27,847 research outputs found
Spatio-temporal learning with the online finite and infinite echo-state Gaussian processes
Successful biological systems adapt to change. In this paper, we are principally concerned with adaptive systems that operate in environments where data arrives sequentially and is multivariate in nature, for example, sensory streams in robotic systems. We contribute two reservoir inspired methods: 1) the online echostate Gaussian process (OESGP) and 2) its infinite variant, the online infinite echostate Gaussian process (OIESGP) Both algorithms are iterative fixed-budget methods that learn from noisy time series. In particular, the OESGP combines the echo-state network with Bayesian online learning for Gaussian processes. Extending this to infinite reservoirs yields the OIESGP, which uses a novel recursive kernel with automatic relevance determination that enables spatial and temporal feature weighting. When fused with stochastic natural gradient descent, the kernel hyperparameters are iteratively adapted to better model the target system. Furthermore, insights into the underlying system can be gleamed from inspection of the resulting hyperparameters. Experiments on noisy benchmark problems (one-step prediction and system identification) demonstrate that our methods yield high accuracies relative to state-of-the-art methods, and standard kernels with sliding windows, particularly on problems with irrelevant dimensions. In addition, we describe two case studies in robotic learning-by-demonstration involving the Nao humanoid robot and the Assistive Robot Transport for Youngsters (ARTY) smart wheelchair
Reservoir of Diverse Adaptive Learners and Stacking Fast Hoeffding Drift Detection Methods for Evolving Data Streams
The last decade has seen a surge of interest in adaptive learning algorithms
for data stream classification, with applications ranging from predicting ozone
level peaks, learning stock market indicators, to detecting computer security
violations. In addition, a number of methods have been developed to detect
concept drifts in these streams. Consider a scenario where we have a number of
classifiers with diverse learning styles and different drift detectors.
Intuitively, the current 'best' (classifier, detector) pair is application
dependent and may change as a result of the stream evolution. Our research
builds on this observation. We introduce the \mbox{Tornado} framework that
implements a reservoir of diverse classifiers, together with a variety of drift
detection algorithms. In our framework, all (classifier, detector) pairs
proceed, in parallel, to construct models against the evolving data streams. At
any point in time, we select the pair which currently yields the best
performance. We further incorporate two novel stacking-based drift detection
methods, namely the \mbox{FHDDMS} and \mbox{FHDDMS}_{add} approaches. The
experimental evaluation confirms that the current 'best' (classifier, detector)
pair is not only heavily dependent on the characteristics of the stream, but
also that this selection evolves as the stream flows. Further, our
\mbox{FHDDMS} variants detect concept drifts accurately in a timely fashion
while outperforming the state-of-the-art.Comment: 42 pages, and 14 figure
Making Good on LSTMs' Unfulfilled Promise
LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task. We examine an alternative called Continual Learning (CL), a memory-augmented approach, which can provide transparent explanations, i.e. which memory did what and when. This work has implications for many financial applications including credit, time-varying fairness in decision making and more. We make three important new observations. Firstly, as well as being more explainable, time-series CL approaches outperform LSTMs as well as a simple sliding window learner using feed-forward neural networks (FFNN). Secondly, we show that CL based on a sliding window learner (FFNN) is more effective than CL based on a sequential learner (LSTM). Thirdly, we examine how real-world, time-series noise impacts several similarity approaches used in CL memory addressing. We provide these insights using an approach called Continual Learning Augmentation (CLA) tested on a complex real-world problem, emerging market equities investment decision making. CLA provides a test-bed as it can be based on different types of time-series learners, allowing testing of LSTM and FFNN learners side by side. CLA is also used to test several distance approaches used in a memory recall-gate: Euclidean distance (ED), dynamic time warping (DTW), auto-encoders (AE) and a novel hybrid approach, warp-AE. We find that ED under-performs DTW and AE but warp-AE shows the best overall performance in a real-world financial task
Self-Supervised Deep Visual Odometry with Online Adaptation
Self-supervised VO methods have shown great success in jointly estimating
camera pose and depth from videos. However, like most data-driven methods,
existing VO networks suffer from a notable decrease in performance when
confronted with scenes different from the training data, which makes them
unsuitable for practical applications. In this paper, we propose an online
meta-learning algorithm to enable VO networks to continuously adapt to new
environments in a self-supervised manner. The proposed method utilizes
convolutional long short-term memory (convLSTM) to aggregate rich
spatial-temporal information in the past. The network is able to memorize and
learn from its past experience for better estimation and fast adaptation to the
current frame. When running VO in the open world, in order to deal with the
changing environment, we propose an online feature alignment method by aligning
feature distributions at different time. Our VO network is able to seamlessly
adapt to different environments. Extensive experiments on unseen outdoor
scenes, virtual to real world and outdoor to indoor environments demonstrate
that our method consistently outperforms state-of-the-art self-supervised VO
baselines considerably.Comment: Accepted by CVPR 2020 ora
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