Model based learning of sigma points in unscented Kalman filtering

The unscented Kalman filter (UKF) is a widely used method in control and time series applications. The UKF suffers from arbitrary parameters necessary for a step known as sigma point placement, causing it to perform poorly in nonlinear problems. We show how to treat sigma point placement in a UKF as a learning problem in a model based view. We demonstrate that learning to place the sigma points correctly from data can make sigma point collapse much less likely. Learning can result in a significant increase in predictive performance over default settings of the parameters in the UKF and other filters designed to avoid the problems of the UKF, such as the GP-ADF. At the same time, we maintain a lower computational complexity than the other methods. We call our method UKF-L. ©2010 IEEE.

Model based learning of sigma points in unscented Kalman filtering

The unscented Kalman filter (UKF) is a widely used method in control and time series applications. The UKF suffers from arbitrary parameters necessary for sigma point placement, potentially causing it to perform poorly in nonlinear problems. We show how to treat sigma point placement in a UKF as a learning problem in a model based view. We demonstrate that learning to place the sigma points correctly from data can make sigma point collapse much less likely. Learning can result in a significant increase in predictive performance over default settings of the parameters in the UKF and other filters designed to avoid the problems of the UKF, such as the GP-ADF. At the same time, we maintain a lower computational complexity than the other methods. We call our method UKF-L. © 2011 Elsevier B.V.

Facilitation of learning induced by both random and gradual visuomotor task variation.

Motor task variation has been shown to be a key ingredient in skill transfer, retention, and structural learning. However, many studies only compare training of randomly varying tasks to either blocked or null training, and it is not clear how experiencing different nonrandom temporal orderings of tasks might affect the learning process. Here we study learning in human subjects who experience the same set of visuomotor rotations, evenly spaced between -60° and +60°, either in a random order or in an order in which the rotation angle changed gradually. We compared subsequent learning of three test blocks of +30°→-30°→+30° rotations. The groups that underwent either random or gradual training showed significant (P < 0.01) facilitation of learning in the test blocks compared with a control group who had not experienced any visuomotor rotations before. We also found that movement initiation times in the random group during the test blocks were significantly (P < 0.05) lower than for the gradual or the control group. When we fit a state-space model with fast and slow learning processes to our data, we found that the differences in performance in the test block were consistent with the gradual or random task variation changing the learning and retention rates of only the fast learning process. Such adaptation of learning rates may be a key feature of ongoing meta-learning processes. Our results therefore suggest that both gradual and random task variation can induce meta-learning and that random learning has an advantage in terms of shorter initiation times, suggesting less reliance on cognitive processes.

A Structured Model of Video Reproduces Primary Visual Cortical Organisation

The visual system must learn to infer the presence of objects and features in the world from the images it encounters, and as such it must, either implicitly or explicitly, model the way these elements interact to create the image. Do the response properties of cells in the mammalian visual system reflect this constraint? To address this question, we constructed a probabilistic model in which the identity and attributes of simple visual elements were represented explicitly and learnt the parameters of this model from unparsed, natural video sequences. After learning, the behaviour and grouping of variables in the probabilistic model corresponded closely to functional and anatomical properties of simple and complex cells in the primary visual cortex (V1). In particular, feature identity variables were activated in a way that resembled the activity of complex cells, while feature attribute variables responded much like simple cells. Furthermore, the grouping of the attributes within the model closely parallelled the reported anatomical grouping of simple cells in cat V1. Thus, this generative model makes explicit an interpretation of complex and simple cells as elements in the segmentation of a visual scene into basic independent features, along with a parametrisation of their moment-by-moment appearances. We speculate that such a segmentation may form the initial stage of a hierarchical system that progressively separates the identity and appearance of more articulated visual elements, culminating in view-invariant object recognition.