Mobilized ad-hoc networks: A reinforcement learning approach

Research in mobile ad-hoc networks has focused on situations in which nodes have no control over their movements. We investigate an important but overlooked domain in which nodes do have control over their movements. Reinforcement learning methods can be used to control both packet routing decisions and node mobility, dramatically improving the connectivity of the network. We first motivate the problem by presenting theoretical bounds for the connectivity improvement of partially mobile networks and then present superior empirical results under a variety of different scenarios in which the mobile nodes in our ad-hoc network are embedded with adaptive routing policies and learned movement policies.

A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

The Coupled Depth/Slope Approach to Surface Reconstruction

Reconstructing a surface from sparse sensory data is a well known problem in computer vision. Early vision modules typically supply sparse depth, orientation and discontinuity information. The surface reconstruction module incorporates these sparse and possibly conflicting measurements of a surface into a consistent, dense depth map. The coupled depth/slope model developed here provides a novel computational solution to the surface reconstruction problem. This method explicitly computes dense slope representation as well as dense depth representations. This marked change from previous surface reconstruction algorithms allows a natural integration of orientation constraints into the surface description, a feature not easily incorporated into earlier algorithms. In addition, the coupled depth/ slope model generalizes to allow for varying amounts of smoothness at different locations on the surface. This computational model helps conceptualize the problem and leads to two possible implementations- analog and digital. The model can be implemented as an electrical or biological analog network since the only computations required at each locally connected node are averages, additions and subtractions. A parallel digital algorithm can be derived by using finite difference approximations. The resulting system of coupled equations can be solved iteratively on a mesh-pf-processors computer, such as the Connection Machine. Furthermore, concurrent multi-grid methods are designed to speed the convergence of this digital algorithm.

Inspection Methods in Programming

The work reported here lies in the area of overlap between artificial intelligence software engineering. As research in artificial intelligence, it is a step towards a model of problem solving in the domain of programming. In particular, this work focuses on the routine aspects of programming which involve the application of previous experience with similar programs. I call this programming by inspection. Programming is viewed here as a kind of engineering activity. Analysis and synthesis by inspection area prominent part of expert problem solving in many other engineering disciplines, such as electrical and mechanical engineering. The notion of inspections methods in programming developed in this work is motivated by similar notions in other areas of engineering. This work is also motivated by current practical concerns in the area of software engineering. The inadequacy of current programming technology is universally recognized. Part of the solution to this problem will be to increase the level of automation in programming. I believe that the next major step in the evolution of more automated programming will be interactive systems which provide a mixture of partially automated program analysis, synthesis and verification. One such system being developed at MIT, called the programmer's apprentice, is the immediate intended application of this work. This report concentrates on the knowledge are of the programmer's apprentice, which is the form of a taxonomy of commonly used algorithms and data structures. To the extent that a programmer is able to construct and manipulate programs in terms of the forms in such a taxonomy, he may relieve himself of many details and generally raise the conceptual level of his interaction with the system, as compared with present day programming environments. Also, since it is practical to expand a great deal of effort pre-analyzing the entries in a library, the difficulty of verifying the correctness of programs constructed this way is correspondingly reduced. The feasibility of this approach is demonstrated by the design of an initial library of common techniques for manipulating symbolic data. This document also reports on the further development of a formalism called the plan calculus for specifying computations in a programming language independent manner. This formalism combines both data and control abstraction in a uniform framework that has facilities for representing multiple points of view and side effects.

Selecting Relevant Genes with a Spectral Approach

Array technologies have made it possible to record simultaneously the expression pattern of thousands of genes. A fundamental problem in the analysis of gene expression data is the identification of highly relevant genes that either discriminate between phenotypic labels or are important with respect to the cellular process studied in the experiment: for example cell cycle or heat shock in yeast experiments, chemical or genetic perturbations of mammalian cell lines, and genes involved in class discovery for human tumors. In this paper we focus on the task of unsupervised gene selection. The problem of selecting a small subset of genes is particularly challenging as the datasets involved are typically characterized by a very small sample size ?? the order of few tens of tissue samples ??d by a very large feature space as the number of genes tend to be in the high thousands. We propose a model independent approach which scores candidate gene selections using spectral properties of the candidate affinity matrix. The algorithm is very straightforward to implement yet contains a number of remarkable properties which guarantee consistent sparse selections. To illustrate the value of our approach we applied our algorithm on five different datasets. The first consists of time course data from four well studied Hematopoietic cell lines (HL-60, Jurkat, NB4, and U937). The other four datasets include three well studied treatment outcomes (large cell lymphoma, childhood medulloblastomas, breast tumors) and one unpublished dataset (lymph status). We compared our approach both with other unsupervised methods (SOM,PCA,GS) and with supervised methods (SNR,RMB,RFE). The results clearly show that our approach considerably outperforms all the other unsupervised approaches in our study, is competitive with supervised methods and in some case even outperforms supervised approaches.

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.

A HOLISTIC APPROACH TO MANUFACTURING SYSTEM DESIGN IN THE DEFENSE AEROSPACE INDUSTRY

Manufacturing has evolved to become a critical element of the competitive skill set of defense aerospace firms. Given the changes in the acquisition environment and culture; traditional “thrown over the wall” means of developing and manufacturing products are insufficient. Also, manufacturing systems are complex systems that need to be carefully designed in a holistic manner and there are shortcomings with available tools and methods to assist in the design of these systems. This paper outlines the generation and validation of a framework to guide this manufacturing system design process.

A Holistic Approach to Manufacturing System Design in the Defense Aerospace Industry

Manufacturing has evolved to become a critical element of the competitive skill set of defense aerospace firms. Given the changes in the acquisition environment and culture; traditional “thrown over the wall” means of developing and manufacturing products are insufficient. Also, manufacturing systems are complex systems that need to be carefully designed in a holistic manner and there are shortcomings with available tools and methods to assist in the design of these systems. This paper outlines the generation and validation of a framework to guide this manufacturing system design process.