The approximation of functions and linear functionals: best vs. good approximation

The task of simultaneous localization and mapping (SLAM) is to build environmental map and locate the position of mobile robot at the same time. FastSLAM 2.0 is one of powerful techniques to solve the SLAM problem. However, there are two obvious limitations in FastSLAM 2.0, one is the linear approximations of nonlinear functions which would cause the filter inconsistent and the other is the “particle depletion” phenomenon. A kind of PSO & H∞-based FastSLAM 2.0 algorithm is proposed. For maintaining the estimation accuracy, H∞ filter is used instead of EKF for overcoming the inaccuracy caused by the linear approximations of nonlinear functions. The unreasonable proposal distribution of particle greatly influences the pose state estimation of robot. A new sampling strategy based on PSO (particle swarm optimization) is presented to solve the “particle depletion” phenomenon and improve the accuracy of pose state estimation. The proposed approach overcomes the obvious drawbacks of standard FastSLAM 2.0 algorithm and enhances the robustness and efficiency in the parts of consistency of filter and accuracy of state estimation in SLAM. Simulation results demonstrate the superiority of the proposed approach.

The goal of this paper is to investigate linear approximations of random functions and permutations. Our motivation is twofold. First, before the distinguishability of a practical cipher from an ideal one can be analysed, the cryptanalyst must have an accurate understanding of the statistical behaviour of the ideal cipher. Secondly, this issue has been neglected both in old and in more recent studies, particularly when multiple linear approximations are being used simultaneously. Traditional models have been based on the average behaviour and simplified using other assumptions such as independence of the linear approximations. Multidimensional cryptanalysis was introduced to avoid making artificial assumptions about statistical independence of linear approximations. On the other hand, it has the drawback of including many trivial approximations that do not contribute to the attack but just cause a waste of time and memory. We show for the first time in this paper that the trivial approximations reduce the degree of freedom of the related χ2 distribution. Previously, the affine linear cryptanalysis was proposed to allow removing trivial approximations and, at the same time, admitting a solid statistical model. In this paper, we identify another type of multidimensional linear approximation, called Davies-Meyer approximation, which has similar advantages, and present full statistical models for both the affine and the Davies-Meyer type of multidimensional linear approximations. The new models given in this paper are realistic, accurate and easy to use. They are backed up by standard statistical tools such as Pearson’s χ2 test and finite population correction and demonstrated to work accurately using practical examples.

The optimal minimax solution to the N segment piecewise linear approximation of arbitrary convex differentiable functions over a finite range is described. The optimal solution is uniquely described by the derivatives at N distinct points. The optimality of the solution is proven and a recursive descent algorithm is proposed. The efficacy of the algorithm and optimality of the solution are demonstrated in example solutions for commonly used functions.

Residual gradient (RG) was proposed as an alternative to TD(0) for policy evaluation when function approximation is used, but there exists little formal analysis comparing them except in very limited cases. This paper employs techniques from online learning of linear functions and provides a worst-case (non-probabilistic) analysis to compare these two types of algorithms when linear function approximation is used. No statistical assumptions are made on the sequence of observations, so the analysis applies to non-Markovian and even adversarial domains as well. In particular, our results suggest that RG may result in smaller temporal differences, while TD(0) is more likely to yield smaller prediction errors. These phenomena can be observed even in two simple Markov chain examples that are non-adversarial.

The competitive associative nets called CAN2 involve competitive and associative schemes for learning to achieve piecewise linear approximation of nonlinear functions. Although the learning schemes of the nets have been shown effective in many applications such as function approximation, control, and rainfall estimation, the competitive learning basically has local minima problems. To overcome the problems, we here introduce asymptotic situation, where the number of units are very large, and then derive a condition of asymptotic optimality for minimizing the mean square error (MSE) of approximation. We next embed the condition into the incremental learning algorithm, where the condition is used for deciding whether the learning process is stuck at a local minimum or not, and reinitializing a unit for global optimum. By means of numerical experiments with a number of benchmark functions, we have verified the CAN2 with the present algorithm achieves smaller MSE than the widely used schemes using learning or optimization techniques as follows: the BPN (backpropagation net), the RBFN (radial basis function net) and the SVR (support vector regression).

Energy harvesting (EH) two-hop communications are considered. The transmitter and the relay harvest energy from the environment and use it exclusively for transmitting data. A data arrival process is assumed at the transmitter. At the relay, a finite data buffer is used to store the received data. We consider a realistic scenario in which the EH nodes have only local causal information, i.e., at any time instant, each EH node only knows the current value of its EH process, channel state and data arrival process. Our goal is to find a power allocation policy to maximize the throughput at the receiver. We show that because the EH nodes have local causal information, the two-hop communication problem can be separated into two point-to-point problems. Consequently, independent power allocation problems are solved at each EH node. To find the power allocation policy, reinforcement learning with linear function approximation is applied. Moreover, to perform function approximation two feature functions which consider the data arrival process are introduced. Numerical results show that the proposed approach has only a small degradation as compared to the offline optimum case. Furthermore, we show that with the use of the proposed feature functions a better performance is achieved compared to standard approximation techniques.

Function approximation is one of the core tasks that are solved using neural networks in the context of many engineering problems. However, good approximation results need good sampling of the data space, which usually requires exponentially increasing volume of data as the dimensionality of the data increases. At the same time, often the high-dimensional data is arranged around a much lower dimensional manifold. Here we propose the breaking of the function approximation task for high-dimensional data into two steps: (1) the mapping of the high-dimensional data onto a lower dimensional space corresponding to the manifold on which the data resides and (2) the approximation of the function using the mapped lower dimensional data. We use over-complete self-organizing maps (SOMs) for the mapping through unsupervised learning, and single hidden layer neural networks for the function approximation through supervised learning. We also extend the two-step procedure by considering support vector machines and Bayesian SOMs for the determination of the best parameters for the nonlinear neurons in the hidden layer of the neural networks used for the function approximation. We compare the approximation performance of the proposed neural networks using a set of functions and show that indeed the neural networks using combined unsupervised and supervised learning outperform in most cases the neural networks that learn the function approximation using the original high-dimensional data.

The notion of private approximation was introduced recently by Feigenbaum, Fong, Strauss and Wright. Informally, a private approximation of a function f is another function F that approximates f in the usual sense, but does not yield any information on x other than what can be deduced from f(x). As such, F(x) is useful for private computation of f(x) (assuming that F can be computed more efficiently than f.In this work we examine the properties and limitations of this new notion. Specifically, we show that for many NP-hard problems, the privacy requirement precludes non-trivial approximation. This is the case even for problems that otherwise admit very good approximation (e.g., problems with PTAS). On the other hand, we show that slightly relaxing the privacy requirement, by means of leaking “just a few bits of informationrdquo; about x, again permits good approximation.

The objective of this paper is twofold: (a) To make it possible to perform matrix-vector operations in tensor product spaces, using only the factors ( n ⋅ p 2 n \cdot {p^2} words of information for ⊗ i = 1 n A i , A i ∈ L ( E p , E p ) \otimes _{i = 1}^n{A_i},{A_i} \in \mathcal {L}({E^p},{E^p}) ) instead of the tensor-product operators themselves ( ( p 2 ) n {({p^2})^n} words of information). (b) To produce efficient algorithms for solving systems of linear equations with coefficient matrices being tensor products of nonsingular matrices, with special application to the approximation of multidimensional linear functionals.

We deal with quantum and randomized algorithms for approximating a class of linear continuous functionals. The functionals are defined on a Holder space of functions f of d variables with r continuous partial derivatives, the rth derivative being a Holder function with exponent ?. For a certain class of such linear problems (which includes the integration problem), we define algorithms based on partitioning the domain of f into a large number of small subdomains, and making use of the well-known quantum or randomized algorithms for summation of real numbers. For N information evaluations (quantum queries in the quantum setting), we show upper bounds on the error of order N ?(?+1) in the quantum setting, and N ?(?+1/2) in the randomized setting, where ? = (r + ?)/d is the regularity parameter. Hence, we obtain for a wider class of linear problems the same upper bounds as those known for the integration problem. We give examples of functionals satisfying the assumptions, among which we discuss functionals defined on the solution of Fredholm integral equations of the second kind, with complete information about the kernel. We also provide lower bounds, showing in some cases sharpness of the obtained results, and compare the power of quantum, randomized and deterministic algorithms for the exemplary problems.

We revisit the standard formulation of tabular actor-critic algorithm as a two time-scale stochastic approximation with value function computed on a faster time-scale and policy computed on a slower time-scale. This emulates policy iteration. We observe that reversal of the time scales will in fact emulate value iteration and is a legitimate algorithm. We provide a proof of convergence and compare the two empirically with and without function approximation (with both linear and nonlinear function approximators) and observe that our proposed critic-actor algorithm performs on par with actor-critic in terms of both accuracy and computational effort.

We introduce two new temporal diffence (TD) algorithms based on the theory of linear least-squares function approximation. We define an algorithm we call Least-Squares TD (LS TD) for which we prove probability-one convergence when it is used with a function approximator linear in the adjustable parameters. We then define a recursive version of this algorithm, Recursive Least-Squares TD (RLS TD). Although these new TD algorithms require more computation per time-step than do Sutton's TD(λ) algorithms, they are more efficient in a statistical sense because they extract more information from training experiences. We describe a simulation experiment showing the substantial improvement in learning rate achieved by RLS TD in an example Markov prediction problem. To quantify this improvement, we introduce theTD error variance of a Markov chain, ωTD, and experimentally conclude that the convergence rate of a TD algorithm depends linearly on ωTD. In addition to converging more rapidly, LS TD and RLS TD do not have control parameters, such as a learning rate parameter, thus eliminating the possibility of achieving poor performance by an unlucky choice of parameters.

We introduce two new temporal difference (TD) algorithms based on the theory of linear least-squares function approximation. We define an algorithm we call Least-Squares TD (LS TD) for which we prove probability-one convergence when it is used with a function approximator linear in the adjustable parameters. We then define a recursive version of this algorithm, Recursive Least-Square TD (RLS TD). Although these new TD algorithms require more computation per time-step than do Sutton‘s TD(λ) algorithms, they are more efficient in a statistical sense because they extract more information from training experiences. We describe a simulation experiment showing the substantial improvement in learning rate achieved by RLS TD in an example Markov prediction problem. To quantify this improvement, we introduce the TD error variance of a Markov chain, σTD, and experimentally conclude that the convergence rate of a TD algorithm depends linearly on σTD. In addition to converging more rapidly, LS TD and RLS TD do not have control parameters, such as a learning rate parameter, thus eliminating the possibility of achieving poor performance by an unlucky choice of parameters.

The Newton interpolation approach is developed for approximation of linear functionals. It is shown that in numerical interpolation and numerical differentiation, the Newton interpolation approach is more efficient than solving the Vandermonde systems.

This paper presents an approach to combinatorial optimization problems using linear function approximation (LFA) to solve the Travelling Salesman Problem (TSP). We create a reinforcement learning model in which we parameterize our policy using linear function approximation instead of the more commonly used neural networks. We then evaluated our models based on two factors: training time and optimality. When we compared our results with a state-of-the-art neural network solver, we found that our model was able to solve the TSP accurately while using drastically less computational resources and time to train than the neural network algorithm (Kool et al., 2019).