Uncertainty
On the Integration of Physics-Based Machine Learning with Hierarchical Bayesian Modeling Techniques
Sedehi, Omid, Kosikova, Antonina M., Papadimitriou, Costas, Katafygiotis, Lambros S.
Machine Learning (ML) has widely been used for modeling and predicting physical systems. These techniques offer high expressive power and good generalizability for interpolation within observed data sets. However, the disadvantage of black - box m odels is that they underperform under blind conditions since no physical knowledge is incorporated. Physics - based ML aims to address this problem by retaining the mathematical flexibility of ML techniques while incorporating physics. In accord, this paper proposes to embed mechanics - based models into the mean function of a Gaussian Process (GP) model and characterize potential discrepancies through kernel machines. A specific class of kernel function is promoted, which has a connection with the gradient of the physics - based model with respect to the input and parameters and shares similarity with the exact Auto - covariance function of linear dynamical systems. The spectral properties of the kernel function enable considering dominant periodic processes origin ating from physics misspecification. Nevertheless, the stationarity of the kernel function is a difficult hurdle in the sequential processing of long data sets, resolved through hierarchical Bayesian techniques. This implementation is also advantageous to mitigate computational costs, alleviating the scalability of GPs when dealing with sequential data. Using numerical and experimental examples, potential applications of the proposed method to structural dynamics inverse problems are demonstrated. Postdoctoral Fellow, Department of Civil and Environmental Engineering, The Hong Kong University of Science and Technology, Hong Kong, Email: osedehi@connect.ust.hk Ph.D. Student, Department of Civil and Environmental Engineering, The Hong Kong Universi ty of Science and Technology, Hong Kong, Email: akosikova@connect.ust.hk
Semi-Supervised Constrained Clustering: An In-Depth Overview, Ranked Taxonomy and Future Research Directions
Gonzรกlez-Almagro, Germรกn, Peralta, Daniel, De Poorter, Eli, Cano, Josรฉ-Ramรณn, Garcรญa, Salvador
Clustering is a well-known unsupervised machine learning approach capable of automatically grouping discrete sets of instances with similar characteristics. Constrained clustering is a semi-supervised extension to this process that can be used when expert knowledge is available to indicate constraints that can be exploited. Well-known examples of such constraints are must-link (indicating that two instances belong to the same group) and cannot-link (two instances definitely do not belong together). The research area of constrained clustering has grown significantly over the years with a large variety of new algorithms and more advanced types of constraints being proposed. However, no unifying overview is available to easily understand the wide variety of available methods, constraints and benchmarks. To remedy this, this study presents in-detail the background of constrained clustering and provides a novel ranked taxonomy of the types of constraints that can be used in constrained clustering. In addition, it focuses on the instance-level pairwise constraints, and gives an overview of its applications and its historical context. Finally, it presents a statistical analysis covering 307 constrained clustering methods, categorizes them according to their features, and provides a ranking score indicating which methods have the most potential based on their popularity and validation quality. Finally, based upon this analysis, potential pitfalls and future research directions are provided.
Diffusion Probabilistic Fields
Zhuang, Peiye, Abnar, Samira, Gu, Jiatao, Schwing, Alex, Susskind, Joshua M., Bautista, Miguel รngel
Diffusion probabilistic models have quickly become a major approach for generative modeling of images, 3D geometry, video and other domains. However, to adapt diffusion generative modeling to these domains the denoising network needs to be carefully designed for each domain independently, oftentimes under the assumption that data lives in a Euclidean grid. In this paper we introduce Diffusion Probabilistic Fields (DPF), a diffusion model that can learn distributions over continuous functions defined over metric spaces, commonly known as fields. We extend the formulation of diffusion probabilistic models to deal with this field parametrization in an explicit way, enabling us to define an end-to-end learning algorithm that side-steps the requirement of representing fields with latent vectors as in previous approaches (Dupont et al., 2022a; Du et al., 2021). We empirically show that, while using the same denoising network, DPF effectively deals with different modalities like 2D images and 3D geometry, in addition to modeling distributions over fields defined on non-Euclidean metric spaces.
An Algorithm and Complexity Results for Causal Unit Selection
Huang, Haiying, Darwiche, Adnan
The unit selection problem aims to identify objects, called units, that are most likely to exhibit a desired mode of behavior when subjected to stimuli (e.g., customers who are about to churn but would change their mind if encouraged). Unit selection with counterfactual objective functions was introduced relatively recently with existing work focusing on bounding a specific class of objective functions, called the benefit functions, based on observational and interventional data -- assuming a fully specified model is not available to evaluate these functions. We complement this line of work by proposing the first exact algorithm for finding optimal units given a broad class of causal objective functions and a fully specified structural causal model (SCM). We show that unit selection under this class of objective functions is $\text{NP}^\text{PP}$-complete but is $\text{NP}$-complete when unit variables correspond to all exogenous variables in the SCM. We also provide treewidth-based complexity bounds on our proposed algorithm while relating it to a well-known algorithm for Maximum a Posteriori (MAP) inference.
Neural Graph Revealers
Shrivastava, Harsh, Chajewska, Urszula
Sparse graph recovery methods work well where the data follows their assumptions but often they are not designed for doing downstream probabilistic queries. This limits their adoption to only identifying connections among the input variables. On the other hand, the Probabilistic Graphical Models (PGMs) assume an underlying base graph between variables and learns a distribution over them. PGM design choices are carefully made such that the inference \& sampling algorithms are efficient. This brings in certain restrictions and often simplifying assumptions. In this work, we propose Neural Graph Revealers (NGRs), that are an attempt to efficiently merge the sparse graph recovery methods with PGMs into a single flow. The problem setting consists of an input data X with D features and M samples and the task is to recover a sparse graph showing connection between the features and learn a probability distribution over the D at the same time. NGRs view the neural networks as a `glass box' or more specifically as a multitask learning framework. We introduce `Graph-constrained path norm' that NGRs leverage to learn a graphical model that captures complex non-linear functional dependencies between the features in the form of an undirected sparse graph. Furthermore, NGRs can handle multimodal inputs like images, text, categorical data, embeddings etc. which is not straightforward to incorporate in the existing methods. We show experimental results of doing sparse graph recovery and probabilistic inference on data from Gaussian graphical models and a multimodal infant mortality dataset by Centers for Disease Control and Prevention.
Context-Specific Causal Discovery for Categorical Data Using Staged Trees
Leonelli, Manuele, Varando, Gherardo
Causal discovery algorithms aim at untangling complex causal relationships from data. Here, we study causal discovery and inference methods based on staged tree models, which can represent complex and asymmetric causal relationships between categorical variables. We provide a first graphical representation of the equivalence class of a staged tree, by looking only at a specific subset of its underlying independences. We further define a new pre-metric, inspired by the widely used structural intervention distance, to quantify the closeness between two staged trees in terms of their corresponding causal inference statements. A simulation study highlights the efficacy of staged trees in uncovering complexes, asymmetric causal relationships from data, and real-world data applications illustrate their use in practical causal analysis.
Particle-based Online Bayesian Sampling
Yang, Yifan, Liu, Chang, Zhang, Zheng
Online learning has gained increasing interest due Online optimization methods can directly be applied to update to its capability of tracking real-world streaming models that are fully specified by a certain value of its data. Although it has been widely studied in the parameters. Beyond such models, there is another class of setting of frequentist statistics, few works have models known as Bayesian models that treat the parameters considered online learning with the Bayesian sampling as random variables, thus giving an output also as a random problem. In this paper, we study an Online variable (often the expectation is taken as the final output on Particle-based Variational Inference (OPVI) algorithm par with the conventional case). The stochasticity enables that updates a set of particles to gradually Bayesian models to provide diverse outputs, characterize approximate the Bayesian posterior. To reduce prediction uncertainty, and be more robust to adversarial the gradient error caused by the use of stochastic attacks (Hernรกndez-Lobato and Adams, 2015; Li and Gal, approximation, we include a sublinear increasing 2017; Yoon et al., 2018; Zhang et al., 2019; Tolpin et al., batch-size method to reduce the variance.
Dealing with Collinearity in Large-Scale Linear System Identification Using Gaussian Regression
Cao, Wenqi, Pillonetto, Gianluigi
Many problems arising in control require the determination of a mathematical model of the application. This has often to be performed starting from input-output data, leading to a task known as system identification in the engineering literature. One emerging topic in this field is estimation of networks consisting of several interconnected dynamic systems. We consider the linear setting assuming that system outputs are the result of many correlated inputs, hence making system identification severely ill-conditioned. This is a scenario often encountered when modeling complex cybernetics systems composed by many sub-units with feedback and algebraic loops. We develop a strategy cast in a Bayesian regularization framework where any impulse response is seen as realization of a zero-mean Gaussian process. Any covariance is defined by the so called stable spline kernel which includes information on smooth exponential decay. We design a novel Markov chain Monte Carlo scheme able to reconstruct the impulse responses posterior by efficiently dealing with collinearity. Our scheme relies on a variation of the Gibbs sampling technique: beyond considering blocks forming a partition of the parameter space, some other (overlapping) blocks are also updated on the basis of the level of collinearity of the system inputs. Theoretical properties of the algorithm are studied obtaining its convergence rate. Numerical experiments are included using systems containing hundreds of impulse responses and highly correlated inputs.
Can We Use Diffusion Probabilistic Models for 3D Motion Prediction?
Ahn, Hyemin, Mascaro, Esteve Valls, Lee, Dongheui
Abstract-- After many researchers observed fruitfulness from the recent diffusion probabilistic model, its effectiveness in image generation is actively studied these days. In this paper, our objective is to evaluate the potential of diffusion probabilistic models for 3D human motion-related tasks. To this end, this paper presents a study of employing diffusion probabilistic models to predict future 3D human motion(s) from the previously observed motion. Based on the Human 3.6M and HumanEva-I datasets, our results show that diffusion probabilistic models are competitive for both single (deterministic) and multiple (stochastic) 3D motion prediction tasks, after finishing a single training process. In addition, we find out that diffusion probabilistic models can offer an attractive compromise, since they can strike the right balance between the likelihood and diversity of the predicted future motions.
Sequential edge detection using joint hierarchical Bayesian learning
Xiao, Yao, Gelb, Anne, Song, Guohui
This paper introduces a new sparse Bayesian learning (SBL) algorithm that jointly recovers a temporal sequence of edge maps from noisy and under-sampled Fourier data. The new method is cast in a Bayesian framework and uses a prior that simultaneously incorporates intra-image information to promote sparsity in each individual edge map with inter-image information to promote similarities in any unchanged regions. By treating both the edges as well as the similarity between adjacent images as random variables, there is no need to separately form regions of change. Thus we avoid both additional computational cost as well as any information loss resulting from pre-processing the image. Our numerical examples demonstrate that our new method compares favorably with more standard SBL approaches.