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A multiple criteria methodology for prioritizing and selecting portfolios of urban projects
Barbati, Maria, Figueira, Josè Rui, Greco, Salvatore, Ishizaka, Alessio, Panaro, Simona
This paper presents an integrated methodology supporting decisions in urban planning. In particular, it deals with the prioritization and the selection of a portfolio of projects related to buildings of some values for the cultural heritage in cities. More precisely, our methodology has been validated to the historical center of Naples, Italy. Each project is assessed on the basis of a set of both quantitative and qualitative criteria with the purpose to determine their level of priority for further selection. This step was performed through the application of the Electre Tri-nC method which is a multiple criteria outranking based method for ordinal classification (or sorting) problems and allows to assign a priority level to each project as an analytical "recommendation" tool. To identify the efficient portfolios and to support the selection of the most adequate set of projects to activate, a set of resources (namely budgetary constraints) as well as some logical constraints related to urban policy requirements have to be taken into consideration together with the priority of projects in a portfolio analysis model. The process has been conducted by means of the interaction between analysts, municipality representative and experts. The proposed methodology is generic enough to be applied to other territorial or urban planning problems. We strongly believe that, given the increasing interest of historical cities to restore their cultural heritage, the integrated multiple criteria decision aiding analytical tool proposed in this paper has significant potential to be used in the future.
A Model Counter's Guide to Probabilistic Systems
Vazquez-Chanlatte, Marcell, Rabe, Markus N., Seshia, Sanjit A.
Starting from unbiased coin flips, we show how to model biased coins, correlated coins, and distributions over finite sets. From there, we continue with modeling sequential systems, such as Markov chains, and revisit the relationship between weighted and unweighted model counting. Thereby, this work provides a conceptual framework for deriving #SAT encodings for probabilistic inference.
Time Series Imputation
Arcadinho, Samuel, Mateus, Paulo
Nowadays the world is full of digital data, due to the large deployment of sensors, fast internet and more computational power to generate all such that data. This data is might be very useful to extract information and predict events, allowing us to control or profit from them. In order to achieve such goal, we need fast algorithms that are capable of finding features that could bring useful information. However, this is a nontrivial task, as data is very large and usual simple statistics are slow and inaccurate. Thus, the term data mining appeared to describe the problem of finding useful information in large data sets by integrating methods from many fields, like machine learning, statistics and database systems, spatial or temporal data analysis, pattern recognition, image and signal processing. In recent years many works have been done to use machine learning techniques in order to extract useful information from data.
Symbolic Regression Methods for Reinforcement Learning
Kubalík, Jiří, Žegklitz, Jan, Derner, Erik, Babuška, Robert
Reinforcement learning algorithms can be used to optimally solve dynamic decision-making and control problems. With continuous-valued state and input variables, reinforcement learning algorithms must rely on function approximators to represent the value function and policy mappings. Commonly used numerical approximators, such as neural networks or basis function expansions, have two main drawbacks: they are black-box models offering no insight in the mappings learned, and they require significant trial and error tuning of their meta-parameters. In this paper, we propose a new approach to constructing smooth value functions by means of symbolic regression. We introduce three off-line methods for finding value functions based on a state transition model: symbolic value iteration, symbolic policy iteration, and a direct solution of the Bellman equation. The methods are illustrated on four nonlinear control problems: velocity control under friction, one-link and two-link pendulum swing-up, and magnetic manipulation. The results show that the value functions not only yield well-performing policies, but also are compact, human-readable and mathematically tractable. This makes them potentially suitable for further analysis of the closed-loop system. A comparison with alternative approaches using neural networks shows that our method constructs well-performing value functions with substantially fewer parameters.
Jet grooming through reinforcement learning
Carrazza, Stefano, Dreyer, Frédéric A.
We introduce a novel implementation of a reinforcement learning (RL) algorithm which is designed to find an optimal jet grooming strategy, a critical tool for collider experiments. The RL agent is trained with a reward function constructed to optimize the resulting jet properties, using both signal and background samples in a simultaneous multi-level training. We show that the grooming algorithm derived from the deep RL agent can match state-of-the-art techniques used at the Large Hadron Collider, resulting in improved mass resolution for boosted objects. Given a suitable reward function, the agent learns how to train a policy which optimally removes soft wide-angle radiation, allowing for a modular grooming technique that can be applied in a wide range of contexts. These results are accessible through the corresponding GroomRL framework.
Comparison of Hand-held WEMI Target Detection Algorithms
McCurley, Connor H., Bocinsky, James, Zare, Alina
Wide-band Electromagnetic Induction Sensors (WEMI) have been used for a number of years in subsurface detection of explosive hazards. While WEMI sensors have proven effective at localizing objects exhibiting large magnetic responses, detecting objects lacking or containing very low amounts of conductive materials can be challenging. In this paper, we compare a number of target detection algorithms in the literature in terms of detection performance. In the comparison, methods are tested on two real-world data sets: one containing relatively low amounts of ground noise pollution, and the other demonstrating highly-magnetic soil interference. Results are quantitatively evaluated through receiver-operator characteristic (ROC) curves and are used to highlight the strengths and weaknesses of the compared approaches in hand-held explosive hazard detection.
Optimal Combination Forecasts on Retail Multi-Dimensional Sales Data
Roque, Luis, Fernandes, Cristina A. C., Silva, Tony
Time series data in the retail world are particularly rich in terms of dimensionality, and these dimensions can be aggregated in groups or hierarchies. Valuable information is nested in these complex structures, which helps to predict the aggregated time series data. From a portfolio of brands under HUUB's monitoring, we selected two to explore their sales behaviour, leveraging the grouping properties of their product structure. Using statistical models, namely SARIMA, to forecast each level of the hierarchy, an optimal combination approach was used to generate more consistent forecasts in the higher levels. Our results show that the proposed methods can indeed capture nested information in the more granular series, helping to improve the forecast accuracy of the aggregated series. The Weighted Least Squares (WLS) method surpasses all other methods proposed in the study, including the Minimum Trace (MinT) reconciliation.
Sampling Acquisition Functions for Batch Bayesian Optimization
De Palma, Alessandro, Mendler-Dünner, Celestine, Parnell, Thomas, Anghel, Andreea, Pozidis, Haralampos
This paper presents Acquisition Thompson Sampling (ATS), a novel algorithm for batch Bayesian Optimization (BO) based on the idea of sampling multiple acquisition functions from a stochastic process. We define this process through the dependency of the acquisition functions on a set of model parameters. ATS is conceptually simple, straightforward to implement and, unlike other batch BO methods, it can be employed to parallelize any sequential acquisition function. In order to improve performance for multi-modal tasks, we show that ATS can be combined with existing techniques in order to realize different explore-exploit trade-offs and take into account pending function evaluations. We present experiments on a variety of benchmark functions and on the hyper-parameter optimization of a popular gradient boosting tree algorithm. These demonstrate the competitiveness of our algorithm with two state-of-the-art batch BO methods, and its advantages to classical parallel Thompson Sampling for BO.
Gradient-only line searches: An Alternative to Probabilistic Line Searches
Step sizes in neural network training are largely determined using predetermined rules such as fixed learning rates and learning rate schedules, which require user input to determine their functional form and associated hyperparameters. Global optimization strategies to resolve these hyperparameters are computationally expensive. Line searches are capable of adaptively resolving learning rate schedules. However, due to discontinuities induced by mini-batch sampling, they have largely fallen out of favor. Notwithstanding, probabilistic line searches have recently demonstrated viability in resolving learning rates for stochastic loss functions. This method creates surrogates with confidence intervals, where restrictions are placed on the rate at which the search domain can grow along a search direction. This paper introduces an alternative paradigm, Gradient-Only Line Searches that are inexact (GOLS-I), as an alternative strategy to automatically resolve learning rates in stochastic cost functions over a range of 15 orders of magnitude without the use of surrogates. We show that GOLS-I is a competitive strategy to reliably resolve step sizes, adding high value in terms of performance, while being easy to implement. Considering mini-batch sampling, we open the discussion on how to split the effort to resolve quality search directions from quality step size estimates along a search direction.
Multi-modal Probabilistic Prediction of Interactive Behavior via an Interpretable Model
Hu, Yeping, Zhan, Wei, Tomizuka, Masayoshi
For autonomous agents to successfully operate in real world, the ability to anticipate future motions of surrounding entities in the scene can greatly enhance their safety levels since potentially dangerous situations could be avoided in advance. While impressive results have been shown on predicting each agent's behavior independently, we argue that it is not valid to consider road entities individually since transitions of vehicle states are highly coupled. Moreover, as the predicted horizon becomes longer, modeling prediction uncertainties and multi-modal distributions over future sequences will turn into a more challenging task. In this paper, we address this challenge by presenting a multi-modal probabilistic prediction approach. The proposed method is based on a generative model and is capable of jointly predicting sequential motions of each pair of interacting agents. Most importantly, our model is interpretable, which can explain the underneath logic as well as obtain more reliability to use in real applications. A complicate real-world roundabout scenario is utilized to implement and examine the proposed method.