ROMay 26
Trust, Geometry, and Rules: A Credibility-Aware Reinforcement Learning Framework for Safe USV Navigation under UncertaintyYuhang Zhang, Shuqi Chai, Yukang Zhang et al.
Autonomous navigation of Unmanned Surface Vehicles (USVs) that is safe and compliant with the International Regulations for Preventing Collisions at Sea (COLREGs) remains a formidable challenge in dynamic maritime environments, particularly when perception systems exhibit miscalibrated uncertainty. Existing Reinforcement Learning (RL)-based methods often falter because state-estimation errors induce unreliable belief states that mislead the value function, while discrete traffic rules introduce discontinuity in the learning objective. To address these challenges, we propose a framework integrating credibility-aware learning, geometric safety shielding, and continuous rule-aware embedding. First, Credibility-Weighted Value Learning (CW-VL) introduces a dynamic trust factor derived from the discrepancy between filter-estimated covariance and empirical error statistics to modulate the critic's heteroscedastic loss, preventing policy overfitting to noisy samples. Second, the Covariance-Inflated Velocity Obstacle (CI-VO) maps position-estimation uncertainty into set-wise angular margins, forming a conservative geometric shield that overrides hazardous exploratory actions. Third, Risk-Aware COLREGs Duty Embedding relaxes binary encounter duties into continuous rule-aware signals, providing smooth sector-transition information and suppressing oscillation from sparse rule rewards. Simulated encounter studies demonstrate improved training robustness against perceptual inconsistency and superior collision avoidance and COLREGs compliance over baselines.
LGOct 2, 2022
Understanding Adversarial Robustness Against On-manifold Adversarial ExamplesJiancong Xiao, Liusha Yang, Yanbo Fan et al.
Deep neural networks (DNNs) are shown to be vulnerable to adversarial examples. A well-trained model can be easily attacked by adding small perturbations to the original data. One of the hypotheses of the existence of the adversarial examples is the off-manifold assumption: adversarial examples lie off the data manifold. However, recent research showed that on-manifold adversarial examples also exist. In this paper, we revisit the off-manifold assumption and want to study a question: at what level is the poor performance of neural networks against adversarial attacks due to on-manifold adversarial examples? Since the true data manifold is unknown in practice, we consider two approximated on-manifold adversarial examples on both real and synthesis datasets. On real datasets, we show that on-manifold adversarial examples have greater attack rates than off-manifold adversarial examples on both standard-trained and adversarially-trained models. On synthetic datasets, theoretically, We prove that on-manifold adversarial examples are powerful, yet adversarial training focuses on off-manifold directions and ignores the on-manifold adversarial examples. Furthermore, we provide analysis to show that the properties derived theoretically can also be observed in practice. Our analysis suggests that on-manifold adversarial examples are important, and we should pay more attention to on-manifold adversarial examples for training robust models.
LGJun 7, 2020Code
Optimally Combining Classifiers for Semi-Supervised LearningZhiguo Wang, Liusha Yang, Feng Yin et al.
This paper considers semi-supervised learning for tabular data. It is widely known that Xgboost based on tree model works well on the heterogeneous features while transductive support vector machine can exploit the low density separation assumption. However, little work has been done to combine them together for the end-to-end semi-supervised learning. In this paper, we find these two methods have complementary properties and larger diversity, which motivates us to propose a new semi-supervised learning method that is able to adaptively combine the strengths of Xgboost and transductive support vector machine. Instead of the majority vote rule, an optimization problem in terms of ensemble weight is established, which helps to obtain more accurate pseudo labels for unlabeled data. The experimental results on the UCI data sets and real commercial data set demonstrate the superior classification performance of our method over the five state-of-the-art algorithms improving test accuracy by about $3\%-4\%$. The partial code can be found at https://github.com/hav-cam-mit/CTO.
LGJan 22
Neural Nonlinear Shrinkage of Covariance Matrices for Minimum Variance Portfolio OptimizationLiusha Yang, Siqi Zhao, Shuqi Chai
This paper introduces a neural network-based nonlinear shrinkage estimator of covariance matrices for the purpose of minimum variance portfolio optimization. It is a hybrid approach that integrates statistical estimation with machine learning. Starting from the Ledoit-Wolf (LW) shrinkage estimator, we decompose the LW covariance matrix into its eigenvalues and eigenvectors, and apply a lightweight transformer-based neural network to learn a nonlinear eigenvalue shrinkage function. Trained with portfolio risk as the loss function, the resulting precision matrix (the inverse covariance matrix) estimator directly targets portfolio risk minimization. By conditioning on the sample-to-dimension ratio, the approach remains scalable across different sample sizes and asset universes. Empirical results on stock daily returns from Standard & Poor's 500 Index (S&P500) demonstrate that the proposed method consistently achieves lower out-of-sample realized risk than benchmark approaches. This highlights the promise of integrating structural statistical models with data-driven learning.