CVMay 11, 2022
Recurrent Encoder-Decoder Networks for Vessel Trajectory Prediction with Uncertainty EstimationSamuele Capobianco, Nicola Forti, Leonardo M. Millefiori et al.
Recent deep learning methods for vessel trajectory prediction are able to learn complex maritime patterns from historical Automatic Identification System (AIS) data and accurately predict sequences of future vessel positions with a prediction horizon of several hours. However, in maritime surveillance applications, reliably quantifying the prediction uncertainty can be as important as obtaining high accuracy. This paper extends deep learning frameworks for trajectory prediction tasks by exploring how recurrent encoder-decoder neural networks can be tasked not only to predict but also to yield a corresponding prediction uncertainty via Bayesian modeling of epistemic and aleatoric uncertainties. We compare the prediction performance of two different models based on labeled or unlabeled input data to highlight how uncertainty quantification and accuracy can be improved by using, if available, additional information on the intention of the ship (e.g., its planned destination).
MLJul 22, 2022
Statistical Hypothesis Testing Based on Machine Learning: Large Deviations AnalysisPaolo Braca, Leonardo M. Millefiori, Augusto Aubry et al.
We study the performance -- and specifically the rate at which the error probability converges to zero -- of Machine Learning (ML) classification techniques. Leveraging the theory of large deviations, we provide the mathematical conditions for a ML classifier to exhibit error probabilities that vanish exponentially, say $\sim \exp\left(-n\,I + o(n) \right)$, where $n$ is the number of informative observations available for testing (or another relevant parameter, such as the size of the target in an image) and $I$ is the error rate. Such conditions depend on the Fenchel-Legendre transform of the cumulant-generating function of the Data-Driven Decision Function (D3F, i.e., what is thresholded before the final binary decision is made) learned in the training phase. As such, the D3F and, consequently, the related error rate $I$, depend on the given training set, which is assumed of finite size. Interestingly, these conditions can be verified and tested numerically exploiting the available dataset, or a synthetic dataset, generated according to the available information on the underlying statistical model. In other words, the classification error probability convergence to zero and its rate can be computed on a portion of the dataset available for training. Coherently with the large deviations theory, we can also establish the convergence, for $n$ large enough, of the normalized D3F statistic to a Gaussian distribution. This property is exploited to set a desired asymptotic false alarm probability, which empirically turns out to be accurate even for quite realistic values of $n$. Furthermore, approximate error probability curves $\sim ζ_n \exp\left(-n\,I \right)$ are provided, thanks to the refined asymptotic derivation (often referred to as exact asymptotics), where $ζ_n$ represents the most representative sub-exponential terms of the error probabilities.
LGJan 16, 2023
Large Deviations for Classification Performance Analysis of Machine Learning SystemsPaolo Braca, Leonardo M. Millefiori, Augusto Aubry et al.
We study the performance of machine learning binary classification techniques in terms of error probabilities. The statistical test is based on the Data-Driven Decision Function (D3F), learned in the training phase, i.e., what is thresholded before the final binary decision is made. Based on large deviations theory, we show that under appropriate conditions the classification error probabilities vanish exponentially, as $\sim \exp\left(-n\,I + o(n) \right)$, where $I$ is the error rate and $n$ is the number of observations available for testing. We also propose two different approximations for the error probability curves, one based on a refined asymptotic formula (often referred to as exact asymptotics), and another one based on the central limit theorem. The theoretical findings are finally tested using the popular MNIST dataset.
CVJan 7, 2021
Deep Learning Methods for Vessel Trajectory Prediction based on Recurrent Neural NetworksSamuele Capobianco, Leonardo M. Millefiori, Nicola Forti et al.
Data-driven methods open up unprecedented possibilities for maritime surveillance using Automatic Identification System (AIS) data. In this work, we explore deep learning strategies using historical AIS observations to address the problem of predicting future vessel trajectories with a prediction horizon of several hours. We propose novel sequence-to-sequence vessel trajectory prediction models based on encoder-decoder recurrent neural networks (RNNs) that are trained on historical trajectory data to predict future trajectory samples given previous observations. The proposed architecture combines Long Short-Term Memory (LSTM) RNNs for sequence modeling to encode the observed data and generate future predictions with different intermediate aggregation layers to capture space-time dependencies in sequential data. Experimental results on vessel trajectories from an AIS dataset made freely available by the Danish Maritime Authority show the effectiveness of deep-learning methods for trajectory prediction based on sequence-to-sequence neural networks, which achieve better performance than baseline approaches based on linear regression or on the Multi-Layer Perceptron (MLP) architecture. The comparative evaluation of results shows: i) the superiority of attention pooling over static pooling for the specific application, and ii) the remarkable performance improvement that can be obtained with labeled trajectories, i.e., when predictions are conditioned on a low-level context representation encoded from the sequence of past observations, as well as on additional inputs (e.g., port of departure or arrival) about the vessel's high-level intention, which may be available from AIS.
CROct 21, 2016
ODIN: Obfuscation-based privacy preserving consensus algorithm for Decentralized Information fusion in smart device NetworksMoreno Ambrosin, Paolo Braca, Mauro Conti et al.
The large spread of sensors and smart devices in urban infrastructures are motivating research in the area of Internet of Thing (IoT), to develop new services and improve citizens' quality of life. Sensors and smart devices generate large amount of measurement data from sensing the environment, which is used to enable services, such as control power consumption or traffic density. To deal with such a large amount of information, and provide accurate measurements, service providers can adopt information fusion, which, given the decentralized nature of urban deployments, can be performed by means of consensus algorithms. These algorithms allow distributed agents to (iteratively) compute linear functions on the exchanged data, and take decisions based on the outcome, without the need for the support of a central entity. However, the use of consensus algorithms raises several security concerns, especially when private or security critical information are involved in the computation. This paper proposes ODIN, a novel algorithm that allows information fusion over encrypted data. ODIN is a privacy-preserving extension of the popular consensus gossip algorithm, that prevents distributed agents have direct access to the data while they iteratively reach consensus; agents cannot access even the final consensus value, but can only retrieve partial information, e.g., a binary decision. ODIN uses efficient additive obfuscation and proxy re-encryption during the update steps, and Garbled Circuits to take final decisions on the obfuscated consensus. We discuss the security of our proposal, and show its practicability and efficiency on real-world resource constrained devices, developing a prototype implementation for Raspberry Pi devices.