A Stochastic View of Optimal Regret through Minimax Duality

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary. Peter L. Bartlett, Alexander Rakhlin

Hybrid-Game Strategies for multi-objective design optimization in engineering

A number of Game Strategies (GS) have been developed in past decades. They have been used in the fields of economics, engineering, computer science and biology due to their efficiency in solving design optimization problems. In addition, research in multi-objective (MO) and multidisciplinary design optimization (MDO) has focused on developing robust and efficient optimization methods to produce a set of high quality solutions with low computational cost. In this paper, two optimization techniques are considered; the first optimization method uses multi-fidelity hierarchical Pareto optimality. The second optimization method uses the combination of two Game Strategies; Nash-equilibrium and Pareto optimality. The paper shows how Game Strategies can be hybridised and coupled to Multi-Objective Evolutionary Algorithms (MOEA) to accelerate convergence speed and to produce a set of high quality solutions. Numerical results obtained from both optimization methods are compared in terms of computational expense and model quality. The benefits of using Hybrid-Game Strategies are clearly demonstrated

The use of speech and lip modalities for robust speaker verification under adverse conditions

Investigates the use of lip information, in conjunction with speech information, for robust speaker verification in the presence of background noise. We have previously shown (Int. Conf. on Acoustics, Speech and Signal Proc., vol. 6, pp. 3693-3696, May 1998) that features extracted from a speaker's moving lips hold speaker dependencies which are complementary with speech features. We demonstrate that the fusion of lip and speech information allows for a highly robust speaker verification system which outperforms either subsystem individually. We present a new technique for determining the weighting to be applied to each modality so as to optimize the performance of the fused system. Given a correct weighting, lip information is shown to be highly effective for reducing the false acceptance and false rejection error rates in the presence of background noise

Stochastic regularization method for backward Cauchy problem in Banach spaces

We consider a stochastic regularization method for solving the backward Cauchy problem in Banach spaces. An order of convergence is obtained on sourcewise representative elements.

Robust multidisciplinary UAS design optimisation

There are many applications in aeronautical/aerospace engineering where some values of the design parameters states cannot be provided or determined accurately. These values can be related to the geometry(wingspan, length, angles) and or to operational flight conditions that vary due to the presence of uncertainty parameters (Mach, angle of attack, air density and temperature, etc.). These uncertainty design parameters cannot be ignored in engineering design and must be taken into the optimisation task to produce more realistic and reliable solutions. In this paper, a robust/uncertainty design method with statistical constraints is introduced to produce a set of reliable solutions which have high performance and low sensitivity. Robust design concept coupled with Multi Objective Evolutionary Algorithms (MOEAs) is defined by applying two statistical sampling formulas; mean and variance/standard deviation associated with the optimisation fitness/objective functions. The methodology is based on a canonical evolution strategy and incorporates the concepts of hierarchical topology, parallel computing and asynchronous evaluation. It is implemented for two practical Unmanned Aerial System (UAS) design problems; the flrst case considers robust multi-objective (single disciplinary: aerodynamics) design optimisation and the second considers a robust multidisciplinary (aero structures) design optimisation. Numerical results show that the solutions obtained by the robust design method with statistical constraints have a more reliable performance and sensitivity in both aerodynamics and structures when compared to the baseline design.

An infinite-horizon robust filter for uncertain hidden Markov Models with conditional relative entropy constraints

We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.

On robust face recognition via sparse encoding : the good, the bad, and the ugly

In the field of face recognition, Sparse Representation (SR) has received considerable attention during the past few years. Most of the relevant literature focuses on holistic descriptors in closed-set identification applications. The underlying assumption in SR-based methods is that each class in the gallery has sufficient samples and the query lies on the subspace spanned by the gallery of the same class. Unfortunately, such assumption is easily violated in the more challenging face verification scenario, where an algorithm is required to determine if two faces (where one or both have not been seen before) belong to the same person. In this paper, we first discuss why previous attempts with SR might not be applicable to verification problems. We then propose an alternative approach to face verification via SR. Specifically, we propose to use explicit SR encoding on local image patches rather than the entire face. The obtained sparse signals are pooled via averaging to form multiple region descriptors, which are then concatenated to form an overall face descriptor. Due to the deliberate loss spatial relations within each region (caused by averaging), the resulting descriptor is robust to misalignment & various image deformations. Within the proposed framework, we evaluate several SR encoding techniques: l1-minimisation, Sparse Autoencoder Neural Network (SANN), and an implicit probabilistic technique based on Gaussian Mixture Models. Thorough experiments on AR, FERET, exYaleB, BANCA and ChokePoint datasets show that the proposed local SR approach obtains considerably better and more robust performance than several previous state-of-the-art holistic SR methods, in both verification and closed-set identification problems. The experiments also show that l1-minimisation based encoding has a considerably higher computational than the other techniques, but leads to higher recognition rates.

Robust scale initialization for long-range stereo visual odometry

Achieving a robust, accurately scaled pose estimate in long-range stereo presents significant challenges. For large scene depths, triangulation from a single stereo pair is inadequate and noisy. Additionally, vibration and flexible rigs in airborne applications mean accurate calibrations are often compromised. This paper presents a technique for accurately initializing a long-range stereo VO algorithm at large scene depth, with accurate scale, without explicitly computing structure from rigidly fixed camera pairs. By performing a monocular pose estimate over a window of frames from a single camera, followed by adding the secondary camera frames in a modified bundle adjustment, an accurate, metrically scaled pose estimate can be found. To achieve this the scale of the stereo pair is included in the optimization as an additional parameter. Results are presented both on simulated and field gathered data from a fixed-wing UAV flying at significant altitude, where the epipolar geometry is inaccurate due to structural deformation and triangulation from a single pair is insufficient. Comparisons are made with more conventional VO techniques where the scale is not explicitly optimized, and demonstrated over repeated trials to indicate robustness.

A framework for testing robust autonomy of UAS during design and certification

As the number of Uninhabited Airborne Systems (UAS) proliferates in civil applications, industry is increasingly putting pressure on regulation authorities to provide a path for certification and allow UAS integration into regulated airspace. The success of this integration depends on developments in improved UAS reliability and safety, regulations for certification, and technologies for operational performance and safety assessment. This paper focusses on the last topic and describes a framework for quantifying robust autonomy of UAS, which quantifies the system's ability to either continue operating in the presence of faults or safely shut down. Two figures of merit are used to evaluate vehicle performance relative to mission requirements and the consequences of autonomous decision making in motion control and guidance systems. These figures of merit are interpreted within a probabilistic framework, which extends previous work in the literature. The valuation of the figures of merit can be done using stochastic simulation scenarios during both vehicle development and certification stages with different degrees of integration of hardware-in-the-loop simulation technology. The objective of the proposed framework is to aid in decision making about the suitability of a vehicle with respect to safety and reliability relative to mission requirements.

Robust clustering of multi-type relational data via a heterogeneous manifold ensemble

High-Order Co-Clustering (HOCC) methods have attracted high attention in recent years because of their ability to cluster multiple types of objects simultaneously using all available information. During the clustering process, HOCC methods exploit object co-occurrence information, i.e., inter-type relationships amongst different types of objects as well as object affinity information, i.e., intra-type relationships amongst the same types of objects. However, it is difficult to learn accurate intra-type relationships in the presence of noise and outliers. Existing HOCC methods consider the p nearest neighbours based on Euclidean distance for the intra-type relationships, which leads to incomplete and inaccurate intra-type relationships. In this paper, we propose a novel HOCC method that incorporates multiple subspace learning with a heterogeneous manifold ensemble to learn complete and accurate intra-type relationships. Multiple subspace learning reconstructs the similarity between any pair of objects that belong to the same subspace. The heterogeneous manifold ensemble is created based on two-types of intra-type relationships learnt using p-nearest-neighbour graph and multiple subspaces learning. Moreover, in order to make sure the robustness of clustering process, we introduce a sparse error matrix into matrix decomposition and develop a novel iterative algorithm. Empirical experiments show that the proposed method achieves improved results over the state-of-art HOCC methods for FScore and NMI.

A Fixed Order Model Matching Approach for the Design of Robust Power System Oscillation Damper

This book focuses on how evolutionary computing techniques benefit engineering research and development tasks by converting practical problems of growing complexities into simple formulations, thus largely reducing development efforts. This book begins with an overview of the optimization theory and modern evolutionary computing techniques, and goes on to cover specific applications of evolutionary computing to power system optimization and control problems.

Multi-action recognition via stochastic modelling of optical flow and gradients

In this paper we propose a novel approach to multi-action recognition that performs joint segmentation and classification. This approach models each action using a Gaussian mixture using robust low-dimensional action features. Segmentation is achieved by performing classification on overlapping temporal windows, which are then merged to produce the final result. This approach is considerably less complicated than previous methods which use dynamic programming or computationally expensive hidden Markov models (HMMs). Initial experiments on a stitched version of the KTH dataset show that the proposed approach achieves an accuracy of 78.3%, outperforming a recent HMM-based approach which obtained 71.2%.

Managing and learning with multiple models: Objectives and optimization algorithms

The quality of environmental decisions should be gauged according to managers' objectives. Management objectives generally seek to maximize quantifiable measures of system benefit, for instance population growth rate. Reaching these goals often requires a certain degree of learning about the system. Learning can occur by using management action in combination with a monitoring system. Furthermore, actions can be chosen strategically to obtain specific kinds of information. Formal decision making tools can choose actions to favor such learning in two ways: implicitly via the optimization algorithm that is used when there is a management objective (for instance, when using adaptive management), or explicitly by quantifying knowledge and using it as the fundamental project objective, an approach new to conservation.This paper outlines three conservation project objectives - a pure management objective, a pure learning objective, and an objective that is a weighted mixture of these two. We use eight optimization algorithms to choose actions that meet project objectives and illustrate them in a simulated conservation project. The algorithms provide a taxonomy of decision making tools in conservation management when there is uncertainty surrounding competing models of system function. The algorithms build upon each other such that their differences are highlighted and practitioners may see where their decision making tools can be improved. © 2010 Elsevier Ltd.

Evolutionary optimization and game strategies for advanced multi-disciplinary design : applications to aeronautics and UAV design

Many complex aeronautical design problems can be formulated with efficient multi-objective evolutionary optimization methods and game strategies. This book describes the role of advanced innovative evolution tools in the solution, or the set of solutions of single or multi disciplinary optimization. These tools use the concept of multi-population, asynchronous parallelization and hierarchical topology which allows different models including precise, intermediate and approximate models with each node belonging to the different hierarchical layer handled by a different Evolutionary Algorithm. The efficiency of evolutionary algorithms for both single and multi-objective optimization problems are significantly improved by the coupling of EAs with games and in particular by a new dynamic methodology named “Hybridized Nash-Pareto games”. Multi objective Optimization techniques and robust design problems taking into account uncertainties are introduced and explained in detail. Several applications dealing with civil aircraft and UAV, UCAV systems are implemented numerically and discussed. Applications of increasing optimization complexity are presented as well as two hands-on test cases problems. These examples focus on aeronautical applications and will be useful to the practitioner in the laboratory or in industrial design environments. The evolutionary methods coupled with games presented in this volume can be applied to other areas including surface and marine transport, structures, biomedical engineering, renewable energy and environmental problems.