Technology
Qualitative Order of Magnitude Energy-Flow-Based Failure Modes and Effects Analysis
This paper presents a structured power and energy-flow-based qualitative modelling approach that is applicable to a variety of system types including electrical and fluid flow. The modelling is split into two parts. Power flow is a global phenomenon and is therefore naturally represented and analysed by a network comprised of the relevant structural elements from the components of a system. The power flow analysis is a platform for higher-level behaviour prediction of energy related aspects using local component behaviour models to capture a state-based representation with a global time. The primary application is Failure Modes and Effects Analysis (FMEA) and a form of exaggeration reasoning is used, combined with an order of magnitude representation to derive the worst case failure modes. The novel aspects of the work are an order of magnitude(OM) qualitative network analyser to represent any power domain and topology, including multiple power sources, a feature that was not required for earlier specialised electrical versions of the approach. Secondly, the representation of generalised energy related behaviour as state-based local models is presented as a modelling strategy that can be more vivid and intuitive for a range of topologically complex applications than qualitative equation-based representations. The two-level modelling strategy allows the broad system behaviour coverage of qualitative simulation to be exploited for the FMEA task, while limiting the difficulties of qualitative ambiguity explanation that can arise from abstracted numerical models. We have used the method to support an automated FMEA system with examples of an aircraft fuel system and domestic a heating system discussed in this paper.
Incremental Clustering and Expansion for Faster Optimal Planning in Dec-POMDPs
Oliehoek, F. A., Spaan, M. T. J., Amato, C., Whiteson, S.
This article presents the state-of-the-art in optimal solution methods for decentralized partially observable Markov decision processes (Dec-POMDPs), which are general models for collaborative multiagent planning under uncertainty. Building off the generalized multiagent A* (GMAA*) algorithm, which reduces the problem to a tree of one-shot collaborative Bayesian games (CBGs), we describe several advances that greatly expand the range of Dec-POMDPs that can be solved optimally. First, we introduce lossless incremental clustering of the CBGs solved by GMAA*, which achieves exponential speedups without sacrificing optimality. Second, we introduce incremental expansion of nodes in the GMAA* search tree, which avoids the need to expand all children, the number of which is in the worst case doubly exponential in the node's depth. This is particularly beneficial when little clustering is possible. In addition, we introduce new hybrid heuristic representations that are more compact and thereby enable the solution of larger Dec-POMDPs. We provide theoretical guarantees that, when a suitable heuristic is used, both incremental clustering and incremental expansion yield algorithms that are both complete and search equivalent. Finally, we present extensive empirical results demonstrating that GMAA*-ICE, an algorithm that synthesizes these advances, can optimally solve Dec-POMDPs of unprecedented size.
Optimal discovery with probabilistic expert advice: finite time analysis and macroscopic optimality
Bubeck, Sebastien, Ernst, Damien, Garivier, Aurelien
We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it with an algorithm based on the optimistic paradigm and on the Good-Turing missing mass estimator. We prove two different regret bounds on the performance of this algorithm under weak assumptions on the probabilistic experts. Under more restrictive hypotheses, we also prove a macroscopic optimality result, comparing the algorithm both with an oracle strategy and with uniform sampling. Finally, we provide numerical experiments illustrating these theoretical findings.
Obtaining error-minimizing estimates and universal entry-wise error bounds for low-rank matrix completion
Király, Franz J., Theran, Louis
We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising it; and a priori bounds on the error of each entry, individually. In the noiseless case our algorithm is exact. For rank-one matrices, the new algorithm is fast, admits a highly-parallel implementation, and produces an error minimizing estimate that is qualitatively close to our theoretical and the state-of-the-are Nuclear Norm and OptSpace methods.
Regret in Online Combinatorial Optimization
Audibert, Jean-Yves, Bubeck, Sébastien, Lugosi, Gábor
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have achieved by picking, in hindsight, the best possible action. Our goal is to understand the magnitude of the best possible (minimax) regret. We study the problem under three different assumptions for the feedback the decision maker receives: full information, and the partial information models of the so-called "semi-bandit" and "bandit" problems. Combining the Mirror Descent algorithm and the INF (Implicitely Normalized Forecaster) strategy, we are able to prove optimal bounds for the semi-bandit case. We also recover the optimal bounds for the full information setting. In the bandit case we discuss existing results in light of a new lower bound, and suggest a conjecture on the optimal regret in that case. Finally we also prove that the standard exponentially weighted average forecaster is provably suboptimal in the setting of online combinatorial optimization.
A problem dependent analysis of SOCP algorithms in noisy compressed sensing
Under-determined systems of linear equations with sparse solutions have been the subject of an extensive research in last several years above all due to results of \cite{CRT,CanRomTao06,DonohoPol}. In this paper we will consider \emph{noisy} under-determined linear systems. In a breakthrough \cite{CanRomTao06} it was established that in \emph{noisy} systems for any linear level of under-determinedness there is a linear sparsity that can be \emph{approximately} recovered through an SOCP (second order cone programming) optimization algorithm so that the approximate solution vector is (in an $\ell_2$-norm sense) guaranteed to be no further from the sparse unknown vector than a constant times the noise. In our recent work \cite{StojnicGenSocp10} we established an alternative framework that can be used for statistical performance analysis of the SOCP algorithms. To demonstrate how the framework works we then showed in \cite{StojnicGenSocp10} how one can use it to precisely characterize the \emph{generic} (worst-case) performance of the SOCP. In this paper we present a different set of results that can be obtained through the framework of \cite{StojnicGenSocp10}. The results will relate to \emph{problem dependent} performance analysis of SOCP's. We will consider specific types of unknown sparse vectors and characterize the SOCP performance when used for recovery of such vectors. We will also show that our theoretical predictions are in a solid agreement with the results one can get through numerical simulations.
Independent Vector Analysis: Identification Conditions and Performance Bounds
Anderson, Matthew, Fu, Geng-Shen, Phlypo, Ronald, Adalı, Tülay
Recently, an extension of independent component analysis (ICA) from one to multiple datasets, termed independent vector analysis (IVA), has been the subject of significant research interest. IVA has also been shown to be a generalization of Hotelling's canonical correlation analysis. In this paper, we provide the identification conditions for a general IVA formulation, which accounts for linear, nonlinear, and sample-to-sample dependencies. The identification conditions are a generalization of previous results for ICA and for IVA when samples are independently and identically distributed. Furthermore, a principal aim of IVA is the identification of dependent sources between datasets. Thus, we provide the additional conditions for when the arbitrary ordering of the sources within each dataset is common. Performance bounds in terms of the Cramer-Rao lower bound are also provided for the demixing matrices and interference to source ratio. The performance of two IVA algorithms are compared to the theoretical bounds.
Note on Combinatorial Engineering Frameworks for Hierarchical Modular Systems
The paper briefly describes a basic set of special combinatorial engineering frameworks for solving complex problems in the field of hierarchical modular systems. The frameworks consist of combinatorial problems (and corresponding models), which are interconnected/linked (e.g., by preference relation). Mainly, hierarchical morphological system model is used. The list of basic standard combinatorial engineering (technological) frameworks is the following: (1) design of system hierarchical model, (2) combinatorial synthesis ('bottom-up' process for system design), (3) system evaluation, (4) detection of system bottlenecks, (5) system improvement (re-design, upgrade), (6) multi-stage design (design of system trajectory), (7) combinatorial modeling of system evolution/development and system forecasting. The combinatorial engineering frameworks are targeted to maintenance of some system life cycle stages. The list of main underlaying combinatorial optimization problems involves the following: knapsack problem, multiple-choice problem, assignment problem, spanning trees, morphological clique problem.
Formalizing the Confluence of Orthogonal Rewriting Systems
Oliveira, Ana Cristina Rocha, Ayala-Rincón, Mauricio
Orthogonality is a discipline of programming that in a syntactic manner guarantees determinism of functional specifications. Essentially, orthogonality avoids, on the one side, the inherent ambiguity of non determinism, prohibiting the existence of different rules that specify the same function and that may apply simultaneously (non-ambiguity), and, on the other side, it eliminates the possibility of occurrence of repetitions of variables in the left-hand side of these rules (left linearity). In the theory of term rewriting systems (TRSs) determinism is captured by the well-known property of confluence, that basically states that whenever different computations or simplifications from a term are possible, the computed answers should coincide. Although the proofs are technically elaborated, confluence is well-known to be a consequence of orthogonality. Thus, orthogonality is an important mathematical discipline intrinsic to the specification of recursive functions that is naturally applied in functional programming and specification. Starting from a formalization of the theory of TRSs in the proof assistant PVS, this work describes how confluence of orthogonal TRSs has been formalized, based on axiomatizations of properties of rules, positions and substitutions involved in parallel steps of reduction, in this proof assistant. Proofs for some similar but restricted properties such as the property of confluence of non-ambiguous and (left and right) linear TRSs have been fully formalized.
Sparse Projections of Medical Images onto Manifolds
Chen, George H., Wachinger, Christian, Golland, Polina
Manifold learning has been successfully applied to a variety of medical imaging problems. Its use in real-time applications requires fast projection onto the low-dimensional space. To this end, out-of-sample extensions are applied by constructing an interpolation function that maps from the input space to the low-dimensional manifold. Commonly used approaches such as the Nystr\"{o}m extension and kernel ridge regression require using all training points. We propose an interpolation function that only depends on a small subset of the input training data. Consequently, in the testing phase each new point only needs to be compared against a small number of input training data in order to project the point onto the low-dimensional space. We interpret our method as an out-of-sample extension that approximates kernel ridge regression. Our method involves solving a simple convex optimization problem and has the attractive property of guaranteeing an upper bound on the approximation error, which is crucial for medical applications. Tuning this error bound controls the sparsity of the resulting interpolation function. We illustrate our method in two clinical applications that require fast mapping of input images onto a low-dimensional space.