76,473 research outputs found
On the Sample Size of Random Convex Programs with Structured Dependence on the Uncertainty (Extended Version)
The "scenario approach" provides an intuitive method to address chance
constrained problems arising in control design for uncertain systems. It
addresses these problems by replacing the chance constraint with a finite
number of sampled constraints (scenarios). The sample size critically depends
on Helly's dimension, a quantity always upper bounded by the number of decision
variables. However, this standard bound can lead to computationally expensive
programs whose solutions are conservative in terms of cost and violation
probability. We derive improved bounds of Helly's dimension for problems where
the chance constraint has certain structural properties. The improved bounds
lower the number of scenarios required for these problems, leading both to
improved objective value and reduced computational complexity. Our results are
generally applicable to Randomized Model Predictive Control of chance
constrained linear systems with additive uncertainty and affine disturbance
feedback. The efficacy of the proposed bound is demonstrated on an inventory
management example.Comment: Accepted for publication at Automatic
Active Sampling-based Binary Verification of Dynamical Systems
Nonlinear, adaptive, or otherwise complex control techniques are increasingly
relied upon to ensure the safety of systems operating in uncertain
environments. However, the nonlinearity of the resulting closed-loop system
complicates verification that the system does in fact satisfy those
requirements at all possible operating conditions. While analytical proof-based
techniques and finite abstractions can be used to provably verify the
closed-loop system's response at different operating conditions, they often
produce conservative approximations due to restrictive assumptions and are
difficult to construct in many applications. In contrast, popular statistical
verification techniques relax the restrictions and instead rely upon
simulations to construct statistical or probabilistic guarantees. This work
presents a data-driven statistical verification procedure that instead
constructs statistical learning models from simulated training data to separate
the set of possible perturbations into "safe" and "unsafe" subsets. Binary
evaluations of closed-loop system requirement satisfaction at various
realizations of the uncertainties are obtained through temporal logic
robustness metrics, which are then used to construct predictive models of
requirement satisfaction over the full set of possible uncertainties. As the
accuracy of these predictive statistical models is inherently coupled to the
quality of the training data, an active learning algorithm selects additional
sample points in order to maximize the expected change in the data-driven model
and thus, indirectly, minimize the prediction error. Various case studies
demonstrate the closed-loop verification procedure and highlight improvements
in prediction error over both existing analytical and statistical verification
techniques.Comment: 23 page
Learning Hybrid Neuro-Fuzzy Classifier Models From Data: To Combine or Not to Combine?
To combine or not to combine? Though not a question of the same gravity as the Shakespeare’s to be or not
to be, it is examined in this paper in the context of a hybrid neuro-fuzzy pattern classifier design process. A general fuzzy
min-max neural network with its basic learning procedure is used within six different algorithm independent learning
schemes. Various versions of cross-validation, resampling techniques and data editing approaches, leading to a generation
of a single classifier or a multiple classifier system, are scrutinised and compared. The classification performance on
unseen data, commonly used as a criterion for comparing different competing designs, is augmented by further four
criteria attempting to capture various additional characteristics of classifier generation schemes. These include: the ability
to estimate the true classification error rate, the classifier transparency, the computational complexity of the learning
scheme and the potential for adaptation to changing environments and new classes of data. One of the main questions
examined is whether and when to use a single classifier or a combination of a number of component classifiers within a
multiple classifier system
Building Gene Expression Profile Classifiers with a Simple and Efficient Rejection Option in R
Background: The collection of gene expression profiles from DNA microarrays and their analysis with pattern recognition algorithms is a powerful technology applied to several biological problems. Common pattern recognition systems classify samples assigning them to a set of known classes. However, in a clinical diagnostics setup, novel and unknown classes (new pathologies) may appear and one must be able to reject those samples that do not fit the trained model. The problem of implementing a rejection option in a multi-class classifier has not been widely addressed in the statistical literature. Gene expression profiles represent a critical case study since they suffer from the curse of dimensionality problem that negatively reflects on the reliability of both traditional rejection models and also more recent approaches such as one-class classifiers. Results: This paper presents a set of empirical decision rules that can be used to implement a rejection option in a set of multi-class classifiers widely used for the analysis of gene expression profiles. In particular, we focus on the classifiers implemented in the R Language and Environment for Statistical Computing (R for short in the remaining of this paper). The main contribution of the proposed rules is their simplicity, which enables an easy integration with available data analysis environments. Since in the definition of a rejection model tuning of the involved parameters is often a complex and delicate task, in this paper we exploit an evolutionary strategy to automate this process. This allows the final user to maximize the rejection accuracy with minimum manual intervention. Conclusions: This paper shows how the use of simple decision rules can be used to help the use of complex machine learning algorithms in real experimental setups. The proposed approach is almost completely automated and therefore a good candidate for being integrated in data analysis flows in labs where the machine learning expertise required to tune traditional classifiers might not be availabl
Closed-Loop Statistical Verification of Stochastic Nonlinear Systems Subject to Parametric Uncertainties
This paper proposes a statistical verification framework using Gaussian
processes (GPs) for simulation-based verification of stochastic nonlinear
systems with parametric uncertainties. Given a small number of stochastic
simulations, the proposed framework constructs a GP regression model and
predicts the system's performance over the entire set of possible
uncertainties. Included in the framework is a new metric to estimate the
confidence in those predictions based on the variance of the GP's cumulative
distribution function. This variance-based metric forms the basis of active
sampling algorithms that aim to minimize prediction error through careful
selection of simulations. In three case studies, the new active sampling
algorithms demonstrate up to a 35% improvement in prediction error over other
approaches and are able to correctly identify regions with low prediction
confidence through the variance metric.Comment: 8 pages, submitted to ACC 201
Probabilistic Inference from Arbitrary Uncertainty using Mixtures of Factorized Generalized Gaussians
This paper presents a general and efficient framework for probabilistic
inference and learning from arbitrary uncertain information. It exploits the
calculation properties of finite mixture models, conjugate families and
factorization. Both the joint probability density of the variables and the
likelihood function of the (objective or subjective) observation are
approximated by a special mixture model, in such a way that any desired
conditional distribution can be directly obtained without numerical
integration. We have developed an extended version of the expectation
maximization (EM) algorithm to estimate the parameters of mixture models from
uncertain training examples (indirect observations). As a consequence, any
piece of exact or uncertain information about both input and output values is
consistently handled in the inference and learning stages. This ability,
extremely useful in certain situations, is not found in most alternative
methods. The proposed framework is formally justified from standard
probabilistic principles and illustrative examples are provided in the fields
of nonparametric pattern classification, nonlinear regression and pattern
completion. Finally, experiments on a real application and comparative results
over standard databases provide empirical evidence of the utility of the method
in a wide range of applications
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