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Javad Heydari

Publications and source records attributed to Javad Heydari.

7 recordsLinked to original sources

Probability-Maximizing Change Detection: Finite-Window Optimality

This paper investigates probability-maximizing sequential change detection, a formulation in which performance is measured by the probability of stopping within an admissible interval of duration $\xi$ after a change rather than by the expected detection delay. Earlier work introduced this viewpoint in a Bayesian setting and subsequently formalized it under Lorden- and Pollak-type minimax criteria for the case in which successful detection must occur on the \textbf{first} post-change observation, i.e., $\xi=1$. This paper generalizes this framework in two directions. First, the decision maker is allowed to stop within a prescribed window of $\xi\in\mathbb{N}$ post-change observations. Second, the monitored process is allowed to experience multiple, non-overlapping transient change episodes with unknown onset times and durations, so that success consists of stopping within the admissible window associated with any one of these episodes. False alarms are controlled through an average run-length constraint. For exact finite-sample analysis, the paper introduces a survival-weighted average success criterion, which represents the probability of successfully detecting a randomly encountered change opportunity conditional on the detector being active at its onset. It is established that this criterion admits an exact representation as the expected \textbf{truncated} Shiryaev--Roberts (TSR) statistic at the stopping time normalized by the average run length, and it characterizes its exactly optimal stopping rule. The optimal procedure has finite memory and aggregates the likelihood-ratio evidence corresponding to all possible change onsets within the most recent window and compares the resulting TSR statistic with a \textbf{state-dependent} continuation boundary obtained from an optimal-stopping formulation.

math.ST

Universum GANs: Improving GANs through contradictions

Limited availability of labeled-data makes any supervised learning problem challenging. Alternative learning settings like semi-supervised and universum learning alleviate the dependency on labeled data, but still require a large amount of unlabeled data, which may be unavailable or expensive to acquire. GAN-based data generation methods have recently shown promise by generating synthetic samples to improve learning. However, most existing GAN based approaches either provide poor discriminator performance under limited labeled data settings; or results in low quality generated data. In this paper, we propose a Universum GAN game which provides improved discriminator accuracy under limited data settings, while generating high quality realistic data. We further propose an evolving discriminator loss which improves its convergence and generalization performance. We derive the theoretical guarantees and provide empirical results in support of our approach.

cs.LG

Reinforcement Learning-Based Coverage Path Planning with Implicit Cellular Decomposition

Coverage path planning in a generic known environment is shown to be NP-hard. When the environment is unknown, it becomes more challenging as the robot is required to rely on its online map information built during coverage for planning its path. A significant research effort focuses on designing heuristic or approximate algorithms that achieve reasonable performance. Such algorithms have sub-optimal performance in terms of covering the area or the cost of coverage, e.g., coverage time or energy consumption. In this paper, we provide a systematic analysis of the coverage problem and formulate it as an optimal stopping time problem, where the trade-off between coverage performance and its cost is explicitly accounted for. Next, we demonstrate that reinforcement learning (RL) techniques can be leveraged to solve the problem computationally. To this end, we provide some technical and practical considerations to facilitate the application of the RL algorithms and improve the efficiency of the solutions. Finally, through experiments in grid world environments and Gazebo simulator, we show that reinforcement learning-based algorithms efficiently cover realistic unknown indoor environments, and outperform the current state of the art.

cs.RO

A Survey on Proactive Customer Care: Enabling Science and Steps to Realize it

In recent times, advances in artificial intelligence (AI) and IoT have enabled seamless and viable maintenance of appliances in home and building environments. Several studies have shown that AI has the potential to provide personalized customer support which could predict and avoid errors more reliably than ever before. In this paper, we have analyzed the various building blocks needed to enable a successful AI-driven predictive maintenance use-case. Unlike, existing surveys which mostly provide a deep dive into the recent AI algorithms for Predictive Maintenance (PdM), our survey provides the complete view; starting from business impact to recent technology advancements in algorithms as well as systems research and model deployment. Furthermore, we provide exemplar use-cases on predictive maintenance of appliances using publicly available data sets. Our survey can serve as a template needed to design a successful predictive maintenance use-case. Finally, we touch upon existing public data sources and provide a step-wise breakdown of an AI-driven proactive customer care (PCC) use-case, starting from generic anomaly detection to fault prediction and finally root-cause analysis. We highlight how such a step-wise approach can be advantageous for accurate model building and helpful for gaining insights into predictive maintenance of electromechanical appliances.

cs.LG

Active Sampling for the Quickest Detection of Markov Networks

Consider $n$ random variables forming a Markov random field (MRF). The true model of the MRF is unknown, and it is assumed to belong to a binary set. The objective is to sequentially sample the random variables (one-at-a-time) such that the true MRF model can be detected with the fewest number of samples, while in parallel, the decision reliability is controlled. The core element of an optimal decision process is a rule for selecting and sampling the random variables over time. Such a process, at every time instant and adaptively to the collected data, selects the random variable that is expected to be most informative about the model, rendering an overall minimized number of samples required for reaching a reliable decision. The existing studies on detecting MRF structures generally sample the entire network at the same time and focus on designing optimal detection rules without regard to the data-acquisition process. This paper characterizes the sampling process for general MRFs, which, in conjunction with the sequential probability ratio test, is shown to be optimal in the asymptote of large $n$. The critical insight in designing the sampling process is devising an information measure that captures the decisions' inherent statistical dependence over time. Furthermore, when the MRFs can be modeled by acyclic probabilistic graphical models, the sampling rule is shown to take a computationally simple form. Performance analysis for the general case is provided, and the results are interpreted in several special cases: Gaussian MRFs, non-asymptotic regimes, connection to Chernoff's rule to controlled (active) sensing, and the problem of cluster detection.

stat.ME

Quickest Search for a Change Point

This paper considers a sequence of random variables generated according to a common distribution. The distribution might undergo periods of transient changes at an unknown set of time instants, referred to as change-points. The objective is to sequentially collect measurements from the sequence and design a dynamic decision rule for the quickest identification of one change-point in real time, while, in parallel, the rate of false alarms is controlled. This setting is different from the conventional change-point detection settings in which there exists at most one change-point that can be either persistent or transient. The problem is considered under the minimax setting with a constraint on the false alarm rate before the first change occurs. It is proved that the Shewhart test achieves exact optimality under worst-case change points and also worst-case data realization. Numerical evaluations are also provided to assess the performance of the decision rule characterized.

cs.IT

Quickest Localization of Anomalies in Power Grids: A Stochastic Graphical Framework

Agile localization of anomalous events plays a pivotal role in enhancing the overall reliability of the grid and avoiding cascading failures. This is especially of paramount significance in the large-scale grids due to their geographical expansions and the large volume of data generated. This paper proposes a stochastic graphical framework, by leveraging which it aims to localize the anomalies with the minimum amount of data. This framework capitalizes on the strong correlation structures observed among the measurements collected from different buses. The proposed approach, at its core, collects the measurements sequentially and progressively updates its decision about the location of the anomaly. The process resumes until the location of the anomaly can be identified with desired reliability. We provide a general theory for the quickest anomaly localization and also investigate its application for quickest line outage localization. Simulations in the IEEE 118-bus model are provided to establish the gains of the proposed approach.

stat.AP