Europe
Nonlinear unmixing of hyperspectral images: models and algorithms
Dobigeon, Nicolas, Tourneret, Jean-Yves, Richard, Cédric, Bermudez, José C. M., McLaughlin, Stephen, Hero, Alfred O.
When considering the problem of unmixing hyperspectral images, most of the literature in the geoscience and image processing areas relies on the widely used linear mixing model (LMM). However, the LMM may be not valid and other nonlinear models need to be considered, for instance, when there are multi-scattering effects or intimate interactions. Consequently, over the last few years, several significant contributions have been proposed to overcome the limitations inherent in the LMM. In this paper, we present an overview of recent advances in nonlinear unmixing modeling.
Video: Urine-powered mobile phone charger lets you spend a penny to make a call
A group of researchers from the University of the West of England have invented a method of charging mobile phones using urine. Key to the breakthrough is the creation of a new microbial fuel cell (MFC) that turns organic matter – in the case, urine – into electricity. The MFCs are full of specially-grown bacteria that break down the chemicals in urine as part of their normal metabolic process. The bacteria produce electrons as they consume the matter and it this natural process that creates a small electrical charge to be stored in the MFC. "No one has harnessed power from urine to do this so it's an exciting discovery," said Dr Ioannis Ieropoulos, an engineer at the Bristol Robotics Laboratory where the fuel cells were developed.
From Bandits to Experts: A Tale of Domination and Independence
Alon, Noga, Cesa-Bianchi, Nicolò, Gentile, Claudio, Mansour, Yishay
We consider the partial observability model for multi-armed bandits, introduced by Mannor and Shamir. Our main result is a characterization of regret in the directed observability model in terms of the dominating and independence numbers of the observability graph. We also show that in the undirected case, the learner can achieve optimal regret without even accessing the observability graph before selecting an action. Both results are shown using variants of the Exp3 algorithm operating on the observability graph in a time-efficient manner.
Probabilistic inverse reinforcement learning in unknown environments
Tossou, Aristide C. Y., Dimitrakakis, Christos
We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents are trying to solve. To do so, we extend previous probabilistic approaches for inverse reinforcement learning in known MDPs to the case of unknown dynamics or opponents. We do this by deriving two simplified probabilistic models of the demonstrator's policy and utility. For tractability, we use maximum a posteriori estimation rather than full Bayesian inference. Under a flat prior, this results in a convex optimisation problem. We find that the resulting algorithms are highly competitive against a variety of other methods for inverse reinforcement learning that do have knowledge of the dynamics.
On-line Bayesian parameter estimation in general non-linear state-space models: A tutorial and new results
Tulsyan, Aditya, Huang, Biao, Gopaluni, R. Bhushan, Forbes, J. Fraser
On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex multi-dimensional integrals that are not amenable to analytical solution. While basic sequential Monte-Carlo (SMC) or particle filtering (PF) algorithms for simultaneous estimation exist, it is well recognized that there is a need for making these on-line algorithms non-degenerate, fast and applicable to processes with missing measurements. To overcome the deficiencies in traditional algorithms, this work proposes a Bayesian approach to on-line state and parameter estimation. Its extension to handle missing data in real-time is also provided. The simultaneous estimation is performed by filtering an extended vector of states and parameters using an adaptive sequential-importance-resampling (SIR) filter with a kernel density estimation method. The approach uses an on-line optimization algorithm based on Kullback-Leibler (KL) divergence to allow adaptation of the SIR filter for combined state-parameter estimation. An optimal tuning rule to control the width of the kernel and the variance of the artificial noise added to the parameters is also proposed. The approach is illustrated through numerical examples.
Minimum Distance Estimation for Robust High-Dimensional Regression
Lozano, Aurélie C., Meinshausen, Nicolai
We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional noisy data. Our method, Minimum Distance Lasso (MD-Lasso), combines minimum distance functionals, customarily used in nonparametric estimation for their robustness, with l1-regularization for high-dimensional regression. The geometry of MD-Lasso is key to its consistency and robustness. The estimator is governed by a scaling parameter that caps the influence of outliers: the loss per observation is locally convex and close to quadratic for small squared residuals, and flattens for squared residuals larger than the scaling parameter. As the parameter approaches infinity, the estimator becomes equivalent to least-squares Lasso. MD-Lasso enjoys fast convergence rates under mild conditions on the model error distribution, which hold for any of the solutions in a convexity region around the true parameter and in certain cases for every solution. Remarkably, a first-order optimization method is able to produce iterates very close to the consistent solutions, with geometric convergence and regardless of the initialization. A connection is established with re-weighted least-squares that intuitively explains MD-Lasso robustness. The merits of our method are demonstrated through simulation and eQTL data analysis.
A Kernel Density Estimate-Based Approach to Component Goodness Modeling
Cardoso, Nuno (University of Porto / HASLab - INESC Tec) | Abreu, Rui (University of Porto / HASLab - INESC Tec)
Intermittent fault localization approaches account for the fact that faulty components may fail intermittently by considering a parameter (known as goodness) that quantifies the probability that faulty components may still exhibit correct behavior. Current, state-of-the-art approaches (1) assume that this goodness probability is context independent and (2) do not provide means for integrating past diagnosis experience in the diagnostic mechanism. In this paper, we present a novel approach, coined Non-linear Feedback-based Goodness Estimate (NFGE), that uses kernel density estimations (KDE) to address such limitations. We evaluated the approach with both synthetic and real data, yielding lower estimation errors, thus increasing the diagnosis performance.
Exploring Disease Interactions Using Markov Networks
Haaren, Jan Van (Katholieke Universiteit Leuven) | Davis, Jesse (Katholieke Universiteit Leuven) | Lappenschaar, Martijn (Radboud Universiteit Nijmegen) | Hommersom, Arjen (Radboud Universiteit Nijmegen)
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the sophisticated structure learner produces more accurate models, which can help reveal interesting patterns in the co-occurrence of diseases.
Exploring Disease Interactions Using Markov Networks
Haaren, Jan Van (Katholieke Universiteit Leuven) | Davis, Jesse (Katholieke Universiteit Leuven) | Lappenschaar, Martijn (Radboud Universiteit Nijmegen) | Hommersom, Arjen (Radboud Universiteit Nijmegen)
Network medicine is an emerging paradigm for studying the co-occurrence between diseases. While diseases are often interlinked through complex patterns, most of the existing work in this area has focused on studying pairwise relationships between diseases. In this paper, we use a state-of-the-art Markov network learning method to learn interactions between musculoskeletal disorders and cardiovascular diseases and compare this to pairwise approaches. Our experimental results confirm that the sophisticated structure learner produces more accurate models, which can help reveal interesting patterns in the co-occurrence of diseases.