28,971 research outputs found
Using Artificial Intelligence for Model Selection
We apply the optimization algorithm Adaptive Simulated Annealing (ASA) to the
problem of analyzing data on a large population and selecting the best model to
predict that an individual with various traits will have a particular disease.
We compare ASA with traditional forward and backward regression on computer
simulated data. We find that the traditional methods of modeling are better for
smaller data sets whereas a numerically stable ASA seems to perform better on
larger and more complicated data sets.Comment: 10 pages, no figures, in Proceedings, Hawaii International Conference
on Statistics and Related Fields, June 5-8, 200
Cost Adaptation for Robust Decentralized Swarm Behaviour
Decentralized receding horizon control (D-RHC) provides a mechanism for
coordination in multi-agent settings without a centralized command center.
However, combining a set of different goals, costs, and constraints to form an
efficient optimization objective for D-RHC can be difficult. To allay this
problem, we use a meta-learning process -- cost adaptation -- which generates
the optimization objective for D-RHC to solve based on a set of human-generated
priors (cost and constraint functions) and an auxiliary heuristic. We use this
adaptive D-RHC method for control of mesh-networked swarm agents. This
formulation allows a wide range of tasks to be encoded and can account for
network delays, heterogeneous capabilities, and increasingly large swarms
through the adaptation mechanism. We leverage the Unity3D game engine to build
a simulator capable of introducing artificial networking failures and delays in
the swarm. Using the simulator we validate our method on an example coordinated
exploration task. We demonstrate that cost adaptation allows for more efficient
and safer task completion under varying environment conditions and increasingly
large swarm sizes. We release our simulator and code to the community for
future work.Comment: Accepted to IEEE/RSJ International Conference on Intelligent Robots
and Systems (IROS), 201
Optimization of Trading Physics Models of Markets
We describe an end-to-end real-time S&P futures trading system. Inner-shell
stochastic nonlinear dynamic models are developed, and Canonical Momenta
Indicators (CMI) are derived from a fitted Lagrangian used by outer-shell
trading models dependent on these indicators. Recursive and adaptive
optimization using Adaptive Simulated Annealing (ASA) is used for fitting
parameters shared across these shells of dynamic and trading models
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