Multi-Target Prediction: A Unifying View on Problems and Methods

Multi-target prediction (MTP) is concerned with the simultaneous prediction of multiple target variables of diverse type. Due to its enormous application potential, it has developed into an active and rapidly expanding research field that combines several subfields of machine learning, including multivariate regression, multi-label classification, multi-task learning, dyadic prediction, zero-shot learning, network inference, and matrix completion. In this paper, we present a unifying view on MTP problems and methods. First, we formally discuss commonalities and differences between existing MTP problems. To this end, we introduce a general framework that covers the above subfields as special cases. As a second contribution, we provide a structured overview of MTP methods. This is accomplished by identifying a number of key properties, which distinguish such methods and determine their suitability for different types of problems. Finally, we also discuss a few challenges for future research

Kernel-based Inference of Functions over Graphs

The study of networks has witnessed an explosive growth over the past decades with several ground-breaking methods introduced. A particularly interesting -- and prevalent in several fields of study -- problem is that of inferring a function defined over the nodes of a network. This work presents a versatile kernel-based framework for tackling this inference problem that naturally subsumes and generalizes the reconstruction approaches put forth recently by the signal processing on graphs community. Both the static and the dynamic settings are considered along with effective modeling approaches for addressing real-world problems. The herein analytical discussion is complemented by a set of numerical examples, which showcase the effectiveness of the presented techniques, as well as their merits related to state-of-the-art methods.Comment: To be published as a chapter in `Adaptive Learning Methods for Nonlinear System Modeling', Elsevier Publishing, Eds. D. Comminiello and J.C. Principe (2018). This chapter surveys recent work on kernel-based inference of functions over graphs including arXiv:1612.03615 and arXiv:1605.07174 and arXiv:1711.0930

Goal Set Inverse Optimal Control and Iterative Re-planning for Predicting Human Reaching Motions in Shared Workspaces

To enable safe and efficient human-robot collaboration in shared workspaces it is important for the robot to predict how a human will move when performing a task. While predicting human motion for tasks not known a priori is very challenging, we argue that single-arm reaching motions for known tasks in collaborative settings (which are especially relevant for manufacturing) are indeed predictable. Two hypotheses underlie our approach for predicting such motions: First, that the trajectory the human performs is optimal with respect to an unknown cost function, and second, that human adaptation to their partner's motion can be captured well through iterative re-planning with the above cost function. The key to our approach is thus to learn a cost function which "explains" the motion of the human. To do this, we gather example trajectories from pairs of participants performing a collaborative assembly task using motion capture. We then use Inverse Optimal Control to learn a cost function from these trajectories. Finally, we predict reaching motions from the human's current configuration to a task-space goal region by iteratively re-planning a trajectory using the learned cost function. Our planning algorithm is based on the trajectory optimizer STOMP, it plans for a 23 DoF human kinematic model and accounts for the presence of a moving collaborator and obstacles in the environment. Our results suggest that in most cases, our method outperforms baseline methods when predicting motions. We also show that our method outperforms baselines for predicting human motion when a human and a robot share the workspace.Comment: 12 pages, Accepted for publication IEEE Transaction on Robotics 201

Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions

We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low rank matrix $\Theta^\star$ with a second matrix $\Gamma^\star$ endowed with a complementary form of low-dimensional structure; this set-up includes many statistical models of interest, including factor analysis, multi-task regression, and robust covariance estimation. We derive a general theorem that bounds the Frobenius norm error for an estimate of the pair $(\Theta^\star, \Gamma^\star)$ obtained by solving a convex optimization problem that combines the nuclear norm with a general decomposable regularizer. Our results utilize a "spikiness" condition that is related to but milder than singular vector incoherence. We specialize our general result to two cases that have been studied in past work: low rank plus an entrywise sparse matrix, and low rank plus a columnwise sparse matrix. For both models, our theory yields non-asymptotic Frobenius error bounds for both deterministic and stochastic noise matrices, and applies to matrices $\Theta^\star$ that can be exactly or approximately low rank, and matrices $\Gamma^\star$ that can be exactly or approximately sparse. Moreover, for the case of stochastic noise matrices and the identity observation operator, we establish matching lower bounds on the minimax error. The sharpness of our predictions is confirmed by numerical simulations.Comment: 41 pages, 2 figure