Performance Boundary Identification for the Evaluation of Automated Vehicles using Gaussian Process Classification

Safety is an essential aspect in the facilitation of automated vehicle deployment. Current testing practices are not enough, and going beyond them leads to infeasible testing requirements, such as needing to drive billions of kilometres on public roads. Automated vehicles are exposed to an indefinite number of scenarios. Handling of the most challenging scenarios should be tested, which leads to the question of how such corner cases can be determined. We propose an approach to identify the performance boundary, where these corner cases are located, using Gaussian Process Classification. We also demonstrate the classification on an exemplary traffic jam approach scenario, showing that it is feasible and would lead to more efficient testing practices.Comment: 6 pages, 5 figures, accepted at 2019 IEEE Intelligent Transportation Systems Conference - ITSC 2019, Auckland, New Zealand, October 201

Lipschitz Optimisation for Lipschitz Interpolation

Techniques known as Nonlinear Set Membership prediction, Kinky Inference or Lipschitz Interpolation are fast and numerically robust approaches to nonparametric machine learning that have been proposed to be utilised in the context of system identification and learning-based control. They utilise presupposed Lipschitz properties in order to compute inferences over unobserved function values. Unfortunately, most of these approaches rely on exact knowledge about the input space metric as well as about the Lipschitz constant. Furthermore, existing techniques to estimate the Lipschitz constants from the data are not robust to noise or seem to be ad-hoc and typically are decoupled from the ultimate learning and prediction task. To overcome these limitations, we propose an approach for optimising parameters of the presupposed metrics by minimising validation set prediction errors. To avoid poor performance due to local minima, we propose to utilise Lipschitz properties of the optimisation objective to ensure global optimisation success. The resulting approach is a new flexible method for nonparametric black-box learning. We provide experimental evidence of the competitiveness of our approach on artificial as well as on real data

SmartUnit: Empirical Evaluations for Automated Unit Testing of Embedded Software in Industry

In this paper, we aim at the automated unit coverage-based testing for embedded software. To achieve the goal, by analyzing the industrial requirements and our previous work on automated unit testing tool CAUT, we rebuild a new tool, SmartUnit, to solve the engineering requirements that take place in our partner companies. SmartUnit is a dynamic symbolic execution implementation, which supports statement, branch, boundary value and MC/DC coverage. SmartUnit has been used to test more than one million lines of code in real projects. For confidentiality motives, we select three in-house real projects for the empirical evaluations. We also carry out our evaluations on two open source database projects, SQLite and PostgreSQL, to test the scalability of our tool since the scale of the embedded software project is mostly not large, 5K-50K lines of code on average. From our experimental results, in general, more than 90% of functions in commercial embedded software achieve 100% statement, branch, MC/DC coverage, more than 80% of functions in SQLite achieve 100% MC/DC coverage, and more than 60% of functions in PostgreSQL achieve 100% MC/DC coverage. Moreover, SmartUnit is able to find the runtime exceptions at the unit testing level. We also have reported exceptions like array index out of bounds and divided-by-zero in SQLite. Furthermore, we analyze the reasons of low coverage in automated unit testing in our setting and give a survey on the situation of manual unit testing with respect to automated unit testing in industry.Comment: In Proceedings of 40th International Conference on Software Engineering: Software Engineering in Practice Track, Gothenburg, Sweden, May 27-June 3, 2018 (ICSE-SEIP '18), 10 page

Online Automated Synthesis of Compact Normative Systems

Peer reviewedPostprin

Realtime market microstructure analysis: online Transaction Cost Analysis

Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading performance. It also gives theoretical foundations to a generic framework for real-time trading analysis. Academic literature provides different ways to formalize these algorithms and show how optimal they can be from a mean-variance, a stochastic control, an impulse control or a statistical learning viewpoint. This paper is agnostic about the way the algorithm has been built and provides a theoretical formalism to identify in real-time the market conditions that influenced its efficiency or inefficiency. For a given set of characteristics describing the market context, selected by a practitioner, we first show how a set of additional derived explanatory factors, called anomaly detectors, can be created for each market order. We then will present an online methodology to quantify how this extended set of factors, at any given time, predicts which of the orders are underperforming while calculating the predictive power of this explanatory factor set. Armed with this information, which we call influence analysis, we intend to empower the order monitoring user to take appropriate action on any affected orders by re-calibrating the trading algorithms working the order through new parameters, pausing their execution or taking over more direct trading control. Also we intend that use of this method in the post trade analysis of algorithms can be taken advantage of to automatically adjust their trading action.Comment: 33 pages, 12 figure