Gandhinagar
Population Estimation using Deep Learning over Gandhinagar Urban Area
Singla, Jai, Jotania, Peal, Pandya, Keivalya
Population estimation is crucial for various applications, from resource allocation to urban planning. Traditional methods such as surveys and censuses are expensive, time-consuming and also heavily dependent on human resources, requiring significant manpower for data collection and processing. In this study a deep learning solution is proposed to estimate population using high resolution (0.3 m) satellite imagery, Digital Elevation Models (DEM) of 0.5m resolution and vector boundaries. Proposed method combines Convolution Neural Network (CNN) architecture for classification task to classify buildings as residential and non-residential and Artificial Neural Network (ANN) architecture to estimate the population. Approx. 48k building footprints over Gandhinagar urban area are utilized containing both residential and non-residential, with residential categories further used for building-level population estimation. Experimental results on a large-scale dataset demonstrate the effectiveness of our model, achieving an impressive overall F1-score of 0.9936. The proposed system employs advanced geospatial analysis with high spatial resolution to estimate Gandhinagar population at 278,954. By integrating real-time data updates, standardized metrics, and infrastructure planning capabilities, this automated approach addresses critical limitations of conventional census-based methodologies. The framework provides municipalities with a scalable and replicable tool for optimized resource management in rapidly urbanizing cities, showcasing the efficiency of AI-driven geospatial analytics in enhancing data-driven urban governance.
EWGN: Elastic Weight Generation and Context Switching in Deep Learning
Sawant, Shriraj P., Miyapuram, Krishna P.
The ability to learn and retain a wide variety of tasks is a hallmark of human intelligence that has inspired research in artificial general intelligence. Continual learning approaches provide a significant step towards achieving this goal. It has been known that task variability and context switching are challenging for learning in neural networks. Catastrophic forgetting refers to the poor performance on retention of a previously learned task when a new task is being learned. Switching between different task contexts can be a useful approach to mitigate the same by preventing the interference between the varying task weights of the network. This paper introduces Elastic Weight Generative Networks (EWGN) as an idea for context switching between two different tasks. The proposed EWGN architecture uses an additional network that generates the weights of the primary network dynamically while consolidating the weights learned. The weight generation is input-dependent and thus enables context switching. Using standard computer vision datasets, namely MNIST and fashion-MNIST, we analyse the retention of previously learned task representations in Fully Connected Networks, Convolutional Neural Networks, and EWGN architectures with Stochastic Gradient Descent and Elastic Weight Consolidation learning algorithms. Understanding dynamic weight generation and context-switching ability can be useful in enabling continual learning for improved performance.
Uncertainty Quantification in SVM prediction
This paper explores Uncertainty Quantification (UQ) in SVM predictions, particularly for regression and forecasting tasks. Unlike the Neural Network, the SVM solutions are typically more stable, sparse, optimal and interpretable. However, there are only few literature which addresses the UQ in SVM prediction. At first, we provide a comprehensive summary of existing Prediction Interval (PI) estimation and probabilistic forecasting methods developed in the SVM framework and evaluate them against the key properties expected from an ideal PI model. We find that none of the existing SVM PI models achieves a sparse solution. To introduce sparsity in SVM model, we propose the Sparse Support Vector Quantile Regression (SSVQR) model, which constructs PIs and probabilistic forecasts by solving a pair of linear programs. Further, we develop a feature selection algorithm for PI estimation using SSVQR that effectively eliminates a significant number of features while improving PI quality in case of high-dimensional dataset. Finally we extend the SVM models in Conformal Regression setting for obtaining more stable prediction set with finite test set guarantees. Extensive experiments on artificial, real-world benchmark datasets compare the different characteristics of both existing and proposed SVM-based PI estimation methods and also highlight the advantages of the feature selection in PI estimation. Furthermore, we compare both, the existing and proposed SVM-based PI estimation models, with modern deep learning models for probabilistic forecasting tasks on benchmark datasets. Furthermore, SVM models show comparable or superior performance to modern complex deep learning models for probabilistic forecasting task in our experiments.