Hierarchical Decomposition of Nonlinear Dynamics and Control for System Identification and Policy Distillation

The control of nonlinear dynamical systems remains a major challenge for autonomous agents. Current trends in reinforcement learning (RL) focus on complex representations of dynamics and policies, which have yielded impressive results in solving a variety of hard control tasks. However, this new sophistication and extremely over-parameterized models have come with the cost of an overall reduction in our ability to interpret the resulting policies. In this paper, we take inspiration from the control community and apply the principles of hybrid switching systems in order to break down complex dynamics into simpler components. We exploit the rich representational power of probabilistic graphical models and derive an expectation-maximization (EM) algorithm for learning a sequence model to capture the temporal structure of the data and automatically decompose nonlinear dynamics into stochastic switching linear dynamical systems. Moreover, we show how this framework of switching models enables extracting hierarchies of Markovian and auto-regressive locally linear controllers from nonlinear experts in an imitation learning scenario.Comment: 2nd Annual Conference on Learning for Dynamics and Contro

Bayesian Nonparametric Inference of Switching Linear Dynamical Systems

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector autoregressive (VAR) process. Our Bayesian nonparametric approach utilizes a hierarchical Dirichlet process prior to learn an unknown number of persistent, smooth dynamical modes. We additionally employ automatic relevance determination to infer a sparse set of dynamic dependencies allowing us to learn SLDS with varying state dimension or switching VAR processes with varying autoregressive order. We develop a sampling algorithm that combines a truncated approximation to the Dirichlet process with efficient joint sampling of the mode and state sequences. The utility and flexibility of our model are demonstrated on synthetic data, sequences of dancing honey bees, the IBOVESPA stock index, and a maneuvering target tracking application.Comment: 50 pages, 7 figure

Particle Learning and Smoothing

Particle learning (PL) provides state filtering, sequential parameter learning and smoothing in a general class of state space models. Our approach extends existing particle methods by incorporating the estimation of static parameters via a fully-adapted filter that utilizes conditional sufficient statistics for parameters and/or states as particles. State smoothing in the presence of parameter uncertainty is also solved as a by-product of PL. In a number of examples, we show that PL outperforms existing particle filtering alternatives and proves to be a competitor to MCMC.Comment: Published in at http://dx.doi.org/10.1214/10-STS325 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

CAREER: motion capture from movies: video-based tracking and modeling of human motion

Issued as final reportNational Science Foundation (U.S.

Inferring Latent States and Refining Force Estimates via Hierarchical Dirichlet Process Modeling in Single Particle Tracking Experiments

Optical microscopy provides rich spatio-temporal information characterizing in vivo molecular motion. However, effective forces and other parameters used to summarize molecular motion change over time in live cells due to latent state changes, e.g., changes induced by dynamic micro-environments, photobleaching, and other heterogeneity inherent in biological processes. This study focuses on techniques for analyzing Single Particle Tracking (SPT) data experiencing abrupt state changes. We demonstrate the approach on GFP tagged chromatids experiencing metaphase in yeast cells and probe the effective forces resulting from dynamic interactions that reflect the sum of a number of physical phenomena. State changes are induced by factors such as microtubule dynamics exerting force through the centromere, thermal polymer fluctuations, etc. Simulations are used to demonstrate the relevance of the approach in more general SPT data analyses. Refined force estimates are obtained by adopting and modifying a nonparametric Bayesian modeling technique, the Hierarchical Dirichlet Process Switching Linear Dynamical System (HDP-SLDS), for SPT applications. The HDP-SLDS method shows promise in systematically identifying dynamical regime changes induced by unobserved state changes when the number of underlying states is unknown in advance (a common problem in SPT applications). We expand on the relevance of the HDP-SLDS approach, review the relevant background of Hierarchical Dirichlet Processes, show how to map discrete time HDP-SLDS models to classic SPT models, and discuss limitations of the approach. In addition, we demonstrate new computational techniques for tuning hyperparameters and for checking the statistical consistency of model assumptions directly against individual experimental trajectories; the techniques circumvent the need for "ground-truth" and subjective information.Comment: 25 pages, 6 figures. Differs only typographically from PLoS One publication available freely as an open-access article at http://journals.plos.org/plosone/article?id=10.1371/journal.pone.013763