Bayesian Learning-Based Adaptive Control for Safety Critical Systems

Deep learning has enjoyed much recent success, and applying state-of-the-art model learning methods to controls is an exciting prospect. However, there is a strong reluctance to use these methods on safety-critical systems, which have constraints on safety, stability, and real-time performance. We propose a framework which satisfies these constraints while allowing the use of deep neural networks for learning model uncertainties. Central to our method is the use of Bayesian model learning, which provides an avenue for maintaining appropriate degrees of caution in the face of the unknown. In the proposed approach, we develop an adaptive control framework leveraging the theory of stochastic CLFs (Control Lyapunov Functions) and stochastic CBFs (Control Barrier Functions) along with tractable Bayesian model learning via Gaussian Processes or Bayesian neural networks. Under reasonable assumptions, we guarantee stability and safety while adapting to unknown dynamics with probability 1. We demonstrate this architecture for high-speed terrestrial mobility targeting potential applications in safety-critical high-speed Mars rover missions.Comment: Corrected an error in section II, where previously the problem was introduced in a non-stochastic setting and wrongly assumed the solution to an ODE with Gaussian distributed parametric uncertainty was equivalent to an SDE with a learned diffusion term. See Lew, T et al. "On the Problem of Reformulating Systems with Uncertain Dynamics as a Stochastic Differential Equation

Efficient Structure and Motion: Path Planning, Uncertainty and Sparsity

This thesis explores methods for solving the structure-and-motion problem in computer vision, the recovery of three-dimensional data from a series of two-dimensional image projections. The first paper investigates an alternative state space parametrization for use with the Kalman filter approach to simultaneous localization and mapping, and shows it has superior convergence properties compared with the state-of-the-art. The second paper presents a continuous optimization method for mobile robot path planning, designed to minimize the uncertainty of the geometry reconstructed from images taken by the robot. Similar concepts are applied in the third paper to the problem of sequential 3D reconstruction from unordered image sequences, resulting in increased robustness, accuracy and a reduced need for costly bundle adjustment operations. In the final paper, a method for efficient solution of bundle adjustment problems based on a junction tree decomposition is presented, exploiting the sparseness patterns in typical structure-and-motion input data

Data Assimilation with Gaussian Mixture Models using the Dynamically Orthogonal Field Equations. Part I. Theory and Scheme

This work introduces and derives an efficient, data-driven assimilation scheme, focused on a time-dependent stochastic subspace, that respects nonlinear dynamics and captures non-Gaussian statistics as it occurs. The motivation is to obtain a filter that is applicable to realistic geophysical applications but that also rigorously utilizes the governing dynamical equations with information theory and learning theory for efficient Bayesian data assimilation. Building on the foundations of classical filters, the underlying theory and algorithmic implementation of the new filter are developed and derived. The stochastic Dynamically Orthogonal (DO) field equations and their adaptive stochastic subspace are employed to predict prior probabilities for the full dynamical state, effectively approximating the Fokker-Planck equation. At assimilation times, the DO realizations are fit to semiparametric Gaussian mixture models (GMMs) using the Expectation-Maximization algorithm and the Bayesian Information Criterion. Bayes’ Law is then efficiently carried out analytically within the evolving stochastic subspace. The resulting GMM-DO filter is illustrated in a very simple example. Variations of the GMM-DO filter are also provided along with comparisons with related schemes.United States. Office of Naval Research (Grant N00014-08-1-1097)United States. Office of Naval Research (Grant 00014-09-1-0676)United States. Office of Naval Research (Grant N00014-08-1-0586

Data-driven discovery of coordinates and governing equations

The discovery of governing equations from scientific data has the potential to transform data-rich fields that lack well-characterized quantitative descriptions. Advances in sparse regression are currently enabling the tractable identification of both the structure and parameters of a nonlinear dynamical system from data. The resulting models have the fewest terms necessary to describe the dynamics, balancing model complexity with descriptive ability, and thus promoting interpretability and generalizability. This provides an algorithmic approach to Occam's razor for model discovery. However, this approach fundamentally relies on an effective coordinate system in which the dynamics have a simple representation. In this work, we design a custom autoencoder to discover a coordinate transformation into a reduced space where the dynamics may be sparsely represented. Thus, we simultaneously learn the governing equations and the associated coordinate system. We demonstrate this approach on several example high-dimensional dynamical systems with low-dimensional behavior. The resulting modeling framework combines the strengths of deep neural networks for flexible representation and sparse identification of nonlinear dynamics (SINDy) for parsimonious models. It is the first method of its kind to place the discovery of coordinates and models on an equal footing.Comment: 25 pages, 6 figures; added acknowledgment

Extragradient SVRG for Variational Inequalities: Error Bounds and Increasing Iterate Averaging

We study variance reduction methods for extragradient (EG) algorithms for a class of variational inequalities satisfying a classical error-bound condition. Previously, linear convergence was only known to hold under strong monotonicity. The error-bound condition is much weaker than strong monotonicity and captures a larger class of problems, including bilinear saddle-point problems such as those arising from two-player zero-sum Nash equilibrium computation. We show that EG algorithms with SVRG-style variance reduction (SVRG-EG) achieve linear convergence under the error-bound condition. In addition, motivated by the empirical success of increasing iterate averaging techniques in solving saddle-point problems, we also establish new convergence results for variance-reduced EG with increasing iterate averaging. Finally, we conduct numerical experiments to demonstrate the advantage of SVRG-EG, with and without increasing iterate averaging, over deterministic EG

Graph matching using position coordinates and local features for image analysis

Encontrar las correspondencias entre dos imágenes es un problema crucial en el campo de la visión por ordenador i el reconocimiento de patrones. Es relevante para un amplio rango de propósitos des de aplicaciones de reconocimiento de objetos en las áreas de biometría, análisis de documentos i análisis de formas hasta aplicaciones relacionadas con la geometría desde múltiples puntos de vista tales cómo la recuperación de la pose, estructura desde el movimiento y localización y mapeo. La mayoría de las técnicas existentes enfocan este problema o bien usando características locales en la imagen o bien usando métodos de registro de conjuntos de puntos (o bien una mezcla de ambos). En las primeras, un conjunto disperso de características es primeramente extraído de las imágenes y luego caracterizado en la forma de vectores descriptores usando evidencias locales de la imagen. Las características son asociadas según la similitud entre sus descriptores. En las segundas, los conjuntos de características son considerados cómo conjuntos de puntos los cuales son asociados usando técnicas de optimización no lineal. Estos son procedimientos iterativos que estiman los parámetros de correspondencia y de alineamiento en pasos alternados. Los grafos son representaciones que contemplan relaciones binarias entre las características. Tener en cuenta relaciones binarias al problema de la correspondencia a menudo lleva al llamado problema del emparejamiento de grafos. Existe cierta cantidad de métodos en la literatura destinados a encontrar soluciones aproximadas a diferentes instancias del problema de emparejamiento de grafos, que en la mayoría de casos es del tipo "NP-hard". El cuerpo de trabajo principal de esta tesis está dedicado a formular ambos problemas de asociación de características de imagen y registro de conjunto de puntos como instancias del problema de emparejamiento de grafos. En todos los casos proponemos algoritmos aproximados para solucionar estos problemas y nos comparamos con un número de métodos existentes pertenecientes a diferentes áreas como eliminadores de "outliers", métodos de registro de conjuntos de puntos y otros métodos de emparejamiento de grafos. Los experimentos muestran que en la mayoría de casos los métodos propuestos superan al resto. En ocasiones los métodos propuestos o bien comparten el mejor rendimiento con algún método competidor o bien obtienen resultados ligeramente peores. En estos casos, los métodos propuestos normalmente presentan tiempos computacionales inferiores.Trobar les correspondències entre dues imatges és un problema crucial en el camp de la visió per ordinador i el reconeixement de patrons. És rellevant per un ampli ventall de propòsits des d’aplicacions de reconeixement d’objectes en les àrees de biometria, anàlisi de documents i anàlisi de formes fins aplicacions relacionades amb geometria des de múltiples punts de vista tals com recuperació de pose, estructura des del moviment i localització i mapeig. La majoria de les tècniques existents enfoquen aquest problema o bé usant característiques locals a la imatge o bé usant mètodes de registre de conjunts de punts (o bé una mescla d’ambdós). En les primeres, un conjunt dispers de característiques és primerament extret de les imatges i després caracteritzat en la forma de vectors descriptors usant evidències locals de la imatge. Les característiques son associades segons la similitud entre els seus descriptors. En les segones, els conjunts de característiques son considerats com conjunts de punts els quals son associats usant tècniques d’optimització no lineal. Aquests son procediments iteratius que estimen els paràmetres de correspondència i d’alineament en passos alternats. Els grafs son representacions que contemplen relacions binaries entre les característiques. Tenir en compte relacions binàries al problema de la correspondència sovint porta a l’anomenat problema de l’emparellament de grafs. Existeix certa quantitat de mètodes a la literatura destinats a trobar solucions aproximades a diferents instàncies del problema d’emparellament de grafs, el qual en la majoria de casos és del tipus “NP-hard”. Una part del nostre treball està dedicat a investigar els beneficis de les mesures de ``bins'' creuats per a la comparació de característiques locals de les imatges. La resta està dedicat a formular ambdós problemes d’associació de característiques d’imatge i registre de conjunt de punts com a instàncies del problema d’emparellament de grafs. En tots els casos proposem algoritmes aproximats per solucionar aquests problemes i ens comparem amb un nombre de mètodes existents pertanyents a diferents àrees com eliminadors d’“outliers”, mètodes de registre de conjunts de punts i altres mètodes d’emparellament de grafs. Els experiments mostren que en la majoria de casos els mètodes proposats superen a la resta. En ocasions els mètodes proposats o bé comparteixen el millor rendiment amb algun mètode competidor o bé obtenen resultats lleugerament pitjors. En aquests casos, els mètodes proposats normalment presenten temps computacionals inferiors