Learning Graphical Models
Hierarchical Reinforcement Learning for Automatic Disease Diagnosis
Zhong, Cheng, Liao, Kangenbei, Chen, Wei, Liu, Qianlong, Peng, Baolin, Huang, Xuanjing, Peng, Jiajie, Wei, Zhongyu
Motivation: Disease diagnosis oriented dialogue system models the interactive consultation procedure as Markov Decision Process and reinforcement learning algorithms are used to solve the problem. Existing approaches usually employ a flat policy structure that treat all symptoms and diseases equally for action making. This strategy works well in the simple scenario when the action space is small, however, its efficiency will be challenged in the real environment. Inspired by the offline consultation process, we propose to integrate a hierarchical policy structure of two levels into the dialogue systemfor policy learning. The high-level policy consists of amastermodel that is responsible for triggering a low-levelmodel, the lowlevel policy consists of several symptom checkers and a disease classifier. The proposed policy structure is capable to deal with diagnosis problem including large number of diseases and symptoms. Results: Experimental results on three real-world datasets and a synthetic dataset demonstrate that our hierarchical framework achieves higher accuracy and symptom recall in disease diagnosis compared with existing systems. We construct a benchmark including datasets and implementation of existing algorithms to encourage follow-up researches. Availability: The code and data is available from https://github.com/FudanDISC/DISCOpen-MedBox-DialoDiagnosis Contact: 21210980124@m.fudan.edu.cn Supplementary information: Supplementary data are available at Bioinformatics online.
Transport meets Variational Inference: Controlled Monte Carlo Diffusions
Vargas, Francisco, Padhy, Shreyas, Blessing, Denis, Nüsken, Nikolas
Connecting optimal transport and variational inference, we present a principled and systematic framework for sampling and generative modelling centred around divergences on path space. Our work culminates in the development of the \emph{Controlled Monte Carlo Diffusion} sampler (CMCD) for Bayesian computation, a score-based annealing technique that crucially adapts both forward and backward dynamics in a diffusion model. On the way, we clarify the relationship between the EM-algorithm and iterative proportional fitting (IPF) for Schr{\"o}dinger bridges, deriving as well a regularised objective that bypasses the iterative bottleneck of standard IPF-updates. Finally, we show that CMCD has a strong foundation in the Jarzinsky and Crooks identities from statistical physics, and that it convincingly outperforms competing approaches across a wide array of experiments.
Learning-Based Optimal Control with Performance Guarantees for Unknown Systems with Latent States
Lefringhausen, Robert, Srithasan, Supitsana, Lederer, Armin, Hirche, Sandra
As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for safety-critical applications usually rely on the availability of state measurements, the states of a complex system are often not directly measurable. It may then be necessary to jointly estimate the dynamics and the latent state, making the quantification of uncertainties and the design of controllers with formal performance guarantees considerably more challenging. This paper proposes a novel method for the computation of an optimal input trajectory for unknown nonlinear systems with latent states based on a combination of particle Markov chain Monte Carlo methods and scenario theory. Probabilistic performance guarantees are derived for the resulting input trajectory, and an approach to validate the performance of arbitrary control laws is presented. The effectiveness of the proposed method is demonstrated in a numerical simulation.
Stochastic Interpolants: A Unifying Framework for Flows and Diffusions
Albergo, Michael S., Boffi, Nicholas M., Vanden-Eijnden, Eric
A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo & Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called `stochastic interpolants' to bridge any two arbitrary probability density functions exactly in finite time. These interpolants are built by combining data from the two prescribed densities with an additional latent variable that shapes the bridge in a flexible way. The time-dependent probability density function of the stochastic interpolant is shown to satisfy a first-order transport equation as well as a family of forward and backward Fokker-Planck equations with tunable diffusion coefficient. Upon consideration of the time evolution of an individual sample, this viewpoint immediately leads to both deterministic and stochastic generative models based on probability flow equations or stochastic differential equations with an adjustable level of noise. The drift coefficients entering these models are time-dependent velocity fields characterized as the unique minimizers of simple quadratic objective functions, one of which is a new objective for the score of the interpolant density. We show that minimization of these quadratic objectives leads to control of the likelihood for generative models built upon stochastic dynamics, while likelihood control for deterministic dynamics is more stringent. We also discuss connections with other methods such as score-based diffusion models, stochastic localization processes, probabilistic denoising techniques, and rectifying flows. In addition, we demonstrate that stochastic interpolants recover the Schr\"odinger bridge between the two target densities when explicitly optimizing over the interpolant. Finally, algorithmic aspects are discussed and the approach is illustrated on numerical examples.
A Survey of Decision-Theoretic Approaches for Robotic Environmental Monitoring
Sung, Yoonchang, Chen, Zhiang, Das, Jnaneshwar, Tokekar, Pratap
Robotics has dramatically increased our ability to gather data about our environments, creating an opportunity for the robotics and algorithms communities to collaborate on novel solutions to environmental monitoring problems. To understand a taxonomy of problems and methods in this realm, we present the first comprehensive survey of decision-theoretic approaches that enable efficient sampling of various environmental processes. We investigate representations for different environments, followed by a discussion of using these presentations to solve tasks of interest, such as learning, localization, and monitoring. To efficiently implement the tasks, decision-theoretic optimization algorithms consider: (1) where to take measurements from, (2) which tasks to be assigned, (3) what samples to collect, (4) when to collect samples, (5) how to learn environment; and (6) who to communicate. Finally, we summarize our study and present the challenges and opportunities in robotic environmental monitoring.
Numerically Stable Sparse Gaussian Processes via Minimum Separation using Cover Trees
Terenin, Alexander, Burt, David R., Artemev, Artem, Flaxman, Seth, van der Wilk, Mark, Rasmussen, Carl Edward, Ge, Hong
Gaussian processes are frequently deployed as part of larger machine learning and decision-making systems, for instance in geospatial modeling, Bayesian optimization, or in latent Gaussian models. Within a system, the Gaussian process model needs to perform in a stable and reliable manner to ensure it interacts correctly with other parts of the system. In this work, we study the numerical stability of scalable sparse approximations based on inducing points. To do so, we first review numerical stability, and illustrate typical situations in which Gaussian process models can be unstable. Building on stability theory originally developed in the interpolation literature, we derive sufficient and in certain cases necessary conditions on the inducing points for the computations performed to be numerically stable. For low-dimensional tasks such as geospatial modeling, we propose an automated method for computing inducing points satisfying these conditions. This is done via a modification of the cover tree data structure, which is of independent interest. We additionally propose an alternative sparse approximation for regression with a Gaussian likelihood which trades off a small amount of performance to further improve stability. We provide illustrative examples showing the relationship between stability of calculations and predictive performance of inducing point methods on spatial tasks.
Deep Bayesian Reinforcement Learning for Spacecraft Proximity Maneuvers and Docking
Du, Desong, Qi, Naiming, Liu, Yanfang, Pan, Wei
In the pursuit of autonomous spacecraft proximity maneuvers and docking(PMD), we introduce a novel Bayesian actor-critic reinforcement learning algorithm to learn a control policy with the stability guarantee. The PMD task is formulated as a Markov decision process that reflects the relative dynamic model, the docking cone and the cost function. Drawing from the principles of Lyapunov theory, we frame the temporal difference learning as a constrained Gaussian process regression problem. This innovative approach allows the state-value function to be expressed as a Lyapunov function, leveraging the Gaussian process and deep kernel learning. We develop a novel Bayesian quadrature policy optimization procedure to analytically compute the policy gradient while integrating Lyapunov-based stability constraints. This integration is pivotal in satisfying the rigorous safety demands of spaceflight missions. The proposed algorithm has been experimentally evaluated on a spacecraft air-bearing testbed and shows impressive and promising performance.
Generative Diffusion Models for Lattice Field Theory
Wang, Lingxiao, Aarts, Gert, Zhou, Kai
This study delves into the connection between machine learning and lattice field theory by linking generative diffusion models (DMs) with stochastic quantization, from a stochastic differential equation perspective. We show that DMs can be conceptualized by reversing a stochastic process driven by the Langevin equation, which then produces samples from an initial distribution to approximate the target distribution. In a toy model, we highlight the capability of DMs to learn effective actions. Furthermore, we demonstrate its feasibility to act as a global sampler for generating configurations in the two-dimensional $\phi^4$ quantum lattice field theory.
A multi-modal approach to continuous material identification through tactile sensing
Eguíluz, Augusto Gómez, Rañó, Ignacio, Coleman, Sonya A., McGinnity, T. Martin
Tactile sensing has recently been used in robotics for object identification, grasping, and material recognition. Most material recognition approaches use vibration information from a tactile exploration, typically above one second long, to identify the material. This work proposes a tactile multi-modal (vibration and thermal) material identification approach based on recursive Bayesian estimation. Through the frequency response of the vibration induced by the material and thermal features, like an estimate of the thermal power loss of the finger, we show that it is possible to identify materials in less than half a second. Moreover, a comparison between the use of vibration only and multi-modal identification shows that both recognition time and classification errors are reduced by adding thermal information.
Quantifying the value of information transfer in population-based SHM
Hughes, Aidan J., Poole, Jack, Dervilis, Nikolaos, Gardner, Paul, Worden, Keith
Population-based structural health monitoring (PBSHM), seeks to address some of the limitations associated with data scarcity that arise in traditional SHM. A tenet of the population-based approach to SHM is that information can be shared between sufficiently-similar structures in order to improve predictive models. Transfer learning techniques, such as domain adaptation, have been shown to be a highly-useful technology for sharing information between structures when developing statistical classifiers for PBSHM. Nonetheless, transfer-learning techniques are not without their pitfalls. In some circumstances, for example if the data distributions associated with the structures within a population are dissimilar, applying transfer-learning methods can be detrimental to classification performance -- this phenomenon is known as negative transfer. Given the potentially-severe consequences of negative transfer, it is prudent for engineers to ask the question `when, what, and how should one transfer between structures?'. The current paper aims to demonstrate a transfer-strategy decision process for a classification task for a population of simulated structures in the context of a representative SHM maintenance problem, supported by domain adaptation. The transfer decision framework is based upon the concept of expected value of information transfer. In order to compute the expected value of information transfer, predictions must be made regarding the classification (and decision performance) in the target domain following information transfer. In order to forecast the outcome of transfers, a probabilistic regression is used here to predict classification performance from a proxy for structural similarity based on the modal assurance criterion.