Automatic Qualitative Modeling of Dynamic Physical Systems

This report describes MM, a computer program that can model a variety of mechanical and fluid systems. Given a system's structure and qualitative behavior, MM searches for models using an energy-based modeling framework. MM uses general facts about physical systems to relate behavioral and model properties. These facts enable a more focussed search for models than would be obtained by mere comparison of desired and predicted behaviors. When these facts do not apply, MM uses behavior-constrained qualitative simulation to verify candidate models efficiently. MM can also design experiments to distinguish among multiple candidate models.

Modeling Robot Dynamic Performance for Endpoint Force Control

This research aims to understand the fundamental dynamic behavior of servo-controlled machinery in response to various types of sensory feedback. As an example of such a system, we study robot force control, a scheme which promises to greatly expand the capabilities of industrial robots by allowing manipulators to interact with uncertain and dynamic tasks. Dynamic models are developed which allow the effects of actuator dynamics, structural flexibility, and workpiece interaction to be explored in the frequency and time domains. The models are used first to explain the causes of robot force control instability, and then to find methods of improving this performance.

Modeling Stock Order Flows and Learning Market-Making from Data

Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling the market as a dynamic system and a reinforcement learning algorithm that learns profitable market-making strategies when run on this model. The sequence of buys and sells for a particular stock, the order flow, we model as an Input-Output Hidden Markov Model fit to historical data. When combined with the dynamics of the order book, this creates a highly non-linear and difficult dynamic system. Our reinforcement learning algorithm, based on likelihood ratios, is run on this partially-observable environment. We demonstrate learning results for two separate real stocks.

Exact Solution of the Nonlinear Dynamics of Recurrent Neural Mechanisms for Direction Selectivity

Different theoretical models have tried to investigate the feasibility of recurrent neural mechanisms for achieving direction selectivity in the visual cortex. The mathematical analysis of such models has been restricted so far to the case of purely linear networks. We present an exact analytical solution of the nonlinear dynamics of a class of direction selective recurrent neural models with threshold nonlinearity. Our mathematical analysis shows that such networks have form-stable stimulus-locked traveling pulse solutions that are appropriate for modeling the responses of direction selective cortical neurons. Our analysis shows also that the stability of such solutions can break down giving raise to a different class of solutions ("lurching activity waves") that are characterized by a specific spatio-temporal periodicity. These solutions cannot arise in models for direction selectivity with purely linear spatio-temporal filtering.