Pareto multi-objective non-linear regression modelling to aid CAPM analogous forecasting

Copyright © 2002 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.2002 International Joint Conference on Neural Networks (IJCNN '02), Honolulu, Hawaii, 12-17 May 2002Recent studies confront the problem of multiple error terms through summation. However this implicitly assumes prior knowledge of the problem's error surface. This study constructs a population of Pareto optimal Neural Network regression models to describe a market generation process in relation to the forecasting of its risk and return

Online Unsupervised Multi-view Feature Selection

In the era of big data, it is becoming common to have data with multiple modalities or coming from multiple sources, known as "multi-view data". Multi-view data are usually unlabeled and come from high-dimensional spaces (such as language vocabularies), unsupervised multi-view feature selection is crucial to many applications. However, it is nontrivial due to the following challenges. First, there are too many instances or the feature dimensionality is too large. Thus, the data may not fit in memory. How to select useful features with limited memory space? Second, how to select features from streaming data and handles the concept drift? Third, how to leverage the consistent and complementary information from different views to improve the feature selection in the situation when the data are too big or come in as streams? To the best of our knowledge, none of the previous works can solve all the challenges simultaneously. In this paper, we propose an Online unsupervised Multi-View Feature Selection, OMVFS, which deals with large-scale/streaming multi-view data in an online fashion. OMVFS embeds unsupervised feature selection into a clustering algorithm via NMF with sparse learning. It further incorporates the graph regularization to preserve the local structure information and help select discriminative features. Instead of storing all the historical data, OMVFS processes the multi-view data chunk by chunk and aggregates all the necessary information into several small matrices. By using the buffering technique, the proposed OMVFS can reduce the computational and storage cost while taking advantage of the structure information. Furthermore, OMVFS can capture the concept drifts in the data streams. Extensive experiments on four real-world datasets show the effectiveness and efficiency of the proposed OMVFS method. More importantly, OMVFS is about 100 times faster than the off-line methods

Computational Approaches to Explainable Artificial Intelligence:Advances in Theory, Applications and Trends

Deep Learning (DL), a groundbreaking branch of Machine Learning (ML), has emerged as a driving force in both theoretical and applied Artificial Intelligence (AI). DL algorithms, rooted in complex and non-linear artificial neural systems, excel at extracting high-level features from data. DL has demonstrated human-level performance in real-world tasks, including clinical diagnostics, and has unlocked solutions to previously intractable problems in virtual agent design, robotics, genomics, neuroimaging, computer vision, and industrial automation. In this paper, the most relevant advances from the last few years in Artificial Intelligence (AI) and several applications to neuroscience, neuroimaging, computer vision, and robotics are presented, reviewed and discussed. In this way, we summarize the state-of-the-art in AI methods, models and applications within a collection of works presented at the 9 International Conference on the Interplay between Natural and Artificial Computation (IWINAC). The works presented in this paper are excellent examples of new scientific discoveries made in laboratories that have successfully transitioned to real-life applications

A Decentralized Architecture for Active Sensor Networks

This thesis is concerned with the Distributed Information Gathering (DIG) problem in which a Sensor Network is tasked with building a common representation of environment. The problem is motivated by the advantages offered by distributed autonomous sensing systems and the challenges they present. The focus of this study is on Macro Sensor Networks, characterized by platform mobility, heterogeneous teams, and long mission duration. The system under consideration may consist of an arbitrary number of mobile autonomous robots, stationary sensor platforms, and human operators, all linked in a network. This work describes a comprehensive framework called Active Sensor Network (ASN) which addresses the tasks of information fusion, decistion making, system configuration, and user interaction. The main design objectives are scalability with the number of robotic platforms, maximum flexibility in implementation and deployment, and robustness to component and communication failure. The framework is described from three complementary points of view: architecture, algorithms, and implementation. The main contribution of this thesis is the development of the ASN architecture. Its design follows three guiding principles: decentralization, modularity, and locality of interactions. These principles are applied to all aspects of the architecture and the framework in general. To achieve flexibility, the design approach emphasizes interactions between components rather than the definition of the components themselves. The architecture specifies a small set of interfaces sufficient to implement a wide range of information gathering systems. In the area of algorithms, this thesis builds on the earlier work on Decentralized Data Fusion (DDF) and its extension to information-theoretic decistion making. It presents the Bayesian Decentralized Data Fusion (BDDF) algorithm formulated for environment features represented by a general probability density function. Several specific representations are also considered: Gaussian, discrete, and the Certainty Grid map. Well known algorithms for these representations are shown to implement various aspects of the Bayesian framework. As part of the ASN implementation, a practical indoor sensor network has been developed and tested. Two series of experiments were conducted, utilizing two types of environment representation: 1) point features with Gaussian position uncertainty and 2) Certainty Grid maps. The network was operational for several days at a time, with individual platforms coming on and off-line. On several occasions, the network consisted of 39 software components. The lessons learned during the system's development may be applicable to other heterogeneous distributed systems with data-intensive algorithms

Computational approaches to Explainable Artificial Intelligence: Advances in theory, applications and trends

Deep Learning (DL), a groundbreaking branch of Machine Learning (ML), has emerged as a driving force in both theoretical and applied Artificial Intelligence (AI). DL algorithms, rooted in complex and non-linear artificial neural systems, excel at extracting high-level features from data. DL has demonstrated human-level performance in real-world tasks, including clinical diagnostics, and has unlocked solutions to previously intractable problems in virtual agent design, robotics, genomics, neuroimaging, computer vision, and industrial automation. In this paper, the most relevant advances from the last few years in Artificial Intelligence (AI) and several applications to neuroscience, neuroimaging, computer vision, and robotics are presented, reviewed and discussed. In this way, we summarize the state-of-the-art in AI methods, models and applications within a collection of works presented at the 9 International Conference on the Interplay between Natural and Artificial Computation (IWINAC). The works presented in this paper are excellent examples of new scientific discoveries made in laboratories that have successfully transitioned to real-life applications

Distributed Control of a Swarm of Autonomous Unmanned Aerial Vehicles

With the increasing use of Unmanned Aerial Vehicles (UAV)s military operations, there is a growing need to develop new methods of control and navigation for these vehicles. This investigation proposes the use of an adaptive swarming algorithm that utilizes local state information to influence the overall behavior of each individual agent in the swarm based upon the agent\u27s current position in the battlespace. In order to investigate the ability of this algorithm to control UAVs in a cooperative manner, a swarm architecture is developed that allows for on-line modification of basic rules. Adaptation is achieved by using a set of behavior coefficients that define the weight at which each of four basic rules is asserted in an individual based upon local state information. An Evolutionary Strategy (ES) is employed to create initial metrics of behavior coefficients. Using this technique, three distinct emergent swarm behaviors are evolved, and each behavior is investigated in terms of the ability of the adaptive swarming algorithm to achieve the desired emergent behavior by modifying the simple rules of each agent. Finally, each of the three behaviors is analyzed visually using a graphical representation of the simulation, and numerically, using a set of metrics developed for this investigation

Approximate multi-agent planning in dynamic and uncertain environments

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, February 2012."December 2011." Cataloged from PDF version of thesis.Includes bibliographical references (p. 120-131).Teams of autonomous mobile robotic agents will play an important role in the future of robotics. Efficient coordination of these agents within large, cooperative teams is an important characteristic of any system utilizing multiple autonomous vehicles. Applications of such a cooperative technology stretch beyond multi-robot systems to include satellite formations, networked systems, traffic flow, and many others. The diversity of capabilities offered by a team, as opposed to an individual, has attracted the attention of both researchers and practitioners in part due to the associated challenges such as the combinatorial nature of joint action selection among interdependent agents. This thesis aims to address the issues of the issues of scalability and adaptability within teams of such inter-dependent agents while planning, coordinating, and learning in a decentralized environment. In doing so, the first focus is the integration of learning and adaptation algorithms into a multi-agent planning architecture to enable online adaptation of planner parameters. A second focus is the development of approximation algorithms to reduce the computational complexity of decentralized multi-agent planning methods. Such a reduction improves problem scalability and ultimately enables much larger robot teams. Finally, we are interested in implementing these algorithms in meaningful, real-world scenarios. As robots and unmanned systems continue to advance technologically, enabling a self-awareness as to their physical state of health will become critical. In this context, the architecture and algorithms developed in this thesis are implemented in both hardware and software flight experiments under a class of cooperative multi-agent systems we call persistent health management scenarios.by Joshua David Redding.Ph.D

A methodology for rapid vehicle scaling and configuration space exploration

Drastic changes in aircraft operational requirements and the emergence of new enabling technologies often occur symbiotically with advances in technology inducing new requirements and vice versa. These changes sometimes lead to the design of vehicle concepts for which no prior art exists. They lead to revolutionary concepts. In such cases the basic form of the vehicle geometry can no longer be determined through an ex ante survey of prior art as depicted by aircraft concepts in the historical domain. Ideally, baseline geometries for revolutionary concepts would be the result of exhaustive configuration space exploration and optimization. Numerous component layouts and their implications for the minimum external dimensions of the resultant vehicle would be evaluated. The dimensions of the minimum enclosing envelope for the best component layout(s) (as per the design need) would then be used as a basis for the selection of a baseline geometry. Unfortunately layout design spaces are inherently large and the key contributing analysis i.e. collision detection, can be very expensive as well. Even when an appropriate baseline geometry has been identified, another hurdle i.e. vehicle scaling has to be overcome. Through the design of a notional Cessna C-172R powered by a liquid hydrogen Proton Exchange Membrane (PEM) fuel cell, it has been demonstrated that the various forms of vehicle scaling i.e. photographic and historical-data-based scaling can result in highly sub-optimal results even for very small O(10-3) scale factors. There is therefore a need for higher fidelity vehicle scaling laws especially since emergent technologies tend to be volumetrically and/or gravimetrically constrained when compared to incumbents. The Configuration-space Exploration and Scaling Methodology (CESM) is postulated herein as a solution to the above-mentioned challenges. This bottom-up methodology entails the representation of component or sub-system geometries as matrices of points in 3D space. These typically large matrices are reduced using minimal convex sets or convex hulls. This reduction leads to significant gains in collision detection speed at minimal approximation expense. (The Gilbert-Johnson-Keerthi algorithm is used for collision detection purposes in this methodology.) Once the components are laid out, their collective convex hull (from here on out referred to as the super-hull) is used to approximate the inner mold line of the minimum enclosing envelope of the vehicle concept. A sectional slicing algorithm is used to extract the sectional dimensions of this envelope. An offset is added to these dimensions in order to come up with the sectional fuselage dimensions. Once the lift and control surfaces are added, vehicle level objective functions can be evaluated and compared to other designs. For each design, changes in the super-hull dimensions in response to perturbations in requirements can be tracked and regressed to create custom geometric scaling laws. The regressions are based on dimensionally consistent parameter groups in order to come up with dimensionally consistent and thus physically meaningful laws. CESM enables the designer to maintain design freedom by portably carrying multiple designs deeper into the design process. Also since CESM is a bottom-up approach, all proposed baseline concepts are implicitly volumetrically feasible. Furthermore the scaling laws developed from custom data for each concept are subject to less design noise than say, regression based approaches. Through these laws, key physics-based characteristics of vehicle subsystems such as energy density can be mapped onto key system level metrics such as fuselage volume or take-off gross weight. These laws can then substitute some historical-data based analyses thereby improving the fidelity of the analyses and reducing design time.Ph.D.Committee Chair: Dr. Dimitri Mavris; Committee Member: Dean Ward; Committee Member: Dr. Daniel Schrage; Committee Member: Dr. Danielle Soban; Committee Member: Dr. Sriram Rallabhandi; Committee Member: Mathias Emenet

Reasoning about quantities and concepts: studies in social learning

We live and learn in a ‘society of mind’. This means that we form beliefs not just based on our own observations and prior expectations but also based on the communications from other people, such as our social network peers. Across seven experiments, I study how people combine their own private observations with other people’s communications to form and update beliefs about the environment. I will follow the tradition of rational analysis and benchmark human learning against optimal Bayesian inference at Marr’s computational level. To accommodate human resource constraints and cognitive biases, I will further contrast human learning with a variety of process level accounts. In Chapters 2–4, I examine how people reason about simple environmental quantities. I will focus on the effect of dependent information sources on the success of group and individual learning across a series of single-player and multi-player judgement tasks. Overall, the results from Chapters 2–4 highlight the nuances of real social network dynamics and provide insights into the conditions under which we can expect collective success versus failures such as the formation of inaccurate worldviews. In Chapter 5, I develop a more complex social learning task which goes beyond estimation of environmental quantities and focuses on inductive inference with symbolic concepts. Here, I investigate how people search compositional theory spaces to form and adapt their beliefs, and how symbolic belief adaptation interfaces with individual and social learning in a challenging active learning task. Results from Chapter 5 suggest that people might explore compositional theory spaces using local incremental search; and that it is difficult for people to use another person’s learning data to improve upon their hypothesis

A Process for Extracting Knowledge in Design for the Developing World

The aim of this study was to develop the process necessary to identify design knowledge shared across product classes and contexts in Design for the Developing World. A process for extracting design knowledge in the field of Design for the Developing World was developed based on the Knowledge Discovery in Databases framework. This process was applied to extract knowledge from a sample dataset of 48 products and small-scale technologies. Unsupervised cluster analysis revealed two distinct product groups, cluster X-AA and cluster Z-AC-AD. Unique attributes of cluster XX-AA include local manufacture, local maintenance and service, human-power, distribution by a non-governmental organization, income-generation, and application in water/sanitation or agriculture sectors. The label Locally Oriented Design for the Developing World was assigned to this group based on the dominant features represented. Unique attributes of cluster Z-AC-AD include electric-power, distribution by a private organization, and application in the health or energy/communication sectors. The label Globally Oriented Design for the Developing World was assigned to this group. These findings were corroborated by additional analyses that suggest certain design knowledge is shared across classes and contexts within groups of products. The results suggest that at least two of these groups exist, which can serve as an initial framework for organizing the literature related to inter-context and inter-class design knowledge. Design knowledge was extracted from each group by collecting known approaches, principles, and methods from available literature. This knowledge may be applied as design guidance in future work by identifying a product group corresponding to the design scenario and sourcing the related set of knowledge