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 Learning Graphical Models


Removing Bias from Maximum Likelihood Estimation with Model Autophagy

arXiv.org Machine Learning

We propose autophagy penalized likelihood estimation (PLE), an unbiased alternative to maximum likelihood estimation (MLE) which is more fair and less susceptible to model autophagy disorder (madness). Model autophagy refers to models trained on their own output; PLE ensures the statistics of these outputs coincide with the data statistics. This enables PLE to be statistically unbiased in certain scenarios where MLE is biased. When biased, MLE unfairly penalizes minority classes in unbalanced datasets and exacerbates the recently discovered issue of self-consuming generative modeling. Theoretical and empirical results show that 1) PLE is more fair to minority classes and 2) PLE is more stable in a self-consumed setting. Furthermore, we provide a scalable and portable implementation of PLE with a hypernetwork framework, allowing existing deep learning architectures to be easily trained with PLE. Finally, we show PLE can bridge the gap between Bayesian and frequentist paradigms in statistics.


Convergence of the Deep Galerkin Method for Mean Field Control Problems

arXiv.org Machine Learning

We establish the convergence of the deep Galerkin method (DGM), a deep learning-based scheme for solving high-dimensional nonlinear PDEs, for Hamilton-Jacobi-Bellman (HJB) equations that arise from the study of mean field control problems (MFCPs). Based on a recent characterization of the value function of the MFCP as the unique viscosity solution of an HJB equation on the simplex, we establish both an existence and convergence result for the DGM. First, we show that the loss functional of the DGM can be made arbitrarily small given that the value function of the MFCP possesses sufficient regularity. Then, we show that if the loss functional of the DGM converges to zero, the corresponding neural network approximators must converge uniformly to the true value function on the simplex. We also provide numerical experiments demonstrating the DGM's ability to generalize to high-dimensional HJB equations.


Actor-critic algorithms for fiber sampling problems

arXiv.org Machine Learning

We propose an actor-critic algorithm for a family of complex problems arising in algebraic statistics and discrete optimization. The core task is to produce a sample from a finite subset of the non-negative integer lattice defined by a high-dimensional polytope. We translate the problem into a Markov decision process and devise an actor-critic reinforcement learning (RL) algorithm to learn a set of good moves that can be used for sampling. We prove that the actor-critic algorithm converges to an approximately optimal sampling policy. To tackle complexity issues that typically arise in these sampling problems, and to allow the RL to function at scale, our solution strategy takes three steps: decomposing the starting point of the sample, using RL on each induced subproblem, and reconstructing to obtain a sample in the original polytope. In this setup, the proof of convergence applies to each subproblem in the decomposition. We test the method in two regimes. In statistical applications, a high-dimensional polytope arises as the support set for the reference distribution in a model/data fit test for a broad family of statistical models for categorical data. We demonstrate how RL can be used for model fit testing problems for data sets for which traditional MCMC samplers converge too slowly due to problem size and sparsity structure. To test the robustness of the algorithm and explore its generalization properties, we apply it to synthetically generated data of various sizes and sparsity levels.


Fast Estimation of Relative Transformation Based on Fusion of Odometry and UWB Ranging Data

arXiv.org Artificial Intelligence

In this paper, we investigate the problem of estimating the 4-DOF (three-dimensional position and orientation) robot-robot relative frame transformation using odometers and distance measurements between robots. Firstly, we apply a two-step estimation method based on maximum likelihood estimation. Specifically, a good initial value is obtained through unconstrained least squares and projection, followed by a more accurate estimate achieved through one-step Gauss-Newton iteration. Additionally, the optimal installation positions of Ultra-Wideband (UWB) are provided, and the minimum operating time under different quantities of UWB devices is determined. Simulation demonstrates that the two-step approach offers faster computation with guaranteed accuracy while effectively addressing the relative transformation estimation problem within limited space constraints. Furthermore, this method can be applied to real-time relative transformation estimation when a specific number of UWB devices are installed.


System Safety Monitoring of Learned Components Using Temporal Metric Forecasting

arXiv.org Artificial Intelligence

In learning-enabled autonomous systems, safety monitoring of learned components is crucial to ensure their outputs do not lead to system safety violations, given the operational context of the system. However, developing a safety monitor for practical deployment in real-world applications is challenging. This is due to limited access to internal workings and training data of the learned component. Furthermore, safety monitors should predict safety violations with low latency, while consuming a reasonable amount of computation. To address the challenges, we propose a safety monitoring method based on probabilistic time series forecasting. Given the learned component outputs and an operational context, we empirically investigate different Deep Learning (DL)-based probabilistic forecasting to predict the objective measure capturing the satisfaction or violation of a safety requirement (safety metric). We empirically evaluate safety metric and violation prediction accuracy, and inference latency and resource usage of four state-of-the-art models, with varying horizons, using an autonomous aviation case study. Our results suggest that probabilistic forecasting of safety metrics, given learned component outputs and scenarios, is effective for safety monitoring. Furthermore, for the autonomous aviation case study, Temporal Fusion Transformer (TFT) was the most accurate model for predicting imminent safety violations, with acceptable latency and resource consumption.


Review on modeling the societal impact of infrastructure disruptions due to disasters

arXiv.org Artificial Intelligence

Infrastructure systems play a critical role in providing essential products and services for the functioning of modern society; however, they are vulnerable to disasters and their service disruptions can cause severe societal impacts. To protect infrastructure from disasters and reduce potential impacts, great achievements have been made in modeling interdependent infrastructure systems in past decades. In recent years, scholars have gradually shifted their research focus to understanding and modeling societal impacts of disruptions considering the fact that infrastructure systems are critical because of their role in societal functioning, especially under situations of modern societies. Exploring how infrastructure disruptions impair society to enhance resilient city has become a key field of study. By comprehensively reviewing relevant studies, this paper demonstrated the definition and types of societal impact of infrastructure disruptions, and summarized the modeling approaches into four types: extended infrastructure modeling approaches, empirical approaches, agent-based approaches, and big data-driven approaches. For each approach, this paper organized relevant literature in terms of modeling ideas, advantages, and disadvantages. Furthermore, the four approaches were compared according to several criteria, including the input data, types of societal impact, and application scope. Finally, this paper illustrated the challenges and future research directions in the field.


Better Simulations for Validating Causal Discovery with the DAG-Adaptation of the Onion Method

arXiv.org Artificial Intelligence

The number of artificial intelligence algorithms for learning causal models from data is growing rapidly. Most ``causal discovery'' or ``causal structure learning'' algorithms are primarily validated through simulation studies. However, no widely accepted simulation standards exist and publications often report conflicting performance statistics -- even when only considering publications that simulate data from linear models. In response, several manuscripts have criticized a popular simulation design for validating algorithms in the linear case. We propose a new simulation design for generating linear models for directed acyclic graphs (DAGs): the DAG-adaptation of the Onion (DaO) method. DaO simulations are fundamentally different from existing simulations because they prioritize the distribution of correlation matrices rather than the distribution of linear effects. Specifically, the DaO method uniformly samples the space of all correlation matrices consistent with (i.e. Markov to) a DAG. We also discuss how to sample DAGs and present methods for generating DAGs with scale-free in-degree or out-degree. We compare the DaO method against two alternative simulation designs and provide implementations of the DaO method in Python and R: https://github.com/bja43/DaO_simulation. We advocate for others to adopt DaO simulations as a fair universal benchmark.


Artificial Intelligence Approaches for Predictive Maintenance in the Steel Industry: A Survey

arXiv.org Artificial Intelligence

Predictive Maintenance (PdM) emerged as one of the pillars of Industry 4.0, and became crucial for enhancing operational efficiency, allowing to minimize downtime, extend lifespan of equipment, and prevent failures. A wide range of PdM tasks can be performed using Artificial Intelligence (AI) methods, which often use data generated from industrial sensors. The steel industry, which is an important branch of the global economy, is one of the potential beneficiaries of this trend, given its large environmental footprint, the globalized nature of the market, and the demanding working conditions. This survey synthesizes the current state of knowledge in the field of AI-based PdM within the steel industry and is addressed to researchers and practitioners. We identified 219 articles related to this topic and formulated five research questions, allowing us to gain a global perspective on current trends and the main research gaps. We examined equipment and facilities subjected to PdM, determined common PdM approaches, and identified trends in the AI methods used to develop these solutions. We explored the characteristics of the data used in the surveyed articles and assessed the practical implications of the research presented there. Most of the research focuses on the blast furnace or hot rolling, using data from industrial sensors. Current trends show increasing interest in the domain, especially in the use of deep learning. The main challenges include implementing the proposed methods in a production environment, incorporating them into maintenance plans, and enhancing the accessibility and reproducibility of the research.


Truncated Variance Reduced Value Iteration

arXiv.org Artificial Intelligence

We provide faster randomized algorithms for computing an $\epsilon$-optimal policy in a discounted Markov decision process with $A_{\text{tot}}$-state-action pairs, bounded rewards, and discount factor $\gamma$. We provide an $\tilde{O}(A_{\text{tot}}[(1 - \gamma)^{-3}\epsilon^{-2} + (1 - \gamma)^{-2}])$-time algorithm in the sampling setting, where the probability transition matrix is unknown but accessible through a generative model which can be queried in $\tilde{O}(1)$-time, and an $\tilde{O}(s + (1-\gamma)^{-2})$-time algorithm in the offline setting where the probability transition matrix is known and $s$-sparse. These results improve upon the prior state-of-the-art which either ran in $\tilde{O}(A_{\text{tot}}[(1 - \gamma)^{-3}\epsilon^{-2} + (1 - \gamma)^{-3}])$ time [Sidford, Wang, Wu, Ye 2018] in the sampling setting, $\tilde{O}(s + A_{\text{tot}} (1-\gamma)^{-3})$ time [Sidford, Wang, Wu, Yang, Ye 2018] in the offline setting, or time at least quadratic in the number of states using interior point methods for linear programming. We achieve our results by building upon prior stochastic variance-reduced value iteration methods [Sidford, Wang, Wu, Yang, Ye 2018]. We provide a variant that carefully truncates the progress of its iterates to improve the variance of new variance-reduced sampling procedures that we introduce to implement the steps. Our method is essentially model-free and can be implemented in $\tilde{O}(A_{\text{tot}})$-space when given generative model access. Consequently, our results take a step in closing the sample-complexity gap between model-free and model-based methods.


(A Partial Survey of) Decentralized, Cooperative Multi-Agent Reinforcement Learning

arXiv.org Artificial Intelligence

Multi-agent reinforcement learning (MARL) has exploded in popularity in recent years. Many approaches have been developed but they can be divided into three main types: centralized training and execution (CTE), centralized training for decentralized execution (CTDE), and Decentralized training and execution (DTE).Decentralized training and execution methods make the fewest assumptions and are often simple to implement. In fact, as I'll discuss, any single-agent RL method can be used for DTE by just letting each agent learn separately. Of course, there are pros and cons to such approaches as I discuss below. It is worth noting that DTE is required if no offline coordination is available. That is, if all agents must learn during online interactions without prior coordination, learning and execution must both be decentralized. DTE methods can be applied in cooperative, competitive, or mixed cases but this text will focus on the cooperative MARL case. In this text, I will first give a brief description of the cooperative MARL problem in the form of the Dec-POMDP. Then, I will discuss value-based DTE methods starting with independent Q-learning and its extensions and then discuss the extension to the deep case with DQN, the additional complications this causes, and methods that have been developed to (attempt to) address these issues. Next, I will discuss policy gradient DTE methods starting with independent REINFORCE (i.e., vanilla policy gradient), and then extending to the actor-critic case and deep variants (such as independent PPO). Finally, I will discuss some general topics related to DTE and future directions.