4.0ROSep 19, 2022Code
Decentralized Vehicle Coordination: The Berkeley DeepDrive Drone Dataset and Consensus-Based ModelsFangyu Wu, Dequan Wang, Minjune Hwang et al. · berkeley
A significant portion of roads, particularly in densely populated developing countries, lacks explicitly defined right-of-way rules. These understructured roads pose substantial challenges for autonomous vehicle motion planning, where efficient and safe navigation relies on understanding decentralized human coordination for collision avoidance. This coordination, often termed "social driving etiquette," remains underexplored due to limited open-source empirical data and suitable modeling frameworks. In this paper, we present a novel dataset and modeling framework designed to study motion planning in these understructured environments. The dataset includes 20 aerial videos of representative scenarios, an image dataset for training vehicle detection models, and a development kit for vehicle trajectory estimation. We demonstrate that a consensus-based modeling approach can effectively explain the emergence of priority orders observed in our dataset, and is therefore a viable framework for decentralized collision avoidance planning.
Unified Automatic Control of Vehicular Systems with Reinforcement LearningZhongxia Yan, Abdul Rahman Kreidieh, Eugene Vinitsky et al.
Emerging vehicular systems with increasing proportions of automated components present opportunities for optimal control to mitigate congestion and increase efficiency. There has been a recent interest in applying deep reinforcement learning (DRL) to these nonlinear dynamical systems for the automatic design of effective control strategies. Despite conceptual advantages of DRL being model-free, studies typically nonetheless rely on training setups that are painstakingly specialized to specific vehicular systems. This is a key challenge to efficient analysis of diverse vehicular and mobility systems. To this end, this article contributes a streamlined methodology for vehicular microsimulation and discovers high performance control strategies with minimal manual design. A variable-agent, multi-task approach is presented for optimization of vehicular Partially Observed Markov Decision Processes. The methodology is experimentally validated on mixed autonomy traffic systems, where fractions of vehicles are automated; empirical improvement, typically 15-60% over a human driving baseline, is observed in all configurations of six diverse open or closed traffic systems. The study reveals numerous emergent behaviors resembling wave mitigation, traffic signaling, and ramp metering. Finally, the emergent behaviors are analyzed to produce interpretable control strategies, which are validated against the learned control strategies.
6.8CVSep 13, 2023
So you think you can track?Derek Gloudemans, Gergely Zachár, Yanbing Wang et al.
This work introduces a multi-camera tracking dataset consisting of 234 hours of video data recorded concurrently from 234 overlapping HD cameras covering a 4.2 mile stretch of 8-10 lane interstate highway near Nashville, TN. The video is recorded during a period of high traffic density with 500+ objects typically visible within the scene and typical object longevities of 3-15 minutes. GPS trajectories from 270 vehicle passes through the scene are manually corrected in the video data to provide a set of ground-truth trajectories for recall-oriented tracking metrics, and object detections are provided for each camera in the scene (159 million total before cross-camera fusion). Initial benchmarking of tracking-by-detection algorithms is performed against the GPS trajectories, and a best HOTA of only 9.5% is obtained (best recall 75.9% at IOU 0.1, 47.9 average IDs per ground truth object), indicating the benchmarked trackers do not perform sufficiently well at the long temporal and spatial durations required for traffic scene understanding.
2.2ROJun 28, 2022
Learning energy-efficient driving behaviors by imitating expertsAbdul Rahman Kreidieh, Zhe Fu, Alexandre M. Bayen
The rise of vehicle automation has generated significant interest in the potential role of future automated vehicles (AVs). In particular, in highly dense traffic settings, AVs are expected to serve as congestion-dampeners, mitigating the presence of instabilities that arise from various sources. However, in many applications, such maneuvers rely heavily on non-local sensing or coordination by interacting AVs, thereby rendering their adaptation to real-world settings a particularly difficult challenge. To address this challenge, this paper examines the role of imitation learning in bridging the gap between such control strategies and realistic limitations in communication and sensing. Treating one such controller as an "expert", we demonstrate that imitation learning can succeed in deriving policies that, if adopted by 5% of vehicles, may boost the energy-efficiency of networks with varying traffic conditions by 15% using only local observations. Results and code are available online at https://sites.google.com/view/il-traffic/home.
1.2NAAug 8, 2014
Computing the log-determinant of symmetric, diagonally dominant matrices in near-linear timeTimothy Hunter, Ahmed El Alaoui, Alexandre Bayen
We present new algorithms for computing the log-determinant of symmetric, diagonally dominant matrices. Existing algorithms run with cubic complexity with respect to the size of the matrix in the worst case. Our algorithm computes an approximation of the log-determinant in time near-linear with respect to the number of non-zero entries and with high probability. This algorithm builds upon the utra-sparsifiers introduced by Spielman and Teng for Laplacian matrices and ultimately uses their refined versions introduced by Koutis, Miller and Peng in the context of solving linear systems. We also present simpler algorithms that compute upper and lower bounds and that may be of more immediate practical interest.
Reevaluating Policy Gradient Methods for Imperfect-Information GamesMax Rudolph, Nathan Lichtle, Sobhan Mohammadpour et al.
In the past decade, motivated by the putative failure of naive self-play deep reinforcement learning (DRL) in adversarial imperfect-information games, researchers have developed numerous DRL algorithms based on fictitious play (FP), double oracle (DO), and counterfactual regret minimization (CFR). In light of recent results of the magnetic mirror descent algorithm, we hypothesize that simpler generic policy gradient methods like PPO are competitive with or superior to these FP-, DO-, and CFR-based DRL approaches. To facilitate the resolution of this hypothesis, we implement and release the first broadly accessible exact exploitability computations for four large games. Using these games, we conduct the largest-ever exploitability comparison of DRL algorithms for imperfect-information games. Over 5600 training runs, we find that FP-, DO-, and CFR-based approaches fail to outperform generic policy gradient methods. Code is available at https://github.com/nathanlct/IIG-RL-Benchmark and https://github.com/gabrfarina/exp-a-spiel .
The Surprising Effectiveness of PPO in Cooperative, Multi-Agent GamesChao Yu, Akash Velu, Eugene Vinitsky et al.
Proximal Policy Optimization (PPO) is a ubiquitous on-policy reinforcement learning algorithm but is significantly less utilized than off-policy learning algorithms in multi-agent settings. This is often due to the belief that PPO is significantly less sample efficient than off-policy methods in multi-agent systems. In this work, we carefully study the performance of PPO in cooperative multi-agent settings. We show that PPO-based multi-agent algorithms achieve surprisingly strong performance in four popular multi-agent testbeds: the particle-world environments, the StarCraft multi-agent challenge, Google Research Football, and the Hanabi challenge, with minimal hyperparameter tuning and without any domain-specific algorithmic modifications or architectures. Importantly, compared to competitive off-policy methods, PPO often achieves competitive or superior results in both final returns and sample efficiency. Finally, through ablation studies, we analyze implementation and hyperparameter factors that are critical to PPO's empirical performance, and give concrete practical suggestions regarding these factors. Our results show that when using these practices, simple PPO-based methods can be a strong baseline in cooperative multi-agent reinforcement learning. Source code is released at \url{https://github.com/marlbenchmark/on-policy}.
Optimizing Mixed Autonomy Traffic Flow With Decentralized Autonomous Vehicles and Multi-Agent RLEugene Vinitsky, Nathan Lichtle, Kanaad Parvate et al.
We study the ability of autonomous vehicles to improve the throughput of a bottleneck using a fully decentralized control scheme in a mixed autonomy setting. We consider the problem of improving the throughput of a scaled model of the San Francisco-Oakland Bay Bridge: a two-stage bottleneck where four lanes reduce to two and then reduce to one. Although there is extensive work examining variants of bottleneck control in a centralized setting, there is less study of the challenging multi-agent setting where the large number of interacting AVs leads to significant optimization difficulties for reinforcement learning methods. We apply multi-agent reinforcement algorithms to this problem and demonstrate that significant improvements in bottleneck throughput, from 20\% at a 5\% penetration rate to 33\% at a 40\% penetration rate, can be achieved. We compare our results to a hand-designed feedback controller and demonstrate that our results sharply outperform the feedback controller despite extensive tuning. Additionally, we demonstrate that the RL-based controllers adopt a robust strategy that works across penetration rates whereas the feedback controllers degrade immediately upon penetration rate variation. We investigate the feasibility of both action and observation decentralization and demonstrate that effective strategies are possible using purely local sensing. Finally, we open-source our code at https://github.com/eugenevinitsky/decentralized_bottlenecks.
2.6LGMay 9, 2024
Scalable Learning of Segment-Level Traffic Congestion FunctionsShushman Choudhury, Abdul Rahman Kreidieh, Iveel Tsogsuren et al.
We propose and study a data-driven framework for identifying traffic congestion functions (numerical relationships between observations of traffic variables) at global scale and segment-level granularity. In contrast to methods that estimate a separate set of parameters for each roadway, ours learns a single black-box function over all roadways in a metropolitan area. First, we pool traffic data from all segments into one dataset, combining static attributes with dynamic time-dependent features. Second, we train a feed-forward neural network on this dataset, which we can then use on any segment in the area. We evaluate how well our framework identifies congestion functions on observed segments and how it generalizes to unobserved segments and predicts segment attributes on a large dataset covering multiple cities worldwide. For identification error on observed segments, our single data-driven congestion function compares favorably to segment-specific model-based functions on highway roads, but has room to improve on arterial roads. For generalization, our approach shows strong performance across cities and road types: both on unobserved segments in the same city and on zero-shot transfer learning between cities. Finally, for predicting segment attributes, we find that our approach can approximate critical densities for individual segments using their static properties.
1.2SYJan 18, 2024
Traffic Smoothing Controllers for Autonomous Vehicles Using Deep Reinforcement Learning and Real-World Trajectory DataNathan Lichtlé, Kathy Jang, Adit Shah et al.
Designing traffic-smoothing cruise controllers that can be deployed onto autonomous vehicles is a key step towards improving traffic flow, reducing congestion, and enhancing fuel efficiency in mixed autonomy traffic. We bypass the common issue of having to carefully fine-tune a large traffic microsimulator by leveraging real-world trajectory data from the I-24 highway in Tennessee, replayed in a one-lane simulation. Using standard deep reinforcement learning methods, we train energy-reducing wave-smoothing policies. As an input to the agent, we observe the speed and distance of only the vehicle in front, which are local states readily available on most recent vehicles, as well as non-local observations about the downstream state of the traffic. We show that at a low 4% autonomous vehicle penetration rate, we achieve significant fuel savings of over 15% on trajectories exhibiting many stop-and-go waves. Finally, we analyze the smoothing effect of the controllers and demonstrate robustness to adding lane-changing into the simulation as well as the removal of downstream information.
2.3SYDec 29, 2021
Reachability Analysis for FollowerStopper: Safety Analysis and Experimental ResultsFang-Chieh Chou, Marsalis Gibson, Rahul Bhadani et al.
Motivated by earlier work and the developer of a new algorithm, the FollowerStopper, this article uses reachability analysis to verify the safety of the FollowerStopper algorithm, which is a controller designed for dampening stop- and-go traffic waves. With more than 1100 miles of driving data collected by our physical platform, we validate our analysis results by comparing it to human driving behaviors. The FollowerStopper controller has been demonstrated to dampen stop-and-go traffic waves at low speed, but previous analysis on its relative safety has been limited to upper and lower bounds of acceleration. To expand upon previous analysis, reachability analysis is used to investigate the safety at the speeds it was originally tested and also at higher speeds. Two formulations of safety analysis with different criteria are shown: distance-based and time headway-based. The FollowerStopper is considered safe with distance-based criterion. However, simulation results demonstrate that the FollowerStopper is not representative of human drivers - it follows too closely behind vehicles, specifically at a distance human would deem as unsafe. On the other hand, under the time headway-based safety analysis, the FollowerStopper is not considered safe anymore. A modified FollowerStopper is proposed to satisfy time-based safety criterion. Simulation results of the proposed FollowerStopper shows that its response represents human driver behavior better.
2.3SYDec 29, 2021
Multi-Adversarial Safety Analysis for Autonomous VehiclesGilbert Bahati, Marsalis Gibson, Alexandre Bayen
This work in progress considers reachability-based safety analysis in the domain of autonomous driving in multi-agent systems. We formulate the safety problem for a car following scenario as a differential game and study how different modelling strategies yield very different behaviors regardless of the validity of the strategies in other scenarios. Given the nature of real-life driving scenarios, we propose a modeling strategy in our formulation that accounts for subtle interactions between agents, and compare its Hamiltonian results to other baselines. Our formulation encourages reduction of conservativeness in Hamilton-Jacobi safety analysis to provide better safety guarantees during navigation.
A Graph Convolutional Network with Signal Phasing Information for Arterial Traffic PredictionVictor Chan, Qijian Gan, Alexandre Bayen
Accurate and reliable prediction of traffic measurements plays a crucial role in the development of modern intelligent transportation systems. Due to more complex road geometries and the presence of signal control, arterial traffic prediction is a level above freeway traffic prediction. Many existing studies on arterial traffic prediction only consider temporal measurements of flow and occupancy from loop sensors and neglect the rich spatial relationships between upstream and downstream detectors. As a result, they often suffer large prediction errors, especially for long horizons. We fill this gap by enhancing a deep learning approach, Diffusion Convolutional Recurrent Neural Network, with spatial information generated from signal timing plans at targeted intersections. Traffic at signalized intersections is modeled as a diffusion process with a transition matrix constructed from the phase splits of the signal phase timing plan. We apply this novel method to predict traffic flow from loop sensor measurements and signal timing plans at an arterial intersection in Arcadia, CA. We demonstrate that our proposed method yields superior forecasts; for a prediction horizon of 30 minutes, we cut the MAPE down to 16% for morning peaks, 10% for off peaks, and even 8% for afternoon peaks. In addition, we exemplify the robustness of our model through a number of experiments with various settings in detector coverage, detector type, and data quality.
34.3LGDec 3, 2020
Emergent Complexity and Zero-shot Transfer via Unsupervised Environment DesignMichael Dennis, Natasha Jaques, Eugene Vinitsky et al.
A wide range of reinforcement learning (RL) problems - including robustness, transfer learning, unsupervised RL, and emergent complexity - require specifying a distribution of tasks or environments in which a policy will be trained. However, creating a useful distribution of environments is error prone, and takes a significant amount of developer time and effort. We propose Unsupervised Environment Design (UED) as an alternative paradigm, where developers provide environments with unknown parameters, and these parameters are used to automatically produce a distribution over valid, solvable environments. Existing approaches to automatically generating environments suffer from common failure modes: domain randomization cannot generate structure or adapt the difficulty of the environment to the agent's learning progress, and minimax adversarial training leads to worst-case environments that are often unsolvable. To generate structured, solvable environments for our protagonist agent, we introduce a second, antagonist agent that is allied with the environment-generating adversary. The adversary is motivated to generate environments which maximize regret, defined as the difference between the protagonist and antagonist agent's return. We call our technique Protagonist Antagonist Induced Regret Environment Design (PAIRED). Our experiments demonstrate that PAIRED produces a natural curriculum of increasingly complex environments, and PAIRED agents achieve higher zero-shot transfer performance when tested in highly novel environments.
Robust Reinforcement Learning using Adversarial PopulationsEugene Vinitsky, Yuqing Du, Kanaad Parvate et al.
Reinforcement Learning (RL) is an effective tool for controller design but can struggle with issues of robustness, failing catastrophically when the underlying system dynamics are perturbed. The Robust RL formulation tackles this by adding worst-case adversarial noise to the dynamics and constructing the noise distribution as the solution to a zero-sum minimax game. However, existing work on learning solutions to the Robust RL formulation has primarily focused on training a single RL agent against a single adversary. In this work, we demonstrate that using a single adversary does not consistently yield robustness to dynamics variations under standard parametrizations of the adversary; the resulting policy is highly exploitable by new adversaries. We propose a population-based augmentation to the Robust RL formulation in which we randomly initialize a population of adversaries and sample from the population uniformly during training. We empirically validate across robotics benchmarks that the use of an adversarial population results in a more robust policy that also improves out-of-distribution generalization. Finally, we demonstrate that this approach provides comparable robustness and generalization as domain randomization on these benchmarks while avoiding a ubiquitous domain randomization failure mode.
4.2LGFeb 18, 2020
ResiliNet: Failure-Resilient Inference in Distributed Neural NetworksAshkan Yousefpour, Brian Q. Nguyen, Siddartha Devic et al.
Federated Learning aims to train distributed deep models without sharing the raw data with the centralized server. Similarly, in distributed inference of neural networks, by partitioning the network and distributing it across several physical nodes, activations and gradients are exchanged between physical nodes, rather than raw data. Nevertheless, when a neural network is partitioned and distributed among physical nodes, failure of physical nodes causes the failure of the neural units that are placed on those nodes, which results in a significant performance drop. Current approaches focus on resiliency of training in distributed neural networks. However, resiliency of inference in distributed neural networks is less explored. We introduce ResiliNet, a scheme for making inference in distributed neural networks resilient to physical node failures. ResiliNet combines two concepts to provide resiliency: skip hyperconnection, a concept for skipping nodes in distributed neural networks similar to skip connection in resnets, and a novel technique called failout, which is introduced in this paper. Failout simulates physical node failure conditions during training using dropout, and is specifically designed to improve the resiliency of distributed neural networks. The results of the experiments and ablation studies using three datasets confirm the ability of ResiliNet to provide inference resiliency for distributed neural networks.
Inter-Level Cooperation in Hierarchical Reinforcement LearningAbdul Rahman Kreidieh, Glen Berseth, Brandon Trabucco et al.
Hierarchies of temporally decoupled policies present a promising approach for enabling structured exploration in complex long-term planning problems. To fully achieve this approach an end-to-end training paradigm is needed. However, training these multi-level policies has had limited success due to challenges arising from interactions between the goal-assigning and goal-achieving levels within a hierarchy. In this article, we consider the policy optimization process as a multi-agent process. This allows us to draw on connections between communication and cooperation in multi-agent RL, and demonstrate the benefits of increased cooperation between sub-policies on the training performance of the overall policy. We introduce a simple yet effective technique for inducing inter-level cooperation by modifying the objective function and subsequent gradients of higher-level policies. Experimental results on a wide variety of simulated robotics and traffic control tasks demonstrate that inducing cooperation results in stronger performing policies and increased sample efficiency on a set of difficult long time horizon tasks. We also find that goal-conditioned policies trained using our method display better transfer to new tasks, highlighting the benefits of our method in learning task-agnostic lower-level behaviors. Videos and code are available at: https://sites.google.com/berkeley.edu/cooperative-hrl.
7.3NISep 3, 2019
Guardians of the Deep Fog: Failure-Resilient DNN Inference from Edge to CloudAshkan Yousefpour, Siddartha Devic, Brian Q. Nguyen et al.
Partitioning and distributing deep neural networks (DNNs) over physical nodes such as edge, fog, or cloud nodes, could enhance sensor fusion, and reduce bandwidth and inference latency. However, when a DNN is distributed over physical nodes, failure of the physical nodes causes the failure of the DNN units that are placed on these nodes. The performance of the inference task will be unpredictable, and most likely, poor, if the distributed DNN is not specifically designed and properly trained for failures. Motivated by this, we introduce deepFogGuard, a DNN architecture augmentation scheme for making the distributed DNN inference task failure-resilient. To articulate deepFogGuard, we introduce the elements and a model for the resiliency of distributed DNN inference. Inspired by the concept of residual connections in DNNs, we introduce skip hyperconnections in distributed DNNs, which are the basis of deepFogGuard's design to provide resiliency. Next, our extensive experiments using two existing datasets for the sensing and vision applications confirm the ability of deepFogGuard to provide resiliency for distributed DNNs in edge-cloud networks.
Simulation to Scaled City: Zero-Shot Policy Transfer for Traffic Control via Autonomous VehiclesKathy Jang, Eugene Vinitsky, Behdad Chalaki et al.
Using deep reinforcement learning, we train control policies for autonomous vehicles leading a platoon of vehicles onto a roundabout. Using Flow, a library for deep reinforcement learning in micro-simulators, we train two policies, one policy with noise injected into the state and action space and one without any injected noise. In simulation, the autonomous vehicle learns an emergent metering behavior for both policies in which it slows to allow for smoother merging. We then directly transfer this policy without any tuning to the University of Delaware Scaled Smart City (UDSSC), a 1:25 scale testbed for connected and automated vehicles. We characterize the performance of both policies on the scaled city. We show that the noise-free policy winds up crashing and only occasionally metering. However, the noise-injected policy consistently performs the metering behavior and remains collision-free, suggesting that the noise helps with the zero-shot policy transfer. Additionally, the transferred, noise-injected policy leads to a 5% reduction of average travel time and a reduction of 22% in maximum travel time in the UDSSC. Videos of the controllers can be found at https://sites.google.com/view/iccps-policy-transfer.
26.2LGMar 20, 2018
Variance Reduction for Policy Gradient with Action-Dependent Factorized BaselinesCathy Wu, Aravind Rajeswaran, Yan Duan et al.
Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional action spaces. To mitigate this issue, we derive a bias-free action-dependent baseline for variance reduction which fully exploits the structural form of the stochastic policy itself and does not make any additional assumptions about the MDP. We demonstrate and quantify the benefit of the action-dependent baseline through both theoretical analysis as well as numerical results, including an analysis of the suboptimality of the optimal state-dependent baseline. The result is a computationally efficient policy gradient algorithm, which scales to high-dimensional control problems, as demonstrated by a synthetic 2000-dimensional target matching task. Our experimental results indicate that action-dependent baselines allow for faster learning on standard reinforcement learning benchmarks and high-dimensional hand manipulation and synthetic tasks. Finally, we show that the general idea of including additional information in baselines for improved variance reduction can be extended to partially observed and multi-agent tasks.
18.0AIJan 30, 2017
Expert Level control of Ramp Metering based on Multi-task Deep Reinforcement LearningFrancois Belletti, Daniel Haziza, Gabriel Gomes et al.
This article shows how the recent breakthroughs in Reinforcement Learning (RL) that have enabled robots to learn to play arcade video games, walk or assemble colored bricks, can be used to perform other tasks that are currently at the core of engineering cyberphysical systems. We present the first use of RL for the control of systems modeled by discretized non-linear Partial Differential Equations (PDEs) and devise a novel algorithm to use non-parametric control techniques for large multi-agent systems. We show how neural network based RL enables the control of discretized PDEs whose parameters are unknown, random, and time-varying. We introduce an algorithm of Mutual Weight Regularization (MWR) which alleviates the curse of dimensionality of multi-agent control schemes by sharing experience between agents while giving each agent the opportunity to specialize its action policy so as to tailor it to the local parameters of the part of the system it is located in.
1.9LGJun 3, 2016
Minimizing Regret on Reflexive Banach Spaces and Learning Nash Equilibria in Continuous Zero-Sum GamesMaximilian Balandat, Walid Krichene, Claire Tomlin et al.
We study a general version of the adversarial online learning problem. We are given a decision set $\mathcal{X}$ in a reflexive Banach space $X$ and a sequence of reward vectors in the dual space of $X$. At each iteration, we choose an action from $\mathcal{X}$, based on the observed sequence of previous rewards. Our goal is to minimize regret, defined as the gap between the realized reward and the reward of the best fixed action in hindsight. Using results from infinite dimensional convex analysis, we generalize the method of Dual Averaging (or Follow the Regularized Leader) to our setting and obtain general upper bounds on the worst-case regret that subsume a wide range of results from the literature. Under the assumption of uniformly continuous rewards, we obtain explicit anytime regret bounds in a setting where the decision set is the set of probability distributions on a compact metric space $S$ whose Radon-Nikodym derivatives are elements of $L^p(S)$ for some $p > 1$. Importantly, we make no convexity assumptions on either the set $S$ or the reward functions. We also prove a general lower bound on the worst-case regret for any online algorithm. We then apply these results to the problem of learning in repeated continuous two-player zero-sum games, in which players' strategy sets are compact metric spaces. In doing so, we first prove that if both players play a Hannan-consistent strategy, then with probability 1 the empirical distributions of play weakly converge to the set of Nash equilibria of the game. We then show that, under mild assumptions, Dual Averaging on the (infinite-dimensional) space of probability distributions indeed achieves Hannan-consistency. Finally, we illustrate our results through numerical examples.
1.9LGMar 10, 2016
Scalable Linear Causal Inference for Irregularly Sampled Time Series with Long Range DependenciesFrancois W. Belletti, Evan R. Sparks, Michael J. Franklin et al.
Linear causal analysis is central to a wide range of important application spanning finance, the physical sciences, and engineering. Much of the existing literature in linear causal analysis operates in the time domain. Unfortunately, the direct application of time domain linear causal analysis to many real-world time series presents three critical challenges: irregular temporal sampling, long range dependencies, and scale. Moreover, real-world data is often collected at irregular time intervals across vast arrays of decentralized sensors and with long range dependencies which make naive time domain correlation estimators spurious. In this paper we present a frequency domain based estimation framework which naturally handles irregularly sampled data and long range dependencies while enabled memory and communication efficient distributed processing of time series data. By operating in the frequency domain we eliminate the need to interpolate and help mitigate the effects of long range dependencies. We implement and evaluate our new work-flow in the distributed setting using Apache Spark and demonstrate on both Monte Carlo simulations and high-frequency financial trading that we can accurately recover causal structure at scale.
10.6CRJan 15, 2016
Differential Privacy of Populations in Routing GamesRoy Dong, Walid Krichene, Alexandre M. Bayen et al.
As our ground transportation infrastructure modernizes, the large amount of data being measured, transmitted, and stored motivates an analysis of the privacy aspect of these emerging cyber-physical technologies. In this paper, we consider privacy in the routing game, where the origins and destinations of drivers are considered private. This is motivated by the fact that this spatiotemporal information can easily be used as the basis for inferences for a person's activities. More specifically, we consider the differential privacy of the mapping from the amount of flow for each origin-destination pair to the traffic flow measurements on each link of a traffic network. We use a stochastic online learning framework for the population dynamics, which is known to converge to the Nash equilibrium of the routing game. We analyze the sensitivity of this process and provide theoretical guarantees on the convergence rates as well as differential privacy values for these models. We confirm these with simulations on a small example.
6.5LGJul 31, 2014
Learning Nash Equilibria in Congestion GamesWalid Krichene, Benjamin Drighès, Alexandre M. Bayen
We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of how individual players update their strategies, does the resulting dynamics of strategy profiles converge to the set of Nash equilibria of the one-shot game? We consider in particular a model in which players update their strategies using algorithms with sublinear discounted regret. We show that the resulting sequence of strategy profiles converges to the set of Nash equilibria in the sense of Cesàro means. However, strong convergence is not guaranteed in general. We show that strong convergence can be guaranteed for a class of algorithms with a vanishing upper bound on discounted regret, and which satisfy an additional condition. We call such algorithms AREP algorithms, for Approximate REPlicator, as they can be interpreted as a discrete-time approximation of the replicator equation, which models the continuous-time evolution of population strategies, and which is known to converge for the class of congestion games. In particular, we show that the discounted Hedge algorithm belongs to the AREP class, which guarantees its strong convergence.
1.2SYOct 15, 2014
Anatomy of a CrashAude Marzuoli, Emmanuel Boidot, Eric Feron et al.
Transportation networks constitute a critical infrastructure enabling the transfers of passengers and goods, with a significant impact on the economy at different scales. Transportation modes, whether air, road or rail, are coupled and interdependent. The frequent occurrence of perturbations on one or several modes disrupts passengers' entire journeys, directly and through ripple effects. The present paper provides a case report of the Asiana Crash in San Francisco International Airport on July 6th 2013 and its repercussions on the multimodal transportation network. It studies the resulting propagation of disturbances on the transportation infrastructure in the United States. The perturbation takes different forms and varies in scale and time frame : cancellations and delays snowball in the airspace, highway traffic near the airport is impacted by congestion in previously never congested locations, and transit passenger demand exhibit unusual traffic peaks in between airports in the Bay Area. This paper, through a case study, aims at stressing the importance of further data-driven research on interdependent infrastructure networks for increased resilience. The end goal is to form the basis for optimization models behind providing more reliable passenger door-to-door journeys.
3.5HCJun 22, 2014
Environmental Sensing by Wearable Device for Indoor Activity and Location EstimationMing Jin, Han Zou, Kevin Weekly et al.
We present results from a set of experiments in this pilot study to investigate the causal influence of user activity on various environmental parameters monitored by occupant carried multi-purpose sensors. Hypotheses with respect to each type of measurements are verified, including temperature, humidity, and light level collected during eight typical activities: sitting in lab / cubicle, indoor walking / running, resting after physical activity, climbing stairs, taking elevators, and outdoor walking. Our main contribution is the development of features for activity and location recognition based on environmental measurements, which exploit location- and activity-specific characteristics and capture the trends resulted from the underlying physiological process. The features are statistically shown to have good separability and are also information-rich. Fusing environmental sensing together with acceleration is shown to achieve classification accuracy as high as 99.13%. For building applications, this study motivates a sensor fusion paradigm for learning individualized activity, location, and environmental preferences for energy management and user comfort.
4.2LGFeb 26, 2013
Arriving on time: estimating travel time distributions on large-scale road networksTimothy Hunter, Aude Hofleitner, Jack Reilly et al.
Most optimal routing problems focus on minimizing travel time or distance traveled. Oftentimes, a more useful objective is to maximize the probability of on-time arrival, which requires statistical distributions of travel times, rather than just mean values. We propose a method to estimate travel time distributions on large-scale road networks, using probe vehicle data collected from GPS. We present a framework that works with large input of data, and scales linearly with the size of the network. Leveraging the planar topology of the graph, the method computes efficiently the time correlations between neighboring streets. First, raw probe vehicle traces are compressed into pairs of travel times and number of stops for each traversed road segment using a `stop-and-go' algorithm developed for this work. The compressed data is then used as input for training a path travel time model, which couples a Markov model along with a Gaussian Markov random field. Finally, scalable inference algorithms are developed for obtaining path travel time distributions from the composite MM-GMRF model. We illustrate the accuracy and scalability of our model on a 505,000 road link network spanning the San Francisco Bay Area.