We extend the adversarial/non-stochastic multi-play multi-armed bandit (MPMAB) to the case where the number of arms to play is variable. The work is motivated by the fact that the resources allocated to scan different critical locations in an interconnected transportation system change dynamically over time and depending on the environment. By modeling the malicious hacker and the intrusion monitoring system as the attacker and the defender, respectively, we formulate the problem for the two players as a sequential pursuit-evasion game. We derive the condition under which a Nash equilibrium of the strategic game exists. For the defender side, we provide an exponential-weighted based algorithm with sublinear pseudo-regret. We further extend our model to heterogeneous rewards for both players, and obtain lower and upper bounds on the average reward for the attacker. We provide numerical experiments to demonstrate the effectiveness of a variable-arm play.
In this paper we propose a novel observer-based method for anomaly detection in connected and automated vehicles (CAVs). The proposed method utilizes an augmented extended Kalman filter (AEKF) to smooth sensor readings of a CAV based on a nonlinear car-following motion model with time delay, where the leading vehicle's trajectory is used by the subject vehicle to detect sensor anomalies. We use the classic $\chi^2$ fault detector in conjunction with the proposed AEKF for anomaly detection. To make the proposed model more suitable for real-world applications, we consider a stochastic communication time delay in the car-following model. Our experiments conducted on real-world connected vehicle data indicate that the AEKF with $\chi^2$-detector can achieve a high anomaly detection performance.
In this paper we propose a novel observer-based method to improve the safety and security of connected and automated vehicle (CAV) transportation. The proposed method combines model-based signal filtering and anomaly detection methods. Specifically, we use adaptive extended Kalman filter (AEKF) to smooth sensor readings of a CAV based on a nonlinear car-following model. Using the car-following model the subject vehicle (i.e., the following vehicle) utilizes the leading vehicle's information to detect sensor anomalies by employing previously-trained One Class Support Vector Machine (OCSVM) models. This approach allows the AEKF to estimate the state of a vehicle not only based on the vehicle's location and speed, but also by taking into account the state of the surrounding traffic. A communication time delay factor is considered in the car-following model to make it more suitable for real-world applications. Our experiments show that compared with the AEKF with a traditional $\chi^2$-detector, our proposed method achieves a better anomaly detection performance. We also demonstrate that a larger time delay factor has a negative impact on the overall detection performance.
We in this paper propose a realizable framework TECU, which embeds task-specific strategies into update schemes of coordinate descent, for optimizing multivariate non-convex problems with coupled objective functions. On one hand, TECU is capable of improving algorithm efficiencies through embedding productive numerical algorithms, for optimizing univariate sub-problems with nice properties. From the other side, it also augments probabilities to receive desired results, by embedding advanced techniques in optimizations of realistic tasks. Integrating both numerical algorithms and advanced techniques together, TECU is proposed in a unified framework for solving a class of non-convex problems. Although the task embedded strategies bring inaccuracies in sub-problem optimizations, we provide a realizable criterion to control the errors, meanwhile, to ensure robust performances with rigid theoretical analyses. By respectively embedding ADMM and a residual-type CNN in our algorithm framework, the experimental results verify both efficiency and effectiveness of embedding task-oriented strategies in coordinate descent for solving practical problems.
Enhancing visual qualities of images plays very important roles in various vision and learning applications. In the past few years, both knowledge-driven maximum a posterior (MAP) with prior modelings and fully data-dependent convolutional neural network (CNN) techniques have been investigated to address specific enhancement tasks. In this paper, by exploiting the advantages of these two types of mechanisms within a complementary propagation perspective, we propose a unified framework, named deep prior ensemble (DPE), for solving various image enhancement tasks. Specifically, we first establish the basic propagation scheme based on the fundamental image modeling cues and then introduce residual CNNs to help predicting the propagation direction at each stage. By designing prior projections to perform feedback control, we theoretically prove that even with experience-inspired CNNs, DPE is definitely converged and the output will always satisfy our fundamental task constraints. The main advantage against conventional optimization-based MAP approaches is that our descent directions are learned from collected training data, thus are much more robust to unwanted local minimums. While, compared with existing CNN type networks, which are often designed in heuristic manners without theoretical guarantees, DPE is able to gain advantages from rich task cues investigated on the bases of domain knowledges. Therefore, DPE actually provides a generic ensemble methodology to integrate both knowledge and data-based cues for different image enhancement tasks. More importantly, our theoretical investigations verify that the feedforward propagations of DPE are properly controlled toward our desired solution. Experimental results demonstrate that the proposed DPE outperforms state-of-the-arts on a variety of image enhancement tasks in terms of both quantitative measure and visual perception quality.
In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization schemes with theoretical guarantee is a challenging task for general NNPs. It has been investigated that performing inexact inner iterations often benefit to special applications case by case, but their convergence behaviors are still unclear. Motivated by these practical experiences, this paper designs a novel algorithmic framework, named inexact proximal alternating direction method (IPAD) for solving general NNPs. We demonstrate that any numerical algorithms can be incorporated into IPAD for solving subproblems and the convergence of the resulting hybrid schemes can be consistently guaranteed by a series of simple error conditions. Beyond the guarantee in theory, numerical experiments on both synthesized and real-world data further demonstrate the superiority and flexibility of our IPAD framework for practical use.
In this paper, we propose a novel sparse coding and counting method under Bayesian framwork for visual tracking. In contrast to existing methods, the proposed method employs the combination of L0 and L1 norm to regularize the linear coefficients of incrementally updated linear basis. The sparsity constraint enables the tracker to effectively handle difficult challenges, such as occlusion or image corruption. To achieve realtime processing, we propose a fast and efficient numerical algorithm for solving the proposed model. Although it is an NP-hard problem, the proposed accelerated proximal gradient (APG) approach is guaranteed to converge to a solution quickly. Besides, we provide a closed solution of combining L0 and L1 regularized representation to obtain better sparsity. Experimental results on challenging video sequences demonstrate that the proposed method achieves state-of-the-art results both in accuracy and speed.