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2012


Quasi-Newton Methods: A New Direction
Quasi-Newton Methods: A New Direction

Hennig, P., Kiefel, M.

In Proceedings of the 29th International Conference on Machine Learning, pages: 25-32, ICML ’12, (Editors: John Langford and Joelle Pineau), Omnipress, New York, NY, USA, ICML, July 2012 (inproceedings)

Abstract
Four decades after their invention, quasi- Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to the objective function. We show that many, including the most popular, quasi-Newton methods can be interpreted as approximations of Bayesian linear regression under varying prior assumptions. This new notion elucidates some shortcomings of classical algorithms, and lights the way to a novel nonparametric quasi-Newton method, which is able to make more efficient use of available information at computational cost similar to its predecessors.

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website+code pdf link (url) [BibTex]

2012


website+code pdf link (url) [BibTex]


Entropy Search for Information-Efficient Global Optimization
Entropy Search for Information-Efficient Global Optimization

Hennig, P., Schuler, C.

Journal of Machine Learning Research, 13, pages: 1809-1837, -, June 2012 (article)

Abstract
Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corresponding inference problem is intractable in several ways. This paper develops desiderata for probabilistic optimization algorithms, then presents a concrete algorithm which addresses each of the computational intractabilities with a sequence of approximations and explicitly adresses the decision problem of maximizing information gain from each evaluation.

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PDF Web Project Page [BibTex]

PDF Web Project Page [BibTex]


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Learning Tracking Control with Forward Models

Bócsi, B., Hennig, P., Csató, L., Peters, J.

In pages: 259 -264, IEEE International Conference on Robotics and Automation (ICRA), May 2012 (inproceedings)

Abstract
Performing task-space tracking control on redundant robot manipulators is a difficult problem. When the physical model of the robot is too complex or not available, standard methods fail and machine learning algorithms can have advantages. We propose an adaptive learning algorithm for tracking control of underactuated or non-rigid robots where the physical model of the robot is unavailable. The control method is based on the fact that forward models are relatively straightforward to learn and local inversions can be obtained via local optimization. We use sparse online Gaussian process inference to obtain a flexible probabilistic forward model and second order optimization to find the inverse mapping. Physical experiments indicate that this approach can outperform state-of-the-art tracking control algorithms in this context.

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PDF Web DOI [BibTex]

PDF Web DOI [BibTex]


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Approximate Gaussian Integration using Expectation Propagation

Cunningham, J., Hennig, P., Lacoste-Julien, S.

In pages: 1-11, -, January 2012 (inproceedings) Submitted

Abstract
While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We offer here an empirical study of the utility of Expectation Propagation (EP) as an approximate integration method for this problem. For rectangular integration regions, the approximation is highly accurate. We also extend the derivations to the more general case of polyhedral integration regions. However, we find that in this polyhedral case, EP's answer, though often accurate, can be almost arbitrarily wrong. These unexpected results elucidate an interesting and non-obvious feature of EP not yet studied in detail, both for the problem of Gaussian probabilities and for EP more generally.

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Web [BibTex]

Web [BibTex]


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Kernel Topic Models

Hennig, P., Stern, D., Herbrich, R., Graepel, T.

In Fifteenth International Conference on Artificial Intelligence and Statistics, 22, pages: 511-519, JMLR Proceedings, (Editors: Lawrence, N. D. and Girolami, M.), JMLR.org, AISTATS , 2012 (inproceedings)

Abstract
Latent Dirichlet Allocation models discrete data as a mixture of discrete distributions, using Dirichlet beliefs over the mixture weights. We study a variation of this concept, in which the documents' mixture weight beliefs are replaced with squashed Gaussian distributions. This allows documents to be associated with elements of a Hilbert space, admitting kernel topic models (KTM), modelling temporal, spatial, hierarchical, social and other structure between documents. The main challenge is efficient approximate inference on the latent Gaussian. We present an approximate algorithm cast around a Laplace approximation in a transformed basis. The KTM can also be interpreted as a type of Gaussian process latent variable model, or as a topic model conditional on document features, uncovering links between earlier work in these areas.

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PDF Web [BibTex]

PDF Web [BibTex]


Fourier-transform photocurrent spectroscopy using a supercontinuum light source
Fourier-transform photocurrent spectroscopy using a supercontinuum light source

Petermann, C., Beigang, R., Fischer, P.

APPLIED PHYSICS LETTERS, 100(6), 2012 (article)

Abstract
We demonstrate an implementation of frequency-encoded photocurrent spectroscopy using a super-continuum light source. The spectrally broad light is spatially dispersed and modulated with a special mechanical chopper design that permits a continuous wavelength-dependent modulation. After recombination, the light beam contains a frequency encoded spectrum which enables us to map the spectral response of a given sample in 60 ms and with a lateral resolution of 10 mu m. (C) 2012 American Institute of Physics.

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DOI [BibTex]

DOI [BibTex]


Eine neue Form von Cavity Enhanced Absorption Spectroscopy
Eine neue Form von Cavity Enhanced Absorption Spectroscopy

Petermann, C., Fischer, P.

DE Gruyter, 79(1), 2012, Best paper award OPTO 2011 (article)

Abstract
Wir stellen eine Kopplungsmethode für resonatorgestützte Absorptionsmessungen vor, bei der Licht durch einen im Resonator platzierten akustooptischen Modulator aktiv ein- und ausgekoppelt wird. Dies ermöglicht es Cavity-Ring-Down-Spektroskopie (CRDS) mit breitbandigen und zeitlich inkohärenten Lichtquellen niedriger spektraler Leistungsdichte durchzuführen. Das Verfahren wird zum ersten Mal mit einer breitbandigen Superkontinuum-Quelle demonstriert.

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A new coupling scheme for cavity enhanced absorption spectroscopy makes use of an intracavity acousto-optical modulator to actively switch light into (and out of) a resonator. This allows cavity ringdown spectroscopy (CRDS) to be implemented with broadband temporally incoherent light sources with low spectral power densities. The method is demonstrated for the first time using a broadband supercontinuum source. Best paper award OPTO 2011.

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link (url) [BibTex]

link (url) [BibTex]

2007


Frequency-domain displacement sensing with a fiber ring-resonator containing a variable gap
Frequency-domain displacement sensing with a fiber ring-resonator containing a variable gap

Vollmer, F., Fischer, P.

SENSORS AND ACTUATORS A-PHYSICAL, 134(2):410-413, 2007 (article)

Abstract
Ring-resonators are in general not amenable to strain-free (non-contact) displacement measurements. We show that this limitation may be overcome if the ring-resonator, here a fiber-loop, is designed to contain a gap, such that the light traverses a free-space part between two aligned waveguide ends. Displacements are determined with nanometer sensitivity by measuring the associated changes in the resonance frequencies. Miniaturization should increase the sensitivity of the ring-resonator interferometer. Ring geometries that contain an optical circulator can be used to profile reflective samples. (c) 2006 Elsevier B.V. All rights reserved.

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DOI [BibTex]

2007


DOI [BibTex]


Observation of the Faraday effect via beam deflection in a longitudinal magnetic field
Observation of the Faraday effect via beam deflection in a longitudinal magnetic field

Ghosh, A., Hill, W., Fischer, P.

PHYSICAL REVIEW A, 76(5), 2007 (article)

Abstract
We show that magnetic-field-induced circular differential deflection of light can be observed in reflection or refraction at a single interface. The difference in the reflection or refraction angles between the two circular polarization components is a function of the magnetic-field strength and the Verdet constant, and permits the observation of the Faraday effect not via polarization rotation in transmission, but via changes in the propagation direction. Deflection measurements do not suffer from n-pi ambiguities and are shown to be another means to map magnetic fields with high axial resolution, or to determine the sign and magnitude of magnetic-field pulses in a single measurement.

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DOI [BibTex]


Circular differential double diffraction in chiral media
Circular differential double diffraction in chiral media

Ghosh, A., Fazal, F. M., Fischer, P.

OPTICS LETTERS, 32(13):1836-1838, 2007 (article)

Abstract
In an optically active liquid the diffraction angle depends on the circular polarization state of the incident light beam. We report the observation of circular differential diffraction in an isotropic chiral medium, and we demonstrate that double diffraction is an alternate means to determine the handedness (enantiomeric excess) of a solution. (c) 2007 Optical Society of America.

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DOI [BibTex]

DOI [BibTex]