Statistical Learning
A Primer on Variational Inference for Physics-Informed Deep Generative Modelling
Glyn-Davies, Alex, Vadeboncoeur, Arnaud, Akyildiz, O. Deniz, Kazlauskaite, Ieva, Girolami, Mark
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.
The Weak Form Is Stronger Than You Think
Messenger, Daniel A., Tran, April, Dukic, Vanja, Bortz, David M.
The weak form is a ubiquitous, well-studied, and widely-utilized mathematical tool in modern computational and applied mathematics. In this work we provide a survey of both the history and recent developments for several fields in which the weak form can play a critical role. In particular, we highlight several recent advances in weak form versions of equation learning, parameter estimation, and coarse graining, which offer surprising noise robustness, accuracy, and computational efficiency. We note that this manuscript is a companion piece to our October 2024 SIAM News article of the same name. Here we provide more detailed explanations of mathematical developments as well as a more complete list of references. Lastly, we note that the software with which to reproduce the results in this manuscript is also available on our group's GitHub website https://github.com/MathBioCU .
Inverse Particle Filter
Singh, Himali, Chattopadhyay, Arpan, Mishra, Kumar Vijay
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.
Control Pneumatic Soft Bending Actuator with Feedforward Hysteresis Compensation by Pneumatic Physical Reservoir Computing
Shen, Junyi, Miyazaki, Tetsuro, Kawashima, Kenji
The nonlinearities of soft robots bring control challenges like hysteresis but also provide them with computational capacities. This paper introduces a fuzzy pneumatic physical reservoir computing (FPRC) model for feedforward hysteresis compensation in motion tracking control of soft actuators. Our method utilizes a pneumatic bending actuator as a physical reservoir with nonlinear computing capacities to control another pneumatic bending actuator. The FPRC model employs a Takagi-Sugeno (T-S) fuzzy model to process outputs from the physical reservoir. In comparative evaluations, the FPRC model shows equivalent training performance to an Echo State Network (ESN) model, whereas it exhibits better test accuracies with significantly reduced execution time. Experiments validate the proposed FPRC model's effectiveness in controlling the bending motion of the pneumatic soft actuator with open and closed-loop control systems. The proposed FPRC model's robustness against environmental disturbances has also been experimentally verified. To the authors' knowledge, this is the first implementation of a physical system in the feedforward hysteresis compensation model for controlling soft actuators. This study is expected to advance physical reservoir computing in nonlinear control applications and extend the feedforward hysteresis compensation methods for controlling soft actuators.
Applied Federated Model Personalisation in the Industrial Domain: A Comparative Study
Siniosoglou, Ilias, Argyriou, Vasileios, Fragulis, George, Fouliras, Panagiotis, Papadopoulos, Georgios Th., Lytos, Anastasios, Sarigiannidis, Panagiotis
The time-consuming nature of training and deploying complicated Machine and Deep Learning (DL) models for a variety of applications continues to pose significant challenges in the field of Machine Learning (ML). These challenges are particularly pronounced in the federated domain, where optimizing models for individual nodes poses significant difficulty. Many methods have been developed to tackle this problem, aiming to reduce training expenses and time while maintaining efficient optimisation. Three suggested strategies to tackle this challenge include Active Learning, Knowledge Distillation, and Local Memorization. These methods enable the adoption of smaller models that require fewer computational resources and allow for model personalization with local insights, thereby improving the effectiveness of current models. The present study delves into the fundamental principles of these three approaches and proposes an advanced Federated Learning System that utilises different Personalisation methods towards improving the accuracy of AI models and enhancing user experience in real-time NG-IoT applications, investigating the efficacy of these techniques in the local and federated domain. The results of the original and optimised models are then compared in both local and federated contexts using a comparison analysis. The post-analysis shows encouraging outcomes when it comes to optimising and personalising the models with the suggested techniques.
Dynamic Decoupling of Placid Terminal Attractor-based Gradient Descent Algorithm
Zhao, Jinwei, Gori, Marco, Betti, Alessandro, Melacci, Stefano, Zhang, Hongtao, Liu, Jiedong, Hei, Xinhong
Gradient descent (GD) and stochastic gradient descent (SGD) have been widely used in a large number of application domains. Therefore, understanding the dynamics of GD and improving its convergence speed is still of great importance. This paper carefully analyzes the dynamics of GD based on the terminal attractor at different stages of its gradient flow. On the basis of the terminal sliding mode theory and the terminal attractor theory, four adaptive learning rates are designed. Their performances are investigated in light of a detailed theoretical investigation, and the running times of the learning procedures are evaluated and compared. The total times of their learning processes are also studied in detail. To evaluate their effectiveness, various simulation results are investigated on a function approximation problem and an image classification problem.
Robust semi-parametric signal detection in particle physics with classifiers decorrelated via optimal transport
Chakravarti, Purvasha, Kania, Lucas, Behnke, Olaf, Kuusela, Mikael, Wasserman, Larry
Searches of new signals in particle physics are usually done by training a supervised classifier to separate a signal model from the known Standard Model physics (also called the background model). However, even when the signal model is correct, systematic errors in the background model can influence supervised classifiers and might adversely affect the signal detection procedure. To tackle this problem, one approach is to use the (possibly misspecified) classifier only to perform a preliminary signal-enrichment step and then to carry out a bump hunt on the signal-rich sample using only the real experimental data. For this procedure to work, we need a classifier constrained to be decorrelated with one or more protected variables used for the signal detection step. We do this by considering an optimal transport map of the classifier output that makes it independent of the protected variable(s) for the background. We then fit a semi-parametric mixture model to the distribution of the protected variable after making cuts on the transformed classifier to detect the presence of a signal. We compare and contrast this decorrelation method with previous approaches, show that the decorrelation procedure is robust to moderate background misspecification, and analyse the power of the signal detection test as a function of the cut on the classifier.
Geometry of the Space of Partitioned Networks: A Unified Theoretical and Computational Framework
Zhang, Stephen Y, Lan, Fangfei, Zhou, Youjia, Barbensi, Agnese, Stumpf, Michael P H, Wang, Bei, Needham, Tom
Interactions and relations between objects may be pairwise or higher-order in nature, and so network-valued data are ubiquitous in the real world. The "space of networks", however, has a complex structure that cannot be adequately described using conventional statistical tools. We introduce a measure-theoretic formalism for modeling generalized network structures such as graphs, hypergraphs, or graphs whose nodes come with a partition into categorical classes. We then propose a metric that extends the Gromov-Wasserstein distance between graphs and the co-optimal transport distance between hypergraphs. We characterize the geometry of this space, thereby providing a unified theoretical treatment of generalized networks that encompasses the cases of pairwise, as well as higher-order, relations. In particular, we show that our metric is an Alexandrov space of non-negative curvature, and leverage this structure to define gradients for certain functionals commonly arising in geometric data analysis tasks. We extend our analysis to the setting where vertices have additional label information, and derive efficient computational schemes to use in practice. Equipped with these theoretical and computational tools, we demonstrate the utility of our framework in a suite of applications, including hypergraph alignment, clustering and dictionary learning from ensemble data, multi-omics alignment, as well as multiscale network alignment.
Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters
Dalal, Abhinandan, Blöbaum, Patrick, Kasiviswanathan, Shiva, Ramdas, Aaditya
Double (debiased) machine learning (DML) has seen widespread use in recent years for learning causal/structural parameters, in part due to its flexibility and adaptability to high-dimensional nuisance functions as well as its ability to avoid bias from regularization or overfitting. However, the classic double-debiased framework is only valid asymptotically for a predetermined sample size, thus lacking the flexibility of collecting more data if sharper inference is needed, or stopping data collection early if useful inferences can be made earlier than expected. This can be of particular concern in large scale experimental studies with huge financial costs or human lives at stake, as well as in observational studies where the length of confidence of intervals do not shrink to zero even with increasing sample size due to partial identifiability of a structural parameter. In this paper, we present time-uniform counterparts to the asymptotic DML results, enabling valid inference and confidence intervals for structural parameters to be constructed at any arbitrary (possibly data-dependent) stopping time. We provide conditions which are only slightly stronger than the standard DML conditions, but offer the stronger guarantee for anytime-valid inference. This facilitates the transformation of any existing DML method to provide anytime-valid guarantees with minimal modifications, making it highly adaptable and easy to use. We illustrate our procedure using two instances: a) local average treatment effect in online experiments with non-compliance, and b) partial identification of average treatment effect in observational studies with potential unmeasured confounding.