18,067 research outputs found
Online semi-parametric learning for inverse dynamics modeling
This paper presents a semi-parametric algorithm for online learning of a
robot inverse dynamics model. It combines the strength of the parametric and
non-parametric modeling. The former exploits the rigid body dynamics equa-
tion, while the latter exploits a suitable kernel function. We provide an
extensive comparison with other methods from the literature using real data
from the iCub humanoid robot. In doing so we also compare two different
techniques, namely cross validation and marginal likelihood optimization, for
estimating the hyperparameters of the kernel function
Discrete-time multi-scale systems
We introduce multi-scale filtering by the way of certain double convolution
systems. We prove stability theorems for these systems and make connections
with function theory in the poly-disc. Finally, we compare the framework
developed here with the white noise space framework, within which a similar
class of double convolution systems has been defined earlier
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
We provide a framework for the sparse approximation of multilinear problems
and show that several problems in uncertainty quantification fit within this
framework. In these problems, the value of a multilinear map has to be
approximated using approximations of different accuracy and computational work
of the arguments of this map. We propose and analyze a generalized version of
Smolyak's algorithm, which provides sparse approximation formulas with
convergence rates that mitigate the curse of dimension that appears in
multilinear approximation problems with a large number of arguments. We apply
the general framework to response surface approximation and optimization under
uncertainty for parametric partial differential equations using kernel-based
approximation. The theoretical results are supplemented by numerical
experiments
On the class SI of J-contractive functions intertwining solutions of linear differential equations
In the PhD thesis of the second author under the supervision of the third
author was defined the class SI of J-contractive functions, depending on a
parameter and arising as transfer functions of overdetermined conservative 2D
systems invariant in one direction. In this paper we extend and solve in the
class SI, a number of problems originally set for the class SC of functions
contractive in the open right-half plane, and unitary on the imaginary line
with respect to some preassigned signature matrix J. The problems we consider
include the Schur algorithm, the partial realization problem and the
Nevanlinna-Pick interpolation problem. The arguments rely on a correspondence
between elements in a given subclass of SI and elements in SC. Another
important tool in the arguments is a new result pertaining to the classical
tangential Schur algorithm.Comment: 46 page
Large-scale Nonlinear Variable Selection via Kernel Random Features
We propose a new method for input variable selection in nonlinear regression.
The method is embedded into a kernel regression machine that can model general
nonlinear functions, not being a priori limited to additive models. This is the
first kernel-based variable selection method applicable to large datasets. It
sidesteps the typical poor scaling properties of kernel methods by mapping the
inputs into a relatively low-dimensional space of random features. The
algorithm discovers the variables relevant for the regression task together
with learning the prediction model through learning the appropriate nonlinear
random feature maps. We demonstrate the outstanding performance of our method
on a set of large-scale synthetic and real datasets.Comment: Final version for proceedings of ECML/PKDD 201
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