Variational Autoencoders (VAEs) are one of the most commonly used generative models, particularly for image data. A prominent difficulty in training VAEs is data that is supported on a lower dimensional manifold. Recent work by Dai and Wipf (2019) suggests that on low-dimensional data, the generator will converge to a solution with 0 variance which is correctly supported on the ground truth manifold. In this paper, via a combination of theoretical and empirical results, we show that the story is more subtle. Precisely, we show that for linear encoders/decoders, the story is mostly true and VAE training does recover a generator with support equal to the ground truth manifold, but this is due to the implicit bias of gradient descent rather than merely the VAE loss itself. In the nonlinear case, we show that the VAE training frequently learns a higher-dimensional manifold which is a superset of the ground truth manifold.

We construct realistic spot and equity option market simulators for a single underlying on the basis of normalizing flows. We address the high-dimensionality of market observed call prices through an arbitrage-free autoencoder that approximates efficient low-dimensional representations of the prices while maintaining no static arbitrage in the reconstructed surface. Given a multi-asset universe, we leverage the conditional invertibility property of normalizing flows and introduce a scalable method to calibrate the joint distribution of a set of independent simulators while preserving the dynamics of each simulator. Empirical results highlight the goodness of the calibrated simulators and their fidelity.

Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while yield satisfactory performance. However, FPCA is based on the Gaussian assumption and thereby susceptible to outliers. Although the multivariate $t$ distribution as a robust modeling tool for vector data has a very long history, its application to matrix data is very limited. The main reason is that the dimension of the vectorized matrix data is often very high and the higher the dimension, the lower the breakdown point that measures the robustness. To solve the robustness problem suffered by FPCA and make it applicable to matrix data, in this paper we propose a robust extension of FPCA (RFPCA), which is built upon a $t$-type distribution called matrix-variate $t$ distribution. Like the multivariate $t$ distribution, the matrix-variate $t$ distribution can adaptively down-weight outliers and yield robust estimates. We develop a fast EM-type algorithm for parameter estimation. Experiments on synthetic and real-world datasets reveal that RFPCA is compared favorably with several related methods and RFPCA is a simple but powerful tool for matrix-valued outlier detection.

We present a numerical method to model dynamical systems from data. We use the recently introduced method Scalable Probabilistic Approximation (SPA) to project points from a Euclidean space to convex polytopes and represent these projected states of a system in new, lower-dimensional coordinates denoting their position in the polytope. We then introduce a specific nonlinear transformation to construct a model of the dynamics in the polytope and to transform back into the original state space. To overcome the potential loss of information from the projection to a lower-dimensional polytope, we use memory in the sense of the delay-embedding theorem of Takens. By construction, our method produces stable models. We illustrate the capacity of the method to reproduce even chaotic dynamics and attractors with multiple connected components on various examples.

Imitation Learning (IL) is an effective learning paradigm exploiting the interactions between agents and environments. It does not require explicit reward signals and instead tries to recover desired policies using expert demonstrations. In general, IL methods can be categorized into Behavioral Cloning (BC) and Inverse Reinforcement Learning (IRL). In this work, a novel reward function based on probability density estimation is proposed for IRL, which can significantly reduce the complexity of existing IRL methods. Furthermore, we prove that the theoretically optimal policy derived from our reward function is identical to the expert policy as long as it is deterministic. Consequently, an IRL problem can be gracefully transformed into a probability density estimation problem. Based on the proposed reward function, we present a "watch-try-learn" style framework named Probability Density Estimation based Imitation Learning (PDEIL), which can work in both discrete and continuous action spaces. Finally, comprehensive experiments in the Gym environment show that PDEIL is much more efficient than existing algorithms in recovering rewards close to the ground truth.

Annotating object boundaries by humans demands high costs. Recently, polygon-based annotation methods with human interaction have shown successful performance. However, given the connected vertex topology, these methods exhibit difficulty predicting the disconnected components in an object. This paper introduces Split-GCN, a novel architecture based on the polygon approach and self-attention mechanism. By offering the direction information, Split-GCN enables the polygon vertices to move more precisely to the object boundary. Our model successfully predicts disconnected components of an object by transforming the initial topology using the context exchange about the dependencies of vertices. Split-GCN demonstrates competitive performance with the state-of-the-art models on Cityscapes and even higher performance with the baseline models. On four cross-domain datasets, we confirm our model's generalization ability.

Generating point clouds from structures is a highly valued method to control the generation of point clouds.One of the major problems in structure-based controllable point cloud generation is the lack of controllability to details, as details are missing in most existing representations of structures.It can be observed that definitions of details and structures are subjective.Details can be treated as structures on small scale.To represent structures in different scales at the same time, we present a graph-based representation of structures called the Multiscale Structure Graph(MSG).By treating details as small-scale structures, similar patterns of local structures can be found at different scales, places, densities, and angles.The knowledge learned from a pattern can be transferred to similar patterns in other scales.An encoding and generation mechanism, namely the Multiscale Structure-based Point Cloud Generator(MSPCG), for generating dense point clouds from the MSG is proposed, which can simultaneously learn local patterns with miscellaneous spatial properties.Our MSPCG also has great generalization ability and scalability.An MSPCG trained on the ShapeNet dataset can enable multi-scale edition on point clouds, generate point clouds for unseen categories, and generate indoor scenes from a given structure. The experimental results show that our method significantly outperforms baseline methods.

Assessing the effects of the energy transition and liberalization of energy markets on resource adequacy is an increasingly important and demanding task. The rising complexity in energy systems requires adequate methods for energy system modeling leading to increased computational requirements. Furthermore, with complexity, uncertainty increases likewise calling for probabilistic assessments and scenario analyses. To adequately and efficiently address these various requirements, new methods from the field of data science are needed to accelerate current methods. With our systematic literature review, we want to close the gap between the three disciplines (1) assessment of security of electricity supply, (2) artificial intelligence, and (3) design of experiments. For this, we conduct a large-scale quantitative review on selected fields of application and methods and make a synthesis that relates the different disciplines to each other. Among other findings, we identify metamodeling of complex security of electricity supply models using AI methods and applications of AI-based methods for forecasts of storage dispatch and (non-)availabilities as promising fields of application that have not sufficiently been covered, yet. We end with deriving a new methodological pipeline for adequately and efficiently addressing the present and upcoming challenges in the assessment of security of electricity supply.

Prediction using the ground truth sounds like an oxymoron in machine learning. However, such an unrealistic setting was used in hundreds, if not thousands of papers in the area of finding graph representations. To evaluate the multi-label problem of node classification by using the obtained representations, many works assume in the prediction stage that the number of labels of each test instance is known. In practice such ground truth information is rarely available, but we point out that such an inappropriate setting is now ubiquitous in this research area. We detailedly investigate why the situation occurs. Our analysis indicates that with unrealistic information, the performance is likely over-estimated. To see why suitable predictions were not used, we identify difficulties in applying some multi-label techniques. For the use in future studies, we propose simple and effective settings without using practically unknown information. Finally, we take this chance to conduct a fair and serious comparison of major graph-representation learning methods on multi-label node classification.

With the increasing adoption of machine learning (ML) models and systems in high-stakes settings across different industries, guaranteeing a model's performance after deployment has become crucial. Monitoring models in production is a critical aspect of ensuring their continued performance and reliability. We present Amazon SageMaker Model Monitor, a fully managed service that continuously monitors the quality of machine learning models hosted on Amazon SageMaker. Our system automatically detects data, concept, bias, and feature attribution drift in models in real-time and provides alerts so that model owners can take corrective actions and thereby maintain high quality models. We describe the key requirements obtained from customers, system design and architecture, and methodology for detecting different types of drift. Further, we provide quantitative evaluations followed by use cases, insights, and lessons learned from more than 1.5 years of production deployment.