Balancing Global Exploration and Local-connectivity Exploitation with Rapidly-exploring Random disjointed-Trees

Sampling efficiency in a highly constrained environment has long been a major challenge for sampling-based planners. In this work, we propose Rapidly-exploring Random disjointed-Trees* (RRdT*), an incremental optimal multi-query planner. RRdT* uses multiple disjointed-trees to exploit local-connectivity of spaces via Markov Chain random sampling, which utilises neighbourhood information derived from previous successful and failed samples. To balance local exploitation, RRdT* actively explore unseen global spaces when local-connectivity exploitation is unsuccessful. The active trade-off between local exploitation and global exploration is formulated as a multi-armed bandit problem. We argue that the active balancing of global exploration and local exploitation is the key to improving sample efficient in sampling-based motion planners. We provide rigorous proofs of completeness and optimal convergence for this novel approach. Furthermore, we demonstrate experimentally the effectiveness of RRdT*'s locally exploring trees in granting improved visibility for planning. Consequently, RRdT* outperforms existing state-of-the-art incremental planners, especially in highly constrained environments.Comment: Submitted to IEEE International Conference on Robotics and Automation (ICRA) 201

Autonomous Exploration over Continuous Domains

Motion planning is an essential aspect of robot autonomy, and as such it has been studied for decades, producing a wide range of planning methodologies. Path planners are generally categorised as either trajectory optimisers or sampling-based planners. The latter is the predominant planning paradigm as it can resolve a path efficiently while explicitly reasoning about path safety. Yet, with a limited budget, the resulting paths are far from optimal. In contrast, state-of-the-art trajectory optimisers explicitly trade-off between path safety and efficiency to produce locally optimal paths. However, these planners cannot incorporate updates from a partially observed model such as an occupancy map and fail in planning around information gaps caused by incomplete sensor coverage. Autonomous exploration adds another twist to path planning. The objective of exploration is to safely and efficiently traverse through an unknown environment in order to map it. The desired output of such a process is a sequence of paths that efficiently and safely minimise the uncertainty of the map. However, optimising over the entire space of trajectories is computationally intractable. Therefore, most exploration algorithms relax the general formulation by optimising a simpler one, for example finding the single next best view, resulting in suboptimal performance. This thesis investigates methodologies for optimal and safe exploration over continuous paths. Contrary to existing exploration algorithms that break exploration into independent sub-problems of finding goal points and planning safe paths to these points, our holistic approach simultaneously optimises the coupled problems of where and how to explore. Thus, offering a shift in paradigm from next best view to next best path. With exploration defined as an optimisation problem over continuous paths, this thesis explores two different optimisation paradigms; Bayesian and functional

Clustering volatility regimes for dynamic trading strategies

We develop a new method to find the number of volatility regimes in a non-stationary financial time series. We use change point detection to partition a time series into locally stationary segments, then estimate the distributions of each piece. The distributions are clustered into a learned number of discrete volatility regimes via an optimisation routine. Using this method, we investigate and determine a clustering structure for indices, large cap equities and exchange-traded funds. Finally, we create and validate a dynamic portfolio allocation strategy that learns the optimal match between the current distribution of a time series with its past regimes, thereby making online risk-avoidance decisions in the present