Space Non-cooperative Object Active Tracking with Deep Reinforcement Learning

Active visual tracking of space non-cooperative object is significant for future intelligent spacecraft to realise space debris removal, asteroid exploration, autonomous rendezvous and docking. However, existing works often consider this task into different subproblems (e.g. image preprocessing, feature extraction and matching, position and pose estimation, control law design) and optimize each module alone, which are trivial and sub-optimal. To this end, we propose an end-to-end active visual tracking method based on DQN algorithm, named as DRLAVT. It can guide the chasing spacecraft approach to arbitrary space non-cooperative target merely relied on color or RGBD images, which significantly outperforms position-based visual servoing baseline algorithm that adopts state-of-the-art 2D monocular tracker, SiamRPN. Extensive experiments implemented with diverse network architectures, different perturbations and multiple targets demonstrate the advancement and robustness of DRLAVT. In addition, We further prove our method indeed learnt the motion patterns of target with deep reinforcement learning through hundreds of trial-and-errors.

3D Visual Tracking Framework with Deep Learning for Asteroid Exploration

3D visual tracking is significant to deep space exploration programs, which can guarantee spacecraft to flexibly approach the target. In this paper, we focus on the studied accurate and real-time method for 3D tracking. Considering the fact that there are almost no public dataset for this topic, A new large-scale 3D asteroid tracking dataset is presented, including binocular video sequences, depth maps, and point clouds of diverse asteroids with various shapes and textures. Benefitting from the power and convenience of simulation platform, all the 2D and 3D annotations are automatically generated. Meanwhile, we propose a deep-learning based 3D tracking framework, named as Track3D, which involves 2D monocular tracker and a novel light-weight amodal axis-aligned bounding-box network, A3BoxNet. The evaluation results demonstrate that Track3D achieves state-of-the-art 3D tracking performance in both accuracy and precision, comparing to a baseline algorithm. Moreover, our framework has great generalization ability to 2D monocular tracking performance.

Omnidirectional ghost imaging system and unwrapping-free panoramic ghost imaging

Ghost imaging (GI) is a novel imaging method, which can reconstruct the object information by the light intensity correlation measurements. However, at present, the field of view (FOV) is limited to the illuminating range of the light patterns. To enlarge FOV of GI efficiently, here we proposed the omnidirectional ghost imaging system (OGIS), which can achieve a 360{\deg} omnidirectional FOV at one shot only by adding a curved mirror. Moreover, by designing the retina-like annular patterns with log-polar patterns, OGIS can obtain unwrapping-free undistorted panoramic images with uniform resolution, which opens up a new way for the application of GI.

Optimization of retina-like illumination patterns in ghost imaging

Ghost imaging (GI) reconstructs images using a single-pixel or bucket detector, which has the advantages of scattering robustness, wide spectrum and beyond-visual-field imaging. However, this technique needs large amount of measurements to obtain a sharp image. There have been a lot of methods proposed to overcome this disadvantage. Retina-like patterns, as one of the compressive sensing approaches, enhance the imaging quality of region of interest (ROI) while not increase measurements. The design of the retina-like patterns determines the performance of the ROI in the reconstructed image. Unlike the conventional method to fill in ROI with random patterns, we propose to optimize retina-like patterns by filling in the ROI with the patterns containing the sparsity prior of objects. This proposed method is verified by simulations and experiments compared with conventional GI, retina-like GI and GI using patterns optimized by principal component analysis. The method using optimized retina-like patterns obtain the best imaging quality in ROI than other methods. Meanwhile, the good generalization ability of the optimized retina-like pattern is also verified. While designing the size and position of the ROI of retina-like pattern, the feature information of the target can be obtained to optimize the pattern of ROI. This proposed method paves the way for realizing high-quality GI.

Complementary Fourier single-pixel imaging

Single-pixel imaging, with the advantages of a wide spectrum, beyond-visual-field imaging, and robustness to light scattering, has attracted increasing attention in recent years. Fourier single-pixel imaging (FSI) can reconstruct sharp images under sub-Nyquist sampling. However, the conventional FSI has difficulty with balancing the imaging quality and efficiency. To overcome this issue, we proposed a novel approach called complementary Fourier single-pixel imaging (CFSI) to reduce measurements while retaining its robustness. The complementary nature of Fourier patterns based on a four-step phase-shift algorithm is combined with the complementary nature of a digital micromirror device. CFSI only requires two phase-shifted patterns to obtain one Fourier spectral value. Four light intensity values are obtained by load the two patterns, and the spectral value is calculated through differential measurement, which has good robustness to noise. The proposed method is verified by simulations and experiments compared with FSI based on two-, three-, and four-step phase shift algorithms. CFSI performed better than the other methods under the condition that the best imaging quality of CFSI is not reached. The reported technique provides an alternative approach to realize real-time and high-quality imaging.

Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation

Modeling and managing portfolio risk is perhaps the most important step to achieve growing and preserving investment performance. Within the modern portfolio construction framework that built on Markowitz's theory, the covariance matrix of stock returns is required to model the portfolio risk. Traditional approaches to estimate the covariance matrix are based on human designed risk factors, which often requires tremendous time and effort to design better risk factors to improve the covariance estimation. In this work, we formulate the quest of mining risk factors as a learning problem and propose a deep learning solution to effectively "design" risk factors with neural networks. The learning objective is carefully set to ensure the learned risk factors are effective in explaining stock returns as well as have desired orthogonality and stability. Our experiments on the stock market data demonstrate the effectiveness of the proposed method: our method can obtain $1.9\%$ higher explained variance measured by $R^2$ and also reduce the risk of a global minimum variance portfolio. Incremental analysis further supports our design of both the architecture and the learning objective.

Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport

Successful quantitative investment usually relies on precise predictions of the future movement of the stock price. Recently, machine learning based solutions have shown their capacity to give more accurate stock prediction and become indispensable components in modern quantitative investment systems. However, the i.i.d. assumption behind existing methods is inconsistent with the existence of diverse trading patterns in the stock market, which inevitably limits their ability to achieve better stock prediction performance. In this paper, we propose a novel architecture, Temporal Routing Adaptor (TRA), to empower existing stock prediction models with the ability to model multiple stock trading patterns. Essentially, TRA is a lightweight module that consists of a set of independent predictors for learning multiple patterns as well as a router to dispatch samples to different predictors. Nevertheless, the lack of explicit pattern identifiers makes it quite challenging to train an effective TRA-based model. To tackle this challenge, we further design a learning algorithm based on Optimal Transport (OT) to obtain the optimal sample to predictor assignment and effectively optimize the router with such assignment through an auxiliary loss term. Experiments on the real-world stock ranking task show that compared to the state-of-the-art baselines, e.g., Attention LSTM and Transformer, the proposed method can improve information coefficient (IC) from 0.053 to 0.059 and 0.051 to 0.056 respectively. Our dataset and code used in this work are publicly available: https://github.com/microsoft/qlib/tree/main/examples/benchmarks/TRA.

Qlib: An AI-oriented Quantitative Investment Platform

Quantitative investment aims to maximize the return and minimize the risk in a sequential trading period over a set of financial instruments. Recently, inspired by rapid development and great potential of AI technologies in generating remarkable innovation in quantitative investment, there has been increasing adoption of AI-driven workflow for quantitative research and practical investment. In the meantime of enriching the quantitative investment methodology, AI technologies have raised new challenges to the quantitative investment system. Particularly, the new learning paradigms for quantitative investment call for an infrastructure upgrade to accommodate the renovated workflow; moreover, the data-driven nature of AI technologies indeed indicates a requirement of the infrastructure with more powerful performance; additionally, there exist some unique challenges for applying AI technologies to solve different tasks in the financial scenarios. To address these challenges and bridge the gap between AI technologies and quantitative investment, we design and develop Qlib that aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.

Driving maneuvers prediction based on cognition-driven and data-driven method

Advanced Driver Assistance Systems (ADAS) improve driving safety significantly. They alert drivers from unsafe traffic conditions when a dangerous maneuver appears. Traditional methods to predict driving maneuvers are mostly based on data-driven models alone. However, existing methods to understand the driver's intention remain an ongoing challenge due to a lack of intersection of human cognition and data analysis. To overcome this challenge, we propose a novel method that combines both the cognition-driven model and the data-driven model. We introduce a model named Cognitive Fusion-RNN (CF-RNN) which fuses the data inside the vehicle and the data outside the vehicle in a cognitive way. The CF-RNN model consists of two Long Short-Term Memory (LSTM) branches regulated by human reaction time. Experiments on the Brain4Cars benchmark dataset demonstrate that the proposed method outperforms previous methods and achieves state-of-the-art performance.