Machine Learning and Optimization

We present a hybrid stochastic/deterministic optimization scheme that uses RJMCMC to perform stochastic search over the space of detection configurations, interleaved with deterministic computation of the optimal multi-frame data association for each proposed detection hypothesis.

In this paper, we consider optimization as an approach for quickly and flexibly developing hybrid cognitive capabilities that are efficient, scalable, and can exploit knowledge to improve solution speed and quality.

We describe how the powerful “Divide and Concur” algorithm for constraint satisfaction can be derived as a special case of a message-passing version of the Alternating Direction Method of Multipliers (ADMM) algorithm for convex optimization, and introduce an improved message-passing algorithm based on ADMM/DC by introducing three distinct weights for messages, with “certain” and “no opinion” weights, as well as the standard weight used in ADMM/DC.

We describe a novel approach for computing collision-free global trajectories for p agents with specified initial and final configurations, based on an improved version of the alternating direction method of multipliers (ADMM) algorithm. Compared with existing methods, our approach is naturally parallelizable and allows for incorporating different cost functionals with only minor adjustments.

We consider the problem of learning predictive models for in-game sports play prediction. Focusing on basketball, we develop models for anticipating near-future events given the current game state. We employ a latent factor modeling approach, which leads to a compact data representation that enables efficient prediction given raw spatiotemporal tracking data.

In this paper, given an entire season’s worth of player and ball tracking data from a professional soccer league (≈400,000,000 data points), we present a method which can conduct both individual player and team analysis.