Uncertainty
Deep Injective Prior for Inverse Scattering
Khorashadizadeh, AmirEhsan, Khorashadizadeh, Vahid, Eskandari, Sepehr, Vandenbosch, Guy A. E., Dokmanić, Ivan
In electromagnetic inverse scattering, the goal is to reconstruct object permittivity using scattered waves. While deep learning has shown promise as an alternative to iterative solvers, it is primarily used in supervised frameworks which are sensitive to distribution drift of the scattered fields, common in practice. Moreover, these methods typically provide a single estimate of the permittivity pattern, which may be inadequate or misleading due to noise and the ill-posedness of the problem. In this paper, we propose a data-driven framework for inverse scattering based on deep generative models. Our approach learns a low-dimensional manifold as a regularizer for recovering target permittivities. Unlike supervised methods that necessitate both scattered fields and target permittivities, our method only requires the target permittivities for training; it can then be used with any experimental setup. We also introduce a Bayesian framework for approximating the posterior distribution of the target permittivity, enabling multiple estimates and uncertainty quantification. Extensive experiments with synthetic and experimental data demonstrate that our framework outperforms traditional iterative solvers, particularly for strong scatterers, while achieving comparable reconstruction quality to state-of-the-art supervised learning methods like the U-Net.
Modeling Events and Interactions through Temporal Processes -- A Survey
Liguori, Angelica, Caroprese, Luciano, Minici, Marco, Veloso, Bruno, Spinnato, Francesco, Nanni, Mirco, Manco, Giuseppe, Gama, Joao
This problem is of scientific and practical relevance since event data is common in many real-world scenarios and sparks interest in many fields including medicine, epidemiology, engineering, earth science, economics, finance, and social science. In medicine, events can represent various situations, such as incidents, test results, diagnoses and symptoms, and medications. The advent of wearable devices and apps also allows tracking human activities, such as eating, working, sleeping, traveling, etc. Events also characterize movement patterns such as trajectories or taxi/car/public transportation adoptions. In engineering, events can represent phenomena occurring in complex environments, such as failures occurring in industrial processes. In earth science, monitoring and modeling phenomena such as volcano eruptions, seismic events, or floods are of crucial importance.
On-Robot Bayesian Reinforcement Learning for POMDPs
Nguyen, Hai, Katt, Sammie, Xiao, Yuchen, Amato, Christopher
Robot learning is often difficult due to the expense of gathering data. The need for large amounts of data can, and should, be tackled with effective algorithms and leveraging expert information on robot dynamics. Bayesian reinforcement learning (BRL), thanks to its sample efficiency and ability to exploit prior knowledge, is uniquely positioned as such a solution method. Unfortunately, the application of BRL has been limited due to the difficulties of representing expert knowledge as well as solving the subsequent inference problem. This paper advances BRL for robotics by proposing a specialized framework for physical systems. In particular, we capture this knowledge in a factored representation, then demonstrate the posterior factorizes in a similar shape, and ultimately formalize the model in a Bayesian framework. We then introduce a sample-based online solution method, based on Monte-Carlo tree search and particle filtering, specialized to solve the resulting model. This approach can, for example, utilize typical low-level robot simulators and handle uncertainty over unknown dynamics of the environment. We empirically demonstrate its efficiency by performing on-robot learning in two human-robot interaction tasks with uncertainty about human behavior, achieving near-optimal performance after only a handful of real-world episodes. A video of learned policies is at https://youtu.be/H9xp60ngOes.
Data-Induced Interactions of Sparse Sensors
Klishin, Andrei A., Kutz, J. Nathan, Manohar, Krithika
Large-dimensional empirical data in science and engineering frequently has low-rank structure and can be represented as a combination of just a few eigenmodes. Because of this structure, we can use just a few spatially localized sensor measurements to reconstruct the full state of a complex system. The quality of this reconstruction, especially in the presence of sensor noise, depends significantly on the spatial configuration of the sensors. Multiple algorithms based on gappy interpolation and QR factorization have been proposed to optimize sensor placement. Here, instead of an algorithm that outputs a singular "optimal" sensor configuration, we take a thermodynamic view to compute the full landscape of sensor interactions induced by the training data. The landscape takes the form of the Ising model in statistical physics, and accounts for both the data variance captured at each sensor location and the crosstalk between sensors. Mapping out these data-induced sensor interactions allows combining them with external selection criteria and anticipating sensor replacement impacts.
A multi-modal representation of El Ni\~no Southern Oscillation Diversity
Schlör, Jakob, Strnad, Felix, Capotondi, Antonietta, Goswami, Bedartha
The El Niño-Southern Oscillation (ENSO), characterized by anomalous sea surface temperature (SST) in the tropical Pacific, exhibits notable diversity in its temporal evolution and spatial distribution of anomalies. The El Niño events of 1982-83 and 1997-98, for instance, recorded exceptionally high sea surface temperature anomaly (SSTA) values in the eastern equatorial Pacific, whereas the El Niño of 2002-03 were notably less extreme and primarily restricted to the central equatorial Pacific (McPhaden, 2004). Despite each being categorized as an El Niño, the 2002-03 event exhibited global climate conditions distinct from those of the earlier two events. In order to describe these event-to-event differences, El Niño events have been categorized as Eastern Pacific (EP), and Central Pacific (CP) types (Capotondi et al., 2020). EP El Niño events typically have their peak SSTA in the Eastern Pacific, exhibit stronger intensities, and a largely reduced zonal thermocline slope, resulting in the discharge of warm water from the equatorial thermocline. In contrast, CP events show peak SSTA in the Central Pacific and are comparatively weaker with more limited changes in zonal thermocline slope and reduced warm water discharge (Kug, Jin, and An, 2009; Capotondi, 2013). Despite considerable research, the underlying causes of ENSO diversity remain elusive (Lee and McPhaden, 2010; Capotondi et al., 2015; Capotondi et al., 2020). And while some general circulation models (GCMs) do exhibit ENSO event-to-event differences, their representation of ENSO diversity appears to be model dependent and is often different in intensity, pattern and duration than observed (Cai et al., 2018). The different types of ENSO events have substantially different downstream impacts on the global climate and dynamics (Strnad et al., 2022).
Identifying Relevant Features of CSE-CIC-IDS2018 Dataset for the Development of an Intrusion Detection System
Göcs, László, Johanyák, Zsolt Csaba
Intrusion detection systems (IDSs) are essential elements of IT systems. Their key component is a classification module that continuously evaluates some features of the network traffic and identifies possible threats. Its efficiency is greatly affected by the right selection of the features to be monitored. Therefore, the identification of a minimal set of features that are necessary to safely distinguish malicious traffic from benign traffic is indispensable in the course of the development of an IDS. This paper presents the preprocessing and feature selection workflow as well as its results in the case of the CSE-CIC-IDS2018 on AWS dataset, focusing on five attack types. To identify the relevant features, six feature selection methods were applied, and the final ranking of the features was elaborated based on their average score. Next, several subsets of the features were formed based on different ranking threshold values, and each subset was tried with five classification algorithms to determine the optimal feature set for each attack type. During the evaluation, four widely used metrics were taken into consideration.
Bayesian taut splines for estimating the number of modes
Chacón, José E., Serrano, Javier Fernández
The number of modes in a probability density function is representative of the model's complexity and can also be viewed as the number of existing subpopulations. Despite its relevance, little research has been devoted to its estimation. Focusing on the univariate setting, we propose a novel approach targeting prediction accuracy inspired by some overlooked aspects of the problem. We argue for the need for structure in the solutions, the subjective and uncertain nature of modes, and the convenience of a holistic view blending global and local density properties. Our method builds upon a combination of flexible kernel estimators and parsimonious compositional splines. Feature exploration, model selection and mode testing are implemented in the Bayesian inference paradigm, providing soft solutions and allowing to incorporate expert judgement in the process. The usefulness of our proposal is illustrated through a case study in sports analytics, showcasing multiple companion visualisation tools. A thorough simulation study demonstrates that traditional modality-driven approaches paradoxically struggle to provide accurate results. In this context, our method emerges as a top-tier alternative offering innovative solutions for analysts.
Near-optimal multiple testing in Bayesian linear models with finite-sample FDR control
Ahn, Taejoo, Lin, Licong, Mei, Song
In high dimensional variable selection problems, statisticians often seek to design multiple testing procedures that control the False Discovery Rate (FDR), while concurrently identifying a greater number of relevant variables. Model-X methods, such as Knockoffs and conditional randomization tests, achieve the primary goal of finite-sample FDR control, assuming a known distribution of covariates. However, whether these methods can also achieve the secondary goal of maximizing discoveries remains uncertain. In fact, designing procedures to discover more relevant variables with finite-sample FDR control is a largely open question, even within the arguably simplest linear models. In this paper, we develop near-optimal multiple testing procedures for high dimensional Bayesian linear models with isotropic covariates. We introduce Model-X procedures that provably control the frequentist FDR from finite samples, even when the model is misspecified, and conjecturally achieve near-optimal power when the data follow the Bayesian linear model. Our proposed procedure, PoEdCe, incorporates three key ingredients: Posterior Expectation, distilled Conditional randomization test (dCRT), and the Benjamini-Hochberg procedure with e-values (eBH). The optimality conjecture of PoEdCe is based on a heuristic calculation of its asymptotic true positive proportion (TPP) and false discovery proportion (FDP), which is supported by methods from statistical physics as well as extensive numerical simulations. Our result establishes the Bayesian linear model as a benchmark for comparing the power of various multiple testing procedures.
A Review of Machine Learning Methods Applied to Structural Dynamics and Vibroacoustic
Cunha, Barbara, Droz, Christophe, Zine, Abdelmalek, Foulard, Stéphane, Ichchou, Mohamed
The use of Machine Learning (ML) has rapidly spread across several fields, having encountered many applications in Structural Dynamics and Vibroacoustic (SD\&V). The increasing capabilities of ML to unveil insights from data, driven by unprecedented data availability, algorithms advances and computational power, enhance decision making, uncertainty handling, patterns recognition and real-time assessments. Three main applications in SD\&V have taken advantage of these benefits. In Structural Health Monitoring, ML detection and prognosis lead to safe operation and optimized maintenance schedules. System identification and control design are leveraged by ML techniques in Active Noise Control and Active Vibration Control. Finally, the so-called ML-based surrogate models provide fast alternatives to costly simulations, enabling robust and optimized product design. Despite the many works in the area, they have not been reviewed and analyzed. Therefore, to keep track and understand this ongoing integration of fields, this paper presents a survey of ML applications in SD\&V analyses, shedding light on the current state of implementation and emerging opportunities. The main methodologies, advantages, limitations, and recommendations based on scientific knowledge were identified for each of the three applications. Moreover, the paper considers the role of Digital Twins and Physics Guided ML to overcome current challenges and power future research progress. As a result, the survey provides a broad overview of the present landscape of ML applied in SD\&V and guides the reader to an advanced understanding of progress and prospects in the field.
Data Analytics with Differential Privacy
Differential privacy is the state-of-the-art definition for privacy, guaranteeing that any analysis performed on a sensitive dataset leaks no information about the individuals whose data are contained therein. In this thesis, we develop differentially private algorithms to analyze distributed and streaming data. In the distributed model, we consider the particular problem of learning -- in a distributed fashion -- a global model of the data, that can subsequently be used for arbitrary analyses. We build upon PrivBayes, a differentially private method that approximates the high-dimensional distribution of a centralized dataset as a product of low-order distributions, utilizing a Bayesian Network model. We examine three novel approaches to learning a global Bayesian Network from distributed data, while offering the differential privacy guarantee to all local datasets. Our work includes a detailed theoretical analysis of the distributed, differentially private entropy estimator which we use in one of our algorithms, as well as a detailed experimental evaluation, using both synthetic and real-world data. In the streaming model, we focus on the problem of estimating the density of a stream of users, which expresses the fraction of all users that actually appear in the stream. We offer one of the strongest privacy guarantees for the streaming model, user-level pan-privacy, which ensures that the privacy of any user is protected, even against an adversary that observes the internal state of the algorithm. We provide a detailed analysis of an existing, sampling-based algorithm for the problem and propose two novel modifications that significantly improve it, both theoretically and experimentally, by optimally using all the allocated "privacy budget."