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Natural Actor-Critic for Road Traffic Optimisation
Richter, Silvia, Aberdeen, Douglas, Yu, Jin
Current road-traffic optimisation practice around the world is a combination of hand tuned policies with a small degree of automatic adaption. Even state-ofthe-art researchcontrollers need good models of the road traffic, which cannot be obtained directly from existing sensors. We use a policy-gradient reinforcement learningapproach to directly optimise the traffic signals, mapping currently deployed sensor observations to control signals. Our trained controllers are (theoretically) compatiblewith the traffic system used in Sydney and many other cities around the world. We apply two policy-gradient methods: (1) the recent natural actor-critic algorithm, and (2) a vanilla policy-gradient algorithm for comparison. Along the way we extend natural-actor critic approaches to work for distributed and online infinite-horizon problems.
Randomized PCA Algorithms with Regret Bounds that are Logarithmic in the Dimension
Warmuth, Manfred K., Kuzmin, Dima
In each trial the current instance is projected onto a probabilistically chosen low dimensional subspace.The total expected quadratic approximation error equals the total quadratic approximation error of the best subspace chosen in hindsight plus some additional term that grows linearly in dimension of the subspace but logarithmically inthe dimension of the instances.
No-regret Algorithms for Online Convex Programs
Online convex programming has recently emerged as a powerful primitive for designing machine learning algorithms. For example, OCP can be used for learning alinear classifier, dynamically rebalancing a binary search tree, finding the shortest path in a graph with unknown edge lengths, solving a structured classification problem,or finding a good strategy in an extensive-form game. Several researchers have designed no-regret algorithms for OCP. But, compared to algorithms forspecial cases of OCP such as learning from expert advice, these algorithms are not very numerous or flexible. In learning from expert advice, one tool which has proved particularly valuable is the correspondence between no-regret algorithms and convex potential functions: by reasoning about these potential functions, researchers have designed algorithms with a wide variety of useful guarantees such as good performance when the target hypothesis is sparse. Until now, there has been no such recipe for the more general OCP problem, and therefore no ability to tune OCP algorithms to take advantage of properties of the problem or data. In this paper we derive a new class of no-regret learning algorithms forOCP. These Lagrangian Hedging algorithms are based on a general class of potential functions, and are a direct generalization of known learning rules like weighted majority and external-regret matching. In addition to proving regret bounds, we demonstrate our algorithms learning to play one-card poker.
Nonnegative Sparse PCA
We describe a nonnegative variant of the "Sparse PCA" problem. The goal is to create a low dimensional representation from a collection of points which on the one hand maximizes the variance of the projected points and on the other uses only parts of the original coordinates, and thereby creating a sparse representation. Whatdistinguishes our problem from other Sparse PCA formulations is that the projection involves only nonnegative weights of the original coordinates -- a desired quality in various fields, including economics, bioinformatics and computer vision.Adding nonnegativity contributes to sparseness, where it enforces a partitioning of the original coordinates among the new axes. We describe a simple yetefficient iterative coordinate-descent type of scheme which converges to a local optimum of our optimization criteria, giving good results on large real world datasets.
Analysis of Empirical Bayesian Methods for Neuroelectromagnetic Source Localization
Ramรญrez, Rey, Palmer, Jason, Makeig, Scott, Rao, Bhaskar D., Wipf, David P.
The ill-posed nature of the MEG/EEG source localization problem requires the incorporation of prior assumptions when choosing an appropriate solution out of an infinite set of candidates. Bayesian methods are useful in this capacity because they allow these assumptions to be explicitly quantified. Recently, a number of empirical Bayesian approaches have been proposed that attempt a form of model selection by using the data to guide the search for an appropriate prior. While seemingly quite different in many respects, we apply a unifying framework based on automatic relevance determination (ARD) that elucidates various attributes of these methods and suggests directions for improvement. We also derive theoretical propertiesof this methodology related to convergence, local minima, and localization bias and explore connections with established algorithms.
Neurophysiological Evidence of Cooperative Mechanisms for Stereo Computation
Samonds, Jason M., Potetz, Brian R., Lee, Tai S.
Although there has been substantial progress in understanding the neurophysiological mechanismsof stereopsis, how neurons interact in a network during stereo computation remains unclear. Computational models on stereopsis suggest local competition and long-range cooperation are important forresolving ambiguity during stereo matching. To test these predictions, wesimultaneously recorded from multiple neurons in V1 of awake, behaving macaques while presenting surfaces of different depths rendered in dynamic random dot stereograms. We found that the interaction between pairs of neurons was a function of similarity in receptive fields, as well as of the input stimulus. Neurons coding the same depth experienced common inhibition early in their responses for stimuli presented at their nonpreferred disparities.They experienced mutual facilitation later in their responses for stimulation at their preferred disparity. These findings are consistent with a local competition mechanism that first removes gross mismatches, anda global cooperative mechanism that further refines depth estimates.
Large Margin Hidden Markov Models for Automatic Speech Recognition
We study the problem of parameter estimation in continuous density hidden Markov models (CD-HMMs) for automatic speech recognition (ASR). As in support vectormachines, we propose a learning algorithm based on the goal of margin maximization. Unlike earlier work on max-margin Markov networks, our approach is specifically geared to the modeling of real-valued observations (such as acoustic feature vectors) using Gaussian mixture models. Unlike previous discriminative frameworksfor ASR, such as maximum mutual information and minimum classification error, our framework leads to a convex optimization, without any spurious local minima. The objective function for large margin training of CD-HMMs is defined over a parameter space of positive semidefinite matrices. Its optimization can be performed efficiently with simple gradient-based methods thatscale well to large problems. We obtain competitive results for phonetic recognition on the TIMIT speech corpus.