Modelling and control of nonlinear systems using Gaussian processes with partial model information

Gaussian processes are gaining increasing popularity among the control community, in particular for the modelling of discrete time state space systems. However, it has not been clear how to incorporate model information, in the form of known state relationships, when using a Gaussian process as a predictive model. An obvious example of known prior information is position and velocity related states. Incorporation of such information would be beneficial both computationally and for faster dynamics learning. This paper introduces a method of achieving this, yielding faster dynamics learning and a reduction in computational effort from O(Dn2) to O((D - F)n2) in the prediction stage for a system with D states, F known state relationships and n observations. The effectiveness of the method is demonstrated through its inclusion in the PILCO learning algorithm with application to the swing-up and balance of a torque-limited pendulum and the balancing of a robotic unicycle in simulation. © 2012 IEEE.

Linear dimensionality reduction: Survey, insights, and generalizations

© 2015 John P. Cunningham and Zoubin Ghahramani. Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of interest, such as covariance, dynamical structure, correlation between data sets, input-output relationships, and margin between data classes. Methods have been developed with a variety of names and motivations in many fields, and perhaps as a result the connections between all these methods have not been highlighted. Here we survey methods from this disparate literature as optimization programs over matrix manifolds. We discuss principal component analysis, factor analysis, linear multidimensional scaling, Fisher's linear discriminant analysis, canonical correlations analysis, maximum autocorrelation factors, slow feature analysis, sufficient dimensionality reduction, undercomplete independent component analysis, linear regression, distance metric learning, and more. This optimization framework gives insight to some rarely discussed shortcomings of well-known methods, such as the suboptimality of certain eigenvector solutions. Modern techniques for optimization over matrix manifolds enable a generic linear dimensionality reduction solver, which accepts as input data and an objective to be optimized, and returns, as output, an optimal low-dimensional projection of the data. This simple optimization framework further allows straightforward generalizations and novel variants of classical methods, which we demonstrate here by creating an orthogonal-projection canonical correlations analysis. More broadly, this survey and generic solver suggest that linear dimensionality reduction can move toward becoming a blackbox, objective-agnostic numerical technology.

Functional programming based CACSD environment

An engineering design environment should allow users to design complex engineering systems, to manage and coordinate the designs as they proceed, and to develop and modify the software tools used for designs. These requirements call for a programming environment with an integrated set of software tools of different functionalities. The required functionalities are mainly: the provision of design algorithms based on suitable numeric software, appropriate data structures for the application area, a user-friendly interface, and the provision of a design database for the long term management of the designs generated. The provision of such an integrated design environment in a functional programming environment with particular emphasis on the provision of appropriate control-theoretic data structures and data model is described. Object-orientation is used to model entities in the application domain, which are represented by persistent objects in the database. Structural properties, relationships and operations on entities are modelled through objects and functions classified into strict types with inheritance semantics and a recursive structure.

Temporal difference models describe higher-order learning in humans.

The ability to use environmental stimuli to predict impending harm is critical for survival. Such predictions should be available as early as they are reliable. In pavlovian conditioning, chains of successively earlier predictors are studied in terms of higher-order relationships, and have inspired computational theories such as temporal difference learning. However, there is at present no adequate neurobiological account of how this learning occurs. Here, in a functional magnetic resonance imaging (fMRI) study of higher-order aversive conditioning, we describe a key computational strategy that humans use to learn predictions about pain. We show that neural activity in the ventral striatum and the anterior insula displays a marked correspondence to the signals for sequential learning predicted by temporal difference models. This result reveals a flexible aversive learning process ideally suited to the changing and uncertain nature of real-world environments. Taken with existing data on reward learning, our results suggest a critical role for the ventral striatum in integrating complex appetitive and aversive predictions to coordinate behaviour.