151 resultados para Vector Auto Regression
Resumo:
In this paper, we tackle the problem of learning a linear regression model whose parameter is a fixed-rank matrix. We study the Riemannian manifold geometry of the set of fixed-rank matrices and develop efficient line-search algorithms. The proposed algorithms have many applications, scale to high-dimensional problems, enjoy local convergence properties and confer a geometric basis to recent contributions on learning fixed-rank matrices. Numerical experiments on benchmarks suggest that the proposed algorithms compete with the state-of-the-art, and that manifold optimization offers a versatile framework for the design of rank-constrained machine learning algorithms. Copyright 2011 by the author(s)/owner(s).
Resumo:
The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The mathematical developments rely on the theory of gradient descent algorithms adapted to the Riemannian geometry that underlies the set of fixedrank positive semidefinite matrices. In contrast with previous contributions in the literature, no restrictions are imposed on the range space of the learned matrix. The resulting algorithms maintain a linear complexity in the problem size and enjoy important invariance properties. We apply the proposed algorithms to the problem of learning a distance function parameterized by a positive semidefinite matrix. Good performance is observed on classical benchmarks. © 2011 Gilles Meyer, Silvere Bonnabel and Rodolphe Sepulchre.
Resumo:
This paper addresses the speed and flux regulation of induction motors under the assumption that the motor parameters are poorly known. An adaptive passivity-based control is proposed that guarantees robust regulation as well as accurate estimation of the electrical parameters that govern the motor performance. This paper provides a local stability analysis of the adaptive scheme, which is illustrated by simulations and supported by a successful experimental validation on an industrial product. © 2009 IEEE.
Resumo:
This work addresses the challenging problem of unconstrained 3D human pose estimation (HPE) from a novel perspective. Existing approaches struggle to operate in realistic applications, mainly due to their scene-dependent priors, such as background segmentation and multi-camera network, which restrict their use in unconstrained environments. We therfore present a framework which applies action detection and 2D pose estimation techniques to infer 3D poses in an unconstrained video. Action detection offers spatiotemporal priors to 3D human pose estimation by both recognising and localising actions in space-time. Instead of holistic features, e.g. silhouettes, we leverage the flexibility of deformable part model to detect 2D body parts as a feature to estimate 3D poses. A new unconstrained pose dataset has been collected to justify the feasibility of our method, which demonstrated promising results, significantly outperforming the relevant state-of-the-arts. © 2013 IEEE.
Resumo:
We demonstrate how the Gaussian process regression approach can be used to efficiently reconstruct free energy surfaces from umbrella sampling simulations. By making a prior assumption of smoothness and taking account of the sampling noise in a consistent fashion, we achieve a significant improvement in accuracy over the state of the art in two or more dimensions or, equivalently, a significant cost reduction to obtain the free energy surface within a prescribed tolerance in both regimes of spatially sparse data and short sampling trajectories. Stemming from its Bayesian interpretation the method provides meaningful error bars without significant additional computation. A software implementation is made available on www.libatoms.org.
Resumo:
We demonstrate how a prior assumption of smoothness can be used to enhance the reconstruction of free energy profiles from multiple umbrella sampling simulations using the Bayesian Gaussian process regression approach. The method we derive allows the concurrent use of histograms and free energy gradients and can easily be extended to include further data. In Part I we review the necessary theory and test the method for one collective variable. We demonstrate improved performance with respect to the weighted histogram analysis method and obtain meaningful error bars without any significant additional computation. In Part II we consider the case of multiple collective variables and compare to a reconstruction using least squares fitting of radial basis functions. We find substantial improvements in the regimes of spatially sparse data or short sampling trajectories. A software implementation is made available on www.libatoms.org.
Resumo:
The brushless doubly-fed machine exhibits rotor-speed-dependent, cross-coupling effects between inputs and outputs when vector control is implemented. Manipulation of the model equations shows that these effects are represented by rotation angles. A parameter-independent decoupling method is presented which reduces these cross-coupling disturbances by estimating the rotation angle and applying it back to the controller. © 2013 IEEE.
Resumo:
Vector control provides stability and performance when applied to the brushless doubly-fed machine, however cross-coupling effects can arise between inputs and outputs. To address these effects, a procedure is proposed to both visualize and minimize the cross-coupling by means of steady-state mapping and a re-alignment of the dq reference frame. With this method implemented, gain-response tests show improved decoupling across the operating region. © 2013 EUCA.
Resumo:
Copyright © 2014, Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved. This paper presents the beginnings of an automatic statistician, focusing on regression problems. Our system explores an open-ended space of statistical models to discover a good explanation of a data set, and then produces a detailed report with figures and natural- language text. Our approach treats unknown regression functions non- parametrically using Gaussian processes, which has two important consequences. First, Gaussian processes can model functions in terms of high-level properties (e.g. smoothness, trends, periodicity, changepoints). Taken together with the compositional structure of our language of models this allows us to automatically describe functions in simple terms. Second, the use of flexible nonparametric models and a rich language for composing them in an open-ended manner also results in state- of-the-art extrapolation performance evaluated over 13 real time series data sets from various domains.
Resumo:
An accurate description of atomic interactions, such as that provided by first principles quantum mechanics, is fundamental to realistic prediction of the properties that govern plasticity, fracture or crack propagation in metals. However, the computational complexity associated with modern schemes explicitly based on quantum mechanics limits their applications to systems of a few hundreds of atoms at most. This thesis investigates the application of the Gaussian Approximation Potential (GAP) scheme to atomistic modelling of tungsten - a bcc transition metal which exhibits a brittle-to-ductile transition and whose plasticity behaviour is controlled by the properties of $\frac{1}{2} \langle 111 \rangle$ screw dislocations. We apply Gaussian process regression to interpolate the quantum-mechanical (QM) potential energy surface from a set of points in atomic configuration space. Our training data is based on QM information that is computed directly using density functional theory (DFT). To perform the fitting, we represent atomic environments using a set of rotationally, permutationally and reflection invariant parameters which act as the independent variables in our equations of non-parametric, non-linear regression. We develop a protocol for generating GAP models capable of describing lattice defects in metals by building a series of interatomic potentials for tungsten. We then demonstrate that a GAP potential based on a Smooth Overlap of Atomic Positions (SOAP) covariance function provides a description of the $\frac{1}{2} \langle 111 \rangle$ screw dislocation that is in agreement with the DFT model. We use this potential to simulate the mobility of $\frac{1}{2} \langle 111 \rangle$ screw dislocations by computing the Peierls barrier and model dislocation-vacancy interactions to QM accuracy in a system containing more than 100,000 atoms.