Coherent Behavior from Incoherent Knowledge Sources in the Automatic Synthesis of Numerical Computer Programs

A fundamental problem in artificial intelligence is obtaining coherent behavior in rule-based problem solving systems. A good quantitative measure of coherence is time behavior; a system that never, in retrospect, applied a rule needlessly is certainly coherent; a system suffering from combinatorial blowup is certainly behaving incoherently. This report describes a rule-based problem solving system for automatically writing and improving numerical computer programs from specifications. The specifications are in terms of "constraints" among inputs and outputs. The system has solved program synthesis problems involving systems of equations, determining that methods of successive approximation converge, transforming recursion to iteration, and manipulating power series (using differing organizations, control structures, and argument-passing techniques).

Series Elastic Actuators

This thesis presents the design, construction, control and evaluation of a novel force controlled actuator. Traditional force controlled actuators are designed from the premise that "Stiffer is better''. This approach gives a high bandwidth system, prone to problems of contact instability, noise, and low power density. The actuator presented in this thesis is designed from the premise that "Stiffness isn't everything". The actuator, which incorporates a series elastic element, trades off achievable bandwidth for gains in stable, low noise force control, and protection against shock loads. This thesis reviews related work in robot force control, presents theoretical descriptions of the control and expected performance from a series elastic actuator, and describes the design of a test actuator constructed to gather performance data. Finally the performance of the system is evaluated by comparing the performance data to theoretical predictions.

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.

Computational Structure of GPSG Models: Revised Generalized Phrase Structure Grammar

The primary goal of this report is to demonstrate how considerations from computational complexity theory can inform grammatical theorizing. To this end, generalized phrase structure grammar (GPSG) linguistic theory is revised so that its power more closely matches the limited ability of an ideal speaker--hearer: GPSG Recognition is EXP-POLY time hard, while Revised GPSG Recognition is NP-complete. A second goal is to provide a theoretical framework within which to better understand the wide range of existing GPSG models, embodied in formal definitions as well as in implemented computer programs. A grammar for English and an informal explanation of the GPSG/RGPSG syntactic features are included in appendices.

Factorial Hidden Markov Models

We present a framework for learning in hidden Markov models with distributed state representations. Within this framework, we derive a learning algorithm based on the Expectation--Maximization (EM) procedure for maximum likelihood estimation. Analogous to the standard Baum-Welch update rules, the M-step of our algorithm is exact and can be solved analytically. However, due to the combinatorial nature of the hidden state representation, the exact E-step is intractable. A simple and tractable mean field approximation is derived. Empirical results on a set of problems suggest that both the mean field approximation and Gibbs sampling are viable alternatives to the computationally expensive exact algorithm.