A Method of Moments for Mixture Models and Hidden Markov Models

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics (e.g., the EM algorithm) which are prone to failure, and existing consistent methods are unfavorable due to their high computational and sample complexity which typically scale exponentially with the number of mixture components. This work develops an efficient method of moments approach to parameter estimation for a broad class of high-dimensional mixture models with many components, including multi-view mixtures of Gaussians (such as mixtures of axis-aligned Gaussians) and hidden Markov models. The new method leads to rigorous unsupervised learning results for mixture models that were not achieved by previous works; and, because of its simplicity, it offers a viable alternative to EM for practical deployment

Accelerating Cooperative Planning for Automated Vehicles with Learned Heuristics and Monte Carlo Tree Search

Efficient driving in urban traffic scenarios requires foresight. The observation of other traffic participants and the inference of their possible next actions depending on the own action is considered cooperative prediction and planning. Humans are well equipped with the capability to predict the actions of multiple interacting traffic participants and plan accordingly, without the need to directly communicate with others. Prior work has shown that it is possible to achieve effective cooperative planning without the need for explicit communication. However, the search space for cooperative plans is so large that most of the computational budget is spent on exploring the search space in unpromising regions that are far away from the solution. To accelerate the planning process, we combined learned heuristics with a cooperative planning method to guide the search towards regions with promising actions, yielding better solutions at lower computational costs

Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical process catalyst. We study a large-scale, industrially-relevant mixed-integer nonlinear nonconvex optimization problem involving both gradient-boosted trees and penalty functions mitigating risk. This mixed-integer optimization problem with convex penalty terms broadly applies to optimizing pre-trained regression tree models. Decision makers may wish to optimize discrete models to repurpose legacy predictive models, or they may wish to optimize a discrete model that particularly well-represents a data set. We develop several heuristic methods to find feasible solutions, and an exact, branch-and-bound algorithm leveraging structural properties of the gradient-boosted trees and penalty functions. We computationally test our methods on concrete mixture design instance and a chemical catalysis industrial instance

Learning to Segment and Represent Motion Primitives from Driving Data for Motion Planning Applications

Developing an intelligent vehicle which can perform human-like actions requires the ability to learn basic driving skills from a large amount of naturalistic driving data. The algorithms will become efficient if we could decompose the complex driving tasks into motion primitives which represent the elementary compositions of driving skills. Therefore, the purpose of this paper is to segment unlabeled trajectory data into a library of motion primitives. By applying a probabilistic inference based on an iterative Expectation-Maximization algorithm, our method segments the collected trajectories while learning a set of motion primitives represented by the dynamic movement primitives. The proposed method utilizes the mutual dependencies between the segmentation and representation of motion primitives and the driving-specific based initial segmentation. By utilizing this mutual dependency and the initial condition, this paper presents how we can enhance the performance of both the segmentation and the motion primitive library establishment. We also evaluate the applicability of the primitive representation method to imitation learning and motion planning algorithms. The model is trained and validated by using the driving data collected from the Beijing Institute of Technology intelligent vehicle platform. The results show that the proposed approach can find the proper segmentation and establish the motion primitive library simultaneously