Flood Detection On Low Cost Orbital Hardware

Satellite imaging is a critical technology for monitoring and responding to natural disasters such as flooding. Despite the capabilities of modern satellites, there is still much to be desired from the perspective of first response organisations like UNICEF. Two main challenges are rapid access to data, and the ability to automatically identify flooded regions in images. We describe a prototypical flood segmentation system, identifying cloud, water and land, that could be deployed on a constellation of small satellites, performing processing on board to reduce downlink bandwidth by 2 orders of magnitude. We target PhiSat-1, part of the FSSCAT mission, which is planned to be launched by the European Space Agency (ESA) near the start of 2020 as a proof of concept for this new technology.

Correlation of Auroral Dynamics and GNSS Scintillation with an Autoencoder

High energy particles originating from solar activity travel along the the Earth's magnetic field and interact with the atmosphere around the higher latitudes. These interactions often manifest as aurora in the form of visible light in the Earth's ionosphere. These interactions also result in irregularities in the electron density, which cause disruptions in the amplitude and phase of the radio signals from the Global Navigation Satellite Systems (GNSS), known as 'scintillation'. In this paper we use a multi-scale residual autoencoder (Res-AE) to show the correlation between specific dynamic structures of the aurora and the magnitude of the GNSS phase scintillations ($\sigma_{\phi}$). Auroral images are encoded in a lower dimensional feature space using the Res-AE, which in turn are clustered with t-SNE and UMAP. Both methods produce similar clusters, and specific clusters demonstrate greater correlations with observed phase scintillations. Our results suggest that specific dynamic structures of auroras are highly correlated with GNSS phase scintillations.

Prediction of GNSS Phase Scintillations: A Machine Learning Approach

A Global Navigation Satellite System (GNSS) uses a constellation of satellites around the earth for accurate navigation, timing, and positioning. Natural phenomena like space weather introduce irregularities in the Earth's ionosphere, disrupting the propagation of the radio signals that GNSS relies upon. Such disruptions affect both the amplitude and the phase of the propagated waves. No physics-based model currently exists to predict the time and location of these disruptions with sufficient accuracy and at relevant scales. In this paper, we focus on predicting the phase fluctuations of GNSS radio waves, known as phase scintillations. We propose a novel architecture and loss function to predict 1 hour in advance the magnitude of phase scintillations within a time window of plus-minus 5 minutes with state-of-the-art performance.

Uncertainty Quantification with Statistical Guarantees in End-to-End Autonomous Driving Control

Deep neural network controllers for autonomous driving have recently benefited from significant performance improvements, and have begun deployment in the real world. Prior to their widespread adoption, safety guarantees are needed on the controller behaviour that properly take account of the uncertainty within the model as well as sensor noise. Bayesian neural networks, which assume a prior over the weights, have been shown capable of producing such uncertainty measures, but properties surrounding their safety have not yet been quantified for use in autonomous driving scenarios. In this paper, we develop a framework based on a state-of-the-art simulator for evaluating end-to-end Bayesian controllers. In addition to computing pointwise uncertainty measures that can be computed in real time and with statistical guarantees, we also provide a method for estimating the probability that, given a scenario, the controller keeps the car safe within a finite horizon. We experimentally evaluate the quality of uncertainty computation by several Bayesian inference methods in different scenarios and show how the uncertainty measures can be combined and calibrated for use in collision avoidance. Our results suggest that uncertainty estimates can greatly aid decision making in autonomous driving.

Generalizing from a few environments in safety-critical reinforcement learning

Before deploying autonomous agents in the real world, we need to be confident they will perform safely in novel situations. Ideally, we would expose agents to a very wide range of situations during training, allowing them to learn about every possible danger, but this is often impractical. This paper investigates safety and generalization from a limited number of training environments in deep reinforcement learning (RL). We find RL algorithms can fail dangerously on unseen test environments even when performing perfectly on training environments. Firstly, in a gridworld setting, we show that catastrophes can be significantly reduced with simple modifications, including ensemble model averaging and the use of a blocking classifier. In the more challenging CoinRun environment we find similar methods do not significantly reduce catastrophes. However, we do find that the uncertainty information from the ensemble is useful for predicting whether a catastrophe will occur within a few steps and hence whether human intervention should be requested.

Radial Bayesian Neural Networks: Robust Variational Inference In Big Models

We propose Radial Bayesian Neural Networks: a variational distribution for mean field variational inference (MFVI) in Bayesian neural networks that is simple to implement, scalable to large models, and robust to hyperparameter selection. We hypothesize that standard MFVI fails in large models because of a property of the high-dimensional Gaussians used as posteriors. As variances grow, samples come almost entirely from a `soap-bubble' far from the mean. We show that the ad-hoc tweaks used previously in the literature to get MFVI to work served to stop such variances growing. Designing a new posterior distribution, we avoid this pathology in a theoretically principled way. Our distribution improves accuracy and uncertainty over standard MFVI, while scaling to large data where most other VI and MCMC methods struggle. We benchmark Radial BNNs in a real-world task of diabetic retinopathy diagnosis from fundus images, a task with ~100x larger input dimensionality and model size compared to previous demonstrations of MFVI.

BatchBALD: Efficient and Diverse Batch Acquisition for Deep Bayesian Active Learning

We develop BatchBALD, a tractable approximation to the mutual information between a batch of points and model parameters, which we use as an acquisition function to select multiple informative points jointly for the task of deep Bayesian active learning. BatchBALD is a greedy linear-time $1 - \frac{1}{e}$-approximate algorithm amenable to dynamic programming and efficient caching. We compare BatchBALD to the commonly used approach for batch data acquisition and find that the current approach acquires similar and redundant points, sometimes performing worse than randomly acquiring data. We finish by showing that, using BatchBALD to consider dependencies within an acquisition batch, we achieve new state of the art performance on standard benchmarks, providing substantial data efficiency improvements in batch acquisition.

Towards Inverse Reinforcement Learning for Limit Order Book Dynamics

Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of realistic agent-based simulations. Inverse Reinforcement Learning (IRL) aims at acquiring such reward functions through inference, allowing to generalize the resulting policy to states not observed in the past. This paper investigates whether IRL can infer such rewards from agents within real financial stochastic environments: limit order books (LOB). We introduce a simple one-level LOB, where the interactions of a number of stochastic agents and an expert trading agent are modelled as a Markov decision process. We consider two cases for the expert's reward: either a simple linear function of state features; or a complex, more realistic non-linear function. Given the expert agent's demonstrations, we attempt to discover their strategy by modelling their latent reward function using linear and Gaussian process (GP) regressors from previous literature, and our own approach through Bayesian neural networks (BNN). While the three methods can learn the linear case, only the GP-based and our proposed BNN methods are able to discover the non-linear reward case. Our BNN IRL algorithm outperforms the other two approaches as the number of samples increases. These results illustrate that complex behaviours, induced by non-linear reward functions amid agent-based stochastic scenarios, can be deduced through inference, encouraging the use of inverse reinforcement learning for opponent-modelling in multi-agent systems.

Learning Sparse Networks Using Targeted Dropout

Neural networks are easier to optimise when they have many more weights than are required for modelling the mapping from inputs to outputs. This suggests a two-stage learning procedure that first learns a large net and then prunes away connections or hidden units. But standard training does not necessarily encourage nets to be amenable to pruning. We introduce targeted dropout, a method for training a neural network so that it is robust to subsequent pruning. Before computing the gradients for each weight update, targeted dropout stochastically selects a set of units or weights to be dropped using a simple self-reinforcing sparsity criterion and then computes the gradients for the remaining weights. The resulting network is robust to post hoc pruning of weights or units that frequently occur in the dropped sets. The method improves upon more complicated sparsifying regularisers while being simple to implement and easy to tune.