89,956 research outputs found
Probably Unknown: Deep Inverse Sensor Modelling In Radar
Radar presents a promising alternative to lidar and vision in autonomous
vehicle applications, able to detect objects at long range under a variety of
weather conditions. However, distinguishing between occupied and free space
from raw radar power returns is challenging due to complex interactions between
sensor noise and occlusion.
To counter this we propose to learn an Inverse Sensor Model (ISM) converting
a raw radar scan to a grid map of occupancy probabilities using a deep neural
network. Our network is self-supervised using partial occupancy labels
generated by lidar, allowing a robot to learn about world occupancy from past
experience without human supervision. We evaluate our approach on five hours of
data recorded in a dynamic urban environment. By accounting for the scene
context of each grid cell our model is able to successfully segment the world
into occupied and free space, outperforming standard CFAR filtering approaches.
Additionally by incorporating heteroscedastic uncertainty into our model
formulation, we are able to quantify the variance in the uncertainty throughout
the sensor observation. Through this mechanism we are able to successfully
identify regions of space that are likely to be occluded.Comment: 6 full pages, 1 page of reference
Qualitative System Identification from Imperfect Data
Experience in the physical sciences suggests that the only realistic means of
understanding complex systems is through the use of mathematical models.
Typically, this has come to mean the identification of quantitative models
expressed as differential equations. Quantitative modelling works best when the
structure of the model (i.e., the form of the equations) is known; and the
primary concern is one of estimating the values of the parameters in the model.
For complex biological systems, the model-structure is rarely known and the
modeler has to deal with both model-identification and parameter-estimation. In
this paper we are concerned with providing automated assistance to the first of
these problems. Specifically, we examine the identification by machine of the
structural relationships between experimentally observed variables. These
relationship will be expressed in the form of qualitative abstractions of a
quantitative model. Such qualitative models may not only provide clues to the
precise quantitative model, but also assist in understanding the essence of
that model. Our position in this paper is that background knowledge
incorporating system modelling principles can be used to constrain effectively
the set of good qualitative models. Utilising the model-identification
framework provided by Inductive Logic Programming (ILP) we present empirical
support for this position using a series of increasingly complex artificial
datasets. The results are obtained with qualitative and quantitative data
subject to varying amounts of noise and different degrees of sparsity. The
results also point to the presence of a set of qualitative states, which we
term kernel subsets, that may be necessary for a qualitative model-learner to
learn correct models. We demonstrate scalability of the method to biological
system modelling by identification of the glycolysis metabolic pathway from
data
Inductive machine learning of optimal modular structures: Estimating solutions using support vector machines
Structural optimization is usually handled by iterative methods requiring repeated samples of a physics-based model, but this process can be computationally demanding. Given a set of previously optimized structures of the same topology, this paper uses inductive learning to replace this optimization process entirely by deriving a function that directly maps any given load to an optimal geometry. A support vector machine is trained to determine the optimal geometry of individual modules of a space frame structure given a specified load condition. Structures produced by learning are compared against those found by a standard gradient descent optimization, both as individual modules and then as a composite structure. The primary motivation for this is speed, and results show the process is highly efficient for cases in which similar optimizations must be performed repeatedly. The function learned by the algorithm can approximate the result of optimization very closely after sufficient training, and has also been found effective at generalizing the underlying optima to produce structures that perform better than those found by standard iterative methods
Machine learning stochastic design models.
Due to the fluid nature of the early stages of the design process, it is difficult to obtain deterministic product design evaluations. This is primarily due to the flexibility of the design at this stage, namely that there can be multiple interpretations of a single design concept. However, it is important for designers to understand how these design concepts are likely to fulfil the original specification, thus enabling the designer to select or bias towards solutions with favourable outcomes. One approach is to create a stochastic model of the design domain. This paper tackles the issues of using a product database to induce a Bayesian model that represents the relationships between the design parameters and characteristics. A greedy learning algorithm is presented and illustrated using a simple case study
Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination
Systematic trading strategies are algorithmic procedures that allocate assets
aiming to optimize a certain performance criterion. To obtain an edge in a
highly competitive environment, the analyst needs to proper fine-tune its
strategy, or discover how to combine weak signals in novel alpha creating
manners. Both aspects, namely fine-tuning and combination, have been
extensively researched using several methods, but emerging techniques such as
Generative Adversarial Networks can have an impact into such aspects.
Therefore, our work proposes the use of Conditional Generative Adversarial
Networks (cGANs) for trading strategies calibration and aggregation. To this
purpose, we provide a full methodology on: (i) the training and selection of a
cGAN for time series data; (ii) how each sample is used for strategies
calibration; and (iii) how all generated samples can be used for ensemble
modelling. To provide evidence that our approach is well grounded, we have
designed an experiment with multiple trading strategies, encompassing 579
assets. We compared cGAN with an ensemble scheme and model validation methods,
both suited for time series. Our results suggest that cGANs are a suitable
alternative for strategies calibration and combination, providing
outperformance when the traditional techniques fail to generate any alpha
Learning and Designing Stochastic Processes from Logical Constraints
Stochastic processes offer a flexible mathematical formalism to model and
reason about systems. Most analysis tools, however, start from the premises
that models are fully specified, so that any parameters controlling the
system's dynamics must be known exactly. As this is seldom the case, many
methods have been devised over the last decade to infer (learn) such parameters
from observations of the state of the system. In this paper, we depart from
this approach by assuming that our observations are {\it qualitative}
properties encoded as satisfaction of linear temporal logic formulae, as
opposed to quantitative observations of the state of the system. An important
feature of this approach is that it unifies naturally the system identification
and the system design problems, where the properties, instead of observations,
represent requirements to be satisfied. We develop a principled statistical
estimation procedure based on maximising the likelihood of the system's
parameters, using recent ideas from statistical machine learning. We
demonstrate the efficacy and broad applicability of our method on a range of
simple but non-trivial examples, including rumour spreading in social networks
and hybrid models of gene regulation
- …