Pursuit on a Graph Using Partial Information

The optimal control of a "blind" pursuer searching for an evader moving on a road network and heading at a known speed toward a set of goal vertices is considered. To aid the "blind" pursuer, certain roads in the network have been instrumented with Unattended Ground Sensors (UGSs) that detect the evader's passage. When the pursuer arrives at an instrumented node, the UGS therein informs the pursuer if and when the evader visited the node. The pursuer's motion is not restricted to the road network. In addition, the pursuer can choose to wait/loiter for an arbitrary time at any UGS location/node. At time 0, the evader passes by an entry node on his way towards one of the exit nodes. The pursuer also arrives at this entry node after some delay and is thus informed about the presence of the intruder/evader in the network, whereupon the chase is on - the pursuer is tasked with capturing the evader. Because the pursuer is "blind", capture entails the pursuer and evader being collocated at an UGS location. If this happens, the UGS is triggered and this information is instantaneously relayed to the pursuer, thereby enabling capture. On the other hand, if the evader reaches one of the exit nodes without being captured, he is deemed to have escaped. We provide an algorithm that computes the maximum initial delay at the entry node for which capture is guaranteed. The algorithm also returns the corresponding optimal pursuit policy

Dynamic Compressive Sensing of Time-Varying Signals via Approximate Message Passing

In this work the dynamic compressive sensing (CS) problem of recovering sparse, correlated, time-varying signals from sub-Nyquist, non-adaptive, linear measurements is explored from a Bayesian perspective. While there has been a handful of previously proposed Bayesian dynamic CS algorithms in the literature, the ability to perform inference on high-dimensional problems in a computationally efficient manner remains elusive. In response, we propose a probabilistic dynamic CS signal model that captures both amplitude and support correlation structure, and describe an approximate message passing algorithm that performs soft signal estimation and support detection with a computational complexity that is linear in all problem dimensions. The algorithm, DCS-AMP, can perform either causal filtering or non-causal smoothing, and is capable of learning model parameters adaptively from the data through an expectation-maximization learning procedure. We provide numerical evidence that DCS-AMP performs within 3 dB of oracle bounds on synthetic data under a variety of operating conditions. We further describe the result of applying DCS-AMP to two real dynamic CS datasets, as well as a frequency estimation task, to bolster our claim that DCS-AMP is capable of offering state-of-the-art performance and speed on real-world high-dimensional problems.Comment: 32 pages, 7 figure

Deep Reinforcement Learning for Swarm Systems

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized decision making. However, concatenation scales poorly to swarm systems with a large number of homogeneous agents as it does not exploit the fundamental properties inherent to these systems: (i) the agents in the swarm are interchangeable and (ii) the exact number of agents in the swarm is irrelevant. Therefore, we propose a new state representation for deep multi-agent RL based on mean embeddings of distributions. We treat the agents as samples of a distribution and use the empirical mean embedding as input for a decentralized policy. We define different feature spaces of the mean embedding using histograms, radial basis functions and a neural network learned end-to-end. We evaluate the representation on two well known problems from the swarm literature (rendezvous and pursuit evasion), in a globally and locally observable setup. For the local setup we furthermore introduce simple communication protocols. Of all approaches, the mean embedding representation using neural network features enables the richest information exchange between neighboring agents facilitating the development of more complex collective strategies.Comment: 31 pages, 12 figures, version 3 (published in JMLR Volume 20

Compressive Network Analysis

Modern data acquisition routinely produces massive amounts of network data. Though many methods and models have been proposed to analyze such data, the research of network data is largely disconnected with the classical theory of statistical learning and signal processing. In this paper, we present a new framework for modeling network data, which connects two seemingly different areas: network data analysis and compressed sensing. From a nonparametric perspective, we model an observed network using a large dictionary. In particular, we consider the network clique detection problem and show connections between our formulation with a new algebraic tool, namely Randon basis pursuit in homogeneous spaces. Such a connection allows us to identify rigorous recovery conditions for clique detection problems. Though this paper is mainly conceptual, we also develop practical approximation algorithms for solving empirical problems and demonstrate their usefulness on real-world datasets