Min Dai

Yue Shi, Liangxiu Han, Pablo González-Moreno et al.

Accurate and timely detection of plant stress is essential for yield protection, allowing better-targeted intervention strategies. Recent advances in remote sensing and deep learning have shown great potential for rapid non-invasive detection of plant stress in a fully automated and reproducible manner. However, the existing models always face several challenges: 1) computational inefficiency and the misclassifications between the different stresses with similar symptoms; and 2) the poor interpretability of the host-stress interaction. In this work, we propose a novel fast Fourier Convolutional Neural Network (FFDNN) for accurate and explainable detection of two plant stresses with similar symptoms (i.e. Wheat Yellow Rust And Nitrogen Deficiency). Specifically, unlike the existing CNN models, the main components of the proposed model include: 1) a fast Fourier convolutional block, a newly fast Fourier transformation kernel as the basic perception unit, to substitute the traditional convolutional kernel to capture both local and global responses to plant stress in various time-scale and improve computing efficiency with reduced learning parameters in Fourier domain; 2) Capsule Feature Encoder to encapsulate the extracted features into a series of vector features to represent part-to-whole relationship with the hierarchical structure of the host-stress interactions of the specific stress. In addition, in order to alleviate over-fitting, a photochemical vegetation indices-based filter is placed as pre-processing operator to remove the non-photochemical noises from the input Sentinel-2 time series.

Lingyu Feng, Ting Gao, Min Dai et al.

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to investigating the effective dynamics for slow-fast stochastic dynamical systems. Given observation data on a short-term period satisfying some unknown slow-fast stochastic systems, we propose a novel algorithm including a neural network called Auto-SDE to learn invariant slow manifold. Our approach captures the evolutionary nature of a series of time-dependent autoencoder neural networks with the loss constructed from a discretized stochastic differential equation. Our algorithm is also validated to be accurate, stable and effective through numerical experiments under various evaluation metrics.

Luxuan Yang, Ting Gao, Wei Wei et al.

Time series classification faces two unavoidable problems. One is partial feature information and the other is poor label quality, which may affect model performance. To address the above issues, we create a label correction method to time series data with meta-learning under a multi-task framework. There are three main contributions. First, we train the label correction model with a two-branch neural network in the outer loop. While in the model-agnostic inner loop, we use pre-existing classification models in a multi-task way and jointly update the meta-knowledge so as to help us achieve adaptive labeling on complex time series. Second, we devise new data visualization methods for both image patterns of the historical data and data in the prediction horizon. Finally, we test our method with various financial datasets, including XOM, S\&P500, and SZ50. Results show that our method is more effective and accurate than some existing label correction techniques.

Lei Wang, Min Dai, Jianan He et al.

Large-scale vector mapping is important for transportation, city planning, and survey and census. We propose GraphMapper, a unified framework for end-to-end vector map extraction from satellite images. Our key idea is a novel unified representation of shapes of different topologies named "primitive graph", which is a set of shape primitives and their pairwise relationship matrix. Then, we convert vector shape prediction, regularization, and topology reconstruction into a unique primitive graph learning problem. Specifically, GraphMapper is a generic primitive graph learning network based on global shape context modelling through multi-head-attention. An embedding space sorting method is developed for accurate primitive relationship modelling. We empirically demonstrate the effectiveness of GraphMapper on two challenging mapping tasks, building footprint regularization and road network topology reconstruction. Our model outperforms state-of-the-art methods in both tasks on public benchmarks. All code will be publicly available.

Min Dai, Yuchao Dong, Yanwei Jia et al.

We study Merton's expected utility maximization problem in an incomplete market, characterized by a factor process in addition to the stock price process, where all the model primitives are unknown. The agent under consideration is a price taker who has access only to the stock and factor value processes and the instantaneous volatility. We propose an auxiliary problem in which the agent can invoke policy randomization according to a specific class of Gaussian distributions, and prove that the mean of its optimal Gaussian policy solves the original Merton problem. With randomized policies, we are in the realm of continuous-time reinforcement learning (RL) recently developed in Wang et al. (2020) and Jia and Zhou (2022a, 2022b, 2023), enabling us to solve the auxiliary problem in a data-driven way without having to estimate the model primitives. Specifically, we establish a policy improvement theorem based on which we design both online and offline actor-critic RL algorithms for learning Merton's strategies. A key insight from this study is that RL in general and policy randomization in particular are useful beyond the purpose for exploration -- they can be employed as a technical tool to solve a problem that cannot be otherwise solved by mere deterministic policies. At last, we carry out both simulation and empirical studies in a stochastic volatility environment to demonstrate the decisive outperformance of the devised RL algorithms in comparison to the conventional model-based, plug-in method.

Noel Csomay-Shanklin, Ryan K. Cosner, Min Dai et al.

This paper combines episodic learning and control barrier functions in the setting of bipedal locomotion. The safety guarantees that control barrier functions provide are only valid with perfect model knowledge; however, this assumption cannot be met on hardware platforms. To address this, we utilize the notion of projection-to-state safety paired with a machine learning framework in an attempt to learn the model uncertainty as it affects the barrier functions. The proposed approach is demonstrated both in simulation and on hardware for the AMBER-3M bipedal robot in the context of the stepping-stone problem, which requires precise foot placement while walking dynamically.

Min Dai, Xiaobin Xiong, Aaron Ames

This paper presents an online walking synthesis methodology to enable dynamic and stable walking on constrained footholds for underactuated bipedal robots. Our approach modulates the change of angular momentum about the foot-ground contact pivot at discrete impact using pre-impact vertical center of mass (COM) velocity. To this end, we utilize the underactuated Linear Inverted Pendulum (LIP) model for approximating the underactuated walking dynamics to provide the desired post-impact angular momentum for each step. Desired outputs are constructed via online optimization combined with closed-form polynomials and tracked via a quadratic program (QP) based controller. This method is demonstrated on two robots, AMBER and 3D Cassie, for which stable walking behaviors with constrained footholds are realized on flat ground, stairs, and randomly located stepping stones.

Noel Csomay-Shanklin, Maegan Tucker, Min Dai et al.

Experimental demonstration of complex robotic behaviors relies heavily on finding the correct controller gains. This painstaking process is often completed by a domain expert, requiring deep knowledge of the relationship between parameter values and the resulting behavior of the system. Even when such knowledge is possessed, it can take significant effort to navigate the nonintuitive landscape of possible parameter combinations. In this work, we explore the extent to which preference-based learning can be used to optimize controller gains online by repeatedly querying the user for their preferences. This general methodology is applied to two variants of control Lyapunov function based nonlinear controllers framed as quadratic programs, which provide theoretical guarantees but are challenging to realize in practice. These controllers are successfully demonstrated both on the planar underactuated biped, AMBER, and on the 3D underactuated biped, Cassie. We experimentally evaluate the performance of the learned controllers and show that the proposed method is repeatably able to learn gains that yield stable and robust locomotion.

Yaquan Zhang, Qi Wu, Nanbo Peng et al.

The essence of multivariate sequential learning is all about how to extract dependencies in data. These data sets, such as hourly medical records in intensive care units and multi-frequency phonetic time series, often time exhibit not only strong serial dependencies in the individual components (the "marginal" memory) but also non-negligible memories in the cross-sectional dependencies (the "joint" memory). Because of the multivariate complexity in the evolution of the joint distribution that underlies the data generating process, we take a data-driven approach and construct a novel recurrent network architecture, termed Memory-Gated Recurrent Networks (mGRN), with gates explicitly regulating two distinct types of memories: the marginal memory and the joint memory. Through a combination of comprehensive simulation studies and empirical experiments on a range of public datasets, we show that our proposed mGRN architecture consistently outperforms state-of-the-art architectures targeting multivariate time series.