Statistical Learning
Machine Learning Estimation of Maximum Vertical Velocity from Radar
Chase, Randy J., McGovern, Amy, Homeyer, Cameron, Marinescu, Peter, Potvin, Corey
The quantification of storm updrafts remains unavailable for operational forecasting despite their inherent importance to convection and its associated severe weather hazards. Updraft proxies, like overshooting top area from satellite images, have been linked to severe weather hazards but only relate to a limited portion of the total storm updraft. This study investigates if a machine learning model, namely U-Nets, can skillfully retrieve maximum vertical velocity and its areal extent from 3-dimensional gridded radar reflectivity alone. The machine learning model is trained using simulated radar reflectivity and vertical velocity from the National Severe Storm Laboratory's convection permitting Warn on Forecast System (WoFS). A parametric regression technique using the sinh-arcsinh-normal distribution is adapted to run with U-Nets, allowing for both deterministic and probabilistic predictions of maximum vertical velocity. The best models after hyperparameter search provided less than 50% root mean squared error, a coefficient of determination greater than 0.65 and an intersection over union (IoU) of more than 0.45 on the independent test set composed of WoFS data. Beyond the WoFS analysis, a case study was conducted using real radar data and corresponding dual-Doppler analyses of vertical velocity within a supercell. The U-Net consistently underestimates the dual-Doppler updraft speed estimates by 50$\%$. Meanwhile, the area of the 5 and 10 m s^-1 updraft cores show an IoU of 0.25. While the above statistics are not exceptional, the machine learning model enables quick distillation of 3D radar data that is related to the maximum vertical velocity which could be useful in assessing a storm's severe potential.
PRISM: Leveraging Prototype Patient Representations with Feature-Missing-Aware Calibration for EHR Data Sparsity Mitigation
Zhu, Yinghao, Wang, Zixiang, He, Long, Xie, Shiyun, Ma, Liantao, Pan, Chengwei
Electronic Health Record (EHR) data, while rich in information, often suffers from sparsity, posing significant challenges in predictive modeling. Traditional imputation methods inadequately distinguish between real and imputed data, leading to potential inaccuracies in models. Addressing this, we introduce PRISM, a novel approach that indirectly imputes data through prototype representations of similar patients, thus ensuring denser and more accurate embeddings. PRISM innovates further with a feature confidence learner module, which evaluates the reliability of each feature in light of missing data. Additionally, it incorporates a novel patient similarity metric that accounts for feature confidence, avoiding overreliance on imprecise imputed values. Our extensive experiments on the MIMIC-III and MIMIC-IV datasets demonstrate PRISM's superior performance in predicting in-hospital mortality and 30-day readmission tasks, showcasing its effectiveness in handling EHR data sparsity. For the sake of reproducibility and further research, we have made the code publicly available at https://github.com/yhzhu99/PRISM.
Multi-Objective Optimization for Sparse Deep Multi-Task Learning
Hotegni, S. S., Berkemeier, M., Peitz, S.
Different conflicting optimization criteria arise naturally in various Deep Learning scenarios. These can address different main tasks (i.e., in the setting of Multi-Task Learning), but also main and secondary tasks such as loss minimization versus sparsity. The usual approach is a simple weighting of the criteria, which formally only works in the convex setting. In this paper, we present a Multi-Objective Optimization algorithm using a modified Weighted Chebyshev scalarization for training Deep Neural Networks (DNNs) with respect to several tasks. By employing this scalarization technique, the algorithm can identify all optimal solutions of the original problem while reducing its complexity to a sequence of single-objective problems. The simplified problems are then solved using an Augmented Lagrangian method, enabling the use of popular optimization techniques such as Adam and Stochastic Gradient Descent, while efficaciously handling constraints. Our work aims to address the (economical and also ecological) sustainability issue of DNN models, with a particular focus on Deep Multi-Task models, which are typically designed with a very large number of weights to perform equally well on multiple tasks. Through experiments conducted on two Machine Learning datasets, we demonstrate the possibility of adaptively sparsifying the model during training without significantly impacting its performance, if we are willing to apply task-specific adaptations to the network weights. The code is available at https://github.com/salomonhotegni/MDMTN
Learning-assisted Stochastic Capacity Expansion Planning: A Bayesian Optimization Approach
Brenner, Aron, Khorramfar, Rahman, Mallapragada, Dharik, Amin, Saurabh
Solving large-scale capacity expansion problems (CEPs) is central to cost-effective decarbonization of regional-scale energy systems. To ensure the intended outcomes of CEPs, modeling uncertainty due to weather-dependent variable renewable energy (VRE) supply and energy demand becomes crucially important. However, the resulting stochastic optimization models are often less computationally tractable than their deterministic counterparts. Here, we propose a learning-assisted approximate solution method to tractably solve two-stage stochastic CEPs. Our method identifies low-cost planning decisions by constructing and solving a sequence of tractable temporally aggregated surrogate problems. We adopt a Bayesian optimization approach to searching the space of time series aggregation hyperparameters and compute approximate solutions that minimize costs on a validation set of supply-demand projections. Importantly, we evaluate solved planning outcomes on a held-out set of test projections. We apply our approach to generation and transmission expansion planning for a joint power-gas system spanning New England. We show that our approach yields an estimated cost savings of up to 3.8% in comparison to benchmark time series aggregation approaches.
Machine learning for industrial sensing and control: A survey and practical perspective
Lawrence, Nathan P., Damarla, Seshu Kumar, Kim, Jong Woo, Tulsyan, Aditya, Amjad, Faraz, Wang, Kai, Chachuat, Benoit, Lee, Jong Min, Huang, Biao, Gopaluni, R. Bhushan
With the rise of deep learning, there has been renewed interest within the process industries to utilize data on large-scale nonlinear sensing and control problems. We identify key statistical and machine learning techniques that have seen practical success in the process industries. To do so, we start with hybrid modeling to provide a methodological framework underlying core application areas: soft sensing, process optimization, and control. Soft sensing contains a wealth of industrial applications of statistical and machine learning methods. We quantitatively identify research trends, allowing insight into the most successful techniques in practice. We consider two distinct flavors for data-driven optimization and control: hybrid modeling in conjunction with mathematical programming techniques and reinforcement learning. Throughout these application areas, we discuss their respective industrial requirements and challenges. A common challenge is the interpretability and efficiency of purely data-driven methods. This suggests a need to carefully balance deep learning techniques with domain knowledge. As a result, we highlight ways prior knowledge may be integrated into industrial machine learning applications. The treatment of methods, problems, and applications presented here is poised to inform and inspire practitioners and researchers to develop impactful data-driven sensing, optimization, and control solutions in the process industries.
Predicting SSH keys in Open SSH Memory dumps
As the digital landscape evolves, cybersecurity has become an indispensable focus of IT systems. Its ever-escalating challenges have amplified the importance of digital forensics, particularly in the analysis of heap dumps from main memory. In this context, the Secure Shell protocol (SSH) designed for encrypted communications, serves as both a safeguard and a potential veil for malicious activities. This research project focuses on predicting SSH keys in OpenSSH memory dumps, aiming to enhance protective measures against illicit access and enable the development of advanced security frameworks or tools like honeypots. This Masterarbeit is situated within the broader SmartVMI project, and seeks to build upon existing research on key prediction in OpenSSH heap dumps. Utilizing machine learning (ML) and deep learning models, the study aims to refine features for embedding techniques and explore innovative methods for effective key detection based on recent advancements in Knowledge Graph and ML. The objective is to accurately predict the presence and location of SSH keys within memory dumps. This work builds upon, and aims to enhance, the foundations laid by SSHkex and SmartKex, enriching both the methodology and the results of the original research while exploring the untapped potential of newly proposed approaches. The current thesis dives into memory graph modelization from raw binary heap dump files. Each memory graph can support a range of embeddings that can be used directly for model training, through the use of classic ML models and graph neural network. It offers an in-depth discussion on the current state-of-the-art in key prediction for OpenSSH memory dumps, research questions, experimental setups, programs development, results as well as discussing potential future directions.
TopP&R: Robust Support Estimation Approach for Evaluating Fidelity and Diversity in Generative Models
Kim, Pum Jun, Jang, Yoojin, Kim, Jisu, Yoo, Jaejun
We propose a robust and reliable evaluation metric for generative models called Topological Precision and Recall (TopP&R, pronounced "topper"), which systematically estimates supports by retaining only topologically and statistically significant features with a certain level of confidence. Existing metrics, such as Inception Score (IS), Fréchet Inception Distance (FID), and various Precision and Recall (P&R) variants, rely heavily on support estimates derived from sample features. However, the reliability of these estimates has been overlooked, even though the quality of the evaluation hinges entirely on their accuracy. In this paper, we demonstrate that current methods not only fail to accurately assess sample quality when support estimation is unreliable, but also yield inconsistent results. In contrast, TopP&R reliably evaluates the sample quality and ensures statistical consistency in its results. Our theoretical and experimental findings reveal that TopP&R provides a robust evaluation, accurately capturing the true trend of change in samples, even in the presence of outliers and non-independent and identically distributed (Non-IID) perturbations where other methods result in inaccurate support estimations. To our knowledge, TopP&R is the first evaluation metric specifically focused on the robust estimation of supports, offering statistical consistency under noise conditions.
An Enhanced Analysis of Traffic Intelligence in Smart Cities Using Sustainable Deep Radial Function
Ismaeel, Ayad Ghany, Mary, S. J. Jereesha, Anitha, C., Logeshwaran, Jaganathan, Mahmood, Sarmad Nozad, Alani, Sameer, Shather, Akram H.
Smart cities have revolutionized urban living by incorporating sophisticated technologies to optimize various aspects of urban infrastructure, such as transportation systems. Effective traffic management is a crucial component of smart cities, as it has a direct impact on the quality of life of residents and tourists. Utilizing deep radial basis function (RBF) networks, this paper describes a novel strategy for enhancing traffic intelligence in smart cities. Traditional methods of traffic analysis frequently rely on simplistic models that are incapable of capturing the intricate patterns and dynamics of urban traffic systems. Deep learning techniques, such as deep RBF networks, have the potential to extract valuable insights from traffic data and enable more precise predictions and decisions. In this paper, we propose an RBF based method for enhancing smart city traffic intelligence. Deep RBF networks combine the adaptability and generalization capabilities of deep learning with the discriminative capability of radial basis functions. The proposed method can effectively learn intricate relationships and nonlinear patterns in traffic data by leveraging the hierarchical structure of deep neural networks. The deep RBF model can learn to predict traffic conditions, identify congestion patterns, and make informed recommendations for optimizing traffic management strategies by incorporating these rich and diverse data To evaluate the efficacy of our proposed method, extensive experiments and comparisons with real world traffic datasets from a smart city environment were conducted. In terms of prediction accuracy and efficiency, the results demonstrate that the deep RBF based approach outperforms conventional traffic analysis methods. Smart city traffic intelligence is enhanced by the model capacity to capture nonlinear relationships and manage large scale data sets.
Entrywise Inference for Causal Panel Data: A Simple and Instance-Optimal Approach
Yan, Yuling, Wainwright, Martin J.
In causal inference with panel data under staggered adoption, the goal is to estimate and derive confidence intervals for potential outcomes and treatment effects. We propose a computationally efficient procedure, involving only simple matrix algebra and singular value decomposition. We derive non-asymptotic bounds on the entrywise error, establishing its proximity to a suitably scaled Gaussian variable. Despite its simplicity, our procedure turns out to be instance-optimal, in that our theoretical scaling matches a local instance-wise lower bound derived via a Bayesian Cram\'{e}r-Rao argument. Using our insights, we develop a data-driven procedure for constructing entrywise confidence intervals with pre-specified coverage guarantees. Our analysis is based on a general inferential toolbox for the SVD algorithm applied to the matrix denoising model, which might be of independent interest.
An Explicit Scheme for Pathwise XVA Computations
Abbas-Turki, Lokman, Crépey, Stéphane, Li, Botao, Saadeddine, Bouazza
Motivated by the equations of cross valuation adjustments (XVAs) in the realistic case where capital is deemed fungible as a source of funding for variation margin, we introduce a simulation/regression scheme for a class of anticipated BSDEs, where the coefficient entails a conditional expected shortfall of the martingale part of the solution. The scheme is explicit in time and uses neural network least-squares and quantile regressions for the embedded conditional expectations and expected shortfall computations. An a posteriori Monte Carlo validation procedure allows assessing the regression error of the scheme at each time step. The superiority of this scheme with respect to Picard iterations is illustrated in a high-dimensional and hybrid market/default risks XVA use-case.