Shifting Regret, Mirror Descent, and Matrices

We consider the problem of online prediction in changing environments. In this framework the performance of a predictor is evaluated as the loss relative to an arbitrarily changing predictor, whose individual components come from a base class of predictors. Typical results in the literature consider different base classes (experts, linear predictors on the simplex, etc.) separately. Introducing an arbitrary mapping inside the mirror decent algorithm, we provide a framework that unifies and extends existing results. As an example, we prove new shifting regret bounds for matrix prediction problems

A highly modular adaptive lattice algorithm for multichannel least squares filtering

In this paper a highly modular adaptive lattice algorithm for multichannel least squares FIR filtering and multivariable system identification is presented. Multichannel filters with different number of delay elements per input channel are allowed. The main features of the proposed multichannel adaptive lattice least squares algorithm is the use of scalar only operations, multiplications/divisions and additions, and the local communication which enables the development of a fully pipelining architecture. The tracking capability and the numerical stability and accuracy of the proposed technique are illustrated by simulations

Modeling Task Effects in Human Reading with Neural Attention

Humans read by making a sequence of fixations and saccades. They often skip words, without apparent detriment to understanding. We offer a novel explanation for skipping: readers optimize a tradeoff between performing a language-related task and fixating as few words as possible. We propose a neural architecture that combines an attention module (deciding whether to skip words) and a task module (memorizing the input). We show that our model predicts human skipping behavior, while also modeling reading times well, even though it skips 40% of the input. A key prediction of our model is that different reading tasks should result in different skipping behaviors. We confirm this prediction in an eye-tracking experiment in which participants answers questions about a text. We are able to capture these experimental results using the our model, replacing the memorization module with a task module that performs neural question answering

Human Motion Trajectory Prediction: A Survey

With growing numbers of intelligent autonomous systems in human environments, the ability of such systems to perceive, understand and anticipate human behavior becomes increasingly important. Specifically, predicting future positions of dynamic agents and planning considering such predictions are key tasks for self-driving vehicles, service robots and advanced surveillance systems. This paper provides a survey of human motion trajectory prediction. We review, analyze and structure a large selection of work from different communities and propose a taxonomy that categorizes existing methods based on the motion modeling approach and level of contextual information used. We provide an overview of the existing datasets and performance metrics. We discuss limitations of the state of the art and outline directions for further research.Comment: Submitted to the International Journal of Robotics Research (IJRR), 37 page

Forward stagewise regression and the monotone lasso

We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the least angle regression algorithm, with a small modification, solves the lasso regression problem. Here we give an analogous result for incremental forward stagewise regression, showing that it solves a version of the lasso problem that enforces monotonicity. One consequence of this is as follows: while lasso makes optimal progress in terms of reducing the residual sum-of-squares per unit increase in $L_1$-norm of the coefficient $\beta$, forward stage-wise is optimal per unit $L_1$ arc-length traveled along the coefficient path. We also study a condition under which the coefficient paths of the lasso are monotone, and hence the different algorithms coincide. Finally, we compare the lasso and forward stagewise procedures in a simulation study involving a large number of correlated predictors.Comment: Published at http://dx.doi.org/10.1214/07-EJS004 in the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org