Approximation with Random Bases: Pro et Contra

In this work we discuss the problem of selecting suitable approximators from families of parameterized elementary functions that are known to be dense in a Hilbert space of functions. We consider and analyze published procedures, both randomized and deterministic, for selecting elements from these families that have been shown to ensure the rate of convergence in $L_2$ norm of order $O(1/N)$, where $N$ is the number of elements. We show that both randomized and deterministic procedures are successful if additional information about the families of functions to be approximated is provided. In the absence of such additional information one may observe exponential growth of the number of terms needed to approximate the function and/or extreme sensitivity of the outcome of the approximation to parameters. Implications of our analysis for applications of neural networks in modeling and control are illustrated with examples.Comment: arXiv admin note: text overlap with arXiv:0905.067

Reliability and validity in comparative studies of software prediction models

Empirical studies on software prediction models do not converge with respect to the question "which prediction model is best?" The reason for this lack of convergence is poorly understood. In this simulation study, we have examined a frequently used research procedure comprising three main ingredients: a single data sample, an accuracy indicator, and cross validation. Typically, these empirical studies compare a machine learning model with a regression model. In our study, we use simulation and compare a machine learning and a regression model. The results suggest that it is the research procedure itself that is unreliable. This lack of reliability may strongly contribute to the lack of convergence. Our findings thus cast some doubt on the conclusions of any study of competing software prediction models that used this research procedure as a basis of model comparison. Thus, we need to develop more reliable research procedures before we can have confidence in the conclusions of comparative studies of software prediction models

Identication of fuzzy function via interval analysis

22 pages, accepté Reliable ComputingA number of techniques have been introduced to construct fuzzy models from measured data. One of the most common is the use of mathematical parametric models. In this paper, a new approach based on interval analysis is proposed to compute guaranteed estimates of suitable characteristics of the set of all values of the fuzzy parameter vector such that the error between experimental data and the model outputs belongs to some predefined feasible set. Subpavings consisting of boxes with nonzero width are used to encompass all the acceptable values of the parameter vector. The problem of estimating the parameters of the model is viewed as one of set inversion, which is solved in an approximate but guaranteed way with the tools of interval analysis. The estimation task is formulated here as a constrained optimization problem. Our approach emphasizes the use of interval mathematics for fuzzy representation, which is especially suited to nonlinear models, a situation where most available methods fail to provide any guarantee on the results. An algorithm is proposed, which makes it possible to obtain all fuzzy parameter vectors that are consistent with the data. Properties of this algorithm are established and illustrated on a simple example

Grey-box model identification via evolutionary computing

This paper presents an evolutionary grey-box model identification methodology that makes the best use of a priori knowledge on a clear-box model with a global structural representation of the physical system under study, whilst incorporating accurate blackbox models for immeasurable and local nonlinearities of a practical system. The evolutionary technique is applied to building dominant structural identification with local parametric tuning without the need of a differentiable performance index in the presence of noisy data. It is shown that the evolutionary technique provides an excellent fitting performance and is capable of accommodating multiple objectives such as to examine the relationships between model complexity and fitting accuracy during the model building process. Validation results show that the proposed method offers robust, uncluttered and accurate models for two practical systems. It is expected that this type of grey-box models will accommodate many practical engineering systems for a better modelling accuracy

Pricing options and computing implied volatilities using neural networks

This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being universal function approximators, this method trains an optimized ANN on a data set generated by a sophisticated financial model, and runs the trained ANN as an agent of the original solver in a fast and efficient way. We test this approach on three different types of solvers, including the analytic solution for the Black-Scholes equation, the COS method for the Heston stochastic volatility model and Brent's iterative root-finding method for the calculation of implied volatilities. The numerical results show that the ANN solver can reduce the computing time significantly

Adaptive low-level control of autonomous underwater vehicles using deep reinforcement learning

Low-level control of autonomous underwater vehicles (AUVs) has been extensively addressed by classical control techniques. However, the variable operating conditions and hostile environments faced by AUVs have driven researchers towards the formulation of adaptive control approaches. The reinforcement learning (RL) paradigm is a powerful framework which has been applied in different formulations of adaptive control strategies for AUVs. However, the limitations of RL approaches have lead towards the emergence of deep reinforcement learning which has become an attractive and promising framework for developing real adaptive control strategies to solve complex control problems for autonomous systems. However, most of the existing applications of deep RL use video images to train the decision making artificial agent but obtaining camera images only for an AUV control purpose could be costly in terms of energy consumption. Moreover, the rewards are not easily obtained directly from the video frames. In this work we develop a deep RL framework for adaptive control applications of AUVs based on an actor-critic goal-oriented deep RL architecture, which takes the available raw sensory information as input and as output the continuous control actions which are the low-level commands for the AUV's thrusters. Experiments on a real AUV demonstrate the applicability of the stated deep RL approach for an autonomous robot control problem.Fil: Carlucho, Ignacio. Universidad Nacional del Centro de la Provincia de Buenos Aires. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tandil. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires; ArgentinaFil: de Paula, Mariano. Universidad Nacional del Centro de la Provincia de Buenos Aires. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tandil. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires; ArgentinaFil: Wang, Sen. Heriot-Watt University; Reino UnidoFil: Petillot, Yvan. Heriot-Watt University; Reino UnidoFil: Acosta, Gerardo Gabriel. Universidad Nacional del Centro de la Provincia de Buenos Aires. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Tandil. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires. - Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones en Física e Ingeniería del Centro de la Provincia de Buenos Aires; Argentin

A distributed networked approach for fault detection of large-scale systems

Networked systems present some key new challenges in the development of fault diagnosis architectures. This paper proposes a novel distributed networked fault detection methodology for large-scale interconnected systems. The proposed formulation incorporates a synchronization methodology with a filtering approach in order to reduce the effect of measurement noise and time delays on the fault detection performance. The proposed approach allows the monitoring of multi-rate systems, where asynchronous and delayed measurements are available. This is achieved through the development of a virtual sensor scheme with a model-based re-synchronization algorithm and a delay compensation strategy for distributed fault diagnostic units. The monitoring architecture exploits an adaptive approximator with learning capabilities for handling uncertainties in the interconnection dynamics. A consensus-based estimator with timevarying weights is introduced, for improving fault detectability in the case of variables shared among more than one subsystem. Furthermore, time-varying threshold functions are designed to prevent false-positive alarms. Analytical fault detectability sufficient conditions are derived and extensive simulation results are presented to illustrate the effectiveness of the distributed fault detection technique