Bayesian Learning
Bayesian Deep Learning for Remaining Useful Life Estimation via Stein Variational Gradient Descent
Della Libera, Luca, Andreoli, Jacopo, Pezze, Davide Dalle, Ravanelli, Mirco, Susto, Gian Antonio
A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive performance. However, in order to optimally plan maintenance operations, it is also important to quantify the uncertainty inherent to the predictions. This issue can be addressed by turning standard frequentist neural networks into Bayesian neural networks, which are naturally capable of providing confidence intervals around the estimates. Several methods exist for training those models. Researchers have focused mostly on parametric variational inference and sampling-based techniques, which notoriously suffer from limited approximation power and large computational burden, respectively. In this work, we use Stein variational gradient descent, a recently proposed algorithm for approximating intractable distributions that overcomes the drawbacks of the aforementioned techniques. In particular, we show through experimental studies on simulated run-to-failure turbofan engine degradation data that Bayesian deep learning models trained via Stein variational gradient descent consistently outperform with respect to convergence speed and predictive performance both the same models trained via parametric variational inference and their frequentist counterparts trained via backpropagation. Furthermore, we propose a method to enhance performance based on the uncertainty information provided by the Bayesian models. We release the source code at https://github.com/lucadellalib/bdl-rul-svgd.
Modeling Freight Mode Choice Using Machine Learning Classifiers: A Comparative Study Using the Commodity Flow Survey (CFS) Data
Uddin, Majbah, Anowar, Sabreena, Eluru, Naveen
This study explores the usefulness of machine learning classifiers for modeling freight mode choice. We investigate eight commonly used machine learning classifiers, namely Naive Bayes, Support Vector Machine, Artificial Neural Network, K-Nearest Neighbors, Classification and Regression Tree, Random Forest, Boosting and Bagging, along with the classical Multinomial Logit model. US 2012 Commodity Flow Survey data are used as the primary data source; we augment it with spatial attributes from secondary data sources. The performance of the classifiers is compared based on prediction accuracy results. The current research also examines the role of sample size and training-testing data split ratios on the predictive ability of the various approaches. In addition, the importance of variables is estimated to determine how the variables influence freight mode choice. The results show that the tree-based ensemble classifiers perform the best. Specifically, Random Forest produces the most accurate predictions, closely followed by Boosting and Bagging. With regard to variable importance, shipment characteristics, such as shipment distance, industry classification of the shipper and shipment size, are the most significant factors for freight mode choice decisions.
Bayesian Causal Inference with Gaussian Process Networks
Giudice, Enrico, Kuipers, Jack, Moffa, Giusi
Quantifying the causal relationships from purely observational data between variables in a system is a problem that has attracted great attention in the fields of statistics and machine learning. Full knowledge of the causal relations allows predicting the outcome of direct manipulations on the system, which can generally only be known from interventional data obtained by performing experiments such as randomized controlled trials (Eberhardt and Scheines, 2007). Predicting the effect of such manipulations without the need of costly or infeasible experiments is of great practical relevance, specifically in the fields of computational biology (Sachs et al., 2005), medicine (Richens et al., 2020) or AI (Schรถlkopf, 2022), since a central question concerns how a complex system will react to some treatment or outside influence of the user. Pearl's rules of do-calculus (Pearl, 2000) allow computing the intervention distributions resulting from these external manipulations from the joint distribution of the set of random variables together with a Directed Acyclic Graph (DAG). The DAG represents the qualitative causal relationships among the variables; each node in the graph represents a variable and a directed edge indicates a direct causal effect. Probabilistic models that are based on such DAGs, commonly called causal Bayesian Networks (BNs), provide conventional grounds for probabilistic causal inference, due to their compact representation of the joint distribution and their intuitive graphical description of the causal structure.
Adaptive Crowdsourcing Via Self-Supervised Learning
Kagrecha, Anmol, Marklund, Henrik, Van Roy, Benjamin, Jeon, Hong Jun, Zeckhauser, Richard
Common crowdsourcing systems average estimates of a latent quantity of interest provided by many crowdworkers to produce a group estimate. We develop a new approach -- predict-each-worker -- that leverages self-supervised learning and a novel aggregation scheme. This approach adapts weights assigned to crowdworkers based on estimates they provided for previous quantities. When skills vary across crowdworkers or their estimates correlate, the weighted sum offers a more accurate group estimate than the average. Existing algorithms such as expectation maximization can, at least in principle, produce similarly accurate group estimates. However, their computational requirements become onerous when complex models, such as neural networks, are required to express relationships among crowdworkers. Predict-each-worker accommodates such complexity as well as many other practical challenges. We analyze the efficacy of predict-each-worker through theoretical and computational studies. Among other things, we establish asymptotic optimality as the number of engagements per crowdworker grows.
Comprehensive Exploration of Synthetic Data Generation: A Survey
Bauer, Andrรฉ, Trapp, Simon, Stenger, Michael, Leppich, Robert, Kounev, Samuel, Leznik, Mark, Chard, Kyle, Foster, Ian
Recent years have witnessed a surge in the popularity of Machine Learning (ML), applied across diverse domains. However, progress is impeded by the scarcity of training data due to expensive acquisition and privacy legislation. Synthetic data emerges as a solution, but the abundance of released models and limited overview literature pose challenges for decision-making. This work surveys 417 Synthetic Data Generation (SDG) models over the last decade, providing a comprehensive overview of model types, functionality, and improvements. Common attributes are identified, leading to a classification and trend analysis. The findings reveal increased model performance and complexity, with neural network-based approaches prevailing, except for privacy-preserving data generation. Computer vision dominates, with GANs as primary generative models, while diffusion models, transformers, and RNNs compete. Implications from our performance evaluation highlight the scarcity of common metrics and datasets, making comparisons challenging. Additionally, the neglect of training and computational costs in literature necessitates attention in future research. This work serves as a guide for SDG model selection and identifies crucial areas for future exploration.
Emergence and Causality in Complex Systems: A Survey on Causal Emergence and Related Quantitative Studies
Yuan, Bing, Jiang, Zhang, Lyu, Aobo, Wu, Jiayun, Wang, Zhipeng, Yang, Mingzhe, Liu, Kaiwei, Mou, Muyun, Cui, Peng
Emergence and causality are two fundamental concepts for understanding complex systems. They are interconnected. On one hand, emergence refers to the phenomenon where macroscopic properties cannot be solely attributed to the cause of individual properties. On the other hand, causality can exhibit emergence, meaning that new causal laws may arise as we increase the level of abstraction. Causal emergence theory aims to bridge these two concepts and even employs measures of causality to quantify emergence. This paper provides a comprehensive review of recent advancements in quantitative theories and applications of causal emergence. Two key problems are addressed: quantifying causal emergence and identifying it in data. Addressing the latter requires the use of machine learning techniques, thus establishing a connection between causal emergence and artificial intelligence. We highlighted that the architectures used for identifying causal emergence are shared by causal representation learning, causal model abstraction, and world model-based reinforcement learning. Consequently, progress in any of these areas can benefit the others. Potential applications and future perspectives are also discussed in the final section of the review.
EMO: Earth Mover Distance Optimization for Auto-Regressive Language Modeling
Ren, Siyu, Wu, Zhiyong, Zhu, Kenny Q.
Neural language models are probabilistic models of human text. They are predominantly trained using maximum likelihood estimation (MLE), which is equivalent to minimizing the forward cross-entropy between the empirical data distribution and the model distribution. However, various degeneration phenomena are still widely observed when decoding from the distributions learned by such models. We establish that the forward cross-entropy is suboptimal as a distance metric for aligning human and model distribution due to its (1) recall-prioritization (2) negative diversity ignorance and (3) train-test mismatch. In this paper, we propose Earth Mover Distance Optimization (EMO) for auto-regressive language modeling. EMO capitalizes on the inherent properties of earth mover distance to address the aforementioned challenges. Due to the high complexity of direct computation, we further introduce a feasible upper bound for EMO to ease end-to-end training. Upon extensive evaluation of language models trained using EMO and MLE. We find that EMO demonstrates a consistently better language modeling performance than MLE across domains. Moreover, EMO demonstrates noteworthy enhancements in downstream performance with minimal fine-tuning on merely 25,000 sentences. This highlights the tremendous potential of EMO as a lightweight calibration method for enhancing large-scale pre-trained language models.
Convergence of Expectation-Maximization Algorithm with Mixed-Integer Optimization
The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters comprise both discrete and continuous variables, making the convergence analysis nontrivial. This paper introduces a set of conditions that ensure the convergence of a specific class of EM algorithms that estimate a mixture of discrete and continuous parameters. Our results offer a new analysis technique for iterative algorithms that solve mixed-integer non-linear optimization problems. As a concrete example, we prove the convergence of the EM-based sparse Bayesian learning algorithm in [1] that estimates the state of a linear dynamical system with jointly sparse inputs and bursty missing observations. Our results establish that the algorithm in [1] converges to the set of stationary points of the maximum likelihood cost with respect to the continuous optimization variables.
Enriched Physics-informed Neural Networks for Dynamic Poisson-Nernst-Planck Systems
Huang, Xujia, Wang, Fajie, Zhang, Benrong, Liu, Hanqing
This paper proposes a meshless deep learning algorithm, enriched physics-informed neural networks (EPINNs), to solve dynamic Poisson-Nernst-Planck (PNP) equations with strong coupling and nonlinear characteristics. The EPINNs takes the traditional physics-informed neural networks as the foundation framework, and adds the adaptive loss weight to balance the loss functions, which automatically assigns the weights of losses by updating the parameters in each iteration based on the maximum likelihood estimate. The resampling strategy is employed in the EPINNs to accelerate the convergence of loss function. Meanwhile, the GPU parallel computing technique is adopted to accelerate the solving process. Four examples are provided to demonstrate the validity and effectiveness of the proposed method. Numerical results indicate that the new method has better applicability than traditional numerical methods in solving such coupled nonlinear systems. More importantly, the EPINNs is more accurate, stable, and fast than the traditional physics-informed neural networks. This work provides a simple and high-performance numerical tool for addressing PNPs with arbitrary boundary shapes and boundary conditions.
AlphaRank: An Artificial Intelligence Approach for Ranking and Selection Problems
Zhou, Ruihan, Hong, L. Jeff, Peng, Yijie
We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems. We formulate the sequential sampling decision as a Markov decision process and propose a Monte Carlo simulation-based rollout policy that utilizes classic R&S procedures as base policies for efficiently learning the value function of stochastic dynamic programming. We accelerate online sample-allocation by using deep reinforcement learning to pre-train a neural network model offline based on a given prior. We also propose a parallelizable computing framework for large-scale problems, effectively combining "divide and conquer" and "recursion" for enhanced scalability and efficiency. Numerical experiments demonstrate that the performance of AlphaRank is significantly improved over the base policies, which could be attributed to AlphaRank's superior capability on the trade-off among mean, variance, and induced correlation overlooked by many existing policies.