Task-Driven Estimation and Control via Information Bottlenecks

Our goal is to develop a principled and general algorithmic framework for task-driven estimation and control for robotic systems. State-of-the-art approaches for controlling robotic systems typically rely heavily on accurately estimating the full state of the robot (e.g., a running robot might estimate joint angles and velocities, torso state, and position relative to a goal). However, full state representations are often excessively rich for the specific task at hand and can lead to significant computational inefficiency and brittleness to errors in state estimation. In contrast, we present an approach that eschews such rich representations and seeks to create task-driven representations. The key technical insight is to leverage the theory of information bottlenecks}to formalize the notion of a "task-driven representation" in terms of information theoretic quantities that measure the minimality of a representation. We propose novel iterative algorithms for automatically synthesizing (offline) a task-driven representation (given in terms of a set of task-relevant variables (TRVs)) and a performant control policy that is a function of the TRVs. We present online algorithms for estimating the TRVs in order to apply the control policy. We demonstrate that our approach results in significant robustness to unmodeled measurement uncertainty both theoretically and via thorough simulation experiments including a spring-loaded inverted pendulum running to a goal location.Comment: 9 pages, 4 figures, abridged version accepted to ICRA2019; Incorporates changes in final conference submissio

Robust Gaussian Filtering using a Pseudo Measurement

Many sensors, such as range, sonar, radar, GPS and visual devices, produce measurements which are contaminated by outliers. This problem can be addressed by using fat-tailed sensor models, which account for the possibility of outliers. Unfortunately, all estimation algorithms belonging to the family of Gaussian filters (such as the widely-used extended Kalman filter and unscented Kalman filter) are inherently incompatible with such fat-tailed sensor models. The contribution of this paper is to show that any Gaussian filter can be made compatible with fat-tailed sensor models by applying one simple change: Instead of filtering with the physical measurement, we propose to filter with a pseudo measurement obtained by applying a feature function to the physical measurement. We derive such a feature function which is optimal under some conditions. Simulation results show that the proposed method can effectively handle measurement outliers and allows for robust filtering in both linear and nonlinear systems

Joint estimation of multiple related biological networks

Graphical models are widely used to make inferences concerning interplay in multivariate systems. In many applications, data are collected from multiple related but nonidentical units whose underlying networks may differ but are likely to share features. Here we present a hierarchical Bayesian formulation for joint estimation of multiple networks in this nonidentically distributed setting. The approach is general: given a suitable class of graphical models, it uses an exchangeability assumption on networks to provide a corresponding joint formulation. Motivated by emerging experimental designs in molecular biology, we focus on time-course data with interventions, using dynamic Bayesian networks as the graphical models. We introduce a computationally efficient, deterministic algorithm for exact joint inference in this setting. We provide an upper bound on the gains that joint estimation offers relative to separate estimation for each network and empirical results that support and extend the theory, including an extensive simulation study and an application to proteomic data from human cancer cell lines. Finally, we describe approximations that are still more computationally efficient than the exact algorithm and that also demonstrate good empirical performance.Comment: Published in at http://dx.doi.org/10.1214/14-AOAS761 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Optimization Under Uncertainty Using the Generalized Inverse Distribution Function

A framework for robust optimization under uncertainty based on the use of the generalized inverse distribution function (GIDF), also called quantile function, is here proposed. Compared to more classical approaches that rely on the usage of statistical moments as deterministic attributes that define the objectives of the optimization process, the inverse cumulative distribution function allows for the use of all the possible information available in the probabilistic domain. Furthermore, the use of a quantile based approach leads naturally to a multi-objective methodology which allows an a-posteriori selection of the candidate design based on risk/opportunity criteria defined by the designer. Finally, the error on the estimation of the objectives due to the resolution of the GIDF will be proven to be quantifiableComment: 20 pages, 25 figure

Comment: Boosting Algorithms: Regularization, Prediction and Model Fitting

The authors are doing the readers of Statistical Science a true service with a well-written and up-to-date overview of boosting that originated with the seminal algorithms of Freund and Schapire. Equally, we are grateful for high-level software that will permit a larger readership to experiment with, or simply apply, boosting-inspired model fitting. The authors show us a world of methodology that illustrates how a fundamental innovation can penetrate every nook and cranny of statistical thinking and practice. They introduce the reader to one particular interpretation of boosting and then give a display of its potential with extensions from classification (where it all started) to least squares, exponential family models, survival analysis, to base-learners other than trees such as smoothing splines, to degrees of freedom and regularization, and to fascinating recent work in model selection. The uninitiated reader will find that the authors did a nice job of presenting a certain coherent and useful interpretation of boosting. The other reader, though, who has watched the business of boosting for a while, may have quibbles with the authors over details of the historic record and, more importantly, over their optimism about the current state of theoretical knowledge. In fact, as much as ``the statistical view'' has proven fruitful, it has also resulted in some ideas about why boosting works that may be misconceived, and in some recommendations that may be misguided. [arXiv:0804.2752]Comment: Published in at http://dx.doi.org/10.1214/07-STS242B the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org