Uncertainty
Linear Algorithms for Robust and Scalable Nonparametric Multiclass Probability Estimation
Multiclass probability estimation is the problem of estimating conditional probabilities of a data point belonging to a class given its covariate information. It has broad applications in statistical analysis and data science. Recently a class of weighted Support Vector Machines (wSVMs) has been developed to estimate class probabilities through ensemble learning for $K$-class problems (Wu, Zhang and Liu, 2010; Wang, Zhang and Wu, 2019), where $K$ is the number of classes. The estimators are robust and achieve high accuracy for probability estimation, but their learning is implemented through pairwise coupling, which demands polynomial time in $K$. In this paper, we propose two new learning schemes, the baseline learning and the One-vs-All (OVA) learning, to further improve wSVMs in terms of computational efficiency and estimation accuracy. In particular, the baseline learning has optimal computational complexity in the sense that it is linear in $K$. Though not being most efficient in computation, the OVA offers the best estimation accuracy among all the procedures under comparison. The resulting estimators are distribution-free and shown to be consistent. We further conduct extensive numerical experiments to demonstrate finite sample performance.
Leak Detection in Natural Gas Pipeline Using Machine Learning Models
Leak detection in gas pipelines is an important and persistent problem in the Oil and Gas industry. This is particularly important as pipelines are the most common way of transporting natural gas. This research aims to study the ability of data-driven intelligent models to detect small leaks for a natural gas pipeline using basic operational parameters and then compare the intelligent models among themselves using existing performance metrics. This project applies the observer design technique to detect leaks in natural gas pipelines using a regressoclassification hierarchical model where an intelligent model acts as a regressor and a modified logistic regression model acts as a classifier. Five intelligent models (gradient boosting, decision trees, random forest, support vector machine and artificial neural network) are studied in this project using a pipeline data stream of four weeks. The results shows that while support vector machine and artificial neural networks are better regressors than the others, they do not provide the best results in leak detection due to their internal complexities and the volume of data used. The random forest and decision tree models are the most sensitive as they can detect a leak of 0.1% of nominal flow in about 2 hours. All the intelligent models had high reliability with zero false alarm rate in testing phase. The average time to leak detection for all the intelligent models was compared to a real time transient model in literature. The results show that intelligent models perform relatively well in the problem of leak detection. This result suggests that intelligent models could be used alongside a real time transient model to significantly improve leak detection results.
Improving the Performance of Robust Control through Event-Triggered Learning
von Rohr, Alexander, Solowjow, Friedrich, Trimpe, Sebastian
Robust controllers ensure stability in feedback loops designed under uncertainty but at the cost of performance. Model uncertainty in time-invariant systems can be reduced by recently proposed learning-based methods, which improve the performance of robust controllers using data. However, in practice, many systems also exhibit uncertainty in the form of changes over time, e.g., due to weight shifts or wear and tear, leading to decreased performance or instability of the learning-based controller. We propose an event-triggered learning algorithm that decides when to learn in the face of uncertainty in the LQR problem with rare or slow changes. Our key idea is to switch between robust and learned controllers. For learning, we first approximate the optimal length of the learning phase via Monte-Carlo estimations using a probabilistic model. We then design a statistical test for uncertain systems based on the moment-generating function of the LQR cost. The test detects changes in the system under control and triggers re-learning when control performance deteriorates due to system changes. We demonstrate improved performance over a robust controller baseline in a numerical example.
Probabilistic Robust Linear Quadratic Regulators with Gaussian Processes
von Rohr, Alexander, Neumann-Brosig, Matthias, Trimpe, Sebastian
Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in demanding applications, robustness to uncertainty remains an important challenge. Since Bayesian methods quantify uncertainty of the learning results, it is natural to incorporate these uncertainties into a robust design. In contrast to most state-of-the-art approaches that consider worst-case estimates, we leverage the learning method's posterior distribution in the controller synthesis. The result is a more informed and, thus, more efficient trade-off between performance and robustness. We present a novel controller synthesis for linearized GP dynamics that yields robust controllers with respect to a probabilistic stability margin. The formulation is based on a recently proposed algorithm for linear quadratic control synthesis, which we extend by giving probabilistic robustness guarantees in the form of credibility bounds for the system's stability.Comparisons to existing methods based on worst-case and certainty-equivalence designs reveal superior performance and robustness properties of the proposed method.
Seen to Unseen: When Fuzzy Inference System Predicts IoT Device Positioning Labels That Had Not Appeared in Training Phase
Xu, Han, Zuo, Zheming, Li, Jie, Chang, Victor
Situating at the core of Artificial Intelligence (AI), Machine Learning (ML), and more specifically, Deep Learning (DL) have embraced great success in the past two decades. However, unseen class label prediction is far less explored due to missing classes being invisible in training ML or DL models. In this work, we propose a fuzzy inference system to cope with such a challenge by adopting TSK+ fuzzy inference engine in conjunction with the Curvature-based Feature Selection (CFS) method. The practical feasibility of our system has been evaluated by predicting the positioning labels of networking devices within the realm of the Internet of Things (IoT). Competitive prediction performance confirms the efficiency and efficacy of our system, especially when a large number of continuous class labels are unseen during the model training stage.
INFINITY: A Simple Yet Effective Unsupervised Framework for Graph-Text Mutual Conversion
Xu, Yi, Fu, Luoyi, Lin, Zhouhan, Qi, Jiexing, Wang, Xinbing
Graph-to-text (G2T) generation and text-to-graph (T2G) triple extraction are two essential tasks for constructing and applying knowledge graphs. Existing unsupervised approaches turn out to be suitable candidates for jointly learning the two tasks due to their avoidance of using graph-text parallel data. However, they are composed of multiple modules and still require both entity information and relation type in the training process. To this end, we propose INFINITY, a simple yet effective unsupervised approach that does not require external annotation tools or additional parallel information. It achieves fully unsupervised graph-text mutual conversion for the first time. Specifically, INFINITY treats both G2T and T2G as a bidirectional sequence generation task by fine-tuning only one pretrained seq2seq model. A novel back-translation-based framework is then designed to automatically generate continuous synthetic parallel data. To obtain reasonable graph sequences with structural information from source texts, INFINITY employs reward-based training loss by leveraging the advantage of reward augmented maximum likelihood. As a fully unsupervised framework, INFINITY is empirically verified to outperform state-of-the-art baselines for G2T and T2G tasks.
Explaining Deep Tractable Probabilistic Models: The sum-product network case
Karanam, Athresh, Mathur, Saurabh, Radivojac, Predrag, Haas, David M., Kersting, Kristian, Natarajan, Sriraam
We consider the problem of explaining a class of tractable deep probabilistic models, the Sum-Product Networks (SPNs) and present an algorithm EX SPN to generate explanations. To this effect, we define the notion of a context-specific independence tree(CSI-tree) and present an iterative algorithm that converts an SPN to a CSI-tree. The resulting CSI-tree is both interpretable and explainable to the domain expert. We achieve this by extracting the conditional independencies encoded by the SPN and approximating the local context specified by the structure of the SPN. Our extensive empirical evaluations on synthetic, standard, and real-world clinical data sets demonstrate that the CSI-tree exhibits superior explainability.
A Systematic Literature Review of Soft Computing Techniques for Software Maintainability Prediction: State-of-the-Art, Challenges and Future Directions
Yenduri, Gokul, Gadekallu, Thippa Reddy
The software is changing rapidly with the invention of advanced technologies and methodologies. The ability to rapidly and successfully upgrade software in response to changing business requirements is more vital than ever. For the long-term management of software products, measuring software maintainability is crucial. The use of soft computing techniques for software maintainability prediction has shown immense promise in software maintenance process by providing accurate prediction of software maintainability. To better understand the role of soft computing techniques for software maintainability prediction, we aim to provide a systematic literature review of soft computing techniques for software maintainability prediction. Firstly, we provide a detailed overview of software maintainability. Following this, we explore the fundamentals of software maintainability and the reasons for adopting soft computing methodologies for predicting software maintainability. Later, we examine the soft computing approaches employed in the process of software maintainability prediction. Furthermore, we discuss the difficulties and potential solutions associated with the use of soft computing techniques to predict software maintainability. Finally, we conclude the review with some promising future directions to drive further research innovations and developments in this promising area.
Improved Marginal Unbiased Score Expansion (MUSE) via Implicit Differentiation
We apply the technique of implicit differentiation to boost performance, reduce numerical error, and remove required user-tuning in the Marginal Unbiased Score Expansion (MUSE) algorithm for hierarchical Bayesian inference. We demonstrate these improvements on three representative inference problems: 1) an extended Neal's funnel 2) Bayesian neural networks, and 3) probabilistic principal component analysis. On our particular test cases, MUSE with implicit differentiation is faster than Hamiltonian Monte Carlo by factors of 155, 397, and 5, respectively, or factors of 65, 278, and 1 without implicit differentiation, and yields good approximate marginal posteriors. The Julia and Python MUSE packages have been updated to use implicit differentiation, and can solve problems defined by hand or with any of a number of popular probabilistic programming languages and automatic differentiation backends.
Inference and Sampling for Archimax Copulas
Ng, Yuting, Hasan, Ali, Tarokh, Vahid
Understanding multivariate dependencies in both the bulk and the tails of a distribution is an important problem for many applications, such as ensuring algorithms are robust to observations that are infrequent but have devastating effects. Archimax copulas are a family of distributions endowed with a precise representation that allows simultaneous modeling of the bulk and the tails of a distribution. Rather than separating the two as is typically done in practice, incorporating additional information from the bulk may improve inference of the tails, where observations are limited. Building on the stochastic representation of Archimax copulas, we develop a non-parametric inference method and sampling algorithm. Our proposed methods, to the best of our knowledge, are the first that allow for highly flexible and scalable inference and sampling algorithms, enabling the increased use of Archimax copulas in practical settings. We experimentally compare to state-of-the-art density modeling techniques, and the results suggest that the proposed method effectively extrapolates to the tails while scaling to higher dimensional data. Our findings suggest that the proposed algorithms can be used in a variety of applications where understanding the interplay between the bulk and the tails of a distribution is necessary, such as healthcare and safety.