A convex optimization model predicts an output from an input by solving a convex optimization problem. The class of convex optimization models is large, and includes as special cases many well-known models like linear and logistic regression. We propose a heuristic for learning the parameters in a convex optimization model given a dataset of input-output pairs, using recently developed methods for differentiating the solution of a convex optimization problem with respect to its parameters. We describe three general classes of convex optimization models, maximum a posteriori (MAP) models, utility maximization models, and agent models, and present a numerical experiment for each.

Region-based free energy was originally proposed for generalized belief propagation (GBP) to improve loopy belief propagation (loopy BP). In this paper, we propose a neural network based energy model for inference in general Markov random fields (MRFs), which directly minimizes the region-based free energy defined on region graphs. We term our model Region-based Energy Neural Network (RENN). Unlike message-passing algorithms, RENN avoids iterative message propagation and is faster. Also different from recent deep neural network based models, inference by RENN does not require sampling, and RENN works on general MRFs. RENN can also be employed for MRF learning. Our experiments on marginal distribution estimation, partition function estimation, and learning of MRFs show that RENN outperforms the mean field method, loopy BP, GBP, and the state-of-the-art neural network based model.

The global volume of digital data is expected to reach 175 zettabytes by 2025. The volume, variety, and velocity of water-related data are increasing due to large-scale sensor networks and increased attention to topics such as disaster response, water resources management, and climate change. Combined with the growing availability of computational resources and popularity of deep learning, these data are transformed into actionable and practical knowledge, revolutionizing the water industry. In this article, a systematic review of literature is conducted to identify existing research which incorporates deep learning methods in the water sector, with regard to monitoring, management, governance and communication of water resources. The study provides a comprehensive review of state-of-the-art deep learning approaches used in the water industry for generation, prediction, enhancement, and classification tasks, and serves as a guide for how to utilize available deep learning methods for future water resources challenges. Key issues and challenges in the application of these techniques in the water domain are discussed, including the ethics of these technologies for decision-making in water resources management and governance. Finally, we provide recommendations and future directions for the application of deep learning models in hydrology and water resources.

Second-order optimizers hold intriguing potential for deep learning, but suffer from increased cost and sensitivity to the non-convexity of the loss surface as compared to gradient-based approaches. We introduce a coordinate descent method to train deep neural networks for classification tasks that exploits global convexity of the cross-entropy loss in the weights of the linear layer. Our hybrid Newton/Gradient Descent (NGD) method is consistent with the interpretation of hidden layers as providing an adaptive basis and the linear layer as providing an optimal fit of the basis to data. By alternating between a second-order method to find globally optimal parameters for the linear layer and gradient descent to train the hidden layers, we ensure an optimal fit of the adaptive basis to data throughout training. The size of the Hessian in the second-order step scales only with the number weights in the linear layer and not the depth and width of the hidden layers; furthermore, the approach is applicable to arbitrary hidden layer architecture. Previous work applying this adaptive basis perspective to regression problems demonstrated significant improvements in accuracy at reduced training cost, and this work can be viewed as an extension of this approach to classification problems. We first prove that the resulting Hessian matrix is symmetric semi-definite, and that the Newton step realizes a global minimizer. By studying classification of manufactured two-dimensional point cloud data, we demonstrate both an improvement in validation error and a striking qualitative difference in the basis functions encoded in the hidden layer when trained using NGD. Application to image classification benchmarks for both dense and convolutional architectures reveals improved training accuracy, suggesting possible gains of second-order methods over gradient descent.

We investigate nonlinear regression for nonstationary sequential data. In most real-life applications such as business domains including finance, retail, energy and economy, timeseries data exhibits nonstationarity due to the temporally varying dynamics of the underlying system. We introduce a novel recurrent neural network (RNN) architecture, which adaptively switches between internal regimes in a Markovian way to model the nonstationary nature of the given data. Our model, Markovian RNN employs a hidden Markov model (HMM) for regime transitions, where each regime controls hidden state transitions of the recurrent cell independently. We jointly optimize the whole network in an end-to-end fashion. We demonstrate the significant performance gains compared to vanilla RNN and conventional methods such as Markov Switching ARIMA through an extensive set of experiments with synthetic and real-life datasets. We also interpret the inferred parameters and regime belief values to analyze the underlying dynamics of the given sequences.

Deep learning in remote sensing has become an international hype, but it is mostly limited to the evaluation of optical data. Although deep learning has been introduced in SAR data processing, despite successful first attempts, its huge potential remains locked. For example, to the best knowledge of the authors, there is no single example of deep learning in SAR that has been developed up to operational processing of big data or integrated into the production chain of any satellite mission. In this paper, we provide an introduction to the most relevant deep learning models and concepts, point out possible pitfalls by analyzing special characteristics of SAR data, review the state-of-the-art of deep learning applied to SAR in depth, summarize available benchmarks, and recommend some important future research directions. With this effort, we hope to stimulate more research in this interesting yet under-exploited research field.

This paper proposes simple, data-driven, optimal rate-adaptive inferences on a structural function in semi-nonparametric conditional moment restrictions. We consider two types of hypothesis tests based on leave-one-out sieve estimators. A structure-space test (ST) uses a quadratic distance between the structural functions of endogenous variables; while an image-space test (IT) uses a quadratic distance of the conditional moment from zero. For both tests, we analyze their respective classes of nonparametric alternative models that are separated from the null hypothesis by the minimax rate of testing. That is, the sum of the type I and the type II errors of the test, uniformly over the class of nonparametric alternative models, cannot be improved by any other test. Our new minimax rate of ST differs from the known minimax rate of estimation in nonparametric instrumental variables (NPIV) models. We propose computationally simple and novel exponential scan data-driven choices of sieve regularization parameters and adjusted chi-squared critical values. The resulting tests attain the minimax rate of testing, and hence optimally adapt to the unknown smoothness of functions and are robust to the unknown degree of ill-posedness (endogeneity). Data-driven confidence sets are easily obtained by inverting the adaptive ST. Monte Carlo studies demonstrate that our adaptive ST has good size and power properties in finite samples for testing monotonicity or equality restrictions in NPIV models. Empirical applications to nonparametric multi-product demands with endogenous prices are presented.

Phase retrieval, the problem of recovering lost phase information from measured intensity alone, is an inverse problem that is widely faced in various imaging modalities ranging from astronomy to nanoscale imaging. The current process of phase recovery is iterative in nature. As a result, the image formation is time-consuming and computationally expensive, precluding real-time imaging. Here, we use 3D nanoscale X-ray imaging as a representative example to develop a deep learning model to address this phase retrieval problem. We introduce 3D-CDI-NN, a deep convolutional neural network and differential programming framework trained to predict 3D structure and strain solely from input 3D X-ray coherent scattering data. Our networks are designed to be "physics-aware" in multiple aspects; in that the physics of x-ray scattering process is explicitly enforced in the training of the network, and the training data are drawn from atomistic simulations that are representative of the physics of the material. We further refine the neural network prediction through a physics-based optimization procedure to enable maximum accuracy at lowest computational cost. 3D-CDI-NN can invert a 3D coherent diffraction pattern to real-space structure and strain hundreds of times faster than traditional iterative phase retrieval methods, with negligible loss in accuracy. Our integrated machine learning and differential programming solution to the phase retrieval problem is broadly applicable across inverse problems in other application areas.

Stochastic network modeling is often limited by high computational costs to generate a large number of networks enough for meaningful statistical evaluation. In this study, Deep Convolutional Generative Adversarial Networks (DCGANs) were applied to quickly reproduce drainage networks from the already generated network samples without repetitive long modeling of the stochastic network model, Gibb's model. In particular, we developed a novel connectivity-informed method that converts the drainage network images to the directional information of flow on each node of the drainage network, and then transform it into multiple binary layers where the connectivity constraints between nodes in the drainage network are stored. DCGANs trained with three different types of training samples were compared; 1) original drainage network images, 2) their corresponding directional information only, and 3) the connectivity-informed directional information. Comparison of generated images demonstrated that the novel connectivity-informed method outperformed the other two methods by training DCGANs more effectively and better reproducing accurate drainage networks due to its compact representation of the network complexity and connectivity. This work highlights that DCGANs can be applicable for high contrast images common in earth and material sciences where the network, fractures, and other high contrast features are important.