Recently, it has been observed that a sparse trigonometric polynomial, i.e. having only a small number of non-zero coefficients, can be reconstructed exactly from a small number of random samples using Basis Pursuit (BP) and Orthogonal Matching Pursuit (OMP). In the present article it is shown that recovery both by a BP variant and by OMP is stable under perturbation of the samples values by noise. For BP in addition, the stability result is extended to (non-sparse) trigonometric polynomials that can be well-approximated by sparse ones. The theoretical findings are illustrated by numerical experiments. Key Words: random sampling, trigonometric polynomials, Orthogonal Matching Pursuit, Basis Pursuit, compressed sensing, stability under noise, fast Fourier transform, non-equispaced

This paper addresses the important tradeoff between privacy and learnability, when designing algorithms for learning from private databases. We focus on privacy-preserving logistic regression. First we apply an idea of Dwork et al. [7] to design a privacy-preserving logistic regression algorithm. This involves bounding the sensitivity of regularized logistic regression, and perturbing the learned classifier with noise proportional to the sensitivity. We show that for certain data distributions, this algorithm has poor learning generalization, compared with standard regularized logistic regression. We then provide a privacy-preserving regularized logistic regression algorithm based on a new privacy-preserving technique: solving a perturbed optimization problem. We prove that our algorithm preserves privacy in the model due to [7], and we provide learning guarantees. We show that our algorithm performs almost as well as standard regularized logistic regression, in terms of generalization error. Experiments demonstrate improved learning performance of our method, versus the sensitivity method. Our privacy-preserving technique does not depend on the sensitivity of the function, and extends easily to a class of convex loss functions. Our work also reveals an interesting connection between regularization and privacy. 1

In apprenticeship learning, the goal is to learn a policy in a Markov decision process that is at least as good as a policy demonstrated by an expert. The difficulty arises in that the MDP’s true reward function is assumed to be unknown. We show how to frame apprenticeship learning as a linear programming problem, and show that using an off-the-shelf LP solver to solve this problem results in a substantial improvement in running time over existing methods — up to two orders of magnitude faster in our experiments. Additionally, our approach produces stationary policies, while all existing methods for apprenticeship learning output policies that are “mixed”, i.e. randomized combinations of stationary policies. The technique used is general enough to convert any mixed policy to a stationary policy. 1.

Abstract not found

Water is nature’s most precious resource and growing demand is pushing fresh water supplies to the brink of nonrenewability. New technological and social initiatives that enhance conservation and reduce waste are needed. Providing consumers with fine-grained real-time information has yielded benefits in conservation of power and gasoline. Extending this philosophy to water conservation, we introduce a novel water monitoring system, NAWMS, that similarly empowers users. The goal of our work is to furnish users with an easy-toinstall self-calibrating system that provides information on when, where, and how much water they are using. The system uses wireless vibration sensors attached to pipes and, thus, neither plumbing nor special expertise is necessary

We examine the problem of segmenting tracked feature point trajectories of multiple moving objects in an image sequence. Using the affine camera model, this motion segmentation problem can be cast as the problem of segmenting samples drawn from a union of linear subspaces. Due to limitations of the tracker, occlusions and the presence of nonrigid objects in the scene, the obtained motion trajectories may contain grossly mistracked features, missing entries, or not correspond to any valid motion model. In this paper, we develop a robust subspace separation scheme that can deal with all of these practical issues in a unified framework. Our methods draw strong connections between lossy compression, rank minimization, and sparse representation. We test our methods extensively and compare their performance to several extant methods with experiments on the Hopkins 155 database. Our results are on par with stateof-the-art results, and in many cases exceed them. All MAT-LAB code and segmentation results are publicly available for peer evaluation at

A widely recognized shortcoming of model predictive control (MPC) is that it can usually only be used in applications with slow dynamics, where the sample time is measured in seconds or minutes. A well known technique for implementing fast MPC is to compute the entire control law offline, in which case the online controller can be implemented as a lookup table. This method works well for systems with small state and input dimensions (say, no more than 5), and short time horizons. In this paper we describe a collection of methods for improving the speed of MPC, using online optimization. These custom methods, which exploit the particular structure of the MPC problem, can compute the control action on the order of 100 times faster than a method that uses a generic optimizer. As an example, our method computes the control actions for a problem with 12 states, 3 controls, and horizon of 30 time steps (which entails solving a quadratic program with 450 variables and 1260 constraints) in around 5msec, allowing MPC to be carried out at 200Hz. 1

Abstract. This paper studies algorithms for solving the problem of recovering a low-rank matrix with a fraction of its entries arbitrarily corrupted. This problem can be viewed as a robust version of classical PCA, and arises in a number of application domains, including image processing, web data ranking, and bioinformatic data analysis. It was recently shown that under surprisingly broad conditions, it can be exactly solved via a convex programming surrogate that combines nuclear norm minimization and ℓ1-norm minimization. This paper develops and compares two complementary approaches for solving this convex program. The first is an accelerated proximal gradient algorithm directly applied to the primal; while the second is a gradient algorithm applied to the dual problem. Both are several orders of magnitude faster than the previous state-of-the-art algorithm for this problem, which was based on iterative thresholding. Simulations demonstrate the performance improvement that can be obtained via these two algorithms, and clarify their relative merits.

Recent theoretical developments in the area of compressive sensing (CS) have the potential to significantly extend the capabilities of digital data acquisition systems such as analogto-digital converters and digital imagers in certain applications. A key hallmark of CS is that it enables sub-Nyquist sampling for signals, images, and other data. In this paper, we explore and exploit another heretofore relatively unexplored hallmark, the fact that certain CS measurement systems are democractic, which means that each measurement carries roughly the same amount of information about the signal being acquired. Using the democracy property, we re-think how to quantize the compressive measurements in practical CS systems. If we were to apply the conventional wisdom gained from conventional Shannon-Nyquist uniform sampling, then we would scale down the analog signal amplitude (and therefore increase the quantization error) to avoid the gross saturation errors that occur when the signal amplitude exceeds the quantizer’s dynamic range. In stark contrast, we demonstrate that a CS system achieves the best performance when it operates at a significantly nonzero saturation rate. We develop two methods to recover signals from saturated CS measurements. The first directly exploits the democracy property by simply discarding the saturated measurements. The second integrates saturated measurements as constraints into standard linear programming and greedy recovery techniques. Finally, we develop a simple automatic gain control system that uses the saturation rate to optimize the input gain.

Abstract—We analyze the Basis Pursuit recovery method when observing signals with general perturbations (i.e., additive, as well as multiplicative noise). This completely perturbed model extends the previous work of Candès, Romberg and Tao on stable signal recovery from incomplete and inaccurate measurements. Our results show that, under suitable conditions, the stability of the recovered signal is limited by the noise level in the observation. Moreover, this accuracy is within a constant multiple of the bestcase reconstruction using the technique of least squares. I.