Beyond local optimality: An improved approach to hybrid model learning

Stephanie Gil, Brian Williams

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations

Abstract

Local convergence is a limitation of many optimization approaches for multimodal functions. For hybrid model learning, this can mean a compromise in accuracy. We develop an approach for learning the model parameters of hybrid discrete-continuous systems that avoids getting stuck in locally optimal solutions. We present an algorithm that implements this approach that 1) iteratively learns the locations and shapes of explored local maxima of the likelihood function, and 2) focuses the search away from these areas of the solution space, toward undiscovered maxima that are a priori likely to be optimal solutions. We evaluate the algorithm on Autonomous Underwater Vehicle (AUV) data. Our aggregate results show reduction in distance to the global maximum by 16% in 10 iterations, averaged over 100 trials, and iterative increase in log-liklihood value of learned model parameters, demonstrating the ability of the algorithm to guide the search toward increasingly better optima of the likelihood function, avoiding local convergence.

Original languageEnglish (US)
Title of host publicationProceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
Pages3938-3945
Number of pages8
DOIs
StatePublished - Dec 1 2009
Externally publishedYes
Event48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 - Shanghai, China
Duration: Dec 15 2009Dec 18 2009

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009
CountryChina
CityShanghai
Period12/15/0912/18/09

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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  • Cite this

    Gil, S., & Williams, B. (2009). Beyond local optimality: An improved approach to hybrid model learning. In Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009 (pp. 3938-3945). [5400529] (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2009.5400529