Incremental natural-gradient actor-critic algorithms

We present four new reinforcement learning algorithms based on actor-critic and natural-gradient ideas, and provide their convergence proofs. Actor-critic rein- forcement learning methods are online approximations to policy iteration in which the value-function parameters are estimated using temporal difference learning and the policy parameters are updated by stochastic gradient descent. Methods based on policy gradients in this way are of special interest because of their com- patibility with function approximation methods, which are needed to handle large or infinite state spaces. The use of temporal difference learning in this way is of interest because in many applications it dramatically reduces the variance of the gradient estimates. The use of the natural gradient is of interest because it can produce better conditioned parameterizations and has been shown to further re- duce variance in some cases. Our results extend prior two-timescale convergence results for actor-critic methods by Konda and Tsitsiklis by using temporal differ- ence learning in the actor and by incorporating natural gradients, and they extend prior empirical studies of natural actor-critic methods by Peters, Vijayakumar and Schaal by providing the first convergence proofs and the first fully incremental algorithms.

Faster algorithms for all-pairs small stretch distances in weighted graphs

Abstract. Let G = (V,E) be a weighted undirected graph, with non-negative edge weights. We consider the problem of efficiently computing approximate distances between all pairs of vertices in G. While many efficient algorithms are known for this problem in unweighted graphs, not many results are known for this problem in weighted graphs. Zwick [14] showed that for any fixed ε> 0, stretch 1 1 + ε distances between all pairs of vertices in a weighted directed graph on n vertices can be computed in Õ(n ω) time, where ω < 2.376 is the exponent of matrix multiplication and n is the number of vertices. It is known that finding distances of stretch less than 2 between all pairs of vertices in G is at least as hard as Boolean matrix multiplication of two n×n matrices. It is also known that all-pairs stretch 3 distances can be computed in Õ(n 2) time and all-pairs stretch 7/3 distances can be computed in Õ(n 7/3) time. Here we consider efficient algorithms for the problem of computing all-pairs stretch (2+ε) distances in G, for any 0 < ε < 1. We show that all pairs stretch (2 + ε) distances for any fixed ε> 0 in G can be computed in expected time O(n 9/4 logn). This algorithm uses a fast rectangular matrix multiplication subroutine. We also present a combinatorial algorithm (that is, it does not use fast matrix multiplication) with expected running time O(n 9/4) for computing all-pairs stretch 5/2 distances in G. 1

Sliding mode control-based algorithms for consensus in connected swarms

In this article, finite-time consensus algorithms for a swarm of self-propelling agents based on sliding mode control and graph algebraic theories are presented. Algorithms are developed for swarms that can be described by balanced graphs and that are comprised of agents with dynamics of the same order. Agents with first and higher order dynamics are considered. For consensus, the agents' inputs are chosen to enforce sliding mode on surfaces dependent on the graph Laplacian matrix. The algorithms allow for the tuning of the time taken by the swarm to reach a consensus as well as the consensus value. As an example, the case when a swarm of first-order agents is in cyclic pursuit is considered.

Stochastic Algorithms for Discrete Parameter Simulation Optimization

We present two efficient discrete parameter simulation optimization (DPSO) algorithms for the long-run average cost objective. One of these algorithms uses the smoothed functional approximation (SFA) procedure, while the other is based on simultaneous perturbation stochastic approximation (SPSA). The use of SFA for DPSO had not been proposed previously in the literature. Further, both algorithms adopt an interesting technique of random projections that we present here for the first time. We give a proof of convergence of our algorithms. Next, we present detailed numerical experiments on a problem of admission control with dependent service times. We consider two different settings involving parameter sets that have moderate and large sizes, respectively. On the first setting, we also show performance comparisons with the well-studied optimal computing budget allocation (OCBA) algorithm and also the equal allocation algorithm. Note to Practitioners-Even though SPSA and SFA have been devised in the literature for continuous optimization problems, our results indicate that they can be powerful techniques even when they are adapted to discrete optimization settings. OCBA is widely recognized as one of the most powerful methods for discrete optimization when the parameter sets are of small or moderate size. On a setting involving a parameter set of size 100, we observe that when the computing budget is small, both SPSA and OCBA show similar performance and are better in comparison to SFA, however, as the computing budget is increased, SPSA and SFA show better performance than OCBA. Both our algorithms also show good performance when the parameter set has a size of 10(8). SFA is seen to show the best overall performance. Unlike most other DPSO algorithms in the literature, an advantage with our algorithms is that they are easily implementable regardless of the size of the parameter sets and show good performance in both scenarios.

Quantum Algorithms with Fixed Points: The Case of Database Search

The standard quantum search algorithm lacks a feature, enjoyed by many classical algorithms, of having a fixed-point, i.e. a monotonic convergence towards the solution. Here we present two variations of the quantum search algorithm, which get around this limitation. The first replaces selective inversions in the algorithm by selective phase shifts of $\frac{\pi}{3}$. The second controls the selective inversion operations using two ancilla qubits, and irreversible measurement operations on the ancilla qubits drive the starting state towards the target state. Using $q$ oracle queries, these variations reduce the probability of finding a non-target state from $\epsilon$ to $\epsilon^{2q+1}$, which is asymptotically optimal. Similar ideas can lead to robust quantum algorithms, and provide conceptually new schemes for error correction.

Multigrid algorithms for symmetric discontinuous Galerkin methods on graded meshes

We study a class of symmetric discontinuous Galerkin methods on graded meshes. Optimal order error estimates are derived in both the energy norm and the L 2 norm, and we establish the uniform convergence of V-cycle, F-cycle and W-cycle multigrid algorithms for the resulting discrete problems. Numerical results that confirm the theoretical results are also presented.

Swarm intelligence algorithms for integrated optimization of piezoelectric actuator and sensor placement and feedback gains

Swarm intelligence algorithms are applied for optimal control of flexible smart structures bonded with piezoelectric actuators and sensors. The optimal locations of actuators/sensors and feedback gain are obtained by maximizing the energy dissipated by the feedback control system. We provide a mathematical proof that this system is uncontrollable if the actuators and sensors are placed at the nodal points of the mode shapes. The optimal locations of actuators/sensors and feedback gain represent a constrained non-linear optimization problem. This problem is converted to an unconstrained optimization problem by using penalty functions. Two swarm intelligence algorithms, namely, Artificial bee colony (ABC) and glowworm swarm optimization (GSO) algorithms, are considered to obtain the optimal solution. In earlier published research, a cantilever beam with one and two collocated actuator(s)/sensor(s) was considered and the numerical results were obtained by using genetic algorithm and gradient based optimization methods. We consider the same problem and present the results obtained by using the swarm intelligence algorithms ABC and GSO. An extension of this cantilever beam problem with five collocated actuators/sensors is considered and the numerical results obtained by using the ABC and GSO algorithms are presented. The effect of increasing the number of design variables (locations of actuators and sensors and gain) on the optimization process is investigated. It is shown that the ABC and GSO algorithms are robust and are good choices for the optimization of smart structures.

Interference Alignment Algorithms for the K User Constant MIMO Interference Channel

This paper considers the degrees of freedom (DOF) for a K user multiple-input multiple-output (MIMO) M x N interference channel using interference alignment (IA). A new performance metric for evaluating the efficacy of IA algorithms is proposed, which measures the extent to which the desired signal dimensionality is preserved after zero-forcing the interference at the receiver. Inspired by the metric, two algorithms are proposed for designing the linear precoders and receive filters for IA in the constant MIMO interference channel with a finite number of symbol extensions. The first algorithm uses an eigenbeamforming method to align sub-streams of the interference to reduce the dimensionality of the interference at all the receivers. The second algorithm is iterative, and is based on minimizing the interference leakage power while preserving the dimensionality of the desired signal space at the intended receivers. The improved performance of the algorithms is illustrated by comparing them with existing algorithms for IA using Monte Carlo simulations.

Discrete control algorithms for a tubular ammonia reactor

The specific objective of this paper is to develop direct digital control strategies for an ammonia reactor using quadratic regulator theory and compare the performance of the resultant control system with that under conventional PID regulators. The controller design studies are based on a ninth order state-space model obtained from the exact nonlinear distributed model using linearization and lumping approximations. The evaluation of these controllers with reference to their disturbance rejection capabilities and transient response characteristics, is carried out using hybrid computer simulation.

Fast Robust Pattern Classification Algorithms for Real Time Neuro-Motor Prosthetic Applications

In this paper, we give a brief review of pattern classification algorithms based on discriminant analysis. We then apply these algorithms to classify movement direction based on multivariate local field potentials recorded from a microelectrode array in the primary motor cortex of a monkey performing a reaching task. We obtain prediction accuracies between 55% and 90% using different methods which are significantly above the chance level of 12.5%.

Determinant: Old algorithms, new insights (Extended Abstract)

In this paper we approach the problem of computing the characteristic polynomial of a matrix from the combinatorial viewpoint. We present several combinatorial characterizations of the coefficients of the characteristic polynomial, in terms of walks and closed walks of different kinds in the underlying graph. We develop algorithms based on these characterizations, and show that they tally with well-known algorithms arrived at independently from considerations in linear algebra.

Synthesis of configurable architectures for DSP algorithms

ASICs offer the best realization of DSP algorithms in terms of performance, but the cost is prohibitive, especially when the volumes involved are low. However, if the architecture synthesis trajectory for such algorithms is such that the target architecture can be identified as an interconnection of elementary parameterized computational structures, then it is possible to attain a close match, both in terms of performance and power with respect to an ASIC, for any algorithmic parameters of the given algorithm. Such an architecture is weakly programmable (configurable) and can be viewed as an application specific instruction-set processor (ASIP). In this work, we present a methodology to synthesize ASIPs for DSP algorithms.

Performance evaluation of neural network algorithms for multisensor data fusion in an airborne track while scan radar

This paper deals with the solution to the problem of multisensor data fusion for a single target scenario as detected by an airborne track-while-scan radar. The details of a neural network implementation, various training algorithms based on standard backpropagation, and the results of training and testing the neural network are presented. The promising capabilities of RPROP algorithm for multisensor data fusion for various parameters are shown in comparison to other adaptive techniques

Space vector based bus clamped PWM algorithms for three level inverters: implementation, performance analysis and application considerations

This paper describes the different types of space vector based bus clamped PWM algorithms for three level inverters. A novel bus clamp PWM algorithm for low modulation indices region is also presented. The principles and switching sequences of all the types of bus clamped algorithms for high switching frequency are presented. Synchronized version of the PWM sequences for high power applications where switching frequency is low is also presented. The implementation details on DSP based digital controller and experimental results are presented. The THD of the output waveforms is studied for the entire operating region and is compared with the conventional space vector PWM technique. The bus clamped techniques can be used to reduce the switching losses or to improve the output voltage quality or both.. Different issues dominate depending on the type of application and power rating of the inverters. The results presented in this paper can be used for judicious use of the PWM techniques, which result in improved system efficiency and performance.

A unified view of the Apriori-based algorithms for frequent episode discovery

Frequent episode discovery framework is a popular framework in temporal data mining with many applications. Over the years, many different notions of frequencies of episodes have been proposed along with different algorithms for episode discovery. In this paper, we present a unified view of all the apriori-based discoverymethods for serial episodes under these different notions of frequencies. Specifically, we present a unified view of the various frequency counting algorithms. We propose a generic counting algorithm such that all current algorithms are special cases of it. This unified view allows one to gain insights into different frequencies, and we present quantitative relationships among different frequencies.Our unified view also helps in obtaining correctness proofs for various counting algorithms as we show here. It also aids in understanding and obtaining the anti-monotonicity properties satisfied by the various frequencies, the properties exploited by the candidate generation step of any apriori-based method. We also point out how our unified view of counting helps to consider generalization of the algorithm to count episodes with general partial orders.