Search NASA⌕ Search

SEARCH · Search NASA

Results for “gradient descent”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS2021

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗
NASA NTRS2005

Real-Time Principal-Component Analysis

A recently written computer program implements dominant-element-based gradient descent and dynamic initial learning rate (DOGEDYN), which was described in Method of Real-Time Principal-Component Analysis (NPO-40034) NASA Tech Briefs, Vol. 29, No. 1 (January 2005), page 59. To recapitulate: DOGEDYN is a method of sequential principal-component analysis (PCA) suitable for such applications as data compression and extraction of features from sets of data. In DOGEDYN, input data are represented as a sequence of vectors acquired at sampling times. The learning algorithm in DOGEDYN involves sequential extraction of principal vectors by means of a gradient descent in which only the dominant element is used at each iteration. Each iteration includes updating of elements of a weight matrix by amounts proportional to a dynamic initial learning rate chosen to increase the rate of convergence by compensating for the energy lost through the previous extraction of principal components. In comparison with a prior method of gradient-descent-based sequential PCA, DOGEDYN involves less computation and offers a greater rate of learning convergence. The sequential DOGEDYN computations require less memory than would parallel computations for the same purpose. The DOGEDYN software can be executed on a personal computer.

Duong, Vu↗
NASA NTRS2009

Optimization of OT-MACH Filter Generation for Target Recognition

An automatic Optimum Trade-off Maximum Average Correlation Height (OT-MACH) filter generator for use in a gray-scale optical correlator (GOC) has been developed for improved target detection at JPL. While the OT-MACH filter has been shown to be an optimal filter for target detection, actually solving for the optimum is too computationally intensive for multiple targets. Instead, an adaptive step gradient descent method was tested to iteratively optimize the three OT-MACH parameters, alpha, beta, and gamma. The feedback for the gradient descent method was a composite of the performance measures, correlation peak height and peak to side lobe ratio. The automated method generated and tested multiple filters in order to approach the optimal filter quicker and more reliably than the current manual method. Initial usage and testing has shown preliminary success at finding an approximation of the optimal filter, in terms of alpha, beta, gamma values. This corresponded to a substantial improvement in detection performance where the true positive rate increased for the same average false positives per image.

false alarm reduction↗
NASA NTRS2004

Product Distribution Theory for Control of Multi-Agent Systems

Product Distribution (PD) theory is a new framework for controlling Multi-Agent Systems (MAS's). First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint stare of the agents. Accordingly we can consider a team game in which the shared utility is a performance measure of the behavior of the MAS. For such a scenario the game is at equilibrium - the Lagrangian is optimized - when the joint distribution of the agents optimizes the system's expected performance. One common way to find that equilibrium is to have each agent run a reinforcement learning algorithm. Here we investigate the alternative of exploiting PD theory to run gradient descent on the Lagrangian. We present computer experiments validating some of the predictions of PD theory for how best to do that gradient descent. We also demonstrate how PD theory can improve performance even when we are not allowed to rerun the MAS from different initial conditions, a requirement implicit in some previous work.

Lee, Chia Fan↗
NASA NTRS1976

Gradient optimization and nonlinear control

The book represents an introduction to computation in control by an iterative, gradient, numerical method, where linearity is not assumed. The general language and approach used are those of elementary functional analysis. The particular gradient method that is emphasized and used is conjugate gradient descent, a well known method exhibiting quadratic convergence while requiring very little more computation than simple steepest descent. Constraints are not dealt with directly, but rather the approach is to introduce them as penalty terms in the criterion. General conjugate gradient descent methods are developed and applied to problems in control.

Hasdorff, L.↗
NASA NTRS2005

Method of Real-Time Principal-Component Analysis

Dominant-element-based gradient descent and dynamic initial learning rate (DOGEDYN) is a method of sequential principal-component analysis (PCA) that is well suited for such applications as data compression and extraction of features from sets of data. In comparison with a prior method of gradient-descent-based sequential PCA, this method offers a greater rate of learning convergence. Like the prior method, DOGEDYN can be implemented in software. However, the main advantage of DOGEDYN over the prior method lies in the facts that it requires less computation and can be implemented in simpler hardware. It should be possible to implement DOGEDYN in compact, low-power, very-large-scale integrated (VLSI) circuitry that could process data in real time.

Duong, Tuan↗
NASA NTRS1987

Recursive inverse kinematics for robot arms via Kalman filtering and Bryson-Frazier smoothing

This paper applies linear filtering and smoothing theory to solve recursively the inverse kinematics problem for serial multilink manipulators. This problem is to find a set of joint angles that achieve a prescribed tip position and/or orientation. A widely applicable numerical search solution is presented. The approach finds the minimum of a generalized distance between the desired and the actual manipulator tip position and/or orientation. Both a first-order steepest-descent gradient search and a second-order Newton-Raphson search are developed. The optimal relaxation factor required for the steepest descent method is computed recursively using an outward/inward procedure similar to those used typically for recursive inverse dynamics calculations. The second-order search requires evaluation of a gradient and an approximate Hessian. A Gauss-Markov approach is used to approximate the Hessian matrix in terms of products of first-order derivatives. This matrix is inverted recursively using a two-stage process of inward Kalman filtering followed by outward smoothing. This two-stage process is analogous to that recently developed by the author to solve by means of spatial filtering and smoothing the forward dynamics problem for serial manipulators.

Rodriguez, G.↗
NASA NTRSDate not supplied

Efficient Global Optimization with Gradient Finish for Design Under Uncertainty

The Efficient Global Optimization (EGO) algorithm is extended to include a gradient-descent-based finish upon reaching a threshold value of the expected improvement function. Emphasis is placed on efficient evaluation of local gradients using Kriging models during the gradient-based finish to enable application to design under uncertainty (DUU) problems. The modified algorithm is applied to both the well-known Rosenbrock function and a more challenging hypersonic inlet design under uncertainty problem. Results demonstrate improvement in locating the global optimum compared to the classical implementation of EGO, as well as a reduced number of true function evaluations compared to pure gradient-based algorithms. For the Rosenbrock function, a global optimum is returned using an average of 12% fewer function calls than a gradient-based optimizer with comparable tolerances. For the design under uncertainty problem, a global optimum is found using an average of 75% fewer function calls than a gradient-based optimizer. Global Pareto fronts of multiobjective DUU problems are obtained at little additional cost after a single optimization is complete.

Optimization↗
NASA NTRS2004

Algorithm for Training a Recurrent Multilayer Perceptron

An improved algorithm has been devised for training a recurrent multilayer perceptron (RMLP) for optimal performance in predicting the behavior of a complex, dynamic, and noisy system multiple time steps into the future. [An RMLP is a computational neural network with self-feedback and cross-talk (both delayed by one time step) among neurons in hidden layers]. Like other neural-network-training algorithms, this algorithm adjusts network biases and synaptic-connection weights according to a gradient-descent rule. The distinguishing feature of this algorithm is a combination of global feedback (the use of predictions as well as the current output value in computing the gradient at each time step) and recursiveness. The recursive aspect of the algorithm lies in the inclusion of the gradient of predictions at each time step with respect to the predictions at the preceding time step; this recursion enables the RMLP to learn the dynamics. It has been conjectured that carrying the recursion to even earlier time steps would enable the RMLP to represent a noisier, more complex system.

Parlos, Alexander G.↗
NASA NTRS1987

Maximum likelihood estimation of parameterized 3-D surfaces using a moving camera

A new approach is introduced to estimating object surfaces in three-dimensional space from a sequence of images. A surface of interest here is modeled as a 3-D function known up to the values of a few parameters. The approach will work with any parameterization. However, in work to date researchers have modeled objects as patches of spheres, cylinders, and planes - primitive objects. These primitive surfaces are special cases of 3-D quadric surfaces. Primitive surface estimation is treated as the general problem of maximum likelihood parameter estimation based on two or more functionally related data sets. In the present case, these data sets constitute a sequence of images taken at different locations and orientations. A simple geometric explanation is given for the estimation algorithm. Though various techniques can be used to implement this nonlinear estimation, researches discuss the use of gradient descent. Experiments are run and discussed for the case of a sphere of unknown location. These experiments graphically illustrate the various advantages of using as many images as possible in the estimation and of distributing camera positions from first to last over as large a baseline as possible. Researchers introduce the use of asymptotic Bayesian approximations in order to summarize the useful information in a sequence of images, thereby drastically reducing both the storage and amount of processing required.

Hung, Y.↗
NASA NTRS1989

Connectionist model-based stereo vision for telerobotics

Autonomous stereo vision for range measurement could greatly enhance the performance of telerobotic systems. Stereo vision could be a key component for autonomous object recognition and localization, thus enabling the system to perform low-level tasks, and allowing a human operator to perform a supervisory role. The central difficulty in stereo vision is the ambiguity in matching corresponding points in the left and right images. However, if one has a priori knowledge of the characteristics of the objects in the scene, as is often the case in telerobotics, a model-based approach can be taken. Researchers describe how matching ambiguities can be resolved by ensuring that the resulting three-dimensional points are consistent with surface models of the expected objects. A four-layer neural network hierarchy is used in which surface models of increasing complexity are represented in successive layers. These models are represented using a connectionist scheme called parameter networks, in which a parametrized object (for example, a planar patch p=f(h,m sub x, m sub y) is represented by a collection of processing units, each of which corresponds to a distinct combination of parameter values. The activity level of each unit in the parameter network can be thought of as representing the confidence with which the hypothesis represented by that unit is believed. Weights in the network are set so as to implement gradient descent in an energy function.

Hoff, William↗
NASA NTRS1991

Simplified Learning Scheme For Analog Neural Network

Synaptic connections adjusted one at a time in small increments. Simplified gradient-descent learning scheme for electronic neural-network processor less efficient than better-known back-propagation scheme, but offers two advantages: easily implemented in circuitry because data-access circuitry separated from learning circuitry; and independence of data-access circuitry makes possible to implement feedforward as well as feedback networks, including those of multiple-attractor type. Important in such applications as recognition of patterns.

Eberhardt, Silvio P.↗
NASA NTRS1990

30 years of adaptive neural networks - Perceptron, Madaline, and backpropagation

Fundamental developments in feedforward artificial neural networks from the past thirty years are reviewed. The history, origination, operating characteristics, and basic theory of several supervised neural-network training algorithms (including the perceptron rule, the least-mean-square algorithm, three Madaline rules, and the backpropagation technique) are described. The concept underlying these iterative adaptation algorithms is the minimal disturbance principle, which suggests that during training it is advisable to inject new information into a network in a manner that disturbs stored information to the smallest extent possible. The two principal kinds of online rules that have developed for altering the weights of a network are examined for both single-threshold elements and multielement networks. They are error-correction rules, which alter the weights of a network to correct error in the output response to the present input pattern, and gradient rules, which alter the weights of a network during each pattern presentation by gradient descent with the objective of reducing mean-square error (averaged over all training patterns).

Widrow, Bernard↗
NASA NTRS1990

Optical neural network system for pose determination of spinning satellites

An optical neural network architecture and algorithm based on a Hopfield optimization network are presented for multitarget tracking. This tracker utilizes a neuron for every possible target track, and a quadratic energy function of neural activities which is minimized using gradient descent neural evolution. The neural net tracker is demonstrated as part of a system for determining position and orientation (pose) of spinning satellites with respect to a robotic spacecraft. The input to the system is time sequence video from a single camera. Novelty detection and filtering are utilized to locate and segment novel regions from the input images. The neural net multitarget tracker determines the correspondences (or tracks) of the novel regions as a function of time, and hence the paths of object (satellite) parts. The path traced out by a given part or region is approximately elliptical in image space, and the position, shape and orientation of the ellipse are functions of the satellite geometry and its pose. Having a geometric model of the satellite, and the elliptical path of a part in image space, the three-dimensional pose of the satellite is determined. Digital simulation results using this algorithm are presented for various satellite poses and lighting conditions.

Lee, Andrew↗
NASA NTRS1991

Inverse problems in diffraction

A two-dimensional problem of diffraction of a plane electromagnetic wave on a smooth 2 pi-periodic surface is considered. A numerical algorithm solving this problem is developed. An inverse problem of determination of the shape of 2 pi-periodic surface using the performance data of reverse scattering is considered. The inverse problem was solved by means of minimization of the residual functional with the help of the gradient descent method. The initial data were calculated with the help of the numerical method. On each step of the iterative method of minimization, the residual functional was calculated approximately with the help of the small slope method. The examples of the shape determination are considered.

Mikheev, Andrew G.↗
NASA NTRS1992

Learning and tuning fuzzy logic controllers through reinforcements

A new method for learning and tuning a fuzzy logic controller based on reinforcements from a dynamic system is presented. In particular, our Generalized Approximate Reasoning-based Intelligent Control (GARIC) architecture: (1) learns and tunes a fuzzy logic controller even when only weak reinforcements, such as a binary failure signal, is available; (2) introduces a new conjunction operator in computing the rule strengths of fuzzy control rules; (3) introduces a new localized mean of maximum (LMOM) method in combining the conclusions of several firing control rules; and (4) learns to produce real-valued control actions. Learning is achieved by integrating fuzzy inference into a feedforward network, which can then adaptively improve performance by using gradient descent methods. We extend the AHC algorithm of Barto, Sutton, and Anderson to include the prior control knowledge of human operators. The GARIC architecture is applied to a cart-pole balancing system and has demonstrated significant improvements in terms of the speed of learning and robustness to changes in the dynamic system's parameters over previous schemes for cart-pole balancing.

Berenji, Hamid R.↗
NASA NTRS1992

Fast temporal neural learning using teacher forcing

A neural network is trained to output a time dependent target vector defined over a predetermined time interval in response to a time dependent input vector defined over the same time interval by applying corresponding elements of the error vector, or difference between the target vector and the actual neuron output vector, to the inputs of corresponding output neurons of the network as corrective feedback. This feedback decreases the error and quickens the learning process, so that a much smaller number of training cycles are required to complete the learning process. A conventional gradient descent algorithm is employed to update the neural network parameters at the end of the predetermined time interval. The foregoing process is repeated in repetitive cycles until the actual output vector corresponds to the target vector. In the preferred embodiment, as the overall error of the neural network output decreasing during successive training cycles, the portion of the error fed back to the output neurons is decreased accordingly, allowing the network to learn with greater freedom from teacher forcing as the network parameters converge to their optimum values. The invention may also be used to train a neural network with stationary training and target vectors.

Toomarian, Nikzad↗