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Humberto Gonzalez

Publications and source records attributed to Humberto Gonzalez.

18 recordsLinked to original sources

Epsilon*: Privacy Metric for Machine Learning Models

We introduce Epsilon*, a new privacy metric for measuring the privacy risk of a single model instance prior to, during, or after deployment of privacy mitigation strategies. The metric requires only black-box access to model predictions, does not require training data re-sampling or model re-training, and can be used to measure the privacy risk of models not trained with differential privacy. Epsilon* is a function of true positive and false positive rates in a hypothesis test used by an adversary in a membership inference attack. We distinguish between quantifying the privacy loss of a trained model instance, which we refer to as empirical privacy, and quantifying the privacy loss of the training mechanism which produces this model instance. Existing approaches in the privacy auditing literature provide lower bounds for the latter, while our metric provides an empirical lower bound for the former by relying on an ($ε$, $δ$)-type of quantification of the privacy of the trained model instance. We establish a relationship between these lower bounds and show how to implement Epsilon* to avoid numerical and noise amplification instability. We further show in experiments on benchmark public data sets that Epsilon* is sensitive to privacy risk mitigation by training with differential privacy (DP), where the value of Epsilon* is reduced by up to 800% compared to the Epsilon* values of non-DP trained baseline models. This metric allows privacy auditors to be independent of model owners, and enables visualizing the privacy-utility landscape to make informed decisions regarding the trade-offs between model privacy and utility.

cs.LG

Sales Channel Optimization via Simulations Based on Observational Data with Delayed Rewards: A Case Study at LinkedIn

Training models on data obtained from randomized experiments is ideal for making good decisions. However, randomized experiments are often time-consuming, expensive, risky, infeasible or unethical to perform, leaving decision makers little choice but to rely on observational data collected under historical policies when training models. This opens questions regarding not only which decision-making policies would perform best in practice, but also regarding the impact of different data collection protocols on the performance of various policies trained on the data, or the robustness of policy performance with respect to changes in problem characteristics such as action- or reward- specific delays in observing outcomes. We aim to answer such questions for the problem of optimizing sales channel allocations at LinkedIn, where sales accounts (leads) need to be allocated to one of three channels, with the goal of maximizing the number of successful conversions over a period of time. A key problem feature constitutes the presence of stochastic delays in observing allocation outcomes, whose distribution is both channel- and outcome- dependent. We built a discrete-time simulation that can handle our problem features and used it to evaluate: a) a historical rule-based policy; b) a supervised machine learning policy (XGBoost); and c) multi-armed bandit (MAB) policies, under different scenarios involving: i) data collection used for training (observational vs randomized); ii) lead conversion scenarios; iii) delay distributions. Our simulation results indicate that LinUCB, a simple MAB policy, consistently outperforms the other policies, achieving a 18-47% lift relative to a rule-based policy

cs.LG

Interplay between phonon downconversion efficiency, density of states at Fermi energy, and intrinsic energy resolution for microwave kinectic inductance detectors

Microwave Kinetic Inductance detectors (MKIDs) have been recognized as a powerful new tool for single photon detection. These highly multiplexed superconducting devices give timing and energy measurement for every detected photon. However, the full potential of MKID single photon spectroscopy has not been reached , the achieved energy resolution is lower than expected from first principles. Here, we study the efficiency in the phonon downconversion process following the absorption of energetic photons in MKIDs. Assuming previously published material properties, we measure an average downconversion efficiency for three TiN resonators is $η$=0.14. We discuss how this efficiency can impact the intrinsic energy resolution of MKID, and how any uncertainty in the unknown density of electron states at the Fermi energy directly affects the efficiency estimations.

physics.ins-det

Comfort-Aware Building Climate Control Using Distributed-Parameter Models

Controlling Heating, Ventilation and Air Conditioning (HVAC) system to maintain occupant's indoor thermal comfort is important to energy-efficient buildings and the development of smart cities. In this paper, we formulate a model predictive controller (MPC) to make optimal control strategies to HVAC in order to maintain occupant's comfort by predicted mean vote index, and then present a whole system with an estimator to indoor climate and apartment's geometric information based on only thermostats. In order to have accurate spatial resolution and make the HVAC system focus on only a zoned area around the occupant, a convection-diffusion Computer Fluid Dynamics (CFD) model is used to describe the indoor air flow and temperature distribution. The MPC system generates corresponding PDE-constrained optimization problems, and we solve them by obtain the gradients of cost functions with respect to problems' variables with the help of CFD model's adjoint equations. We evaluate the performance of our method using simulations of a real apartment in the St.\ Louis area. Our results show our MPC system's energy efficiency and the potential for its application in real-time operation of high-performance buildings.

math.OC

MCA-based Rule Mining Enables Interpretable Inference in Clinical Psychiatry

Development of interpretable machine learning models for clinical healthcare applications has the potential of changing the way we understand, treat, and ultimately cure, diseases and disorders in many areas of medicine. These models can serve not only as sources of predictions and estimates, but also as discovery tools for clinicians and researchers to reveal new knowledge from the data. High dimensionality of patient information (e.g., phenotype, genotype, and medical history), lack of objective measurements, and the heterogeneity in patient populations often create significant challenges in developing interpretable machine learning models for clinical psychiatry in practice. In this paper we take a step towards the development of such interpretable models. First, by developing a novel categorical rule mining method based on Multivariate Correspondence Analysis (MCA) capable of handling datasets with large numbers of features, and second, by applying this method to build transdiagnostic Bayesian Rule List models to screen for psychiatric disorders using the Consortium for Neuropsychiatric Phenomics dataset. We show that our method is not only at least 100 times faster than state-of-the-art rule mining techniques for datasets with 50 features, but also provides interpretability and comparable prediction accuracy across several benchmark datasets.

cs.LG

A New Solution Concept and Family of Relaxations for Hybrid Dynamical Systems

We introduce a holistic framework for the analysis, approximation and control of the trajectories of hybrid dynamical systems which display event-triggered discrete jumps in the continuous state. We begin by demonstrating how to explicitly represent the dynamics of this class of systems using a single piecewise-smooth vector field defined on a manifold, and then employ Filippov's solution concept to describe the trajectories of the system. The resulting \emph{hybrid Filippov solutions} greatly simplify the mathematical description of hybrid executions, providing a unifying solution concept with which to work. Extending previous efforts to regularize piecewise-smooth vector fields, we then introduce a parameterized family of smooth control systems whose trajectories are used to approximate the hybrid Filippov solution numerically. The two solution concepts are shown to agree in the limit, under mild regularity conditions.

math.DS

On the Relaxation of Hybrid Dynamical Systems

Hybrid dynamical systems have proven to be a powerful modeling abstraction, yet fundamental questions regarding the dynamical properties of these systems remain. In this paper, we develop a novel class of relaxations which we use to recover a number of classic systems theoretic properties for hybrid systems, such as existence and uniqueness of trajectories, even past the point of Zeno. Our relaxations also naturally give rise to a class of provably convergent numerical approximations, capable of simulating through Zeno. Using our methods, we are also able to perform sensitivity analysis about nominal trajectories undergoing a discrete transition -- a technique with many practical applications, such as assessing the stability of periodic orbits.

math.DS

Numerical Synthesis of Pontryagin Optimal Control Minimizers Using Sampling-Based Methods

Optimal control remains as one of the most versatile frameworks in systems theory, enabling applications ranging from classical robust control to real-time safe operation of fleets of vehicles. While some optimal control problems can be efficiently solved using algebraic or convex methods, most general forms of optimal control must be solved using memory- expensive numerical methods. In this paper we present a theoretical formulation and a corresponding numerical algorithm that can find Pontryagin- optimal inputs for general dynamical systems by using a direct method. Pontryagin-optimal inputs, those satisfying the Minimum Principle, can be found for many classes of problems using indirect methods. But convergent numerical methods to solve indirect problems are hard to find and often converge slowly. On the other hand, convergent direct optimal control methods are fast and founded on solid theory, but their limit points are usually Banach-optimal inputs, which are a weaker form of optimality condition. Our result, founded on the theory of relaxed inputs as defined by J. Warga, establishes an equivalence between Pontryagin- optimal inputs and optimal relaxed inputs. Then, we formu- late a sampling-based numerical method to approximate the Pontryagin-optimal relaxed inputs using an iterative method. Finally, using a provably-convergent numerical method, we synthesize approximations of the Pontryagin-optimal inputs from the sampled relaxed inputs.

math.OC

Holistic Cyber-Physical Management for Dependable Wireless Control Systems

Wireless sensor-actuator networks (WSANs) are gaining momentum in industrial process automation as a communication infrastructure for lowering deployment and maintenance costs. In traditional wireless control systems the plant controller and the network manager operate in isolation, which ignore the significant influence of network reliability on plant control performance. To enhance the dependability of industrial wireless control, we propose a holistic cyber-physical management framework that employs run-time coordination between the plant control and network management. Our design includes a holistic controller that generates actuation signals to physical plants and reconfigures the WSAN to maintain desired control performance while saving wireless resources. As a concrete example of holistic control, we design a holistic manager that dynamically reconfigures the number of transmissions in the WSAN based on online observations of physical and cyber variables. We have implemented the holistic management framework in the Wireless Cyber-Physical Simulator (WCPS). A systematic case study has been presented based on two 5-state plants sharing a 16-node WSAN. Simulation results show that the holistic management design has significantly enhanced the resilience of the system against both wireless interferences and physical disturbances, while effectively reducing the number of wireless transmissions.

eess.SY

Optimal Control of Hybrid Systems Using a Feedback Relaxed Control Formulation

We present a numerically tractable formulation for computing the optimal control of the class of hybrid dynamical systems whose trajectories are continuous. Our formulation, an extension of existing relaxed-control techniques for switched dynamical systems, incorporates the domain information of each discrete mode as part of the constraints in the optimization problem. Moreover, our numerical results are consistent with phenomena that are particular to hybrid systems, such as the creation of sliding trajectories between discrete modes.

math.OC

Gradient-Based Estimation of Air Flow and Geometry Configurations in a Building Using Fluid Dynamic Adjoint Equations

Real-time estimations of temperature distributions and geometric configurations are important to energy efficient buildings and the development of smarter cities. In this paper we formulate a gradient-based estimation algorithm capable of reconstructing the states of doors in a building, as well as its temperature distribution, based on a floor plan and a set of thermostats. Our algorithm solves in real time a convection-diffusion Computer Fluid Dynamics (CFD) model for the air flow in the building as a function of its geometric configuration. We formulate the estimation algorithm as an optimization problem, and we solve it by computing the adjoint equations of our CFD model, which we then use to obtain the gradients of the cost function with respect to the flow's temperature and door states. We evaluate the performance of our method using simulations of a real apartment in the St. Louis area. Our results show that the estimation method is both efficient and accurate, establishing its potential for the design of smarter control schemes in the operation of high-performance buildings.

math.OC

Zoned HVAC Control via PDE-Constrained Optimization

Efficiency, comfort, and convenience are three major aspects in the design of control systems for residential Heating, Ventilation, and Air Conditioning (HVAC) units. In this paper we propose an optimization-based algorithm for HVAC control that minimizes energy consumption while maintaining a desired temperature in a room. Our algorithm uses a Computer Fluid Dynamics model, mathematically formulated using Partial Differential Equations (PDEs), to describe the interactions between temperature, pressure, and air flow. Our model allows us to naturally formulate problems such as controlling the temperature of a small region of interest within a room, or to control the speed of the air flow at the vents, which are hard to describe using finite-dimensional Ordinary Partial Differential (ODE) models. Our results show that our algorithm produces significant energy savings without a decrease in comfort.

math.OC

Simultaneous Receding Horizon Estimation and Control of a Fencing Robot using a Single Camera

We present a method for simultaneous Receding Horizon Estimation and Control of a robotic arm equipped with a sword in an adversarial situation. Using a single camera mounted on the arm, we solve the problem of blocking a opponent's sword with the robot's sword. Our algorithm uses model-based sensing to estimate the opponent's intentions from the camera's observations, while it simultaneously applies a control action to both block the opponent's sword and improve future camera observations.

math.OC

Metrization and Simulation of Controlled Hybrid Systems

The study of controlled hybrid systems requires practical tools for approximation and comparison of system behaviors. Existing approaches to these problems impose undue restrictions on the system's continuous and discrete dynamics. Metrization and simulation of controlled hybrid systems is considered here in a unified framework by constructing a state space metric. The metric is applied to develop a numerical simulation algorithm that converges uniformly, with a known rate of convergence, to orbitally stable executions of controlled hybrid systems, up to and including Zeno events. Benchmark hybrid phenomena illustrate the utility of the proposed tools.

math.OC

Rapid Integration and Calibration of New Sensors Using the Berkeley Aachen Robotics Toolkit (BART)

After the three DARPA Grand Challenge contests many groups around the world have continued to actively research and work toward an autonomous vehicle capable of accomplishing a mission in a given context (e.g. desert, city) while following a set of prescribed rules, but none has been completely successful in uncontrolled environments, a task that many people trivially fulfill every day. We believe that, together with improving the sensors used in cars and the artificial intelligence algorithms used to process the information, the community should focus on the systems engineering aspects of the problem, i.e. the limitations of the car (in terms of space, power, or heat dissipation) and the limitations of the software development cycle. This paper explores these issues and our experiences overcoming them.

cs.SE

Consistent Approximations for the Optimal Control of Constrained Switched Systems

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In this paper, we devise an algorithm for the computation of an optimal control of constrained nonlinear switched dynamical systems. The control parameter for such systems include a continuous-valued input and discrete-valued input, where the latter corresponds to the mode of the switched system that is active at a particular instance in time. Our approach, which we prove converges to local minimizers of the constrained optimal control problem, first relaxes the discrete-valued input, then performs traditional optimal control, and then projects the constructed relaxed discrete-valued input back to a pure discrete-valued input by employing an extension to the classical Chattering Lemma that we prove. We extend this algorithm by formulating a computationally implementable algorithm which works by discretizing the time interval over which the switched dynamical system is defined. Importantly, we prove that this implementable algorithm constructs a sequence of points by recursive application that converge to the local minimizers of the original constrained optimal control problem. Four simulation experiments are included to validate the theoretical developments.

math.OC

Statistical Results on Filtering and Epi-convergence for Learning-Based Model Predictive Control

Learning-based model predictive control (LBMPC) is a technique that provides deterministic guarantees on robustness, while statistical identification tools are used to identify richer models of the system in order to improve performance. This technical note provides proofs that elucidate the reasons for our choice of measurement model, as well as giving proofs concerning the stochastic convergence of LBMPC. The first part of this note discusses simultaneous state estimation and statistical identification (or learning) of unmodeled dynamics, for dynamical systems that can be described by ordinary differential equations (ODE's). The second part provides proofs concerning the epi-convergence of different statistical estimators that can be used with the learning-based model predictive control (LBMPC) technique. In particular, we prove results on the statistical properties of a nonparametric estimator that we have designed to have the correct deterministic and stochastic properties for numerical implementation when used in conjunction with LBMPC.

math.OC

Provably Safe and Robust Learning-Based Model Predictive Control

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to deal with growing energy constraints. This paper describes a learning-based model predictive control (LBMPC) scheme that provides deterministic guarantees on robustness, while statistical identification tools are used to identify richer models of the system in order to improve performance; the benefits of this framework are that it handles state and input constraints, optimizes system performance with respect to a cost function, and can be designed to use a wide variety of parametric or nonparametric statistical tools. The main insight of LBMPC is that safety and performance can be decoupled under reasonable conditions in an optimization framework by maintaining two models of the system. The first is an approximate model with bounds on its uncertainty, and the second model is updated by statistical methods. LBMPC improves performance by choosing inputs that minimize a cost subject to the learned dynamics, and it ensures safety and robustness by checking whether these same inputs keep the approximate model stable when it is subject to uncertainty. Furthermore, we show that if the system is sufficiently excited, then the LBMPC control action probabilistically converges to that of an MPC computed using the true dynamics.

math.OC