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 Bayesian Learning


A Primer on Variational Inference for Physics-Informed Deep Generative Modelling

arXiv.org Machine Learning

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative modelling and inversion tasks due to its built-in Bayesian regularisation and flexibility, essential qualities for physics related problems. Deriving the central learning objective for VI must often be tailored to new learning tasks where the nature of the problems dictates the conditional dependence between variables of interest, such as arising in physics problems. In this paper, we provide an accessible and thorough technical introduction to VI for forward and inverse problems, guiding the reader through standard derivations of the VI framework and how it can best be realized through deep learning. We then review and unify recent literature exemplifying the creative flexibility allowed by VI. This paper is designed for a general scientific audience looking to solve physics-based problems with an emphasis on uncertainty quantification.


Inverse Particle Filter

arXiv.org Machine Learning

In cognitive systems, recent emphasis has been placed on studying the cognitive processes of the subject whose behavior was the primary focus of the system's cognitive response. This approach, known as inverse cognition, arises in counter-adversarial applications and has motivated the development of inverse Bayesian filters. In this context, a cognitive adversary, such as a radar, uses a forward Bayesian filter to track its target of interest. An inverse filter is then employed to infer the adversary's estimate of the target's or defender's state. Previous studies have addressed this inverse filtering problem by introducing methods like the inverse Kalman filter (I-KF), inverse extended KF (I-EKF), and inverse unscented KF (I-UKF). However, these filters typically assume additive Gaussian noise models and/or rely on local approximations of non-linear dynamics at the state estimates, limiting their practical application. In contrast, this paper adopts a global filtering approach and presents the development of an inverse particle filter (I-PF). The particle filter framework employs Monte Carlo (MC) methods to approximate arbitrary posterior distributions. Moreover, under mild system-level conditions, the proposed I-PF demonstrates convergence to the optimal inverse filter. Additionally, we propose the differentiable I-PF to address scenarios where system information is unknown to the defender. Using the recursive Cramer-Rao lower bound and non-credibility index (NCI), our numerical experiments for different systems demonstrate the estimation performance and time complexity of the proposed filter.


Autonomous Vehicle Decision-Making Framework for Considering Malicious Behavior at Unsignalized Intersections

arXiv.org Artificial Intelligence

In this paper, we propose a Q-learning based decision-making framework to improve the safety and efficiency of Autonomous Vehicles when they encounter other maliciously behaving vehicles while passing through unsignalized intersections. In Autonomous Vehicles, conventional reward signals are set as regular rewards regarding feedback factors such as safety and efficiency. In this paper, safety gains are modulated by variable weighting parameters to ensure that safety can be emphasized more in emergency situations. The framework proposed in this paper introduces first-order theory of mind inferences on top of conventional rewards, using first-order beliefs as additional reward signals. The decision framework enables Autonomous Vehicles to make informed decisions when encountering vehicles with potentially malicious behaviors at unsignalized intersections, thereby improving the overall safety and efficiency of Autonomous Vehicle transportation systems. In order to verify the performance of the decision framework, this paper uses Prescan/Simulink co-simulations for simulation, and the results show that the performance of the decision framework can meet the set requirements.


Probabilistic Spatiotemporal Modeling of Day-Ahead Wind Power Generation with Input-Warped Gaussian Processes

arXiv.org Artificial Intelligence

Wind power is one of the fastest-growing renewable energy sectors and a key pillar for the transition to a carbon-free economy. In 2023, energy from wind accounted for 10.2% of all U.S. utility-scale electricity generation [54]. Being intrinsically weather-driven, wind power injects uncertainty into the balancing of power demand and generation. On the daily operational time scale, quantifying the asset-specific and area-wide uncertainty of renewable generation for the next day is an essential ingredient of grid management. Specifically, grid operators need probabilistic spatiotemporal forecasting of wind power in order to appropriately set grid reserves, ensure grid stability, and optimize dispatch of grid resources. Our goal is to develop a statistical framework for short-term wind power generation simulations across space and time. This project is motivated by working with a large dataset of wind generation in the Electric Reliability Council of Texas (ERCOT) region and is geared to the concrete practical concerns faced by electricity grid operators. We refer to our team's related publications [8, 7, 52, 38] that employ similar simulations for various downstream risk management tasks; other use cases are discussed, among others, in [27, 33, 35, 58].


Context-Aware Membership Inference Attacks against Pre-trained Large Language Models

arXiv.org Machine Learning

To assess memorization and information leakage in models, Membership Inference Attacks (MIAs) aim to determine if a data point was part of a model's training set [1]. However, MIAs designed for pre-trained Large Language Models (LLMs) have been largely ineffective [2, 3]. This is primarily because these MIAs, originally developed for classification models, fail to account for the sequential nature of LLMs. Unlike classification models, which produce a single prediction, LLMs generate text token-by-token, adjusting each prediction based on the context of preceding tokens (i.e., prefix). Prior MIAs overlook token-level loss dynamics and the influence of prefixes on next-token predictability, which contributes to memorization.


Validation of Practicality for CSI Sensing Utilizing Machine Learning

arXiv.org Artificial Intelligence

In this study, we leveraged Channel State Information (CSI), commonly utilized in WLAN communication, as training data to develop and evaluate five distinct machine learning models for recognizing human postures: standing, sitting, and lying down. The models we employed were: (i) Linear Discriminant Analysis, (ii) Naive Bayes-Support Vector Machine, (iii) Kernel-Support Vector Machine, (iv) Random Forest, and (v) Deep Learning. We systematically analyzed how the accuracy of these models varied with different amounts of training data. Additionally, to assess their spatial generalization capabilities, we evaluated the models' performance in a setting distinct from the one used for data collection. The experimental findings indicated that while two models -- (ii) Naive Bayes-Support Vector Machine and (v) Deep Learning -- achieved 85% or more accuracy in the original setting, their accuracy dropped to approximately 30% when applied in a different environment. These results underscore that although CSI-based machine learning models can attain high accuracy within a consistent spatial structure, their performance diminishes considerably with changes in spatial conditions, highlighting a significant challenge in their generalization capabilities.


GDFlow: Anomaly Detection with NCDE-based Normalizing Flow for Advanced Driver Assistance System

arXiv.org Artificial Intelligence

For electric vehicles, the Adaptive Cruise Control (ACC) in Advanced Driver Assistance Systems (ADAS) is designed to assist braking based on driving conditions, road inclines, predefined deceleration strengths, and user braking patterns. However, the driving data collected during the development of ADAS are generally limited and lack diversity. This deficiency leads to late or aggressive braking for different users. Crucially, it is necessary to effectively identify anomalies, such as unexpected or inconsistent braking patterns in ADAS, especially given the challenge of working with unlabelled, limited, and noisy datasets from real-world electric vehicles. In order to tackle the aforementioned challenges in ADAS, we propose Graph Neural Controlled Differential Equation Normalizing Flow (GDFlow), a model that leverages Normalizing Flow (NF) with Neural Controlled Differential Equations (NCDE) to learn the distribution of normal driving patterns continuously. Compared to the traditional clustering or anomaly detection algorithms, our approach effectively captures the spatio-temporal information from different sensor data and more accurately models continuous changes in driving patterns. Additionally, we introduce a quantile-based maximum likelihood objective to improve the likelihood estimate of the normal data near the boundary of the distribution, enhancing the model's ability to distinguish between normal and anomalous patterns. We validate GDFlow using real-world electric vehicle driving data that we collected from Hyundai IONIQ5 and GV80EV, achieving state-of-the-art performance compared to six baselines across four dataset configurations of different vehicle types and drivers. Furthermore, our model outperforms the latest anomaly detection methods across four time series benchmark datasets. Our approach demonstrates superior efficiency in inference time compared to existing methods.


Adaptive Probabilistic Planning for the Uncertain and Dynamic Orienteering Problem

arXiv.org Artificial Intelligence

The Orienteering Problem (OP) is a well-studied routing problem that has been extended to incorporate uncertainties, reflecting stochastic or dynamic travel costs, prize-collection costs, and prizes. Existing approaches may, however, be inefficient in real-world applications due to insufficient modeling knowledge and initially unknowable parameters in online scenarios. Thus, we propose the Uncertain and Dynamic Orienteering Problem (UDOP), modeling travel costs as distributions with unknown and time-variant parameters. UDOP also associates uncertain travel costs with dynamic prizes and prize-collection costs for its objective and budget constraints. To address UDOP, we develop an ADaptive Approach for Probabilistic paThs - ADAPT, that iteratively performs 'execution' and 'online planning' based on an initial 'offline' solution. The execution phase updates system status and records online cost observations. The online planner employs a Bayesian approach to adaptively estimate power consumption and optimize path sequence based on safety beliefs. We evaluate ADAPT in a practical Unmanned Aerial Vehicle (UAV) charging scheduling problem for Wireless Rechargeable Sensor Networks. The UAV must optimize its path to recharge sensor nodes efficiently while managing its energy under uncertain conditions. ADAPT maintains comparable solution quality and computation time while offering superior robustness. Extensive simulations show that ADAPT achieves a 100% Mission Success Rate (MSR) across all tested scenarios, outperforming comparable heuristic-based and frequentist approaches that fail up to 70% (under challenging conditions) and averaging 67% MSR, respectively. This work advances the field of OP with uncertainties, offering a reliable and efficient approach for real-world applications in uncertain and dynamic environments.


K-Fold Causal BART for CATE Estimation

arXiv.org Machine Learning

This research aims to propose and evaluate a novel model named K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation of Average Treatment Effects (ATE) and Conditional Average Treatment Effects (CATE). The study employs synthetic and semi-synthetic datasets, including the widely recognized Infant Health and Development Program (IHDP) benchmark dataset, to validate the model's performance. Despite promising results in synthetic scenarios, the IHDP dataset reveals that the proposed model is not state-of-the-art for ATE and CATE estimation. Nonetheless, the research provides several novel insights: 1. The ps-BART model is likely the preferred choice for CATE and ATE estimation due to better generalization compared to the other benchmark models - including the Bayesian Causal Forest (BCF) model, which is considered by many the current best model for CATE estimation, 2. The BCF model's performance deteriorates significantly with increasing treatment effect heterogeneity, while the ps-BART model remains robust, 3. Models tend to be overconfident in CATE uncertainty quantification when treatment effect heterogeneity is low, 4. A second K-Fold method is unnecessary for avoiding overfitting in CATE estimation, as it adds computational costs without improving performance, 5. Detailed analysis reveals the importance of understanding dataset characteristics and using nuanced evaluation methods, 6. The conclusion of Curth et al. (2021) that indirect strategies for CATE estimation are superior for the IHDP dataset is contradicted by the results of this research. These findings challenge existing assumptions and suggest directions for future research to enhance causal inference methodologies.


Recursive Nested Filtering for Efficient Amortized Bayesian Experimental Design

arXiv.org Machine Learning

This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangeable setting. We frame policy optimization as maximum likelihood estimation in a non-Markovian state-space model, achieving (at most) $\mathcal{O}(T^2)$ computational complexity in the number of experiments. We provide theoretical convergence guarantees and introduce a backward sampling algorithm to reduce trajectory degeneracy. IO-NPF offers a practical, extensible, and provably consistent approach to sequential Bayesian experimental design, demonstrating improved efficiency over existing methods.