Robust filtering with stochastic nonlinearities and multiple missing measurements

This is the post print version of the article. The official published version can be obtained from the link - Copyright 2009 Elsevier LtdThis paper is concerned with the filtering problem for a class of discrete-time uncertain stochastic nonlinear time-delay systems with both the probabilistic missing measurements and external stochastic disturbances. The measurement missing phenomenon is assumed to occur in a random way, and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution over the interval . Such a probabilistic distribution could be any commonly used discrete distribution over the interval . The multiplicative stochastic disturbances are in the form of a scalar Gaussian white noise with unit variance. The purpose of the addressed filtering problem is to design a filter such that, for the admissible random measurement missing, stochastic disturbances, norm-bounded uncertainties as well as stochastic nonlinearities, the error dynamics of the filtering process is exponentially mean-square stable. By using the linear matrix inequality (LMI) method, sufficient conditions are established that ensure the exponential mean-square stability of the filtering error, and then the filter parameters are characterized by the solution to a set of LMIs. Illustrative examples are exploited to show the effectiveness of the proposed design procedures.This work was supported in part by the Shanghai Natural Science Foundation under Grant 07ZR14002, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, an International Joint Project sponsored by the Royal Society of the UK, the Nuffield Foundation of the UK under Grant NAL/00630/G and the Alexander von Humboldt Foundation of Germany

Maiter: An Asynchronous Graph Processing Framework for Delta-based Accumulative Iterative Computation

Myriad of graph-based algorithms in machine learning and data mining require parsing relational data iteratively. These algorithms are implemented in a large-scale distributed environment in order to scale to massive data sets. To accelerate these large-scale graph-based iterative computations, we propose delta-based accumulative iterative computation (DAIC). Different from traditional iterative computations, which iteratively update the result based on the result from the previous iteration, DAIC updates the result by accumulating the "changes" between iterations. By DAIC, we can process only the "changes" to avoid the negligible updates. Furthermore, we can perform DAIC asynchronously to bypass the high-cost synchronous barriers in heterogeneous distributed environments. Based on the DAIC model, we design and implement an asynchronous graph processing framework, Maiter. We evaluate Maiter on local cluster as well as on Amazon EC2 Cloud. The results show that Maiter achieves as much as 60x speedup over Hadoop and outperforms other state-of-the-art frameworks.Comment: ScienceCloud 2012, TKDE 201

Beyond Monte Carlo Tree Search: Playing Go with Deep Alternative Neural Network and Long-Term Evaluation

Monte Carlo tree search (MCTS) is extremely popular in computer Go which determines each action by enormous simulations in a broad and deep search tree. However, human experts select most actions by pattern analysis and careful evaluation rather than brute search of millions of future nteractions. In this paper, we propose a computer Go system that follows experts way of thinking and playing. Our system consists of two parts. The first part is a novel deep alternative neural network (DANN) used to generate candidates of next move. Compared with existing deep convolutional neural network (DCNN), DANN inserts recurrent layer after each convolutional layer and stacks them in an alternative manner. We show such setting can preserve more contexts of local features and its evolutions which are beneficial for move prediction. The second part is a long-term evaluation (LTE) module used to provide a reliable evaluation of candidates rather than a single probability from move predictor. This is consistent with human experts nature of playing since they can foresee tens of steps to give an accurate estimation of candidates. In our system, for each candidate, LTE calculates a cumulative reward after several future interactions when local variations are settled. Combining criteria from the two parts, our system determines the optimal choice of next move. For more comprehensive experiments, we introduce a new professional Go dataset (PGD), consisting of 253233 professional records. Experiments on GoGoD and PGD datasets show the DANN can substantially improve performance of move prediction over pure DCNN. When combining LTE, our system outperforms most relevant approaches and open engines based on MCTS.Comment: AAAI 201