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FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking

arXiv.org Artificial Intelligence

In high-dimensional data analysis, such as financial index tracking or biomedical applications, it is crucial to select the few relevant variables while maintaining control over the false discovery rate (FDR). In these applications, strong dependencies often exist among the variables (e.g., stock returns), which can undermine the FDR control property of existing methods like the model-X knockoff method or the T-Rex selector. To address this issue, we have expanded the T-Rex framework to accommodate overlapping groups of highly correlated variables. This is achieved by integrating a nearest neighbors penalization mechanism into the framework, which provably controls the FDR at the user-defined target level. A real-world example of sparse index tracking demonstrates the proposed method's ability to accurately track the S&P 500 index over the past 20 years based on a small number of stocks. An open-source implementation is provided within the R package TRexSelector on CRAN.


Enhancing Efficiency and Robustness in Support Vector Regression with HawkEye Loss

arXiv.org Artificial Intelligence

Support vector regression (SVR) has garnered significant popularity over the past two decades owing to its wide range of applications across various fields. Despite its versatility, SVR encounters challenges when confronted with outliers and noise, primarily due to the use of the $\varepsilon$-insensitive loss function. To address this limitation, SVR with bounded loss functions has emerged as an appealing alternative, offering enhanced generalization performance and robustness. Notably, recent developments focus on designing bounded loss functions with smooth characteristics, facilitating the adoption of gradient-based optimization algorithms. However, it's crucial to highlight that these bounded and smooth loss functions do not possess an insensitive zone. In this paper, we address the aforementioned constraints by introducing a novel symmetric loss function named the HawkEye loss function. It is worth noting that the HawkEye loss function stands out as the first loss function in SVR literature to be bounded, smooth, and simultaneously possess an insensitive zone. Leveraging this breakthrough, we integrate the HawkEye loss function into the least squares framework of SVR and yield a new fast and robust model termed HE-LSSVR. The optimization problem inherent to HE-LSSVR is addressed by harnessing the adaptive moment estimation (Adam) algorithm, known for its adaptive learning rate and efficacy in handling large-scale problems. To our knowledge, this is the first time Adam has been employed to solve an SVR problem. To empirically validate the proposed HE-LSSVR model, we evaluate it on UCI, synthetic, and time series datasets. The experimental outcomes unequivocally reveal the superiority of the HE-LSSVR model both in terms of its remarkable generalization performance and its efficiency in training time.


3D-Printed Hydraulic Fluidic Logic Circuitry for Soft Robots

arXiv.org Artificial Intelligence

Fluidic logic circuitry analogous to its electric counterpart could potentially provide soft robots with machine intelligence due to its supreme adaptability, dexterity, and seamless compatibility using state-of-the-art additive manufacturing processes. However, conventional microfluidic channel based circuitry suffers from limited driving force, while macroscopic pneumatic logic lacks timely responsivity and desirable accuracy. Producing heavy duty, highly responsive and integrated fluidic soft robotic circuitry for control and actuation purposes for biomedical applications has yet to be accomplished in a hydraulic manner. Here, we present a 3D printed hydraulic fluidic half-adder system, composing of three basic hydraulic fluidic logic building blocks: AND, OR, and NOT gates. Furthermore, a hydraulic soft robotic half-adder system is implemented using an XOR operation and modified dual NOT gate system based on an electrical oscillator structure. This half-adder system possesses binary arithmetic capability as a key component of arithmetic logic unit in modern computers. With slight modifications, it can realize the control over three different directions of deformation of a three degree-offreedom soft actuation mechanism solely by changing the states of the two fluidic inputs. This hydraulic fluidic system utilizing a small number of inputs to control multiple distinct outputs, can alter the internal state of the circuit solely based on external inputs, holding significant promises for the development of microfluidics, fluidic logic, and intricate internal systems of untethered soft robots with machine intelligence. Introduction Soft robotics has emerged as a promising avenue for the development of adaptable, bioinspired robotic systems. At the heart of this emerging technology lies the ingenious concept of fluidic logic, which draws inspiration from the complex, yet highly efficient, hydraulic systems found in nature, such as the muscular hydrostats of cephalopods [7, 8] and the hydrostatic skeletons of worms for propulsion [9, 10]. One of the groundbreaking innovations in soft robotics is the integration of fluidic logic, a control mechanism that harnesses the flow of fluids, typically air or liquids, to control the movement and deformation of soft robotic structures in analogous to electric circuits.


Atlanta Scaled layouts from non-central panoramas

arXiv.org Artificial Intelligence

In this work we present a novel approach for 3D layout recovery of indoor environments using a non-central acquisition system. From a non-central panorama, full and scaled 3D lines can be independently recovered by geometry reasoning without geometric nor scale assumptions. However, their sensitivity to noise and complex geometric modeling has led these panoramas being little investigated. Our new pipeline aims to extract the boundaries of the structural lines of an indoor environment with a neural network and exploit the properties of non-central projection systems in a new geometrical processing to recover an scaled 3D layout. The results of our experiments show that we improve state-of-the-art methods for layout reconstruction and line extraction in non-central projection systems. We completely solve the problem in Manhattan and Atlanta environments, handling occlusions and retrieving the metric scale of the room without extra measurements. As far as the authors knowledge goes, our approach is the first work using deep learning on non-central panoramas and recovering scaled layouts from single panoramas.


Optical Tactile Sensing for Aerial Multi-Contact Interaction: Design, Integration, and Evaluation

arXiv.org Artificial Intelligence

Distributed tactile sensing for multi-force detection is crucial for various aerial robot interaction tasks. However, current contact sensing solutions on drones only exploit single end-effector sensors and cannot provide distributed multi-contact sensing. Designed to be easily mounted at the bottom of a drone, we propose an optical tactile sensor that features a large and curved soft sensing surface, a hollow structure and a new illumination system. Even when spaced only 2 cm apart, multiple contacts can be detected simultaneously using our software pipeline, which provides real-world quantities of 3D contact locations (mm) and 3D force vectors (N), with an accuracy of 1.5 mm and 0.17 N respectively. We demonstrate the sensor's applicability and reliability onboard and in real-time with two demos related to i) the estimation of the compliance of different perches and subsequent re-alignment and landing on the stiffer one, and ii) the mapping of sparse obstacles. The implementation of our distributed tactile sensor represents a significant step towards attaining the full potential of drones as versatile robots capable of interacting with and navigating within complex environments.


LLaMP: Large Language Model Made Powerful for High-fidelity Materials Knowledge Retrieval and Distillation

arXiv.org Artificial Intelligence

Reducing hallucination of Large Language Models (LLMs) is imperative for use in the sciences where reproducibility is crucial. However, LLMs inherently lack long-term memory, making it a nontrivial, ad hoc, and inevitably biased task to fine-tune them on domain-specific literature and data. Here we introduce LLaMP, a multimodal retrieval-augmented generation (RAG) framework of multiple data-aware reasoning-and-acting (ReAct) agents that dynamically interact with computational and experimental data on Materials Project (MP). Without fine-tuning, LLaMP demonstrates an ability to comprehend and integrate various modalities of materials science concepts, fetch relevant data stores on the fly, process higher-order data (such as crystal structures and elastic tensors), and summarize multi-step procedures for solid-state synthesis. We show that LLaMP effectively corrects errors in GPT-3.5's intrinsic knowledge, reducing a 5.21% MAPE on frequently-documented bandgaps and a significant 1103.54% MAPE on formation energies -- errors that GPT-3.5 seems to derive from mixed data sources. Additionally, LLaMP substantially reduces the hallucinated volumetric strain in a diamond cubic silicon structure from 66.3% to 0. The proposed framework offers an intuitive and nearly hallucination-free approach to exploring materials informatics and establishes a pathway for knowledge distillation and fine-tuning other language models. We envision the framework as a valuable component for scientific hypotheses and a foundation for future autonomous laboratories where multiple LLM agents communicate and cooperate with robotics to drive material synthesis and chemical reactions without hard-coded human logic and intervention.


Towards Model Predictive Control for Acrobatic Quadrotor Flights

arXiv.org Artificial Intelligence

This study explores modeling and control for quadrotor acrobatics, focusing on executing flip maneuvers. Flips are an elegant way to deliver sensor probes into no-fly or hazardous zones, like volcanic vents. Successful flips require feasible trajectories and precise control, influenced by rotor dynamics, thrust allocation, and control methodologies. The research introduces a novel approach using Model Predictive Control (MPC) for real-time trajectory planning. The MPC considers dynamic constraints and environmental variables, ensuring system stability during maneuvers. The proposed methodology's effectiveness is examined through simulation studies in ROS and Gazebo, providing insights into quadrotor behavior, response time, and trajectory accuracy. Real-time flight experiments on a custom agile quadrotor using PixHawk 4 and Hardkernel Odroid validate MPC-designed controllers. Experiments confirm successful execution and adaptability to real-world scenarios. Outcomes contribute to autonomous aerial robotics, especially aerial acrobatics, enhancing mission capabilities. MPC controllers find applications in probe throws and optimal image capture views through efficient flight paths, e.g., full roll maneuvers. This research paves the way for quadrotors in demanding scenarios, showcasing groundbreaking applications. Video Link: \url{ https://www.youtube.com/watch?v=UzR0PWjy9W4}


LeTO: Learning Constrained Visuomotor Policy with Differentiable Trajectory Optimization

arXiv.org Artificial Intelligence

This paper introduces LeTO, a method for learning constrained visuomotor policy via differentiable trajectory optimization. Our approach uniquely integrates a differentiable optimization layer into the neural network. By formulating the optimization layer as a trajectory optimization problem, we enable the model to end-to-end generate actions in a safe and controlled fashion without extra modules. Our method allows for the introduction of constraints information during the training process, thereby balancing the training objectives of satisfying constraints, smoothing the trajectories, and minimizing errors with demonstrations. This "gray box" method marries the optimization-based safety and interpretability with the powerful representational abilities of neural networks. We quantitatively evaluate LeTO in simulation and on the real robot. In simulation, LeTO achieves a success rate comparable to state-of-the-art imitation learning methods, but the generated trajectories are of less uncertainty, higher quality, and smoother. In real-world experiments, we deployed LeTO to handle constraints-critical tasks. The results show the effectiveness of LeTO comparing with state-of-the-art imitation learning approaches. We release our code at https://github.com/ZhengtongXu/LeTO.


Force Push: Robust Single-Point Pushing with Force Feedback

arXiv.org Artificial Intelligence

Abstract-- We present the first controller for quasistatic robotic planar pushing with single-point contact using only force feedback. We consider an omnidirectional mobile robot pushing an object (the "slider") along a given path, where the robot is equipped with a force-torque sensor to measure the force at the contact point with the slider. The geometric, inertial, and frictional parameters of the slider are not known to the controller, nor are measurements of the slider's pose. We assume that the robot can be localized so that the global position of the contact point is always known and that the approximate initial position of the slider is provided. Simulations and real-world experiments show that our controller yields stable pushes that are robust to a wide range of slider parameters and state perturbations along both straight and curved paths. The contact force is measured by a force-torque sensor in the robot's In this case, we are not concerned about tracking a path exactly Pushing is a nonprehensile manipulation primitive that at all times, but rather ultimately pushing the object from allows robots to move objects without grasping them, which one place to another.


Enhancing Score-Based Sampling Methods with Ensembles

arXiv.org Artificial Intelligence

We We introduce ensembles within score-based sampling build on these ideas and introduce ensemble strategies that methods to develop gradient-free approximate leverage the collective dynamics of a particle ensemble to sampling techniques that leverage the collective approximately compute the score function within a reverse dynamics of particle ensembles to compute diffusion process. Compared to the aforementioned Föllmer approximate reverse diffusion drifts. We sampler, a goal is to reduce evaluations of the probability introduce the underlying methodology, emphasizing distribution that one wants to sample from. In the setting its relationship with generative diffusion of Bayesian inverse problems, this helps to reduce forward models and the previously introduced Föllmer model evaluations, thereby offering an efficient sampling sampler. We demonstrate the efficacy of ensemble technique. More concretely, we introduce an importance strategies through various examples, ranging sampling Monte Carlo estimator for the score function of a from low-to medium-dimensionality sampling forward diffusion process in order to sample from a probability problems, including multi-modal and highly non-distribution using the associated reverse diffusion Gaussian probability distributions, and provide process. Because there is some flexibility in the choice of comparisons to traditional methods like NUTS.