated six-legged robot, and a real six-legged walking robot that are damaged in several ways (e.g., a missing leg, a shortened leg, faulty motor, etc.) and whose objective is to reach a sequence of targets in an arena. Our experiments show that the robots can recover most of their locomotion abilities in an environment with obstacles, and without any human intervention.

Posted in: Applications of reinforcement learning to robots

SLAM based on intervals

January 9, 2018 10:37 ,

Mohamed Mustafa, Alexandru Stancu, Nicolas Delanoue, Eduard Codres, Guaranteed SLAM—An interval approach, Robotics and Autonomous Systems, Volume 100, 2018, Pages 160-170, DOI: 10.1016/j.robot.2017.11.009.

This paper proposes a new approach, interval Simultaneous Localization and Mapping (i-SLAM), which addresses the robotic mapping problem in the context of interval methods, where the robot sensor noise is assumed bounded. With no prior knowledge about the noise distribution or its probability density function, we derive and present necessary conditions to guarantee the map convergence even in the presence of nonlinear observation and motion models. These conditions may require the presence of some anchoring landmarks with known locations. The performance of i-SLAM is compared with the probabilistic counterparts in terms of accuracy and efficiency.

Posted in: Mobile robot SLAM

Solving MDPs with discounted rewards for minimizing variance instead of expected (discounted) reward

January 3, 2018 10:29 ,

Li Xia, Mean–variance optimization of discrete time discounted Markov decision processes, Automatica, Volume 88, 2018, Pages 76-82, DOI: 10.1016/j.automatica.2017.11.012.

In this paper, we study a mean–variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance. Different from most of works in the literature which require the mean performance already achieve optimum, we can let the discounted performance equal any constant. The difficulty of this problem is caused by the quadratic form of the variance function which makes the variance minimization problem not a standard MDP. By proving the decomposable structure of the feasible policy space, we transform this constrained variance minimization problem to an equivalent unconstrained MDP under a new discounted criterion and a new reward function. The difference of the variances of Markov chains under any two feasible policies is quantified by a difference formula. Based on the variance difference formula, a policy iteration algorithm is developed to find the optimal policy. We also prove the optimality of deterministic policy over the randomized policy generated in the mean-constrained policy space. Numerical experiments demonstrate the effectiveness of our approach.

Posted in: Probability and statistics , Tagged:

A framework for the performance analysis of collaborative network clock synchronization

December 28, 2017 09:56 ,

Y. Xiong, N. Wu, Y. Shen and M. Z. Win, Cooperative Network Synchronization: Asymptotic Analysis, IEEE Transactions on Signal Processing, vol. 66, no. 3, pp. 757-772, DOI: 10.1109/TSP.2017.2759098.

Accurate clock synchronization is required for collaborative operations among nodes across wireless networks. Compared with traditional layer-by-layer methods, cooperative network synchronization techniques lead to significant improvement in performance, efficiency, and robustness. This paper develops a framework for the performance analysis of cooperative network synchronization. We introduce the concepts of cooperative dilution intensity (CDI) and relative CDI to characterize the interaction between agents, which can be interpreted as properties of a random walk over the network. Our approach enables us to derive closed-form asymptotic expressions of performance limits, relating them to the quality of observations as well as the network topology.

Posted in: Communication networks , Tagged: , ,