Stochastic Optimization For Multi-Agent Statistical Learning And Control

The goal of this thesis is to develop a mathematical framework for optimal, accurate, and affordable complexity statistical learning among networks of autonomous agents. We begin by noting the connection between statistical inference and stochastic programming, and consider extensions of this setup to settings in which a network of agents each observes a local data stream and would like to make decisions that are good with respect to information aggregated across the entire network. There is an open-ended degree of freedom in this problem formulation, however: the selection of the estimator function class which defines the feasible set of the stochastic program. Our central contribution is the design of stochastic optimization tools in reproducing kernel Hilbert spaces that yield optimal, accurate, and affordable complexity statistical learning for a multi-agent network. To obtain this result, we first explore the relative merits and drawbacks of different function class selections. In Part I, we consider multi-agent expected risk minimization this problem setting for the case that each agent seems to learn a common globally optimal generalized linear models (GLMs) by developing a stochastic variant of Arrow-Hurwicz primal-dual method. We establish convergence to the primal-dual optimal pair when either consensus or ``proximity constraints encode the fact that we want all agents\u27 to agree, or nearby agents to make decisions that are close to one another. Empirically, we observe that these convergence results are substantiated but that convergence may not translate into statistical accuracy. More broadly, optimality within a given estimator function class is not the same as one that makes minimal inference errors. The optimality-accuracy tradeoff of GLMs motivates subsequent efforts to learn more sophisticated estimators based upon learned feature encodings of the data that is fed into the statistical model. The specific tool we turn to in Part II is dictionary learning, where we optimize both over regression weights and an encoding of the data, which yields a non-convex problem. We investigate the use of stochastic methods for online task-driven dictionary learning, and obtain promising performance for the task of a ground robot learning to anticipate control uncertainty based on its past experience. Heartened by this implementation, we then consider extensions of this framework for a multi-agent network to each learn globally optimal task-driven dictionaries based on stochastic primal-dual methods. However, it is here the non-convexity of the optimization problem causes problems: stringent conditions on stochastic errors and the duality gap limit the applicability of the convergence guarantees, and impractically small learning rates are required for convergence in practice. Thus, we seek to learn nonlinear statistical models while preserving convexity, which is possible through kernel methods ( Part III). However, the increased descriptive power of nonparametric estimation comes at the cost of infinite complexity. Thus, we develop a stochastic approximation algorithm in reproducing kernel Hilbert spaces (RKHS) that ameliorates this complexity issue while preserving optimality: we combine the functional generalization of stochastic gradient method (FSGD) with greedily constructed low-dimensional subspace projections based on matching pursuit. We establish that the proposed method yields a controllable trade-off between optimality and memory, and yields highly accurate parsimonious statistical models in practice. % Then, we develop a multi-agent extension of this method by proposing a new node-separable penalty function and applying FSGD together with low-dimensional subspace projections. This extension allows a network of autonomous agents to learn a memory-efficient approximation to the globally optimal regression function based only on their local data stream and message passing with neighbors. In practice, we observe agents are able to stably learn highly accurate and memory-efficient nonlinear statistical models from streaming data. From here, we shift focus to a more challenging class of problems, motivated by the fact that true learning is not just revising predictions based upon data but augmenting behavior over time based on temporal incentives. This goal may be described by Markov Decision Processes (MDPs): at each point, an agent is in some state of the world, takes an action and then receives a reward while randomly transitioning to a new state. The goal of the agent is to select the action sequence to maximize its long-term sum of rewards, but determining how to select this action sequence when both the state and action spaces are infinite has eluded researchers for decades. As a precursor to this feat, we consider the problem of policy evaluation in infinite MDPs, in which we seek to determine the long-term sum of rewards when starting in a given state when actions are chosen according to a fixed distribution called a policy. We reformulate this problem as a RKHS-valued compositional stochastic program and we develop a functional extension of stochastic quasi-gradient algorithm operating in tandem with the greedy subspace projections mentioned above. We prove convergence with probability 1 to the Bellman fixed point restricted to this function class, and we observe a state of the art trade off in memory versus Bellman error for the proposed method on the Mountain Car driving task, which bodes well for incorporating policy evaluation into more sophisticated, provably stable reinforcement learning techniques, and in time, developing optimal collaborative multi-agent learning-based control systems

Intelligent Sensor Networks

In the last decade, wireless or wired sensor networks have attracted much attention. However, most designs target general sensor network issues including protocol stack (routing, MAC, etc.) and security issues. This book focuses on the close integration of sensing, networking, and smart signal processing via machine learning. Based on their world-class research, the authors present the fundamentals of intelligent sensor networks. They cover sensing and sampling, distributed signal processing, and intelligent signal learning. In addition, they present cutting-edge research results from leading experts

Remote Sensing

This dual conception of remote sensing brought us to the idea of preparing two different books; in addition to the first book which displays recent advances in remote sensing applications, this book is devoted to new techniques for data processing, sensors and platforms. We do not intend this book to cover all aspects of remote sensing techniques and platforms, since it would be an impossible task for a single volume. Instead, we have collected a number of high-quality, original and representative contributions in those areas

Statistical Filtering for Multimodal Mobility Modeling in Cyber Physical Systems

A Cyber-Physical System integrates computations and dynamics of physical processes. It is an engineering discipline focused on technology with a strong foundation in mathematical abstractions. It shares many of these abstractions with engineering and computer science, but still requires adaptation to suit the dynamics of the physical world. In such a dynamic system, mobility management is one of the key issues against developing a new service. For example, in the study of a new mobile network, it is necessary to simulate and evaluate a protocol before deployment in the system. Mobility models characterize mobile agent movement patterns. On the other hand, they describe the conditions of the mobile services. The focus of this thesis is on mobility modeling in cyber-physical systems. A macroscopic model that captures the mobility of individuals (people and vehicles) can facilitate an unlimited number of applications. One fundamental and obvious example is traffic profiling. Mobility in most systems is a dynamic process and small non-linearities can lead to substantial errors in the model. Extensive research activities on statistical inference and filtering methods for data modeling in cyber-physical systems exist. In this thesis, several methods are employed for multimodal data fusion, localization and traffic modeling. A novel energy-aware sparse signal processing method is presented to process massive sensory data. At baseline, this research examines the application of statistical filters for mobility modeling and assessing the difficulties faced in fusing massive multi-modal sensory data. A statistical framework is developed to apply proposed methods on available measurements in cyber-physical systems. The proposed methods have employed various statistical filtering schemes (i.e., compressive sensing, particle filtering and kernel-based optimization) and applied them to multimodal data sets, acquired from intelligent transportation systems, wireless local area networks, cellular networks and air quality monitoring systems. Experimental results show the capability of these proposed methods in processing multimodal sensory data. It provides a macroscopic mobility model of mobile agents in an energy efficient way using inconsistent measurements

Decision-Making with Heterogeneous Sensors - A Copula Based Approach

Statistical decision making has wide ranging applications, from communications and signal processing to econometrics and finance. In contrast to the classical one source-one receiver paradigm, several applications have been identified in the recent past that require acquiring data from multiple sources or sensors. Information from the multiple sensors are transmitted to a remotely located receiver known as the fusion center which makes a global decision. Past work has largely focused on fusion of information from homogeneous sensors. This dissertation extends the formulation to the case when the local sensors may possess disparate sensing modalities. Both the theoretical and practical aspects of multimodal signal processing are considered. The first and foremost challenge is to \u27adequately\u27 model the joint statistics of such heterogeneous sensors. We propose the use of copula theory for this purpose. Copula models are general descriptors of dependence. They provide a way to characterize the nonlinear functional relationships between the multiple modalities, which are otherwise difficult to formalize. The important problem of selecting the `best\u27 copula function from a given set of valid copula densities is addressed, especially in the context of binary hypothesis testing problems. Both, the training-testing paradigm, where a training set is assumed to be available for learning the copula models prior to system deployment, as well as generalized likelihood ratio test (GLRT) based fusion rule for the online selection and estimation of copula parameters are considered. The developed theory is corroborated with extensive computer simulations as well as results on real-world data. Sensor observations (or features extracted thereof) are most often quantized before their transmission to the fusion center for bandwidth and power conservation. A detection scheme is proposed for this problem assuming unifom scalar quantizers at each sensor. The designed rule is applicable for both binary and multibit local sensor decisions. An alternative suboptimal but computationally efficient fusion rule is also designed which involves injecting a deliberate disturbance to the local sensor decisions before fusion. The rule is based on Widrow\u27s statistical theory of quantization. Addition of controlled noise helps to \u27linearize\u27 the higly nonlinear quantization process thus resulting in computational savings. It is shown that although the introduction of external noise does cause a reduction in the received signal to noise ratio, the proposed approach can be highly accurate when the input signals have bandlimited characteristic functions, and the number of quantization levels is large. The problem of quantifying neural synchrony using copula functions is also investigated. It has been widely accepted that multiple simultaneously recorded electroencephalographic signals exhibit nonlinear and non-Gaussian statistics. While the existing and popular measures such as correlation coefficient, corr-entropy coefficient, coh-entropy and mutual information are limited to being bivariate and hence applicable only to pairs of channels, measures such as Granger causality, even though multivariate, fail to account for any nonlinear inter-channel dependence. The application of copula theory helps alleviate both these limitations. The problem of distinguishing patients with mild cognitive impairment from the age-matched control subjects is also considered. Results show that the copula derived synchrony measures when used in conjunction with other synchrony measures improve the detection of Alzheimer\u27s disease onset

Hierarchical feature extraction from spatiotemporal data for cyber-physical system analytics

With the advent of ubiquitous sensing, robust communication and advanced computation, data-driven modeling is increasingly becoming popular for many engineering problems. Eliminating difficulties of physics-based modeling, avoiding simplifying assumptions and ad hoc empirical models are significant among many advantages of data-driven approaches, especially for large-scale complex systems. While classical statistics and signal processing algorithms have been widely used by the engineering community, advanced machine learning techniques have not been sufficiently explored in this regard. This study summarizes various categories of machine learning tools that have been applied or may be a candidate for addressing engineering problems. While there are increasing number of machine learning algorithms, the main steps involved in applying such techniques to the problems consist in: data collection and pre-processing, feature extraction, model training and inference for decision-making. To support decision-making processes in many applications, hierarchical feature extraction is key. Among various feature extraction principles, recent studies emphasize hierarchical approaches of extracting salient features that is carried out at multiple abstraction levels from data. In this context, the focus of the dissertation is towards developing hierarchical feature extraction algorithms within the framework of machine learning in order to solve challenging cyber-physical problems in various domains such as electromechanical systems and agricultural systems. Furthermore, the feature extraction techniques are described using the spatial, temporal and spatiotemporal data types collected from the systems. The wide applicability of such features in solving some selected real-life domain problems are demonstrated throughout this study

Mobile and Wireless Communications

Mobile and Wireless Communications have been one of the major revolutions of the late twentieth century. We are witnessing a very fast growth in these technologies where mobile and wireless communications have become so ubiquitous in our society and indispensable for our daily lives. The relentless demand for higher data rates with better quality of services to comply with state-of-the art applications has revolutionized the wireless communication field and led to the emergence of new technologies such as Bluetooth, WiFi, Wimax, Ultra wideband, OFDMA. Moreover, the market tendency confirms that this revolution is not ready to stop in the foreseen future. Mobile and wireless communications applications cover diverse areas including entertainment, industrialist, biomedical, medicine, safety and security, and others, which definitely are improving our daily life. Wireless communication network is a multidisciplinary field addressing different aspects raging from theoretical analysis, system architecture design, and hardware and software implementations. While different new applications are requiring higher data rates and better quality of service and prolonging the mobile battery life, new development and advanced research studies and systems and circuits designs are necessary to keep pace with the market requirements. This book covers the most advanced research and development topics in mobile and wireless communication networks. It is divided into two parts with a total of thirty-four stand-alone chapters covering various areas of wireless communications of special topics including: physical layer and network layer, access methods and scheduling, techniques and technologies, antenna and amplifier design, integrated circuit design, applications and systems. These chapters present advanced novel and cutting-edge results and development related to wireless communication offering the readers the opportunity to enrich their knowledge in specific topics as well as to explore the whole field of rapidly emerging mobile and wireless networks. We hope that this book will be useful for students, researchers and practitioners in their research studies

Pedestrian Mobility Mining with Movement Patterns

In street-based mobility mining, pedestrian volume estimation receives increasing attention, as it provides important applications such as billboard evaluation, attraction ranking and emergency support systems. In practice, empirical measurements are sparse due to budget limitations and constrained mounting options. Therefore, estimation of pedestrian quantity is required to perform pedestrian mobility analysis at unobserved locations. Accurate pedestrian mobility analysis is difficult to achieve due to the non-random path selection of individual pedestrians (resulting from motivated movement behaviour), causing the pedestrian volumes to distribute non-uniformly among the traffic network. Existing approaches (pedestrian simulations and data mining methods) are hard to adjust to sensor measurements or require more expensive input data (e.g. high fidelity floor plans or total number of pedestrians in the site) and are thus unfeasible. In order to achieve a mobility model that encodes pedestrian volumes accurately, we propose two methods under the regression framework which overcome the limitations of existing methods. Namely, these two methods incorporate not just topological information and episodic sensor readings, but also prior knowledge on movement preferences and movement patterns. The first one is based on Least Squares Regression (LSR). The advantage of this method is the easy inclusion of route choice heuristics and robustness towards contradicting measurements. The second method is Gaussian Process Regression (GPR). The advantages of this method are the possibilities to include expert knowledge on pedestrian movement and to estimate the uncertainty in predicting the unknown frequencies. Furthermore the kernel matrix of the pedestrian frequencies returned by the method supports sensor placement decisions. Major benefits of the regression approach are (1) seamless integration of expert data and (2) simple reproduction of sensor measurements. Further advantages are (3) invariance of the results against traffic network homeomorphism and (4) the computational complexity depends not on the number of modeled pedestrians but on the traffic network complexity. We compare our novel approaches to state-of-the-art pedestrian simulation (Generalized Centrifugal Force Model) as well as existing Data Mining methods for traffic volume estimation (Spatial k-Nearest Neighbour) and commonly used graph kernels for the Gaussian Process Regression (Squared Exponential, Regularized Laplacian and Diffusion Kernel) in terms of prediction performance (measured with mean absolute error). Our methods showed significantly lower error rates. Since pattern knowledge is not easy to obtain, we present algorithms for pattern acquisition and analysis from Episodic Movement Data. The proposed analysis of Episodic Movement Data involve spatio-temporal aggregation of visits and flows, cluster analyses and dependency models. For pedestrian mobility data collection we further developed and successfully applied the recently evolved Bluetooth tracking technology. The introduced methods are combined to a system for pedestrian mobility analysis which comprises three layers. The Sensor Layer (1) monitors geo-coded sensor recordings on people’s presence and hands this episodic movement data in as input to the next layer. By use of standardized Open Geographic Consortium (OGC) compliant interfaces for data collection, we support seamless integration of various sensor technologies depending on the application requirements. The Query Layer (2) interacts with the user, who could ask for analyses within a given region and a certain time interval. Results are returned to the user in OGC conform Geography Markup Language (GML) format. The user query triggers the (3) Analysis Layer which utilizes the mobility model for pedestrian volume estimation. The proposed approach is promising for location performance evaluation and attractor identification. Thus, it was successfully applied to numerous industrial applications: Zurich central train station, the zoo of Duisburg (Germany) and a football stadium (Stade des Costières Nîmes, France)

Innovative Wireless Localization Techniques and Applications

Innovative methodologies for the wireless localization of users and related applications are addressed in this thesis. In last years, the widespread diffusion of pervasive wireless communication (e.g., Wi-Fi) and global localization services (e.g., GPS) has boosted the interest and the research on location information and services. Location-aware applications are becoming fundamental to a growing number of consumers (e.g., navigation, advertising, seamless user interaction with smart places), private and public institutions in the fields of energy efficiency, security, safety, fleet management, emergency response. In this context, the position of the user - where is often more valuable for deploying services of interest than the identity of the user itself - who. In detail, opportunistic approaches based on the analysis of electromagnetic field indicators (i.e., received signal strength and channel state information) for the presence detection, the localization, the tracking and the posture recognition of cooperative and non-cooperative (device-free) users in indoor environments are proposed and validated in real world test sites. The methodologies are designed to exploit existing wireless infrastructures and commodity devices without any hardware modification. In outdoor environments, global positioning technologies are already available in commodity devices and vehicles, the research and knowledge transfer activities are actually focused on the design and validation of algorithms and systems devoted to support decision makers and operators for increasing efficiency, operations security, and management of large fleets as well as localized sensed information in order to gain situation awareness. In this field, a decision support system for emergency response and Civil Defense assets management (i.e., personnel and vehicles equipped with TETRA mobile radio) is described in terms of architecture and results of two-years of experimental validation