arXiv subjects

Vaibhav Srivastava

Publications and source records attributed to Vaibhav Srivastava.

66 records · Page 4Linked to original sources

arXiv2017

Gait transitions in a phase oscillator model of an insect central pattern generator

Legged locomotion involves various gaits. It has been observed that fast running insects (cockroaches) employ a tripod gait with three legs lifted off the ground simultaneously in swing, while slow walking insects (stick insects) use a tetrapod gait with two legs lifted off the ground simultaneously. Fruit flies use both gaits and exhibit a transition from tetrapod to tripod at intermediate speeds. Here we study the effect of stepping frequency on gait transition in an ion-channel bursting neuron model in which each cell represents a hemi-segmental thoracic circuit of the central pattern generator. Employing phase reduction, we collapse the network of bursting neurons represented by 24 ordinary differential equations to 6 coupled nonlinear phase oscillators, each corresponding to a sub-network of neurons controlling one leg. Assuming that the left and right legs maintain constant phase differences (contralateral symmetry), we reduce from 6 equations to 3, allowing analysis of a dynamical system with 2 phase differences defined on a torus. We show that bifurcations occur from multiple stable tetrapod gaits to a unique stable tripod gait as speed increases. Finally, we consider gait transitions in two sets of data fitted to freely walking fruit flies.

math.DS↗

arXiv2017

Driving an Ornstein--Uhlenbeck Process to Desired First-Passage Time Statistics

First-passage time (FPT) of an Ornstein-Uhlenbeck (OU) process is of immense interest in a variety of contexts. This paper considers an OU process with two boundaries, one of which is absorbing while the other one could be either reflecting or absorbing, and studies the control strategies that can lead to desired FPT moments. Our analysis shows that the FPT distribution of an OU process is scale invariant with respect to the drift parameter, i.e., the drift parameter just controls the mean FPT and doesn't affect the shape of the distribution. This allows to independently control the mean and coefficient of variation (CV) of the FPT. We show that that increasing the threshold may increase or decrease CV of the FPT, depending upon whether or not one of the threshold is reflecting. We also explore the effect of control parameters on the FPT distribution, and find parameters that minimize the distance between the FPT distribution and a desired distribution.

math.OC↗

arXiv2016

Satisficing in multi-armed bandit problems

Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based decision-making performance above a given threshold. We show that these new problems are equivalent to various standard multi-armed bandit problems with maximizing objectives and use the equivalence to find bounds on performance. The different objectives can result in qualitatively different behavior; for example, agents explore their options continually in one case and only a finite number of times in another. For the case of Gaussian rewards we show an additional equivalence between the two sets of satisficing objectives that allows algorithms developed for one set to be applied to the other. We then develop variants of the Upper Credible Limit (UCL) algorithm that solve the problems with satisficing objectives and show that these modified UCL algorithms achieve efficient satisficing performance.

cs.LG↗

arXiv2016

A martingale analysis of first passage times of time-dependent Wiener diffusion models

Research in psychology and neuroscience has successfully modeled decision making as a process of noisy evidence accumulation to a decision bound. While there are several variants and implementations of this idea, the majority of these models make use of a noisy accumulation between two absorbing boundaries. A common assumption of these models is that decision parameters, e.g., the rate of accumulation (drift rate), remain fixed over the course of a decision, allowing the derivation of analytic formulas for the probabilities of hitting the upper or lower decision threshold, and the mean decision time. There is reason to believe, however, that many types of behavior would be better described by a model in which the parameters were allowed to vary over the course of the decision process. In this paper, we use martingale theory to derive formulas for the mean decision time, hitting probabilities, and first passage time (FPT) densities of a Wiener process with time-varying drift between two time-varying absorbing boundaries. This model was first studied by Ratcliff (1980) in the two-stage form, and here we consider the same model for an arbitrary number of stages (i.e. intervals of time during which parameters are constant). Our calculations enable direct computation of mean decision times and hitting probabilities for the associated multistage process. We also provide a review of how martingale theory may be used to analyze similar models employing Wiener processes by re-deriving some classical results. In concert with a variety of numerical tools already available, the current derivations should encourage mathematical analysis of more complex models of decision making with time-varying evidence.

math.PR↗

arXiv2016

Explicit moments of decision times for single- and double-threshold drift-diffusion processes

We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to model two-alternative forced choice decisions, and, while simple formulae for accuracy, mean DT and coefficient of variation are readily available, third and higher moments and conditioned moments are not generally available. We provide explicit formulae for these, describe their behaviors as drift rates and starting points approach interesting limits, and, with the support of numerical simulations, discuss how trial-to-trial variability of drift rates, starting points, and non-decision times affect these behaviors in the extended diffusion model. Both unconditioned moments and those conditioned on correct and erroneous responses are treated. We argue that the results will assist in exploring mechanisms of evidence accumulation and in fitting parameters to experimental data.

q-bio.NC↗

arXiv2015

Correlated Multiarmed Bandit Problem: Bayesian Algorithms and Regret Analysis

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on the performance of the upper credible limit (UCL) algorithm and a new correlated UCL algorithm. We rigorously characterize the influence of accuracy, confidence, and correlation scale in the prior on the decision-making performance of the algorithms. Our results show how priors and correlation structure can be leveraged to improve performance.

math.OC↗

arXiv2014

Collective Decision-Making in Ideal Networks: The Speed-Accuracy Tradeoff

We study collective decision-making in a model of human groups, with network interactions, performing two alternative choice tasks. We focus on the speed-accuracy tradeoff, i.e., the tradeoff between a quick decision and a reliable decision, for individuals in the network. We model the evidence aggregation process across the network using a coupled drift diffusion model (DDM) and consider the free response paradigm in which individuals take their time to make the decision. We develop reduced DDMs as decoupled approximations to the coupled DDM and characterize their efficiency. We determine high probability bounds on the error rate and the expected decision time for the reduced DDM. We show the effect of the decision-maker's location in the network on their decision-making performance under several threshold selection criteria. Finally, we extend the coupled DDM to the coupled Ornstein-Uhlenbeck model for decision-making in two alternative choice tasks with recency effects, and to the coupled race model for decision-making in multiple alternative choice tasks.

math.OC↗

arXiv2013

Mixed Human-Robot Team Surveillance

We study the mixed human-robot team design in a system theoretic setting using the context of a surveillance mission. The three key coupled components of a mixed team design are (i) policies for the human operator, (ii) policies to account for erroneous human decisions, and (iii) policies to control the automaton. In this paper, we survey elements of human decision-making, including evidence aggregation, situational awareness, fatigue, and memory effects. We bring together the models for these elements in human decision-making to develop a single coherent model for human decision-making in a two-alternative choice task. We utilize the developed model to design efficient attention allocation policies for the human operator. We propose an anomaly detection algorithm that utilizes potentially erroneous decision by the operator to ascertain an anomalous region among the set of regions surveilled. Finally, we propose a stochastic vehicle routing policy that surveils an anomalous region with high probability. Our mixed team design relies on the certainty-equivalent receding-horizon control framework.

math.OC↗

arXiv2012

Stochastic Surveillance Strategies for Spatial Quickest Detection

We design persistent surveillance strategies for the quickest detection of anomalies taking place in an environment of interest. From a set of predefined regions in the environment, a team of autonomous vehicles collects noisy observations, which a control center processes. The overall objective is to minimize detection delay while maintaining the false alarm rate below a desired threshold. We present joint (i) anomaly detection algorithms for the control center and (ii) vehicle routing policies. For the control center, we propose parallel cumulative sum (CUSUM) algorithms (one for each region) to detect anomalies from noisy observations. For the vehicles, we propose a stochastic routing policy, in which the regions to be visited are chosen according to a probability vector. We study stationary routing policy (the probability vector is constant) as well as adaptive routing policies (the probability vector varies in time as a function of the likelihood of regional anomalies). In the context of stationary policies, we design a performance metric and minimize it to design an efficient stationary routing policy. Our adaptive policy improves upon the stationary counterpart by adaptively increasing the selection probability of regions with high likelihood of anomaly. Finally, we show the effectiveness of the proposed algorithms through numerical simulations and a persistent surveillance experiment.

cs.RO↗

arXiv2012

Distributed Random Convex Programming via Constraints Consensus

This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas, especially in the context of decision under uncertainty, see [2],[3]. We here consider a setup in which instances of the random constraints (the scenario) are not held by a single centralized processing unit, but are distributed among different nodes of a network. Each node "sees" only a small subset of the constraints, and may communicate with neighbors. The objective is to make all nodes converge to the same solution as the centralized RCP problem. To this end, we develop two distributed algorithms that are variants of the constraints consensus algorithm [4],[5]: the active constraints consensus (ACC) algorithm, and the vertex constraints consensus (VCC) algorithm. We show that the ACC algorithm computes the overall optimal solution in finite time, and with almost surely bounded communication at each iteration. The VCC algorithm is instead tailored for the special case in which the constraint functions are convex also w.r.t. the uncertain parameters, and it computes the solution in a number of iterations bounded by the diameter of the communication graph. We further devise a variant of the VCC algorithm, namely quantized vertex constraints consensus (qVCC), to cope with the case in which communication bandwidth among processors is bounded. We discuss several applications of the proposed distributed techniques, including estimation, classification, and random model predictive control, and we present a numerical analysis of the performance of the proposed methods. As a complementary numerical result, we show that the parallel computation of the scenario solution using ACC algorithm significantly outperforms its centralized equivalent.

math.OC↗

arXiv2010

Task Release Control for Decision Making Queues

We consider the optimal duration allocation in a decision making queue. Decision making tasks arrive at a given rate to a human operator. The correctness of the decision made by human evolves as a sigmoidal function of the duration allocated to the task. Each task in the queue loses its value continuously. We elucidate on this trade-off and determine optimal policies for the human operator. We show the optimal policy requires the human to drop some tasks. We present a receding horizon optimization strategy, and compare it with the greedy policy.

math.OC↗

arXiv2009

Randomized Sensor Selection in Sequential Hypothesis Testing

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen sensor at the time, and performs a sequential hypothesis test. We consider the class of sequential tests which are easy to implement, asymptotically optimal, and computationally amenable. For three distinct performance metrics, we show that, for a generic set of sensors and binary hypothesis, the fusion center needs to consider at most two sensors. We also show that for the case of multiple hypothesis, the optimal policy needs at most as many sensors to be observed as the number of underlying hypotheses.

cs.IT↗