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 Learning Graphical Models


Deterministic Sequencing of Exploration and Exploitation for Reinforcement Learning

arXiv.org Artificial Intelligence

We propose Deterministic Sequencing of Exploration and Exploitation (DSEE) algorithm with interleaving exploration and exploitation epochs for model-based RL problems that aim to simultaneously learn the system model, i.e., a Markov decision process (MDP), and the associated optimal policy. During exploration, DSEE explores the environment and updates the estimates for expected reward and transition probabilities. During exploitation, the latest estimates of the expected reward and transition probabilities are used to obtain a robust policy with high probability. We design the lengths of the exploration and exploitation epochs such that the cumulative regret grows as a sub-linear function of time.


Generative Networks for Precision Enthusiasts

arXiv.org Artificial Intelligence

Generative networks are opening new avenues in fast event generation for the LHC. We show how generative flow networks can reach percent-level precision for kinematic distributions, how they can be trained jointly with a discriminator, and how this discriminator improves the generation. Our joint training relies on a novel coupling of the two networks which does not require a Nash equilibrium. We then estimate the generation uncertainties through a Bayesian network setup and through conditional data augmentation, while the discriminator ensures that there are no systematic inconsistencies compared to the training data.


Quantum policy gradient algorithms

arXiv.org Artificial Intelligence

When studying the potential advantages of quantum computing in machine learning, a natural question that arises is whether quantum algorithms that exploit quantum access to data can speed up learning. In the context of supervised learning, this led to the development of algorithms based on quantum RAMs, which can achieve high-degree polynomial improvements over their classical analogs [1]. In reinforcement learning, where we consider learning agents interacting with task environments, the question becomes: can quantum interactions with an environment, and in particular the ability to explore several trajectories in superposition, be beneficial for a learning agent. In recent years, several works have approached this question from a variety of angles [2]: based on Grover's algorithm [3], some works have for instance shown that searching for an optimal sequence of actions in an environment can be done using quadratically fewer interactions given the appropriate oracular access to the environment [4, 5, 6]. Other works have considered the more general problem of finding the optimal policy in a Markov Decision Process (MDP), and have found that up to quadratic speed-ups in the number of interactions are also possible, again given the proper oracular access [7, 8, 9, 10]. Finally, tailored MDP environments (based, e.g., on Simon's problem) have also been introduced, which allow for exponential quantum speed-ups in learning times compared to the best classical agents [11]. Yet, all the quantum algorithms that have been proposed in this quantum-accessible setting remain inefficient in the most well-publicised use cases of reinforcement learning, such as Go [12], city navigation [13], and computer games [14]: environments with large state-action spaces. Indeed, aside from the task-specific algorithms of Ref. [11], the proposed algorithms scale at best as the square root of the size of the state-action space, which is intractable in most modern-day applications that deal for instance with image-based inputs. In the classical literature, modern approaches to reinforcement learning in large spaces commonly replace the explicit storage of a policy (and/or a value function) in a table of values by a parametrized model (e.g., a


Multimodal Learning for Multi-Omics: A Survey

arXiv.org Artificial Intelligence

With advanced imaging, sequencing, and profiling technologies, multiple omics data become increasingly available and hold promises for many healthcare applications such as cancer diagnosis and treatment. Multimodal learning for integrative multi-omics analysis can help researchers and practitioners gain deep insights into human diseases and improve clinical decisions. However, several challenges are hindering the development in this area, including the availability of easily accessible open-source tools. This survey aims to provide an up-to-date overview of the data challenges, fusion approaches, datasets, and software tools from several new perspectives. We identify and investigate various omics data challenges that can help us understand the field better. We categorize fusion approaches comprehensively to cover existing methods in this area. We collect existing open-source tools to facilitate their broader utilization and development. We explore a broad range of omics data modalities and a list of accessible datasets. Finally, we summarize future directions that can potentially address existing gaps and answer the pressing need to advance multimodal learning for multi-omics data analysis.


Multistep Multiappliance Load Prediction

arXiv.org Artificial Intelligence

A well-performing prediction model is vital for a recommendation system suggesting actions for energy-efficient consumer behavior. However, reliable and accurate predictions depend on informative features and a suitable model design to perform well and robustly across different households and appliances. Moreover, customers' unjustifiably high expectations of accurate predictions may discourage them from using the system in the long term. In this paper, we design a three-step forecasting framework to assess predictability, engineering features, and deep learning architectures to forecast 24 hourly load values. First, our predictability analysis provides a tool for expectation management to cushion customers' anticipations. Second, we design several new weather-, time- and appliance-related parameters for the modeling procedure and test their contribution to the model's prediction performance. Third, we examine six deep learning techniques and compare them to tree- and support vector regression benchmarks. We develop a robust and accurate model for the appliance-level load prediction based on four datasets from four different regions (US, UK, Austria, and Canada) with an equal set of appliances. The empirical results show that cyclical encoding of time features and weather indicators alongside a long-short term memory (LSTM) model offer the optimal performance.


GD-VAEs: Geometric Dynamic Variational Autoencoders for Learning Nonlinear Dynamics and Dimension Reductions

arXiv.org Artificial Intelligence

We develop data-driven methods incorporating geometric and topological information to learn parsimonious representations of nonlinear dynamics from observations. We develop approaches for learning nonlinear state space models of the dynamics for general manifold latent spaces using training strategies related to Variational Autoencoders (VAEs). Our methods are referred to as Geometric Dynamic (GD) Variational Autoencoders (GD-VAEs). We learn encoders and decoders for the system states and evolution based on deep neural network architectures that include general Multilayer Perceptrons (MLPs), Convolutional Neural Networks (CNNs), and Transpose CNNs (T-CNNs). Motivated by problems arising in parameterized PDEs and physics, we investigate the performance of our methods on tasks for learning low dimensional representations of the nonlinear Burgers equations, constrained mechanical systems, and spatial fields of reaction-diffusion systems. GD-VAEs provide methods for obtaining representations for use in diverse learning tasks involving dynamics.


Machine Learning based Framework for Robust Price-Sensitivity Estimation with Application to Airline Pricing

arXiv.org Artificial Intelligence

We consider the problem of dynamic pricing of a product in the presence of feature-dependent price sensitivity. Developing practical algorithms that can estimate price elasticities robustly, especially when information about no purchases (losses) is not available, to drive such automated pricing systems is a challenge faced by many industries. Based on the Poisson semi-parametric approach, we construct a flexible yet interpretable demand model where the price related part is parametric while the remaining (nuisance) part of the model is non-parametric and can be modeled via sophisticated machine learning (ML) techniques. The estimation of price-sensitivity parameters of this model via direct one-stage regression techniques may lead to biased estimates due to regularization. To address this concern, we propose a two-stage estimation methodology which makes the estimation of the price-sensitivity parameters robust to biases in the estimators of the nuisance parameters of the model. In the first-stage we construct estimators of observed purchases and prices given the feature vector using sophisticated ML estimators such as deep neural networks. Utilizing the estimators from the first-stage, in the second-stage we leverage a Bayesian dynamic generalized linear model to estimate the price-sensitivity parameters. We test the performance of the proposed estimation schemes on simulated and real sales transaction data from the Airline industry. Our numerical studies demonstrate that our proposed two-stage approach reduces the estimation error in price-sensitivity parameters from 25\% to 4\% in realistic simulation settings. The two-stage estimation techniques proposed in this work allows practitioners to leverage modern ML techniques to robustly estimate price-sensitivities while still maintaining interpretability and allowing ease of validation of its various constituent parts.


Causal Structure Learning: a Combinatorial Perspective

arXiv.org Artificial Intelligence

In this review, we discuss approaches for learning causal structure from data, also called causal discovery. In particular, we focus on approaches for learning directed acyclic graphs (DAGs) and various generalizations which allow for some variables to be unobserved in the available data. We devote special attention to two fundamental combinatorial aspects of causal structure learning. First, we discuss the structure of the search space over causal graphs. Second, we discuss the structure of equivalence classes over causal graphs, i.e., sets of graphs which represent what can be learned from observational data alone, and how these equivalence classes can be refined by adding interventional data.


Probabilistic machine learning based predictive and interpretable digital twin for dynamical systems

arXiv.org Artificial Intelligence

A framework for creating and updating digital twins for dynamical systems from a library of physics-based functions is proposed. The sparse Bayesian machine learning is used to update and derive an interpretable expression for the digital twin. Two approaches for updating the digital twin are proposed. The first approach makes use of both the input and output information from a dynamical system, whereas the second approach utilizes output-only observations to update the digital twin. Both methods use a library of candidate functions representing certain physics to infer new perturbation terms in the existing digital twin model. In both cases, the resulting expressions of updated digital twins are identical, and in addition, the epistemic uncertainties are quantified. In the first approach, the regression problem is derived from a state-space model, whereas in the latter case, the output-only information is treated as a stochastic process. The concepts of It\^o calculus and Kramers-Moyal expansion are being utilized to derive the regression equation. The performance of the proposed approaches is demonstrated using highly nonlinear dynamical systems such as the crack-degradation problem. Numerical results demonstrated in this paper almost exactly identify the correct perturbation terms along with their associated parameters in the dynamical system. The probabilistic nature of the proposed approach also helps in quantifying the uncertainties associated with updated models. The proposed approaches provide an exact and explainable description of the perturbations in digital twin models, which can be directly used for better cyber-physical integration, long-term future predictions, degradation monitoring, and model-agnostic control.


Riemannian Optimization for Variance Estimation in Linear Mixed Models

arXiv.org Artificial Intelligence

Variance parameter estimation in linear mixed models is a challenge for many classical nonlinear optimization algorithms due to the positive-definiteness constraint of the random effects covariance matrix. We take a completely novel view on parameter estimation in linear mixed models by exploiting the intrinsic geometry of the parameter space. We formulate the problem of residual maximum likelihood estimation as an optimization problem on a Riemannian manifold. Based on the introduced formulation, we give geometric higher-order information on the problem via the Riemannian gradient and the Riemannian Hessian. Based on that, we test our approach with Riemannian optimization algorithms numerically. Our approach yields a higher quality of the variance parameter estimates compared to existing approaches.