Robust Singular Smoothers For Tracking Using Low-Fidelity Data

Tracking underwater autonomous platforms is often difficult because of noisy, biased, and discretized input data. Classic filters and smoothers based on standard assumptions of Gaussian white noise break down when presented with any of these challenges. Robust models (such as the Huber loss) and constraints (e.g. maximum velocity) are used to attenuate these issues. Here, we consider robust smoothing with singular covariance, which covers bias and correlated noise, as well as many specific model types, such as those used in navigation. In particular, we show how to combine singular covariance models with robust losses and state-space constraints in a unified framework that can handle very low-fidelity data. A noisy, biased, and discretized navigation dataset from a submerged, low-cost inertial measurement unit (IMU) package, with ultra short baseline (USBL) data for ground truth, provides an opportunity to stress-test the proposed framework with promising results. We show how robust modeling elements improve our ability to analyze the data, and present batch processing results for 10 minutes of data with three different frequencies of available USBL position fixes (gaps of 30 seconds, 1 minute, and 2 minutes). The results suggest that the framework can be extended to real-time tracking using robust windowed estimation.Comment: 9 pages, 9 figures, to be included in Robotics: Science and Systems 201

Joint Reconstruction of Multi-view Compressed Images

The distributed representation of correlated multi-view images is an important problem that arise in vision sensor networks. This paper concentrates on the joint reconstruction problem where the distributively compressed correlated images are jointly decoded in order to improve the reconstruction quality of all the compressed images. We consider a scenario where the images captured at different viewpoints are encoded independently using common coding solutions (e.g., JPEG, H.264 intra) with a balanced rate distribution among different cameras. A central decoder first estimates the underlying correlation model from the independently compressed images which will be used for the joint signal recovery. The joint reconstruction is then cast as a constrained convex optimization problem that reconstructs total-variation (TV) smooth images that comply with the estimated correlation model. At the same time, we add constraints that force the reconstructed images to be consistent with their compressed versions. We show by experiments that the proposed joint reconstruction scheme outperforms independent reconstruction in terms of image quality, for a given target bit rate. In addition, the decoding performance of our proposed algorithm compares advantageously to state-of-the-art distributed coding schemes based on disparity learning and on the DISCOVER

Playing with Duality: An Overview of Recent Primal-Dual Approaches for Solving Large-Scale Optimization Problems

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify its solution. Deriving efficient strategies which jointly brings into play the primal and the dual problems is however a more recent idea which has generated many important new contributions in the last years. These novel developments are grounded on recent advances in convex analysis, discrete optimization, parallel processing, and non-smooth optimization with emphasis on sparsity issues. In this paper, we aim at presenting the principles of primal-dual approaches, while giving an overview of numerical methods which have been proposed in different contexts. We show the benefits which can be drawn from primal-dual algorithms both for solving large-scale convex optimization problems and discrete ones, and we provide various application examples to illustrate their usefulness

Resolving transition metal chemical space: feature selection for machine learning and structure-property relationships

Machine learning (ML) of quantum mechanical properties shows promise for accelerating chemical discovery. For transition metal chemistry where accurate calculations are computationally costly and available training data sets are small, the molecular representation becomes a critical ingredient in ML model predictive accuracy. We introduce a series of revised autocorrelation functions (RACs) that encode relationships between the heuristic atomic properties (e.g., size, connectivity, and electronegativity) on a molecular graph. We alter the starting point, scope, and nature of the quantities evaluated in standard ACs to make these RACs amenable to inorganic chemistry. On an organic molecule set, we first demonstrate superior standard AC performance to other presently-available topological descriptors for ML model training, with mean unsigned errors (MUEs) for atomization energies on set-aside test molecules as low as 6 kcal/mol. For inorganic chemistry, our RACs yield 1 kcal/mol ML MUEs on set-aside test molecules in spin-state splitting in comparison to 15-20x higher errors from feature sets that encode whole-molecule structural information. Systematic feature selection methods including univariate filtering, recursive feature elimination, and direct optimization (e.g., random forest and LASSO) are compared. Random-forest- or LASSO-selected subsets 4-5x smaller than RAC-155 produce sub- to 1-kcal/mol spin-splitting MUEs, with good transferability to metal-ligand bond length prediction (0.004-5 {\AA} MUE) and redox potential on a smaller data set (0.2-0.3 eV MUE). Evaluation of feature selection results across property sets reveals the relative importance of local, electronic descriptors (e.g., electronegativity, atomic number) in spin-splitting and distal, steric effects in redox potential and bond lengths.Comment: 43 double spaced pages, 11 figures, 4 table

High-performance Kernel Machines with Implicit Distributed Optimization and Randomization

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the underlying statistical dependencies. Kernel methods fit this need well, as they constitute a versatile and principled statistical methodology for solving a wide range of non-parametric modelling problems. However, their high computational costs (in storage and time) pose a significant barrier to their widespread adoption in big data applications. We propose an algorithmic framework and high-performance implementation for massive-scale training of kernel-based statistical models, based on combining two key technical ingredients: (i) distributed general purpose convex optimization, and (ii) the use of randomization to improve the scalability of kernel methods. Our approach is based on a block-splitting variant of the Alternating Directions Method of Multipliers, carefully reconfigured to handle very large random feature matrices, while exploiting hybrid parallelism typically found in modern clusters of multicore machines. Our implementation supports a variety of statistical learning tasks by enabling several loss functions, regularization schemes, kernels, and layers of randomized approximations for both dense and sparse datasets, in a highly extensible framework. We evaluate the ability of our framework to learn models on data from applications, and provide a comparison against existing sequential and parallel libraries.Comment: Work presented at MMDS 2014 (June 2014) and JSM 201