We study the robustness of accelerated first-order algorithms to stochastic uncertainties in gradient evaluation. Specifically, for unconstrained, smooth, strongly convex optimization problems, we examine the mean-squared error in the optimization variable when the iterates are perturbed by additive white noise. This type of uncertainty may arise in situations where an approximation of the gradient is sought through measurements of a real system or in a distributed computation over a network. Even though the underlying dynamics of first-order algorithms for this class of problems are nonlinear, we establish upper bounds on the mean-squared deviation from the optimal solution that are tight up to constant factors. Our analysis quantifies fundamental trade-offs between noise amplification and convergence rates obtained via any acceleration scheme similar to Nesterov's or heavy-ball methods. To gain additional analytical insight, for strongly convex quadratic problems, we explicitly evaluate the steady-state variance of the optimization variable in terms of the eigenvalues of the Hessian of the objective function. We demonstrate that the entire spectrum of the Hessian, rather than just the extreme eigenvalues, influence robustness of noisy algorithms. We specialize this result to the problem of distributed averaging over undirected networks and examine the role of network size and topology on the robustness of noisy accelerated algorithms.

Distributed state estimation strongly depends on collaborative signal processing, which often requires excessive communication and computation to be executed on resource-constrained sensor nodes. To address this problem, we propose an event-triggered diffusion Kalman filter, which collects measurements and exchanges messages between nodes based on a local signal indicating the estimation error. On this basis, we develop an energy-aware state estimation algorithm that regulates the resource consumption in wireless networks and ensures the effectiveness of every consumed resource. The proposed algorithm does not require the nodes to share its local covariance matrices, and thereby allows considerably reducing the number of transmission messages. To confirm its efficiency, we apply the proposed algorithm to the distributed simultaneous localization and time synchronization problem and evaluate it on a physical testbed of a mobile quadrotor node and stationary custom ultra-wideband wireless devices. The obtained experimental results indicate that the proposed algorithm allows saving 86% of the communication overhead associated with the original diffusion Kalman filter while causing deterioration of performance by 16% only. We make the Matlab code and the real testing data available online.

This paper is concerned with convex composite minimization problems in a Hilbert space. In these problems, the objective is the sum of two closed, proper, and convex functions where one is smooth and the other admits a computationally inexpensive proximal operator. We analyze a general family of inertial proximal splitting algorithms (GIPSA) for solving such problems. We establish finiteness of the sum of squared increments of the iterates and optimality of the accumulation points. Weak convergence of the entire sequence then follows if the minimum is attained. Our analysis unifies and extends several previous results. We then focus on $\ell_1$-regularized optimization, which is the ubiquitous special case where the nonsmooth term is the $\ell_1$-norm. For certain parameter choices, GIPSA is amenable to a local analysis for this problem. For these choices we show that GIPSA achieves finite "active manifold identification", i.e. convergence in a finite number of iterations to the optimal support and sign, after which GIPSA reduces to minimizing a local smooth function. Local linear convergence then holds under certain conditions. We determine the rate in terms of the inertia, stepsize, and local curvature. Our local analysis is applicable to certain recent variants of the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA), for which we establish active manifold identification and local linear convergence. Our analysis motivates the use of a momentum restart scheme in these FISTA variants to obtain the optimal local linear convergence rate.

Support vector data description (SVDD) is a popular anomaly detection technique. The SVDD classifier partitions the whole data space into an inlier region, which consists of the region near the training data, and an outlier region, which consists of points away from the training data. The computation of the SVDD classifier requires a kernel function, for which the Gaussian kernel is a common choice. The Gaussian kernel has a bandwidth parameter, and it is important to set the value of this parameter correctly for good results. A small bandwidth leads to overfitting such that the resulting SVDD classifier overestimates the number of anomalies, whereas a large bandwidth leads to underfitting and an inability to detect many anomalies. In this paper, we present a new unsupervised method for selecting the Gaussian kernel bandwidth. Our method exploits a low-rank representation of the kernel matrix to suggest a kernel bandwidth value. Our new technique is competitive with the current state of the art for low-dimensional data and performs extremely well for many classes of high-dimensional data. Because the mathematical formulation of SVDD is identical with the mathematical formulation of one-class support vector machines (OCSVM) when the Gaussian kernel is used, our method is equally applicable to Gaussian kernel bandwidth tuning for OCSVM.

In this paper, we study various theoretical properties of a class of prioritized inverse kinematics (PIK) solutions that can be considered as a class of (output regulation or tracking) control laws of a dynamical system with prioritized multiple outputs. We first develop tools to investigate nonsmoothness of PIK solutions and find a sufficient condition for nonsmoothness. It implies that existence and uniqueness of a joint trajectory satisfying a PIK solution cannot be guaranteed by the classical theorems. So, we construct an alternative existence and uniqueness theorem that uses structural information of PIK solutions. Then, we narrow the class of PIK solutions down to the case that all tasks are designed to follow some desired task trajectories and discover a few properties related to task convergence. The study goes further to analyze stability of equilibrium points of the differential equation whose right hand side is a PIK solution when all tasks are designed to reach some desired task positions. Finally, we furnish an example with a two-link manipulator that shows how our findings can be used to analyze the behavior of a joint trajectory generated from a PIK solution.

In this paper, we investigate tensor recovery problems within the tensor singular value decomposition (t-SVD) framework. We propose the partial sum of the tubal nuclear norm (PSTNN) of a tensor. The PSTNN is a surrogate of the tensor tubal multi-rank. We build two PSTNN-based minimization models for two typical tensor recovery problems, i.e., the tensor completion and the tensor principal component analysis. We give two algorithms based on the alternating direction method of multipliers (ADMM) to solve proposed PSTNN-based tensor recovery models. Experimental results on the synthetic data and real-world data reveal the superior of the proposed PSTNN.

We propose a remarkably general variance-reduced method suitable for solving regularized empirical risk minimization problems with either a large number of training examples, or a large model dimension, or both. In special cases, our method reduces to several known and previously thought to be unrelated methods, such as {\tt SAGA}, {\tt LSVRG}, {\tt JacSketch}, {\tt SEGA} and {\tt ISEGA}, and their arbitrary sampling and proximal generalizations. However, we also highlight a large number of new specific algorithms with interesting properties. We provide a single theorem establishing linear convergence of the method under smoothness and quasi strong convexity assumptions. With this theorem we recover best-known and sometimes improved rates for known methods arising in special cases. As a by-product, we provide the first unified method and theory for stochastic gradient and stochastic coordinate descent type methods.

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive process executions under optimal control via reinforcement learning, using the measured product quality as reward after each process execution. Prior model formulation, which is required by state-of-the-art algorithms from model predictive control and approximate dynamic programming, is therefore obsolete. This avoids several difficulties namely in system identification, accurate modelling, and runtime complexity, that arise when dealing with processes subject to nonlinear dynamics and stochastic influences. Instead of using pre-created process and observation models, value function-based reinforcement learning algorithms build functions of expected future reward, which are used to derive optimal process control decisions. The expectation functions are learned online, by interacting with the process. The proposed algorithm takes stochastic variations of the process conditions into account and is able to cope with partial observability. A Q-learning-based method for adaptive optimal control of partially observable episodic fixed-horizon manufacturing processes is developed and studied. The resulting algorithm is instantiated and evaluated by applying it to a simulated stochastic optimal control problem in metal sheet deep drawing.

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The first, in statistical modeling, seeks to reconcile observed statistics by suitably and minimally perturbing prior dynamics. The second seeks to optimally select a subset of available sensors and actuators for control purposes. To address modeling and control of large-scale systems we develop a unified algorithmic framework using proximal methods. Our customized algorithms exploit problem structure and allow handling statistical modeling, as well as sensor and actuator selection, for substantially larger scales than what is amenable to current general-purpose solvers. We establish linear convergence of the proximal gradient algorithm, draw contrast between the proposed proximal algorithms and alternating direction method of multipliers, and provide examples that illustrate the merits and effectiveness of our framework.

We consider the problem of 3D shape reconstruction from multi-modal data, given uncertain calibration parameters. Typically, 3D data modalities can be in diverse forms such as sparse point sets, volumetric slices, 2D photos and so on. To jointly process these data modalities, we exploit a parametric level set method that utilizes ellipsoidal radial basis functions. This method not only allows us to analytically and compactly represent the object, it also confers on us the ability to overcome calibration related noise that originates from inaccurate acquisition parameters. This essentially implicit regularization leads to a highly robust and scalable reconstruction, surpassing other traditional methods. In our results we first demonstrate the ability of the method to compactly represent complex objects. We then show that our reconstruction method is robust both to a small number of measurements and to noise in the acquisition parameters. Finally, we demonstrate our reconstruction abilities from diverse modalities such as volume slices obtained from liquid displacement (similar to CTscans and XRays), and visual measurements obtained from shape silhouettes.

This paper presents a Poisson multi-Bernoulli mixture (PMBM) conjugate prior for multiple extended object filtering. A Poisson point process is used to describe the existence of yet undetected targets, while a multi-Bernoulli mixture describes the distribution of the targets that have been detected. The prediction and update equations are presented for the standard transition density and measurement likelihood. Both the prediction and the update preserve the PMBM form of the density, and in this sense the PMBM density is a conjugate prior. However, the unknown data associations lead to an intractably large number of terms in the PMBM density, and approximations are necessary for tractability. A gamma Gaussian inverse Wishart implementation is presented, along with methods to handle the data association problem. A simulation study shows that the extended target PMBM filter performs well in comparison to the extended target d-GLMB and LMB filters. An experiment with Lidar data illustrates the benefit of tracking both detected and undetected targets.

In this paper, the efficient hinging hyperplanes (EHH) neural network is proposed based on the model of hinging hyperplanes (HH). The EHH neural network is a distributed representation, the training of which involves solving several convex optimization problems and is fast. It is proved that for every EHH neural network, there is an equivalent adaptive hinging hyperplanes (AHH) tree, which was also proposed based on the model of HH and find good applications in system identification. The construction of the EHH neural network includes 2 stages. First the initial structure of the EHH neural network is randomly determined and the Lasso regression is used to choose the appropriate network. To alleviate the impact of randomness, secondly, the stacking strategy is employed to formulate a more general network structure. Different from other neural networks, the EHH neural network has interpretability ability, which can be easily obtained through its ANOVA decomposition (or interaction matrix). The interpretability can then be used as a suggestion for input variable selection. The EHH neural network is applied in nonlinear system identification, the simulation results show that the regression vector selected is reasonable and the identification speed is fast, while at the same time, the simulation accuracy is satisfactory.

The problem of minimization of the sum of two convex functions has various theoretical and real-world applications. One of the popular methods for solving this problem is the proximal gradient method (proximal forward-backward algorithm). A very common assumption in the use of this method is that the gradient of the smooth term is globally Lipschitz continuous. However, this assumption is not always satisfied in practice, thus casting a limitation on the method. In this paper, we discuss, in a wide class of finite and infinite-dimensional spaces, a new variant of the proximal gradient method which does not impose the above-mentioned global Lipschitz continuity assumption. A key contribution of the method is the dependence of the iterative steps on a certain telescopic decomposition of the constraint set into subsets. Moreover, we use a Bregman divergence in the proximal forward-backward operation. Under certain practical conditions, a non-asymptotic rate of convergence (that is, in the function values) is established, as well as the weak convergence of the whole sequence to a minimizer. We also obtain a few auxiliary results of independent interest.

Backtracking line-search is an old yet powerful strategy for finding a better step sizes to be used in proximal gradient algorithms. The main principle is to locally find a simple convex upper bound of the objective function, which in turn controls the step size that is used. In case of inertial proximal gradient algorithms, the situation becomes much more difficult and usually leads to very restrictive rules on the extrapolation parameter. In this paper, we show that the extrapolation parameter can be controlled by locally finding also a simple concave lower bound of the objective function. This gives rise to a double convex-concave backtracking procedure which allows for an adaptive choice of both the step size and extrapolation parameters. We apply this procedure to the class of inertial Bregman proximal gradient methods, and prove that any sequence generated by these algorithms converges globally to a critical point of the function at hand. Numerical experiments on a number of challenging non-convex problems in image processing and machine learning were conducted and show the power of combining inertial step and double backtracking strategy in achieving improved performances.

We propose a new variational model for joint image reconstruction and motion estimation in spatiotemporal imaging, which is investigated along a general framework that we present with shape theory. This model consists of two components, one for conducting modified static image reconstruction, and the other performs sequentially indirect image registration. For the latter, we generalize the large deformation diffeomorphic metric mapping framework into the sequentially indirect registration setting. The proposed model is compared theoretically against alternative approaches (optical flow based model and diffeomorphic motion models), and we demonstrate that the proposed model has desirable properties in terms of the optimal solution. The theoretical derivations and efficient algorithms are also presented for a time-discretized scenario of the proposed model, which show that the optimal solution of the time-discretized version is consistent with that of the time-continuous one, and most of the computational components is the easy-implemented linearized deformation. The complexity of the algorithm is analyzed as well. This work is concluded by some numerical examples in 2D space + time tomography with very sparse and/or highly noisy data.

The paper adapts the large deformation diffeomorphic metric mapping framework for image registration to the indirect setting where a template is registered against a target that is given through indirect noisy observations. The registration uses diffeomorphisms that transform the template through a (group) action. These diffeomorphisms are generated by solving a flow equation that is defined by a velocity field with certain regularity. The theoretical analysis includes a proof that indirect image registration has solutions (existence) that are stable and that converge as the data error tends so zero, so it becomes a well-defined regularization method. The paper concludes with examples of indirect image registration in 2D tomography with very sparse and/or highly noisy data.

Cyber-physical systems (CPSs) embed software into the physical world. They appear in a wide range of applications such as smart grids, robotics, intelligent manufacture and medical monitoring. CPSs have proved resistant to modeling due to their intrinsic complexity arising from the combination of physical components and cyber components and the interaction between them. This study proposes a general framework for reverse engineering CPSs directly from data. The method involves the identification of physical systems as well as the inference of transition logic. It has been applied successfully to a number of real-world examples ranging from mechanical and electrical systems to medical applications. The novel framework seeks to enable researchers to make predictions concerning the trajectory of CPSs based on the discovered model. Such information has been proven essential for the assessment of the performance of CPS, the design of failure-proof CPS and the creation of design guidelines for new CPSs.

The ability to decompose a signal in an orthonormal basis (a set of orthogonal components, each normalized to have unit length) using a fast numerical procedure rests at the heart of many signal processing methods and applications. The classic examples are the Fourier and wavelet transforms that enjoy numerically efficient implementations (FFT and FWT, respectively). Unfortunately, orthonormal transformations are in general unstructured, and therefore they do not enjoy low computational complexity properties. In this paper, based on Householder reflectors, we introduce a class of orthonormal matrices that are numerically efficient to manipulate: we control the complexity of matrix-vector multiplications with these matrices using a given parameter. We provide numerical algorithms that approximate any orthonormal or symmetric transform with a new orthonormal or symmetric structure made up of products of a given number of Householder reflectors. We show analyses and numerical evidence to highlight the accuracy of the proposed approximations and provide an application to the case of learning fast Mahanalobis distance metric transformations.

Aircraft failures alter the aircraft dynamics and cause maneuvering flight envelope to change. Such envelope variations are nonlinear and generally unpredictable by the pilot as they are governed by the aircraft's complex dynamics. Hence, in order to prevent in-flight Loss of Control it is crucial to practically predict the impaired aircraft's flight envelope variation due to any a-priori unknown failure degree. This paper investigates the predictability of the number of trim points within the maneuvering flight envelope and its centroid using both linear and nonlinear least-squares estimation methods. To do so, various polynomial models and nonlinear models based on hyperbolic tangent function are developed and compared which incorporate the influencing factors on the envelope variations as the inputs and estimate the centroid and the number of trim points of the maneuvering flight envelope at any intended failure degree. Results indicate that both the polynomial and hyperbolic tangent function-based models are capable of predicting the impaired fight envelope variation with good precision. Furthermore, it is shown that the regression equation of the best polynomial fit enables direct assessment of the impaired aircraft's flight envelope contraction and displacement sensitivity to the specific parameters characterizing aircraft failure and flight condition.

In this paper, a combined formation acquisition and cooperative extremum seeking control scheme is proposed for a team of three robots moving on a plane. The extremum seeking task is to find the maximizer of an unknown two-dimensional function on the plane. The function represents the signal strength field due to a source located at maximizer, and is assumed to be locally concave around maximizer and monotonically decreasing in distance to the source location. Taylor expansions of the field function at the location of a particular lead robot and the maximizer are used together with a gradient estimator based on signal strength measurements of the robots to design and analyze the proposed control scheme. The proposed scheme is proven to exponentially and simultaneously (i) acquire the specified geometric formation and (ii) drive the lead robot to a specified neighborhood disk around maximizer, whose radius depends on the specified desired formation size as well as the norm bounds of the Hessian of the field function. The performance of the proposed control scheme is evaluated using a set of simulation experiments.

This paper considers the problem of decentralized goal assignment and trajectory generation for multi-robot networks when only local communication is available, and proposes an approach based on methods related to switched systems and set invariance. A family of Lyapunov-like functions is employed to encode the (local) decision making among candidate goal assignments, under which a group of connected agents chooses the assignment that results in the shortest total distance to the goals. An additional family of Lyapunov-like barrier functions is activated in the case when the optimal assignment may lead to colliding trajectories, maintaining thus system safety while preserving the convergence guarantees. The proposed switching strategies give rise to feedback control policies that are computationally efficient and scalable with the number of agents, and therefore suitable for applications including first-response deployment of robotic networks under limited information sharing. The efficacy of the proposed method is demonstrated via simulation results and experiments with six ground robots.

The Wheeled Inverted Pendulum (WIP) is an underactuated, nonholonomic mechatronic system, and has been popularized commercially as the Segway. Designing a control law for motion planning, that incorporates the state and control constraints, while respecting the configuration manifold, is a challenging problem. In this article we derive a discrete-time model of the WIP system using discrete mechanics and generate optimal trajectories for the WIP system by solving a discrete-time constrained optimal control problem. Further, we describe a nonlinear continuous-time model with parameters for designing a closed loop LQ-controller. A dual control architecture is implemented in which the designed optimal trajectory is then provided as a reference to the robot with the optimal control trajectory as a feedforward control action, and an LQ-controller in the feedback mode is employed to mitigate noise and disturbances for ensuing stable motion of the WIP system. While performing experiments on the WIP system involving aggressive maneuvers with fairly sharp turns, we found a high degree of congruence in the designed optimal trajectories and the path traced by the robot while tracking these trajectories. This corroborates the validity of the nonlinear model and the control scheme. Finally, these experiments demonstrate the highly nonlinear nature of the WIP system and robustness of the control scheme.

The objective in this paper is to obtain fast converging reinforcement learning algorithms to approximate solutions to the problem of discounted cost optimal stopping in an irreducible, uniformly ergodic Markov chain, evolving on a compact subset of $\mathbb{R}^n$. We build on the dynamic programming approach taken by Tsitsikilis and Van Roy, wherein they propose a Q-learning algorithm to estimate the optimal state-action value function, which then defines an optimal stopping rule. We provide insights as to why the convergence rate of this algorithm can be slow, and propose a fast-converging alternative, the "Zap-Q-learning" algorithm, designed to achieve optimal rate of convergence. For the first time, we prove the convergence of the Zap-Q-learning algorithm under the assumption of linear function approximation setting. We use ODE analysis for the proof, and the optimal asymptotic variance property of the algorithm is reflected via fast convergence in a finance example.

Image saturation has been an issue for several instruments in solar astronomy, mainly at EUV wavelengths. However, with the launch of the Atmospheric Imaging Assembly (AIA) as part of the payload of the Solar Dynamic Observatory (SDO) image saturation has become a big data issue, involving around 10^$ frames of the impressive dataset this beautiful telescope has been providing every year since February 2010. This paper introduces a novel desaturation method, which is able to recover the signal in the saturated region of any AIA image by exploiting no other information but the one contained in the image itself. This peculiar methodological property, jointly with the unprecedented statistical reliability of the desaturated images, could make this algorithm the perfect tool for the realization of a reconstruction pipeline for AIA data, able to work properly even in the case of long-lasting, very energetic flaring events.

This work considers the problem of control and resource scheduling in networked systems. We present DIRA, a Deep reinforcement learning based Iterative Resource Allocation algorithm, which is scalable and control-aware. Our algorithm is tailored towards large-scale problems where control and scheduling need to act jointly to optimize performance. DIRA can be used to schedule general time-domain optimization based controllers. In the present work, we focus on control designs based on suitably adapted linear quadratic regulators. We apply our algorithm to networked systems with correlated fading communication channels. Our simulations show that DIRA scales well to large scheduling problems.

We propose a new method to accelerate the convergence of optimization algorithms. This method simply adds a power coefficient $γ\in[0,1)$ to the gradient during optimization. We call this the Powerball method and analyze the convergence rate for the Powerball method for strongly convex functions. While theoretically the Powerball method is guaranteed to have a linear convergence rate in the same order of the gradient method, we show that empirically it significantly outperforms the gradient descent and Newton's method, especially during the initial iterations. We demonstrate that the Powerball method provides a $10$-fold speedup of the convergence of both gradient descent and L-BFGS on multiple real datasets.

In this paper we propose an algorithm for path following control of the nonholonomic mobile robot based on the idea of the guiding vector field (GVF). The desired path may be an arbitrary smooth curve in its implicit form, that is, a level set of a predefined smooth function. Using this function and the robot's kinematic model, we design a GVF, whose integral curves converge to the trajectory. A nonlinear motion controller is then proposed which steers the robot along such an integral curve, bringing it to the desired path. We establish global convergence conditions for our algorithm and demonstrate its applicability and performance by experiments with real wheeled robots.

We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with non-convex constraints, under standard assumptions. In diverse scenaria, we observe that acceleration in IHT leads to significant improvements, compared to state of the art projected gradient descent and Frank-Wolfe variants. As a byproduct of our inspection, we study the impact of selecting the momentum parameter: similar to convex settings, two modes of behavior are observed --"rippling" and linear-- depending on the level of momentum.

We consider the problem of tracking the state of a process that evolves over time in a distributed setting, with multiple observers each observing parts of the state, which is a fundamental information processing problem with a wide range of applications. We propose a cloud-assisted scheme where the tracking is performed over the cloud. In particular, to provide timely and accurate updates, and alleviate the straggler problem of cloud computing, we propose a coded distributed computing approach where coded observations are distributed over multiple workers. The proposed scheme is based on a coded version of the Kalman filter that operates on data encoded with an erasure correcting code, such that the state can be estimated from partial updates computed by a subset of the workers. We apply the proposed scheme to the problem of tracking multiple vehicles. We show that replication achieves significantly higher accuracy than the corresponding uncoded scheme. The use of maximum distance separable (MDS) codes further improves accuracy for larger update intervals. In both cases, the proposed scheme approaches the accuracy of an ideal centralized scheme when the update interval is large enough. Finally, we observe a trade-off between age-of-information and estimation accuracy for MDS codes.

Robotic systems often need to consider multiple tasks concurrently. This challenge calls for controller synthesis algorithms that fulfill multiple control specifications while maintaining the stability of the overall system. In this paper, we decompose multi-objective tasks into subtasks, where individual subtask controllers are designed independently and then combined to generate the overall control policy. In particular, we adopt Riemannian Motion Policies (RMPs), a recently proposed controller structure in robotics, and, RMPflow, its associated computational framework for combining RMP controllers. We re-establish and extend the stability results of RMPflow through a rigorous Control Lyapunov Function (CLF) treatment. We then show that RMPflow can stably combine individually designed subtask controllers that satisfy certain CLF constraints. This new insight leads to an efficient CLF-based computational framework to generate stable controllers that consider all the subtasks simultaneously. Compared with the original usage of RMPflow, our framework provides users the flexibility to incorporate design heuristics through nominal controllers for the subtasks. We validate the proposed computational framework through numerical simulation and robotic implementation.