Uncertainty
An Application of Neutrosophic Sets to Decision Making
Maji et al. introduced in 2002 a method of parametric decision making using soft sets as tools and representing their tabular form as a binary matrix. In cases, however, where some or all of the parameters used for the characterization of the elements of the universal set are of fuzzy texture, their method does not give always the best decision making solution. In order to tackle this problem, we modified in earlier works the method of Maji et al. by replacing the binary elements in the tabular form of the corresponding soft set either by grey numbers or by triangular fuzzy numbers. In this work, in order to tackle more efficiently cases in which the decision maker has doubts about the correctness of the fuzzy/qualitative characterizations assigned to some or all of the elements of the universal set, we replace the binary elements of the tabular form by neutrosophic triplets. Our new, neutrosophic decision making method is illustrated by an application concerning the choice of a new player by a soccer club.
Rounding Meets Approximate Model Counting
The problem of model counting, also known as #SAT, is to compute the number of models or satisfying assignments of a given Boolean formula $F$. Model counting is a fundamental problem in computer science with a wide range of applications. In recent years, there has been a growing interest in using hashing-based techniques for approximate model counting that provide $(\varepsilon, \delta)$-guarantees: i.e., the count returned is within a $(1+\varepsilon)$-factor of the exact count with confidence at least $1-\delta$. While hashing-based techniques attain reasonable scalability for large enough values of $\delta$, their scalability is severely impacted for smaller values of $\delta$, thereby preventing their adoption in application domains that require estimates with high confidence. The primary contribution of this paper is to address the Achilles heel of hashing-based techniques: we propose a novel approach based on rounding that allows us to achieve a significant reduction in runtime for smaller values of $\delta$. The resulting counter, called RoundMC, achieves a substantial runtime performance improvement over the current state-of-the-art counter, ApproxMC. In particular, our extensive evaluation over a benchmark suite consisting of 1890 instances shows that RoundMC solves 204 more instances than ApproxMC, and achieves a $4\times$ speedup over ApproxMC.
FiMReSt: Finite Mixture of Multivariate Regulated Skew-t Kernels -- A Flexible Probabilistic Model for Multi-Clustered Data with Asymmetrically-Scattered Non-Gaussian Kernels
Mehrdad, Sarmad, Atashzar, S. Farokh
Recently skew-t mixture models have been introduced as a flexible probabilistic modeling technique taking into account both skewness in data clusters and the statistical degree of freedom (S-DoF) to improve modeling generalizability, and robustness to heavy tails and skewness. In this paper, we show that the state-of-the-art skew-t mixture models fundamentally suffer from a hidden phenomenon named here as "S-DoF explosion," which results in local minima in the shapes of normal kernels during the non-convex iterative process of expectation maximization. For the first time, this paper provides insights into the instability of the S-DoF, which can result in the divergence of the kernels from the mixture of t-distribution, losing generalizability and power for modeling the outliers. Thus, in this paper, we propose a regularized iterative optimization process to train the mixture model, enhancing the generalizability and resiliency of the technique. The resulting mixture model is named Finite Mixture of Multivariate Regulated Skew-t (FiMReSt) Kernels, which stabilizes the S-DoF profile during optimization process of learning. To validate the performance, we have conducted a comprehensive experiment on several real-world datasets and a synthetic dataset. The results highlight (a) superior performance of the FiMReSt, (b) generalizability in the presence of outliers, and (c) convergence of S-DoF.
Bounded KRnet and its applications to density estimation and approximation
Zeng, Li, Wan, Xiaoliang, Zhou, Tao
In this paper, we develop an invertible mapping, called B-KRnet, on a bounded domain and apply it to density estimation/approximation for data or the solutions of PDEs such as the Fokker-Planck equation and the Keller-Segel equation. Similar to KRnet, the structure of B-KRnet adapts the triangular form of the Knothe-Rosenblatt rearrangement into a normalizing flow model. The main difference between B-KRnet and KRnet is that B-KRnet is defined on a hypercube while KRnet is defined on the whole space, in other words, we introduce a new mechanism in B-KRnet to maintain the exact invertibility. Using B-KRnet as a transport map, we obtain an explicit probability density function (PDF) model that corresponds to the pushforward of a prior (uniform) distribution on the hypercube. To approximate PDFs defined on a bounded computational domain, B-KRnet is more effective than KRnet. By coupling KRnet and B-KRnet, we can also define a deep generative model on a high-dimensional domain where some dimensions are bounded and other dimensions are unbounded. A typical case is the solution of the stationary kinetic Fokker-Planck equation, which is a PDF of position and momentum. Based on B-KRnet, we develop an adaptive learning approach to approximate partial differential equations whose solutions are PDFs or can be regarded as a PDF. In addition, we apply B-KRnet to density estimation when only data are available. A variety of numerical experiments is presented to demonstrate the effectiveness of B-KRnet.
Encoding Domain Expertise into Multilevel Models for Source Location
Bull, Lawrence A., Jones, Matthew R., Cross, Elizabeth J., Duncan, Andrew, Girolami, Mark
Data from populations of systems are prevalent in many industrial applications. Machines and infrastructure are increasingly instrumented with sensing systems, emitting streams of telemetry data with complex interdependencies. In practice, data-centric monitoring procedures tend to consider these assets (and respective models) as distinct -- operating in isolation and associated with independent data. In contrast, this work captures the statistical correlations and interdependencies between models of a group of systems. Utilising a Bayesian multilevel approach, the value of data can be extended, since the population can be considered as a whole, rather than constituent parts. Most interestingly, domain expertise and knowledge of the underlying physics can be encoded in the model at the system, subgroup, or population level. We present an example of acoustic emission (time-of-arrival) mapping for source location, to illustrate how multilevel models naturally lend themselves to representing aggregate systems in engineering. In particular, we focus on constraining the combined models with domain knowledge to enhance transfer learning and enable further insights at the population level.
Gaussian Process Port-Hamiltonian Systems: Bayesian Learning with Physics Prior
Beckers, Thomas, Seidman, Jacob, Perdikaris, Paris, Pappas, George J.
Data-driven approaches achieve remarkable results for the modeling of complex dynamics based on collected data. However, these models often neglect basic physical principles which determine the behavior of any real-world system. This omission is unfavorable in two ways: The models are not as data-efficient as they could be by incorporating physical prior knowledge, and the model itself might not be physically correct. We propose Gaussian Process Port-Hamiltonian systems (GP-PHS) as a physics-informed Bayesian learning approach with uncertainty quantification. The Bayesian nature of GP-PHS uses collected data to form a distribution over all possible Hamiltonians instead of a single point estimate. Due to the underlying physics model, a GP-PHS generates passive systems with respect to designated inputs and outputs. Further, the proposed approach preserves the compositional nature of Port-Hamiltonian systems.
Learning Switching Port-Hamiltonian Systems with Uncertainty Quantification
Beckers, Thomas, Jiahao, Tom Z., Pappas, George J.
Switching physical systems are ubiquitous in modern control applications, for instance, locomotion behavior of robots and animals, power converters with switches and diodes. The dynamics and switching conditions are often hard to obtain or even inaccessible in case of a-priori unknown environments and nonlinear components. Black-box neural networks can learn to approximately represent switching dynamics, but typically require a large amount of data, neglect the underlying axioms of physics, and lack of uncertainty quantification. We propose a Gaussian process based learning approach enhanced by switching Port-Hamiltonian systems (GP-SPHS) to learn physical plausible system dynamics and identify the switching condition. The Bayesian nature of Gaussian processes uses collected data to form a distribution over all possible switching policies and dynamics that allows for uncertainty quantification. Furthermore, the proposed approach preserves the compositional nature of Port-Hamiltonian systems. A simulation with a hopping robot validates the effectiveness of the proposed approach.
Quantum Neural Network for Quantum Neural Computing
Zhou, Min-Gang, Liu, Zhi-Ping, Yin, Hua-Lei, Li, Chen-Long, Xu, Tong-Kai, Chen, Zeng-Bing
Neural networks have achieved impressive breakthroughs in both industry and academia. How to effectively develop neural networks on quantum computing devices is a challenging open problem. Here, we propose a new quantum neural network model for quantum neural computing using (classically-controlled) single-qubit operations and measurements on real-world quantum systems with naturally occurring environment-induced decoherence, which greatly reduces the difficulties of physical implementations. Our model circumvents the problem that the state-space size grows exponentially with the number of neurons, thereby greatly reducing memory requirements and allowing for fast optimization with traditional optimization algorithms. We benchmark our model for handwritten digit recognition and other nonlinear classification tasks. The results show that our model has an amazing nonlinear classification ability and robustness to noise. Furthermore, our model allows quantum computing to be applied in a wider context and inspires the earlier development of a quantum neural computer than standard quantum computers.
Guided Deep Kernel Learning
Achituve, Idan, Chechik, Gal, Fetaya, Ethan
Combining Gaussian processes with the expressive power of deep neural networks is commonly done nowadays through deep kernel learning (DKL). Unfortunately, due to the kernel optimization process, this often results in losing their Bayesian benefits. In this study, we present a novel approach for learning deep kernels by utilizing infinite-width neural networks. We propose to use the Neural Network Gaussian Process (NNGP) model as a guide to the DKL model in the optimization process. Our approach harnesses the reliable uncertainty estimation of the NNGPs to adapt the DKL target confidence when it encounters novel data points. As a result, we get the best of both worlds, we leverage the Bayesian behavior of the NNGP, namely its robustness to overfitting, and accurate uncertainty estimation, while maintaining the generalization abilities, scalability, and flexibility of deep kernels. Empirically, we show on multiple benchmark datasets of varying sizes and dimensionality, that our method is robust to overfitting, has good predictive performance, and provides reliable uncertainty estimations.
Bayesian Interpolation with Deep Linear Networks
Hanin, Boris, Zlokapa, Alexander
Characterizing how neural network depth, width, and dataset size jointly impact model quality is a central problem in deep learning theory. We give here a complete solution in the special case of linear networks with output dimension one trained using zero noise Bayesian inference with Gaussian weight priors and mean squared error as a negative log-likelihood. For any training dataset, network depth, and hidden layer widths, we find non-asymptotic expressions for the predictive posterior and Bayesian model evidence in terms of Meijer-G functions, a class of meromorphic special functions of a single complex variable. Through novel asymptotic expansions of these Meijer-G functions, a rich new picture of the joint role of depth, width, and dataset size emerges. We show that linear networks make provably optimal predictions at infinite depth: the posterior of infinitely deep linear networks with data-agnostic priors is the same as that of shallow networks with evidence-maximizing data-dependent priors. This yields a principled reason to prefer deeper networks when priors are forced to be data-agnostic. Moreover, we show that with data-agnostic priors, Bayesian model evidence in wide linear networks is maximized at infinite depth, elucidating the salutary role of increased depth for model selection. Underpinning our results is a novel emergent notion of effective depth, given by the number of hidden layers times the number of data points divided by the network width; this determines the structure of the posterior in the large-data limit.