Uncertainty
A Comprehensive Review of Digital Twin -- Part 1: Modeling and Twinning Enabling Technologies
Thelen, Adam, Zhang, Xiaoge, Fink, Olga, Lu, Yan, Ghosh, Sayan, Youn, Byeng D., Todd, Michael D., Mahadevan, Sankaran, Hu, Chao, Hu, Zhen
As an emerging technology in the era of Industry 4.0, digital twin is gaining unprecedented attention because of its promise to further optimize process design, quality control, health monitoring, decision and policy making, and more, by comprehensively modeling the physical world as a group of interconnected digital models. In a two-part series of papers, we examine the fundamental role of different modeling techniques, twinning enabling technologies, and uncertainty quantification and optimization methods commonly used in digital twins. This first paper presents a thorough literature review of digital twin trends across many disciplines currently pursuing this area of research. Then, digital twin modeling and twinning enabling technologies are further analyzed by classifying them into two main categories: physical-to-virtual, and virtual-to-physical, based on the direction in which data flows. Finally, this paper provides perspectives on the trajectory of digital twin technology over the next decade, and introduces a few emerging areas of research which will likely be of great use in future digital twin research. In part two of this review, the role of uncertainty quantification and optimization are discussed, a battery digital twin is demonstrated, and more perspectives on the future of digital twin are shared.
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
Jaiswal, Prateek, Honnappa, Harsha, Rao, Vinayak A.
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data and prior knowledge into stochastic optimization problems. However, the computation of Bayesian posteriors is typically an intractable problem, and has spawned a large literature on approximate Bayesian computation. Here, in the context of chance-constrained optimization, we focus on the question of statistical consistency (in an appropriate sense) of the optimal value, computed using an approximate posterior distribution. To this end, we rigorously prove a frequentist consistency result demonstrating the convergence of the optimal value to the optimal value of a fixed, parameterized constrained optimization problem. We augment this by also establishing a probabilistic rate of convergence of the optimal value. We also prove the convex feasibility of the approximate Bayesian stochastic optimization problem. Finally, we demonstrate the utility of our approach on an optimal staffing problem for an M/M/c queueing model.
Latent Hierarchical Causal Structure Discovery with Rank Constraints
Huang, Biwei, Low, Charles Jia Han, Xie, Feng, Glymour, Clark, Zhang, Kun
Most causal discovery procedures assume that there are no latent confounders in the system, which is often violated in real-world problems. In this paper, we consider a challenging scenario for causal structure identification, where some variables are latent and they form a hierarchical graph structure to generate the measured variables; the children of latent variables may still be latent and only leaf nodes are measured, and moreover, there can be multiple paths between every pair of variables (i.e., it is beyond tree structure). We propose an estimation procedure that can efficiently locate latent variables, determine their cardinalities, and identify the latent hierarchical structure, by leveraging rank deficiency constraints over the measured variables. We show that the proposed algorithm can find the correct Markov equivalence class of the whole graph asymptotically under proper restrictions on the graph structure.
Physically Meaningful Uncertainty Quantification in Probabilistic Wind Turbine Power Curve Models as a Damage Sensitive Feature
Mclean, J. H., Jones, M. R., O'Connell, B. J., Maguire, A. E, Rogers, T. J.
A wind turbines' power curve is easily accessible damage sensitive data, and as such is a key part of structural health monitoring in wind turbines. Power curve models can be constructed in a number of ways, but the authors argue that probabilistic methods carry inherent benefits in this use case, such as uncertainty quantification and allowing uncertainty propagation analysis. Many probabilistic power curve models have a key limitation in that they are not physically meaningful - they return mean and uncertainty predictions outside of what is physically possible (the maximum and minimum power outputs of the wind turbine). This paper investigates the use of two bounded Gaussian Processes in order to produce physically meaningful probabilistic power curve models. The first model investigated was a warped heteroscedastic Gaussian process, and was found to be ineffective due to specific shortcomings of the Gaussian Process in relation to the warping function. The second model - an approximated Gaussian Process with a Beta likelihood was highly successful and demonstrated that a working bounded probabilistic model results in better predictive uncertainty than a corresponding unbounded one without meaningful loss in predictive accuracy. Such a bounded model thus offers increased accuracy for performance monitoring and increased operator confidence in the model due to guaranteed physical plausibility.
A General Framework for Sample-Efficient Function Approximation in Reinforcement Learning
Chen, Zixiang, Li, Chris Junchi, Yuan, Angela, Gu, Quanquan, Jordan, Michael I.
Reinforcement learning (RL) is a decision-making process that seeks to maximize the expected reward when an agent interacts with the environment [Sutton and Barto, 2018]. Over the past decade, RL has gained increasing attention due to its successes in a wide range of domains, including Atari games [Mnih et al., 2013], Go game [Silver et al., 2016], autonomous driving [Yurtsever et al., 2020], Robotics [Kober et al., 2013], etc. Existing RL algorithms can be categorized into value-based algorithms such as Q-learning [Watkins, 1989] and policy-based algorithms such as policy gradient [Sutton et al., 1999]. They can also be categorized as a model-free approach where one directly models the value function classes, or alternatively, a model-based approach where one needs to estimate the transition probability. Due to the intractably large state and action spaces that are used to model the real-world complex environment, function approximation in RL has become prominent in both algorithm design and theoretical analysis. It is a pressing challenge to design sample-efficient RL algorithms with general function approximations. In the special case where the underlying Markov Decision Processes (MDPs) enjoy certain linear structures, several lines of works have achieved polynomial sample complexity and/or T regret guarantees under either model-free or model-based RL settings. For linear MDPs where the transition probability and the reward function admit linear structure, Yang and Wang [2019] developed a variant of Q-learning when granted access to a generative model, Jin et al. [2020] proposed an LSVI-UCB algorithm with a ร( d
Neural Causal Models for Counterfactual Identification and Estimation
Xia, Kevin, Pan, Yushu, Bareinboim, Elias
Evaluating hypothetical statements about how the world would be had a different course of action been taken is arguably one key capability expected from modern AI systems. Counterfactual reasoning underpins discussions in fairness, the determination of blame and responsibility, credit assignment, and regret. In this paper, we study the evaluation of counterfactual statements through neural models. Specifically, we tackle two causal problems required to make such evaluations, i.e., counterfactual identification and estimation from an arbitrary combination of observational and experimental data. First, we show that neural causal models (NCMs) are expressive enough and encode the structural constraints necessary for performing counterfactual reasoning. Second, we develop an algorithm for simultaneously identifying and estimating counterfactual distributions. We show that this algorithm is sound and complete for deciding counterfactual identification in general settings. Third, considering the practical implications of these results, we introduce a new strategy for modeling NCMs using generative adversarial networks. Simulations corroborate with the proposed methodology.
Calibrating Sequence likelihood Improves Conditional Language Generation
Zhao, Yao, Khalman, Misha, Joshi, Rishabh, Narayan, Shashi, Saleh, Mohammad, Liu, Peter J.
Conditional language models are predominantly trained with maximum likelihood estimation (MLE), giving probability mass to sparsely observed target sequences. While MLE trained models assign high probability to plausible sequences given the context, the model probabilities often do not accurately rank-order generated sequences by quality. This has been empirically observed in beam search decoding as output quality degrading with large beam sizes, and decoding strategies benefiting from heuristics such as length normalization and repetition-blocking. In this work, we introduce sequence likelihood calibration (SLiC) where the likelihood of model generated sequences are calibrated to better align with reference sequences in the model's latent space. With SLiC, decoding heuristics become unnecessary and decoding candidates' quality significantly improves regardless of the decoding method. Furthermore, SLiC shows no sign of diminishing returns with model scale, and presents alternative ways to improve quality with limited training and inference budgets. With SLiC, we exceed or match SOTA results on a wide range of generation tasks spanning abstractive summarization, question generation, abstractive question answering and data-to-text generation, even with modest-sized models.
Causal inference in drug discovery and development
Michoel, Tom, Zhang, Jitao David
To discover new drugs is to seek and to prove causality. As an emerging approach leveraging human knowledge and creativity, data, and machine intelligence, causal inference holds the promise of reducing cognitive bias and improving decision making in drug discovery. While it has been applied across the value chain, the concepts and practice of causal inference remain obscure to many practitioners. This article offers a non-technical introduction to causal inference, reviews its recent applications, and discusses opportunities and challenges of adopting the causal language in drug discovery and development.
Structured Optimal Variational Inference for Dynamic Latent Space Models
Zhao, Peng, Bhattacharya, Anirban, Pati, Debdeep, Mallick, Bani K.
We consider a latent space model for dynamic networks, where our objective is to estimate the pairwise inner products of the latent positions. To balance posterior inference and computational scalability, we present a structured mean-field variational inference framework, where the time-dependent properties of the dynamic networks are exploited to facilitate computation and inference. Additionally, an easy-to-implement block coordinate ascent algorithm is developed with message-passing type updates in each block, whereas the complexity per iteration is linear with the number of nodes and time points. To facilitate learning of the pairwise latent distances, we adopt a Gamma prior for the transition variance different from the literature. To certify the optimality, we demonstrate that the variational risk of the proposed variational inference approach attains the minimax optimal rate under certain conditions. En route, we derive the minimax lower bound, which might be of independent interest. To best of our knowledge, this is the first such exercise for dynamic latent space models. Simulations and real data analysis demonstrate the efficacy of our methodology and the efficiency of our algorithm. Finally, our proposed methodology can be readily extended to the case where the scales of the latent nodes are learned in a nodewise manner.
Accurate, reliable and interpretable solubility prediction of druglike molecules with attention pooling and Bayesian learning
In drug discovery, aqueous solubility is an important pharmacokinetic property which affects absorption and assay availability of drug. Thus, in silico prediction of solubility has been studied for its utility in virtual screening and lead optimization. Recently, machine learning (ML) methods using experimental data has been popular because physics-based methods like quantum mechanics and molecular dynamics are not suitable for high-throughput tasks due to its computational costs. However, ML method can exhibit over-fitting problem in a data-deficient condition, and this is the case for most chemical property datasets. In addition, ML methods are regarded as a black box function in that it is difficult to interpret contribution of hidden features to outputs, hindering analysis and modification of structure-activity relationship. To deal with mentioned issues, we developed Bayesian graph neural networks (GNNs) with the self-attention readout layer. Unlike most GNNs using self-attention in node updates, self-attention applied at readout layer enabled a model to improve prediction performance as well as to identify atom-wise importance, which can help lead optimization as exemplified for three FDA-approved drugs. Also, Bayesian inference enables us to separate more or less accurate results according to uncertainty in solubility prediction task We expect that our accurate, reliable and interpretable model can be used for more careful decision-making and various applications in the development of drugs.