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Context-Aware Generative Models for Prediction of Aircraft Ground Tracks
Sep 26, 2023
Trajectory prediction (TP) plays an important role in supporting the decision-making of Air Traffic Controllers (ATCOs). Traditional TP methods are deterministic and physics-based, with parameters that are calibrated using aircraft surveillance data harvested across the world. These models are, therefore, agnostic to the intentions of the pilots and ATCOs, which can have a significant effect on the observed trajectory, particularly in the lateral plane. This work proposes a generative method for lateral TP, using probabilistic machine learning to model the effect of the epistemic uncertainty arising from the unknown effect of pilot behaviour and ATCO intentions. The models are trained to be specific to a particular sector, allowing local procedures such as coordinated entry and exit points to be modelled. A dataset comprising a week's worth of aircraft surveillance data, passing through a busy sector of the United Kingdom's upper airspace, was used to train and test the models. Specifically, a piecewise linear model was used as a functional, low-dimensional representation of the ground tracks, with its control points determined by a generative model conditioned on partial context. It was found that, of the investigated models, a Bayesian Neural Network using the Laplace approximation was able to generate the most plausible trajectories in order to emulate the flow of traffic through the sector.
MBORE: Multi-objective Bayesian Optimisation by Density-Ratio Estimation
Mar 31, 2022
Optimisation problems often have multiple conflicting objectives that can be computationally and/or financially expensive. Mono-surrogate Bayesian optimisation (BO) is a popular model-based approach for optimising such black-box functions. It combines objective values via scalarisation and builds a Gaussian process (GP) surrogate of the scalarised values. The location which maximises a cheap-to-query acquisition function is chosen as the next location to expensively evaluate. While BO is an effective strategy, the use of GPs is limiting. Their performance decreases as the problem input dimensionality increases, and their computational complexity scales cubically with the amount of data. To address these limitations, we extend previous work on BO by density-ratio estimation (BORE) to the multi-objective setting. BORE links the computation of the probability of improvement acquisition function to that of probabilistic classification. This enables the use of state-of-the-art classifiers in a BO-like framework. In this work we present MBORE: multi-objective Bayesian optimisation by density-ratio estimation, and compare it to BO across a range of synthetic and real-world benchmarks. We find that MBORE performs as well as or better than BO on a wide variety of problems, and that it outperforms BO on high-dimensional and real-world problems.
How Bayesian Should Bayesian Optimisation Be?
May 03, 2021
Bayesian optimisation (BO) uses probabilistic surrogate models - usually Gaussian processes (GPs) - for the optimisation of expensive black-box functions. At each BO iteration, the GP hyperparameters are fit to previously-evaluated data by maximising the marginal likelihood. However, this fails to account for uncertainty in the hyperparameters themselves, leading to overconfident model predictions. This uncertainty can be accounted for by taking the Bayesian approach of marginalising out the model hyperparameters. We investigate whether a fully-Bayesian treatment of the Gaussian process hyperparameters in BO (FBBO) leads to improved optimisation performance. Since an analytic approach is intractable, we compare FBBO using three approximate inference schemes to the maximum likelihood approach, using the Expected Improvement (EI) and Upper Confidence Bound (UCB) acquisition functions paired with ARD and isotropic Matern kernels, across 15 well-known benchmark problems for 4 observational noise settings. FBBO using EI with an ARD kernel leads to the best performance in the noise-free setting, with much less difference between combinations of BO components when the noise is increased. FBBO leads to over-exploration with UCB, but is not detrimental with EI. Therefore, we recommend that FBBO using EI with an ARD kernel as the default choice for BO.
Asynchronous ε-Greedy Bayesian Optimisation
Oct 16, 2020
Bayesian Optimisation (BO) is a popular surrogate model-based approach for optimising expensive black-box functions. In order to reduce optimisation wallclock time, parallel evaluation of the black-box function has been proposed. Asynchronous BO allows for a new evaluation to be started as soon as another finishes, thus maximising utilisation of evaluation workers. We present AEGiS (Asynchronous $\epsilon$-Greedy Global Search), an asynchronous BO method that, with probability $2\epsilon$, performs either Thompson sampling or random selection from the approximate Pareto set trading-off between exploitation (surrogate mean prediction) and exploration (surrogate posterior variance). The remaining $1-2\epsilon$ of moves exploit the surrogate's mean prediction. Results on fifteen synthetic benchmark problems, three meta-surrogate hyperparameter tuning problems and two robot pushing problems show that AEGiS generally outperforms existing methods for asynchronous BO. When a single worker is available performance is no worse than BO using expected improvement. We also verify the importance of each of the three components in an ablation study, as well as comparing Pareto set selection to selection from the entire feasible problem domain, finding that the former is vastly superior.
What do you Mean? The Role of the Mean Function in Bayesian Optimisation
May 08, 2020
Bayesian optimisation is a popular approach for optimising expensive black-box functions. The next location to be evaluated is selected via maximising an acquisition function that balances exploitation and exploration. Gaussian processes, the surrogate models of choice in Bayesian optimisation, are often used with a constant prior mean function equal to the arithmetic mean of the observed function values. We show that the rate of convergence can depend sensitively on the choice of mean function. We empirically investigate 8 mean functions (constant functions equal to the arithmetic mean, minimum, median and maximum of the observed function evaluations, linear, quadratic polynomials, random forests and RBF networks), using 10 synthetic test problems and two real-world problems, and using the Expected Improvement and Upper Confidence Bound acquisition functions. We find that for design dimensions $\ge5$ using a constant mean function equal to the worst observed quality value is consistently the best choice on the synthetic problems considered. We argue that this worst-observed-quality function promotes exploitation leading to more rapid convergence. However, for the real-world tasks the more complex mean functions capable of modelling the fitness landscape may be effective, although there is no clearly optimum choice.
$ε$-shotgun: $ε$-greedy Batch Bayesian Optimisation
Feb 05, 2020
Bayesian optimisation is a popular, surrogate model-based approach for optimising expensive black-box functions. Given a surrogate model, the next location to expensively evaluate is chosen via maximisation of a cheap-to-query acquisition function. We present an $\epsilon$-greedy procedure for Bayesian optimisation in batch settings in which the black-box function can be evaluated multiple times in parallel. Our $\epsilon$-shotgun algorithm leverages the model's prediction, uncertainty, and the approximated rate of change of the landscape to determine the spread of batch solutions to be distributed around a putative location. The initial target location is selected either in an exploitative fashion on the mean prediction, or -- with probability $\epsilon$ -- from elsewhere in the design space. This results in locations that are more densely sampled in regions where the function is changing rapidly and in locations predicted to be good (i.e close to predicted optima), with more scattered samples in regions where the function is flatter and/or of poorer quality. We empirically evaluate the $\epsilon$-shotgun methods on a range of synthetic functions and two real-world problems, finding that they perform at least as well as state-of-the-art batch methods and in many cases exceed their performance.
Greed is Good: Exploration and Exploitation Trade-offs in Bayesian Optimisation
Nov 28, 2019
The performance of acquisition functions for Bayesian optimisation is investigated in terms of the Pareto front between exploration and exploitation. We show that Expected Improvement and the Upper Confidence Bound always select solutions to be expensively evaluated on the Pareto front, but Probability of Improvement is never guaranteed to do so and Weighted Expected Improvement does only for a restricted range of weights. We introduce two novel $\epsilon$-greedy acquisition functions. Extensive empirical evaluation of these together with random search, purely exploratory and purely exploitative search on 10 benchmark problems in 1 to 10 dimensions shows that $\epsilon$-greedy algorithms are generally at least as effective as conventional acquisition functions, particularly with a limited budget. In higher dimensions $\epsilon$-greedy approaches are shown to have improved performance over conventional approaches. These results are borne out on a real world computational fluid dynamics optimisation problem and a robotics active learning problem.
Visual Object Tracking: The Initialisation Problem
May 22, 2018
Model initialisation is an important component of object tracking. Tracking algorithms are generally provided with the first frame of a sequence and a bounding box (BB) indicating the location of the object. This BB may contain a large number of background pixels in addition to the object and can lead to parts-based tracking algorithms initialising their object models in background regions of the BB. In this paper, we tackle this as a missing labels problem, marking pixels sufficiently away from the BB as belonging to the background and learning the labels of the unknown pixels. Three techniques, One-Class SVM (OC-SVM), Sampled-Based Background Model (SBBM) (a novel background model based on pixel samples), and Learning Based Digital Matting (LBDM), are adapted to the problem. These are evaluated with leave-one-video-out cross-validation on the VOT2016 tracking benchmark. Our evaluation shows both OC-SVMs and SBBM are capable of providing a good level of segmentation accuracy but are too parameter-dependent to be used in real-world scenarios. We show that LBDM achieves significantly increased performance with parameters selected by cross validation and we show that it is robust to parameter variation.
Part-Based Tracking by Sampling
May 22, 2018
We propose a novel part-based method for tracking an arbitrary object in challenging video sequences, focusing on robustly tracking under the effects of camera motion and object motion change. Each of a group of tracked image patches on the target is represented by pairs of RGB pixel samples and counts of how many pixels in the patch are similar to them. This empirically characterises the underlying colour distribution of the patches and allows for matching using the Bhattacharyya distance. Candidate patch locations are generated by applying non-shearing affine transformations to the patches' previous locations, followed by local optimisation. Experiments using the VOT2016 dataset show that our tracker out-performs all other part-based trackers in terms of robustness to camera motion and object motion change.