Uncertainty
An Introduction to Neural Data Compression
Yang, Yibo, Mandt, Stephan, Theis, Lucas
Neural compression is the application of neural networks and other machine learning methods to data compression. Recent advances in statistical machine learning have opened up new possibilities for data compression, allowing compression algorithms to be learned end-to-end from data using powerful generative models such as normalizing flows, variational autoencoders, diffusion probabilistic models, and generative adversarial networks. The present article aims to introduce this field of research to a broader machine learning audience by reviewing the necessary background in information theory (e.g., entropy coding, rate-distortion theory) and computer vision (e.g., image quality assessment, perceptual metrics), and providing a curated guide through the essential ideas and methods in the literature thus far.
Time-Synchronized Full System State Estimation Considering Practical Implementation Challenges
Varghese, Antos Cheeramban, Shah, Hritik, Azimian, Behrouz, Pal, Anamitra, Farantatos, Evangelos
As phasor measurement units (PMUs) are usually placed on the highest voltage buses, many lower voltage levels of the bulk power system are not observed by them. This lack of visibility makes time-synchronized state estimation of the full system a challenging problem. We propose a Deep Neural network-based State Estimator (DeNSE) to overcome this problem. The DeNSE employs a Bayesian framework to indirectly combine inferences drawn from slow timescale but widespread supervisory control and data acquisition (SCADA) data with fast timescale but local PMU data to attain sub-second situational awareness of the entire system. The practical utility of the proposed approach is demonstrated by considering topology changes, non-Gaussian measurement noise, and bad data detection and correction. The results obtained using the IEEE 118-bus system show the superiority of the DeNSE over a purely SCADA state estimator, a SCADA-PMU hybrid state estimator, and a PMU-only linear state estimator from a techno-economic viability perspective. Lastly, the scalability of the DeNSE is proven by performing state estimation on a large and realistic 2000-bus Synthetic Texas system.
An Adaptive Approach for Probabilistic Wind Power Forecasting Based on Meta-Learning
Meng, Zichao, Guo, Ye, Sun, Hongbin
This paper studies an adaptive approach for probabilistic wind power forecasting (WPF) including offline and online learning procedures. In the offline learning stage, a base forecast model is trained via inner and outer loop updates of meta-learning, which endows the base forecast model with excellent adaptability to different forecast tasks, i.e., probabilistic WPF with different lead times or locations. In the online learning stage, the base forecast model is applied to online forecasting combined with incremental learning techniques. On this basis, the online forecast takes full advantage of recent information and the adaptability of the base forecast model. Two applications are developed based on our proposed approach concerning forecasting with different lead times (temporal adaptation) and forecasting for newly established wind farms (spatial adaptation), respectively. Numerical tests were conducted on real-world wind power data sets. Simulation results validate the advantages in adaptivity of the proposed methods compared with existing alternatives.
Conformal Frequency Estimation using Discrete Sketched Data with Coverage for Distinct Queries
Sesia, Matteo, Favaro, Stefano, Dobriban, Edgar
This paper develops conformal inference methods to construct a confidence interval for the frequency of a queried object in a very large discrete data set, based on a sketch with a lower memory footprint. This approach requires no knowledge of the data distribution and can be combined with any sketching algorithm, including but not limited to the renowned count-min sketch, the count-sketch, and variations thereof. After explaining how to achieve marginal coverage for exchangeable random queries, we extend our solution to provide stronger inferences that can account for the discreteness of the data and for heterogeneous query frequencies, increasing also robustness to possible distribution shifts. These results are facilitated by a novel conformal calibration technique that guarantees valid coverage for a large fraction of distinct random queries. Finally, we show our methods have improved empirical performance compared to existing frequentist and Bayesian alternatives in simulations as well as in examples of text and SARS-CoV-2 DNA data.
IoT Data Trust Evaluation via Machine Learning
Tadj, Timothy, Arablouei, Reza, Dedeoglu, Volkan
Various approaches based on supervised or unsupervised machine learning (ML) have been proposed for evaluating IoT data trust. However, assessing their real-world efficacy is hard mainly due to the lack of related publicly-available datasets that can be used for benchmarking. Since obtaining such datasets is challenging, we propose a data synthesis method, called random walk infilling (RWI), to augment IoT time-series datasets by synthesizing untrustworthy data from existing trustworthy data. Thus, RWI enables us to create labeled datasets that can be used to develop and validate ML models for IoT data trust evaluation. We also extract new features from IoT time-series sensor data that effectively capture its auto-correlation as well as its cross-correlation with the data of the neighboring (peer) sensors. These features can be used to learn ML models for recognizing the trustworthiness of IoT sensor data. Equipped with our synthesized ground-truth-labeled datasets and informative correlation-based feature, we conduct extensive experiments to critically examine various approaches to evaluating IoT data trust via ML. The results reveal that commonly used ML-based approaches to IoT data trust evaluation, which rely on unsupervised cluster analysis to assign trust labels to unlabeled data, perform poorly. This poor performance can be attributed to the underlying unsubstantiated assumption that clustering provides reliable labels for data trust, a premise that is found to be untenable. The results also show that the ML models learned from datasets augmented via RWI while using the proposed features generalize well to unseen data and outperform existing related approaches. Moreover, we observe that a semi-supervised ML approach that requires only about 10% of the data labeled offers competitive performance while being practically more appealing compared to the fully-supervised approaches.
Robust Bayesian Tensor Factorization with Zero-Inflated Poisson Model and Consensus Aggregation
Chafamo, Daniel, Shanmugam, Vignesh, Tokcan, Neriman
Tensor factorizations (TF) are powerful tools for the efficient representation and analysis of multidimensional data. However, classic TF methods based on maximum likelihood estimation underperform when applied to zero-inflated count data, such as single-cell RNA sequencing (scRNA-seq) data. Additionally, the stochasticity inherent in TFs results in factors that vary across repeated runs, making interpretation and reproducibility of the results challenging. In this paper, we introduce Zero Inflated Poisson Tensor Factorization (ZIPTF), a novel approach for the factorization of high-dimensional count data with excess zeros. To address the challenge of stochasticity, we introduce Consensus Zero Inflated Poisson Tensor Factorization (C-ZIPTF), which combines ZIPTF with a consensus-based meta-analysis. We evaluate our proposed ZIPTF and C-ZIPTF on synthetic zero-inflated count data and synthetic and real scRNA-seq data. ZIPTF consistently outperforms baseline matrix and tensor factorization methods in terms of reconstruction accuracy for zero-inflated data. When the probability of excess zeros is high, ZIPTF achieves up to $2.4\times$ better accuracy. Additionally, C-ZIPTF significantly improves the consistency and accuracy of the factorization. When tested on both synthetic and real scRNA-seq data, ZIPTF and C-ZIPTF consistently recover known and biologically meaningful gene expression programs.
Planning to Learn: A Novel Algorithm for Active Learning during Model-Based Planning
Hodson, Rowan, Bassett, Bruce, van Hoof, Charel, Rosman, Benjamin, Solms, Mark, Shock, Jonathan P., Smith, Ryan
Active Inference is a recent framework for modeling planning under uncertainty. Empirical and theoretical work have now begun to evaluate the strengths and weaknesses of this approach and how it might be improved. A recent extension - the sophisticated inference (SI) algorithm - improves performance on multi-step planning problems through recursive decision tree search. However, little work to date has been done to compare SI to other established planning algorithms. SI was also developed with a focus on inference as opposed to learning. The present paper has two aims. First, we compare performance of SI to Bayesian reinforcement learning (RL) schemes designed to solve similar problems. Second, we present an extension of SI - sophisticated learning (SL) - that more fully incorporates active learning during planning. SL maintains beliefs about how model parameters would change under the future observations expected under each policy. This allows a form of counterfactual retrospective inference in which the agent considers what could be learned from current or past observations given different future observations. To accomplish these aims, we make use of a novel, biologically inspired environment designed to highlight the problem structure for which SL offers a unique solution. Here, an agent must continually search for available (but changing) resources in the presence of competing affordances for information gain. Our simulations show that SL outperforms all other algorithms in this context - most notably, Bayes-adaptive RL and upper confidence bound algorithms, which aim to solve multi-step planning problems using similar principles (i.e., directed exploration and counterfactual reasoning). These results provide added support for the utility of Active Inference in solving this class of biologically-relevant problems and offer added tools for testing hypotheses about human cognition.
Probabilistic Phase Labeling and Lattice Refinement for Autonomous Material Research
Chang, Ming-Chiang, Ament, Sebastian, Amsler, Maximilian, Sutherland, Duncan R., Zhou, Lan, Gregoire, John M., Gomes, Carla P., van Dover, R. Bruce, Thompson, Michael O.
X-ray diffraction (XRD) is an essential technique to determine a material's crystal structure in high-throughput experimentation, and has recently been incorporated in artificially intelligent agents in autonomous scientific discovery processes. However, rapid, automated and reliable analysis method of XRD data matching the incoming data rate remains a major challenge. To address these issues, we present CrystalShift, an efficient algorithm for probabilistic XRD phase labeling that employs symmetry-constrained pseudo-refinement optimization, best-first tree search, and Bayesian model comparison to estimate probabilities for phase combinations without requiring phase space information or training. We demonstrate that CrystalShift provides robust probability estimates, outperforming existing methods on synthetic and experimental datasets, and can be readily integrated into high-throughput experimental workflows. In addition to efficient phase-mapping, CrystalShift offers quantitative insights into materials' structural parameters, which facilitate both expert evaluation and AI-based modeling of the phase space, ultimately accelerating materials identification and discovery.
Adaptive Noise Covariance Estimation under Colored Noise using Dynamic Expectation Maximization
Meera, Ajith Anil, Lanillos, Pablo
A wide variety of NCM estimation methods have been proposed within the control community [1]. These methods Identifying the noise associated with a process, i.e., estimating can be classified into two categories: i) feedback free the Noise Covariance Matrix (NCM) is crucial for methods where the estimation is done by processing the state estimation and control of a dynamic system [1]. An entire data sequence offline and ii) feedback methods where incorrect NCM results in suboptimal gains (e.g., Kalman estimation is done online and. The feedback free methods are gain), significantly decreasing the quality of state estimation of two types: i) the correlation methods that are based on the and tracking. Hence, accurate NCM estimation has a wide analysis of the measurement error sequence, such as Indirect scope of applications that include robotics, signal processing, Correlation (ICM) [9], Input-Output Correlation (IOCM) fault detection, optimal controller design, system identification, [10], Weighted Correlation (WCM) [11], Measurement Average etc. However, most of the NCM estimation algorithms Correlation (MACM) [12], Direct Correlation (DCM) assume a white noise condition, which may not be true in [13] and Measurement Difference Correlation (MDCM) [14], practice. In many real-world applications the noise is colored and ii) the Maximum-Likelihood Methods (MLM) [15] that (e.g., there are temporal autocorrelations). This makes NCM maximises the likelihood function over the data.
Bayesian Hyperbolic Multidimensional Scaling
Liu, Bolun, Lubold, Shane, Raftery, Adrian E., McCormick, Tyler H.
Multidimensional scaling (MDS) is a widely used approach to representing high-dimensional, dependent data. MDS works by assigning each observation a location on a low-dimensional geometric manifold, with distance on the manifold representing similarity. We propose a Bayesian approach to multidimensional scaling when the low-dimensional manifold is hyperbolic. Using hyperbolic space facilitates representing tree-like structures common in many settings (e.g. text or genetic data with hierarchical structure). A Bayesian approach provides regularization that minimizes the impact of measurement error in the observed data and assesses uncertainty. We also propose a case-control likelihood approximation that allows for efficient sampling from the posterior distribution in larger data settings, reducing computational complexity from approximately $O(n^2)$ to $O(n)$. We evaluate the proposed method against state-of-the-art alternatives using simulations, canonical reference datasets, Indian village network data, and human gene expression data.