On Decidable Growth-Rate Properties of Imperative Programs

In 2008, Ben-Amram, Jones and Kristiansen showed that for a simple "core" programming language - an imperative language with bounded loops, and arithmetics limited to addition and multiplication - it was possible to decide precisely whether a program had certain growth-rate properties, namely polynomial (or linear) bounds on computed values, or on the running time. This work emphasized the role of the core language in mitigating the notorious undecidability of program properties, so that one deals with decidable problems. A natural and intriguing problem was whether more elements can be added to the core language, improving its utility, while keeping the growth-rate properties decidable. In particular, the method presented could not handle a command that resets a variable to zero. This paper shows how to handle resets. The analysis is given in a logical style (proof rules), and its complexity is shown to be PSPACE-complete (in contrast, without resets, the problem was PTIME). The analysis algorithm evolved from the previous solution in an interesting way: focus was shifted from proving a bound to disproving it, and the algorithm works top-down rather than bottom-up

Graphical Models for Optimal Power Flow

Optimal power flow (OPF) is the central optimization problem in electric power grids. Although solved routinely in the course of power grid operations, it is known to be strongly NP-hard in general, and weakly NP-hard over tree networks. In this paper, we formulate the optimal power flow problem over tree networks as an inference problem over a tree-structured graphical model where the nodal variables are low-dimensional vectors. We adapt the standard dynamic programming algorithm for inference over a tree-structured graphical model to the OPF problem. Combining this with an interval discretization of the nodal variables, we develop an approximation algorithm for the OPF problem. Further, we use techniques from constraint programming (CP) to perform interval computations and adaptive bound propagation to obtain practically efficient algorithms. Compared to previous algorithms that solve OPF with optimality guarantees using convex relaxations, our approach is able to work for arbitrary distribution networks and handle mixed-integer optimization problems. Further, it can be implemented in a distributed message-passing fashion that is scalable and is suitable for "smart grid" applications like control of distributed energy resources. We evaluate our technique numerically on several benchmark networks and show that practical OPF problems can be solved effectively using this approach.Comment: To appear in Proceedings of the 22nd International Conference on Principles and Practice of Constraint Programming (CP 2016

Variational Bayesian inference for linear and logistic regression

The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well as documenting, and providing brief examples for the MATLAB/Octave functions that implement this inference. These functions are freely available online.Comment: 28 pages, 6 figure

Hierarchical Decomposition of Nonlinear Dynamics and Control for System Identification and Policy Distillation

The control of nonlinear dynamical systems remains a major challenge for autonomous agents. Current trends in reinforcement learning (RL) focus on complex representations of dynamics and policies, which have yielded impressive results in solving a variety of hard control tasks. However, this new sophistication and extremely over-parameterized models have come with the cost of an overall reduction in our ability to interpret the resulting policies. In this paper, we take inspiration from the control community and apply the principles of hybrid switching systems in order to break down complex dynamics into simpler components. We exploit the rich representational power of probabilistic graphical models and derive an expectation-maximization (EM) algorithm for learning a sequence model to capture the temporal structure of the data and automatically decompose nonlinear dynamics into stochastic switching linear dynamical systems. Moreover, we show how this framework of switching models enables extracting hierarchies of Markovian and auto-regressive locally linear controllers from nonlinear experts in an imitation learning scenario.Comment: 2nd Annual Conference on Learning for Dynamics and Contro

Invariant Generation for Multi-Path Loops with Polynomial Assignments

Program analysis requires the generation of program properties expressing conditions to hold at intermediate program locations. When it comes to programs with loops, these properties are typically expressed as loop invariants. In this paper we study a class of multi-path program loops with numeric variables, in particular nested loops with conditionals, where assignments to program variables are polynomial expressions over program variables. We call this class of loops extended P-solvable and introduce an algorithm for generating all polynomial invariants of such loops. By an iterative procedure employing Gr\"obner basis computation, our approach computes the polynomial ideal of the polynomial invariants of each program path and combines these ideals sequentially until a fixed point is reached. This fixed point represents the polynomial ideal of all polynomial invariants of the given extended P-solvable loop. We prove termination of our method and show that the maximal number of iterations for reaching the fixed point depends linearly on the number of program variables and the number of inner loops. In particular, for a loop with m program variables and r conditional branches we prove an upper bound of m*r iterations. We implemented our approach in the Aligator software package. Furthermore, we evaluated it on 18 programs with polynomial arithmetic and compared it to existing methods in invariant generation. The results show the efficiency of our approach