Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

Summarizing Qualitative Behavior from Measurements of NonlinearsCircuits

This report describes a program which automatically characterizes the behavior of any driven, nonlinear, electrical circuit. To do this, the program autonomously selects interesting input parameters, drives the circuit, measures its response, performs a set of numeric computations on the measured data, interprets the results, and decomposes the circuit's parameter space into regions of qualitatively distinct behavior. The output is a two-dimensional portrait summarizing the high-level, qualitative behavior of the circuit for every point in the graph, an accompanying textual explanation describing any interesting patterns observed in the diagram, and a symbolic description of the circuit's behavior which can be passed on to other programs for further analysis.

KAM: Automatic Planning and Interpretation of Numerical Experiments Using Geometrical Methods

KAM is a computer program that can automatically plan, monitor, and interpret numerical experiments with Hamiltonian systems with two degrees of freedom. The program has recently helped solve an open problem in hydrodynamics. Unlike other approaches to qualitative reasoning about physical system dynamics, KAM embodies a significant amount of knowledge about nonlinear dynamics. KAM's ability to control numerical experiments arises from the fact that it not only produces pictures for us to see, but also looks at (sic---in its mind's eye) the pictures it draws to guide its own actions. KAM is organized in three semantic levels: orbit recognition, phase space searching, and parameter space searching. Within each level spatial properties and relationships that are not explicitly represented in the initial representation are extracted by applying three operations ---(1) aggregation, (2) partition, and (3) classification--- iteratively.

Parameter Estimation in Chaotic Systems

This report examines how to estimate the parameters of a chaotic system given noisy observations of the state behavior of the system. Investigating parameter estimation for chaotic systems is interesting because of possible applications for high-precision measurement and for use in other signal processing, communication, and control applications involving chaotic systems. In this report, we examine theoretical issues regarding parameter estimation in chaotic systems and develop an efficient algorithm to perform parameter estimation. We discover two properties that are helpful for performing parameter estimation on non-structurally stable systems. First, it turns out that most data in a time series of state observations contribute very little information about the underlying parameters of a system, while a few sections of data may be extraordinarily sensitive to parameter changes. Second, for one-parameter families of systems, we demonstrate that there is often a preferred direction in parameter space governing how easily trajectories of one system can "shadow'" trajectories of nearby systems. This asymmetry of shadowing behavior in parameter space is proved for certain families of maps of the interval. Numerical evidence indicates that similar results may be true for a wide variety of other systems. Using the two properties cited above, we devise an algorithm for performing parameter estimation. Standard parameter estimation techniques such as the extended Kalman filter perform poorly on chaotic systems because of divergence problems. The proposed algorithm achieves accuracies several orders of magnitude better than the Kalman filter and has good convergence properties for large data sets.

On Convergence Properties of the EM Algorithm for Gaussian Mixtures

"Expectation-Maximization'' (EM) algorithm and gradient-based approaches for maximum likelihood learning of finite Gaussian mixtures. We show that the EM step in parameter space is obtained from the gradient via a projection matrix $P$, and we provide an explicit expression for the matrix. We then analyze the convergence of EM in terms of special properties of $P$ and provide new results analyzing the effect that $P$ has on the likelihood surface. Based on these mathematical results, we present a comparative discussion of the advantages and disadvantages of EM and other algorithms for the learning of Gaussian mixture models.

Properties of Support Vector Machines

Support Vector Machines (SVMs) perform pattern recognition between two point classes by finding a decision surface determined by certain points of the training set, termed Support Vectors (SV). This surface, which in some feature space of possibly infinite dimension can be regarded as a hyperplane, is obtained from the solution of a problem of quadratic programming that depends on a regularization parameter. In this paper we study some mathematical properties of support vectors and show that the decision surface can be written as the sum of two orthogonal terms, the first depending only on the margin vectors (which are SVs lying on the margin), the second proportional to the regularization parameter. For almost all values of the parameter, this enables us to predict how the decision surface varies for small parameter changes. In the special but important case of feature space of finite dimension m, we also show that there are at most m+1 margin vectors and observe that m+1 SVs are usually sufficient to fully determine the decision surface. For relatively small m this latter result leads to a consistent reduction of the SV number.

Space System Architecture: Final Report of SSPARC: the Space Systems, Policy, and Architecture Research Consortium (Thrust I and II)

The Space Systems, Policy and Architecture Research Consortium (SSPARC) was formed to make substantial progress on problems of national importance. The goals of SSPARC were to: • Provide technologies and methods that will allow the creation of flexible, upgradable space systems, • Create a “clean sheet” approach to space systems architecture determination and design, including the incorporation of risk, uncertainty, and flexibility issues, and • Consider the impact of national space policy on the above. This report covers the last two goals, and demonstrates that the effort was largely successful.

An Interpolative Analytical Cache Model with Application to Performance-Power Design Space Exploration

Caches are known to consume up to half of all system power in embedded processors. Co-optimizing performance and power of the cache subsystems is therefore an important step in the design of embedded systems, especially those employing application specific instruction processors. In this project, we propose an analytical cache model that succinctly captures the miss performance of an application over the entire cache parameter space. Unlike exhaustive trace driven simulation, our model requires that the program be simulated once so that a few key characteristics can be obtained. Using these application-dependent characteristics, the model can span the entire cache parameter space consisting of cache sizes, associativity and cache block sizes. In our unified model, we are able to cater for direct-mapped, set and fully associative instruction, data and unified caches. Validation against full trace-driven simulations shows that our model has a high degree of fidelity. Finally, we show how the model can be coupled with a power model for caches such that one can very quickly decide on pareto-optimal performance-power design points for rapid design space exploration.

The Inertio-Elastic Planar Entry Flow of Low-Viscosity Elastic Fluids in Micro-fabricated Geometries

The non-Newtonian flow of dilute aqueous polyethylene oxide (PEO) solutions through microfabricated planar abrupt contraction-expansions is investigated. The contraction geometries are fabricated from a high-resolution chrome mask and cross-linked PDMS gels using the tools of soft-lithography. The small length scales and high deformation rates in the contraction throat lead to significant extensional flow effects even with dilute polymer solutions having time constants on the order of milliseconds. The dimensionless extra pressure drop across the contraction increases by more than 200% and is accompanied by significant upstream vortex growth. Streak photography and videomicroscopy using epifluorescent particles shows that the flow ultimately becomes unstable and three-dimensional. The moderate Reynolds numbers (0.03 ≤ Re ≤ 44) associated with these high Deborah number (0 ≤ De ≤ 600) microfluidic flows results in the exploration of new regions of the Re-De parameter space in which the effects of both elasticity and inertia can be observed. Understanding such interactions will be increasingly important in microfluidic applications involving complex fluids and can best be interpreted in terms of the elasticity number, El = De/Re, which is independent of the flow kinematics and depends only on the fluid rheology and the characteristic size of the device.

Feature Matching for Object Localization in the Presence of Uncertainty

We consider the problem of matching model and sensory data features in the presence of geometric uncertainty, for the purpose of object localization and identification. The problem is to construct sets of model feature and sensory data feature pairs that are geometrically consistent given that there is uncertainty in the geometry of the sensory data features. If there is no geometric uncertainty, polynomial-time algorithms are possible for feature matching, yet these approaches can fail when there is uncertainty in the geometry of data features. Existing matching and recognition techniques which account for the geometric uncertainty in features either cannot guarantee finding a correct solution, or can construct geometrically consistent sets of feature pairs yet have worst case exponential complexity in terms of the number of features. The major new contribution of this work is to demonstrate a polynomial-time algorithm for constructing sets of geometrically consistent feature pairs given uncertainty in the geometry of the data features. We show that under a certain model of geometric uncertainty the feature matching problem in the presence of uncertainty is of polynomial complexity. This has important theoretical implications by demonstrating an upper bound on the complexity of the matching problem, an by offering insight into the nature of the matching problem itself. These insights prove useful in the solution to the matching problem in higher dimensional cases as well, such as matching three-dimensional models to either two or three-dimensional sensory data. The approach is based on an analysis of the space of feasible transformation parameters. This paper outlines the mathematical basis for the method, and describes the implementation of an algorithm for the procedure. Experiments demonstrating the method are reported.

Formalizing Triggers: A Learning Model for Finite Spaces

In a recent seminal paper, Gibson and Wexler (1993) take important steps to formalizing the notion of language learning in a (finite) space whose grammars are characterized by a finite number of parameters. They introduce the Triggering Learning Algorithm (TLA) and show that even in finite space convergence may be a problem due to local maxima. In this paper we explicitly formalize learning in finite parameter space as a Markov structure whose states are parameter settings. We show that this captures the dynamics of TLA completely and allows us to explicitly compute the rates of convergence for TLA and other variants of TLA e.g. random walk. Also included in the paper are a corrected version of GW's central convergence proof, a list of "problem states" in addition to local maxima, and batch and PAC-style learning bounds for the model.

Stable Mixing of Complete and Incomplete Information

An increasing number of parameter estimation tasks involve the use of at least two information sources, one complete but limited, the other abundant but incomplete. Standard algorithms such as EM (or em) used in this context are unfortunately not stable in the sense that they can lead to a dramatic loss of accuracy with the inclusion of incomplete observations. We provide a more controlled solution to this problem through differential equations that govern the evolution of locally optimal solutions (fixed points) as a function of the source weighting. This approach permits us to explicitly identify any critical (bifurcation) points leading to choices unsupported by the available complete data. The approach readily applies to any graphical model in O(n^3) time where n is the number of parameters. We use the naive Bayes model to illustrate these ideas and demonstrate the effectiveness of our approach in the context of text classification problems.

Roles of Knowledge in Motor Learning

The goal of this thesis is to apply the computational approach to motor learning, i.e., describe the constraints that enable performance improvement with experience and also the constraints that must be satisfied by a motor learning system, describe what is being computed in order to achieve learning, and why it is being computed. The particular tasks used to assess motor learning are loaded and unloaded free arm movement, and the thesis includes work on rigid body load estimation, arm model estimation, optimal filtering for model parameter estimation, and trajectory learning from practice. Learning algorithms have been developed and implemented in the context of robot arm control. The thesis demonstrates some of the roles of knowledge in learning. Powerful generalizations can be made on the basis of knowledge of system structure, as is demonstrated in the load and arm model estimation algorithms. Improving the performance of parameter estimation algorithms used in learning involves knowledge of the measurement noise characteristics, as is shown in the derivation of optimal filters. Using trajectory errors to correct commands requires knowledge of how command errors are transformed into performance errors, i.e., an accurate model of the dynamics of the controlled system, as is demonstrated in the trajectory learning work. The performance demonstrated by the algorithms developed in this thesis should be compared with algorithms that use less knowledge, such as table based schemes to learn arm dynamics, previous single trajectory learning algorithms, and much of traditional adaptive control.

Geometric Aspects of Visual Object Recognition

This thesis presents there important results in visual object recognition based on shape. (1) A new algorithm (RAST; Recognition by Adaptive Sudivisions of Tranformation space) is presented that has lower average-case complexity than any known recognition algorithm. (2) It is shown, both theoretically and empirically, that representing 3D objects as collections of 2D views (the "View-Based Approximation") is feasible and affects the reliability of 3D recognition systems no more than other commonly made approximations. (3) The problem of recognition in cluttered scenes is considered from a Bayesian perspective; the commonly-used "bounded-error errorsmeasure" is demonstrated to correspond to an independence assumption. It is shown that by modeling the statistical properties of real-scenes better, objects can be recognized more reliably.