Parametric dictionary design for sparse coding

Abstract—This paper introduces a new dictionary design method for sparse coding of a class of signals. It has been shown that one can sparsely approximate some natural signals using an overcomplete set of parametric functions, e.g. [1], [2]. A problem in using these parametric dictionaries is how to choose the parameters. In practice these parameters have been chosen by an expert or through a set of experiments. In the sparse approximation context, it has been shown that an incoherent dictionary is appropriate for the sparse approximation methods. In this paper we first characterize the dictionary design problem, subject to a constraint on the dictionary. Then we briefly explain that equiangular tight frames have minimum coherence. The complexity of the problem does not allow it to be solved exactly. We introduce a practical method to approximately solve it. Some experiments show the advantages one gets by using these dictionaries

Empirical Formulation of Highway Traffic Flow Prediction Objective Function Based on Network Topology

Accurate Highway road predictions are necessary for timely decision making by the transport authorities. In this paper, we propose a traffic flow objective function for a highway road prediction model. The bi-directional flow function of individual roads is reported considering the net inflows and outflows by a topological breakdown of the highway network. Further, we optimise and compare the proposed objective function for constraints involved using stacked long short-term memory (LSTM) based recurrent neural network machine learning model considering different loss functions and training optimisation strategies. Finally, we report the best fitting machine learning model parameters for the proposed flow objective function for better prediction accuracy.Peer reviewe

Data-Driven Estimation in Equilibrium Using Inverse Optimization

Equilibrium modeling is common in a variety of fields such as game theory and transportation science. The inputs for these models, however, are often difficult to estimate, while their outputs, i.e., the equilibria they are meant to describe, are often directly observable. By combining ideas from inverse optimization with the theory of variational inequalities, we develop an efficient, data-driven technique for estimating the parameters of these models from observed equilibria. We use this technique to estimate the utility functions of players in a game from their observed actions and to estimate the congestion function on a road network from traffic count data. A distinguishing feature of our approach is that it supports both parametric and \emph{nonparametric} estimation by leveraging ideas from statistical learning (kernel methods and regularization operators). In computational experiments involving Nash and Wardrop equilibria in a nonparametric setting, we find that a) we effectively estimate the unknown demand or congestion function, respectively, and b) our proposed regularization technique substantially improves the out-of-sample performance of our estimators.Comment: 36 pages, 5 figures Additional theorems for generalization guarantees and statistical analysis adde