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Register a new userStatistical Pattern Recognition for Driving Styles Based on Bayesian Probability and Kernel Density Estimation
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Driving styles have a great influence on vehicle fuel economy, active safety, and drivability. To recognize driving styles of path-tracking behaviors for different divers, a statistical pattern-recognition method is developed to deal with the uncertainty of driving styles or characteristics based on probability density estimation. First, to describe driver path-tracking styles, vehicle speed and throttle opening are selected as the discriminative parameters, and a conditional kernel density function of vehicle speed and throttle opening is built, respectively, to describe the uncertainty and probability of two representative driving styles, e.g., aggressive and normal. Meanwhile, a posterior probability of each element in feature vector is obtained using full Bayesian theory. Second, a Euclidean distance method is involved to decide to which class the driver should be subject instead of calculating the complex covariance between every two elements of feature vectors. By comparing the Euclidean distance between every elements in feature vector, driving styles are classified into seven levels ranging from low normal to high aggressive. Subsequently, to show benefits of the proposed pattern-recognition method, a cross-validated method is used, compared with a fuzzy logic-based pattern-recognition method. The experiment results show that the proposed statistical pattern-recognition method for driving styles based on kernel density estimation is more efficient and stable than the fuzzy logic-based method.
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A rapid pattern-recognition approach to characterize drivers curve-negotiating behavior is proposed. To shorten the recognition time and improve the recognition of driving styles, a k-means clustering-based support vector machine ( kMC-SVM) method is developed and used for classifying drivers into two types: aggressive and moderate. First, vehicle speed and throttle opening are treated as the feature parameters to reflect the driving styles. Second, to discriminate driver curve-negotiating behaviors and reduce the number of support vectors, the k-means clustering method is used to extract and gather the two types of driving data and shorten the recognition time. Then, based on the clustering results, a support vector machine approach is utilized to generate the hyperplane for judging and predicting to which types the human driver are subject. Lastly, to verify the validity of the kMC-SVM method, a cross-validation experiment is designed and conducted. The research results show that the $ k $MC-SVM is an effective method to classify driving styles with a short time, compared with SVM method.
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations lie on a lower-dimensional manifold of high probability. It has been more difficult, however, to exploit this insight to build explicit, tractable density models for high-dimensional data. In this paper, we introduce the deep density model (DDM), a new approach to density estimation. We exploit insights from deep learning to construct a bijective map to a representation space, under which the transformation of the distribution of the data is approximately factorized and has identical and known marginal densities. The simplicity of the latent distribution under the model allows us to feasibly explore it, and the invertibility of the map to characterize contraction of measure across it. This enables us to compute normalized densities for out-of-sample data. This combination of tractability and flexibility allows us to tackle a variety of probabilistic tasks on high-dimensional datasets, including: rapid computation of normalized densities at test-time without evaluating a partition function; generation of samples without MCMC; and characterization of the joint entropy of the data.
In this paper, a nonparametric maximum likelihood (ML) estimator for band-limited (BL) probability density functions (pdfs) is proposed. The BLML estimator is consistent and computationally efficient. To compute the BLML estimator, three approximate algorithms are presented: a binary quadratic programming (BQP) algorithm for medium scale problems, a Trivial algorithm for large-scale problems that yields a consistent estimate if the underlying pdf is strictly positive and BL, and a fast implementation of the Trivial algorithm that exploits the band-limited assumption and the Nyquist sampling theorem (BLMLQuick). All three BLML estimators outperform kernel density estimation (KDE) algorithms (adaptive and higher order KDEs) with respect to the mean integrated squared error for data generated from both BL and infinite-band pdfs. Further, the BLMLQuick estimate is remarkably faster than the KD algorithms. Finally, the BLML method is applied to estimate the conditional intensity function of a neuronal spike train (point process) recorded from a rats entorhinal cortex grid cell, for which it outperforms state-of-the-art estimators used in neuroscience.
Many recent invertible neural architectures are based on coupling block designs where variables are divided in two subsets which serve as inputs of an easily invertible (usually affine) triangular transformation. While such a transformation is invertible, its Jacobian is very sparse and thus may lack expressiveness. This work presents a simple remedy by noting that subdivision and (affine) coupling can be repeated recursively within the resulting subsets, leading to an efficiently invertible block with dense, triangular Jacobian. By formulating our recursive coupling scheme via a hierarchical architecture, HINT allows sampling from a joint distribution p(y,x) and the corresponding posterior p(x|y) using a single invertible network. We evaluate our method on some standard data sets and benchmark its full power for density estimation and Bayesian inference on a novel data set of 2D shapes in Fourier parameterization, which enables consistent visualization of samples for different dimensionalities.
Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in practice. This paper employs normalising flows as a flexible likelihood model and presents an efficient method for fitting them to complex densities. These estimators must trade-off between modeling distributional complexity, functional complexity and heteroscedasticity without overfitting. We recognize these trade-offs as modeling decisions and develop a Bayesian framework for placing priors over these conditional density estimators using variational Bayesian neural networks. We evaluate this method on several small benchmark regression datasets, on some of which it obtains state of the art performance. Finally, we apply the method to two spatial density modeling tasks with over 1 million datapoints using the New York City yellow taxi dataset and the Chicago crime dataset.
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