Similarity Learning for Provably Accurate Sparse Linear Classification

In recent years, the crucial importance of metrics in machine learning algorithms has led to an increasing interest for optimizing distance and similarity functions. Most of the state of the art focus on learning Mahalanobis distances (requiring to fulfill a constraint of positive semi-definiteness) for use in a local k-NN algorithm. However, no theoretical link is established between the learned metrics and their performance in classification. In this paper, we make use of the formal framework of good similarities introduced by Balcan et al. to design an algorithm for learning a non PSD linear similarity optimized in a nonlinear feature space, which is then used to build a global linear classifier. We show that our approach has uniform stability and derive a generalization bound on the classification error. Experiments performed on various datasets confirm the effectiveness of our approach compared to state-of-the-art methods and provide evidence that (i) it is fast, (ii) robust to overfitting and (iii) produces very sparse classifiers.Comment: Appears in Proceedings of the 29th International Conference on Machine Learning (ICML 2012

Robust Subspace Learning: Robust PCA, Robust Subspace Tracking, and Robust Subspace Recovery

PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The problem of subspace learning or PCA in the presence of outliers is called robust subspace learning or robust PCA (RPCA). For long data sequences, if one tries to use a single lower dimensional subspace to represent the data, the required subspace dimension may end up being quite large. For such data, a better model is to assume that it lies in a low-dimensional subspace that can change over time, albeit gradually. The problem of tracking such data (and the subspaces) while being robust to outliers is called robust subspace tracking (RST). This article provides a magazine-style overview of the entire field of robust subspace learning and tracking. In particular solutions for three problems are discussed in detail: RPCA via sparse+low-rank matrix decomposition (S+LR), RST via S+LR, and "robust subspace recovery (RSR)". RSR assumes that an entire data vector is either an outlier or an inlier. The S+LR formulation instead assumes that outliers occur on only a few data vector indices and hence are well modeled as sparse corruptions.Comment: To appear, IEEE Signal Processing Magazine, July 201

A New Simulation Metric to Determine Safe Environments and Controllers for Systems with Unknown Dynamics

We consider the problem of extracting safe environments and controllers for reach-avoid objectives for systems with known state and control spaces, but unknown dynamics. In a given environment, a common approach is to synthesize a controller from an abstraction or a model of the system (potentially learned from data). However, in many situations, the relationship between the dynamics of the model and the \textit{actual system} is not known; and hence it is difficult to provide safety guarantees for the system. In such cases, the Standard Simulation Metric (SSM), defined as the worst-case norm distance between the model and the system output trajectories, can be used to modify a reach-avoid specification for the system into a more stringent specification for the abstraction. Nevertheless, the obtained distance, and hence the modified specification, can be quite conservative. This limits the set of environments for which a safe controller can be obtained. We propose SPEC, a specification-centric simulation metric, which overcomes these limitations by computing the distance using only the trajectories that violate the specification for the system. We show that modifying a reach-avoid specification with SPEC allows us to synthesize a safe controller for a larger set of environments compared to SSM. We also propose a probabilistic method to compute SPEC for a general class of systems. Case studies using simulators for quadrotors and autonomous cars illustrate the advantages of the proposed metric for determining safe environment sets and controllers.Comment: 22nd ACM International Conference on Hybrid Systems: Computation and Control (2019