The Elo algorithm, due to its simplicity, is widely used for rating in sports competitions as well as in other applications where the rating/ranking is a useful tool for predicting future results. However, despite its widespread use, a detailed understanding of the convergence properties of the Elo algorithm is still lacking. Aiming to fill this gap, this paper presents a comprehensive (stochastic) analysis of the Elo algorithm, considering round-robin (one-on-one) competitions. Specifically, analytical expressions are derived characterizing the behavior/evolution of the skills and of important performance metrics. Then, taking into account the relationship between the behavior of the algorithm and the step-size value, which is a hyperparameter that can be controlled, some design guidelines as well as discussions about the performance of the algorithm are provided. To illustrate the applicability of the theoretical findings, experimental results are shown, corroborating the very good match between analytical predictions and those obtained from the algorithm using real-world data (from the Italian SuperLega, Volleyball League).
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我们提出了一个框架,用于稳定验证混合智能线性编程(MILP)代表控制策略。该框架比较了固定的候选策略,该策略承认有效的参数化,可以以低计算成本进行评估,与固定基线策略进行评估,固定基线策略已知稳定但评估昂贵。我们根据基线策略的最坏情况近似错误为候选策略的闭环稳定性提供了足够的条件,我们表明可以通过求解混合构成二次计划(MIQP)来检查这些条件。 。此外,我们证明可以通过求解MILP来计算候选策略的稳定区域的外部近似。所提出的框架足以容纳广泛的候选策略,包括Relu神经网络(NNS),参数二次程序的最佳解决方案图以及模型预测性控制(MPC)策略。我们还根据提议的框架在Python中提供了一个开源工具箱,该工具可以轻松验证自定义NN架构和MPC公式。我们在DC-DC电源转换器案例研究的背景下展示了框架的灵活性和可靠性,并研究了计算复杂性。
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The performance of inertial navigation systems is largely dependent on the stable flow of external measurements and information to guarantee continuous filter updates and bind the inertial solution drift. Platforms in different operational environments may be prevented at some point from receiving external measurements, thus exposing their navigation solution to drift. Over the years, a wide variety of works have been proposed to overcome this shortcoming, by exploiting knowledge of the system current conditions and turning it into an applicable source of information to update the navigation filter. This paper aims to provide an extensive survey of information aided navigation, broadly classified into direct, indirect, and model aiding. Each approach is described by the notable works that implemented its concept, use cases, relevant state updates, and their corresponding measurement models. By matching the appropriate constraint to a given scenario, one will be able to improve the navigation solution accuracy, compensate for the lost information, and uncover certain internal states, that would otherwise remain unobservable.
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We consider infinite horizon Markov decision processes (MDPs) with fast-slow structure, meaning that certain parts of the state space move "fast" (and in a sense, are more influential) while other parts transition more "slowly." Such structure is common in real-world problems where sequential decisions need to be made at high frequencies, yet information that varies at a slower timescale also influences the optimal policy. Examples include: (1) service allocation for a multi-class queue with (slowly varying) stochastic costs, (2) a restless multi-armed bandit with an environmental state, and (3) energy demand response, where both day-ahead and real-time prices play a role in the firm's revenue. Models that fully capture these problems often result in MDPs with large state spaces and large effective time horizons (due to frequent decisions), rendering them computationally intractable. We propose an approximate dynamic programming algorithmic framework based on the idea of "freezing" the slow states, solving a set of simpler finite-horizon MDPs (the lower-level MDPs), and applying value iteration (VI) to an auxiliary MDP that transitions on a slower timescale (the upper-level MDP). We also extend the technique to a function approximation setting, where a feature-based linear architecture is used. On the theoretical side, we analyze the regret incurred by each variant of our frozen-state approach. Finally, we give empirical evidence that the frozen-state approach generates effective policies using just a fraction of the computational cost, while illustrating that simply omitting slow states from the decision modeling is often not a viable heuristic.
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In the present work we propose an unsupervised ensemble method consisting of oblique trees that can address the task of auto-encoding, namely Oblique Forest AutoEncoders (briefly OF-AE). Our method is a natural extension of the eForest encoder introduced in [1]. More precisely, by employing oblique splits consisting in multivariate linear combination of features instead of the axis-parallel ones, we will devise an auto-encoder method through the computation of a sparse solution of a set of linear inequalities consisting of feature values constraints. The code for reproducing our results is available at https://github.com/CDAlecsa/Oblique-Forest-AutoEncoders.
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When robots learn reward functions using high capacity models that take raw state directly as input, they need to both learn a representation for what matters in the task -- the task ``features" -- as well as how to combine these features into a single objective. If they try to do both at once from input designed to teach the full reward function, it is easy to end up with a representation that contains spurious correlations in the data, which fails to generalize to new settings. Instead, our ultimate goal is to enable robots to identify and isolate the causal features that people actually care about and use when they represent states and behavior. Our idea is that we can tune into this representation by asking users what behaviors they consider similar: behaviors will be similar if the features that matter are similar, even if low-level behavior is different; conversely, behaviors will be different if even one of the features that matter differs. This, in turn, is what enables the robot to disambiguate between what needs to go into the representation versus what is spurious, as well as what aspects of behavior can be compressed together versus not. The notion of learning representations based on similarity has a nice parallel in contrastive learning, a self-supervised representation learning technique that maps visually similar data points to similar embeddings, where similarity is defined by a designer through data augmentation heuristics. By contrast, in order to learn the representations that people use, so we can learn their preferences and objectives, we use their definition of similarity. In simulation as well as in a user study, we show that learning through such similarity queries leads to representations that, while far from perfect, are indeed more generalizable than self-supervised and task-input alternatives.
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While the capabilities of autonomous systems have been steadily improving in recent years, these systems still struggle to rapidly explore previously unknown environments without the aid of GPS-assisted navigation. The DARPA Subterranean (SubT) Challenge aimed to fast track the development of autonomous exploration systems by evaluating their performance in real-world underground search-and-rescue scenarios. Subterranean environments present a plethora of challenges for robotic systems, such as limited communications, complex topology, visually-degraded sensing, and harsh terrain. The presented solution enables long-term autonomy with minimal human supervision by combining a powerful and independent single-agent autonomy stack, with higher level mission management operating over a flexible mesh network. The autonomy suite deployed on quadruped and wheeled robots was fully independent, freeing the human supervision to loosely supervise the mission and make high-impact strategic decisions. We also discuss lessons learned from fielding our system at the SubT Final Event, relating to vehicle versatility, system adaptability, and re-configurable communications.
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Deep learning models are known to put the privacy of their training data at risk, which poses challenges for their safe and ethical release to the public. Differentially private stochastic gradient descent is the de facto standard for training neural networks without leaking sensitive information about the training data. However, applying it to models for graph-structured data poses a novel challenge: unlike with i.i.d. data, sensitive information about a node in a graph cannot only leak through its gradients, but also through the gradients of all nodes within a larger neighborhood. In practice, this limits privacy-preserving deep learning on graphs to very shallow graph neural networks. We propose to solve this issue by training graph neural networks on disjoint subgraphs of a given training graph. We develop three random-walk-based methods for generating such disjoint subgraphs and perform a careful analysis of the data-generating distributions to provide strong privacy guarantees. Through extensive experiments, we show that our method greatly outperforms the state-of-the-art baseline on three large graphs, and matches or outperforms it on four smaller ones.
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Machine learning models are typically evaluated by computing similarity with reference annotations and trained by maximizing similarity with such. Especially in the bio-medical domain, annotations are subjective and suffer from low inter- and intra-rater reliability. Since annotations only reflect the annotation entity's interpretation of the real world, this can lead to sub-optimal predictions even though the model achieves high similarity scores. Here, the theoretical concept of Peak Ground Truth (PGT) is introduced. PGT marks the point beyond which an increase in similarity with the reference annotation stops translating to better Real World Model Performance (RWMP). Additionally, a quantitative technique to approximate PGT by computing inter- and intra-rater reliability is proposed. Finally, three categories of PGT-aware strategies to evaluate and improve model performance are reviewed.
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In this paper, we present a novel visual SLAM and long-term localization benchmark for autonomous driving in challenging conditions based on the large-scale 4Seasons dataset. The proposed benchmark provides drastic appearance variations caused by seasonal changes and diverse weather and illumination conditions. While significant progress has been made in advancing visual SLAM on small-scale datasets with similar conditions, there is still a lack of unified benchmarks representative of real-world scenarios for autonomous driving. We introduce a new unified benchmark for jointly evaluating visual odometry, global place recognition, and map-based visual localization performance which is crucial to successfully enable autonomous driving in any condition. The data has been collected for more than one year, resulting in more than 300 km of recordings in nine different environments ranging from a multi-level parking garage to urban (including tunnels) to countryside and highway. We provide globally consistent reference poses with up to centimeter-level accuracy obtained from the fusion of direct stereo-inertial odometry with RTK GNSS. We evaluate the performance of several state-of-the-art visual odometry and visual localization baseline approaches on the benchmark and analyze their properties. The experimental results provide new insights into current approaches and show promising potential for future research. Our benchmark and evaluation protocols will be available at https://www.4seasons-dataset.com/.
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