Uncertainty
Flood Prediction Using Machine Learning Models: Literature Review
Mosavi, Amir, Ozturk, Pinar, Chau, Kwok-wing
Floods are among the most destructive natural disasters, which are highly complex to model. The research on the advancement of flood prediction models contributed to risk reduction, policy suggestion, minimization of the loss of human life, and reduction the property damage associated with floods. To mimic the complex mathematical expressions of physical processes of floods, during the past two decades, machine learning (ML) methods contributed highly in the advancement of prediction systems providing better performance and cost-effective solutions. Due to the vast benefits and potential of ML, its popularity dramatically increased among hydrologists. Researchers through introducing novel ML methods and hybridizing of the existing ones aim at discovering more accurate and efficient prediction models. The main contribution of this paper is to demonstrate the state of the art of ML models in flood prediction and to give insight into the most suitable models. In this paper, the literature where ML models were benchmarked through a qualitative analysis of robustness, accuracy, effectiveness, and speed are particularly investigated to provide an extensive overview on the various ML algorithms used in the field. The performance comparison of ML models presents an in-depth understanding of the different techniques within the framework of a comprehensive evaluation and discussion. As a result, this paper introduces the most promising prediction methods for both long-term and short-term floods. Furthermore, the major trends in improving the quality of the flood prediction models are investigated. Among them, hybridization, data decomposition, algorithm ensemble, and model optimization are reported as the most effective strategies for the improvement of ML methods.
Unifying System Health Management and Automated Decision Making
Balaban, Edward, Johnson, Stephen B., Kochenderfer, Mykel J.
Health management of complex dynamic systems has evolved from simple automated alarms into a subfield of artificial intelligence with techniques for analyzing off-nominal conditions and generating responses. This evolution took place largely apart from the development of automated system control, planning, and scheduling (generally referred to in this work as decision making). While there have been efforts to establish an information exchange between system health management and decision making, successful practical implementations of integrated architectures remain limited. This article proposes that rather than being treated as connected yet distinct entities, system health management and decision making should be unified in their formulations. Enabled by advances in modeling and algorithms, we believe that a unified approach will increase systems' resilience to faults and improve their effectiveness. We overview the prevalent system health management methodology, illustrate its limitations through numerical examples, and describe a proposed unified approach. We then show how typical system health management concepts are accommodated in the proposed approach without loss of functionality or generality. A computational complexity analysis of the unified approach is also provided.
Agglomerative Fast Super-Paramagnetic Clustering
Concretely, that the proposed algorithm does in fact recover the correct super-paramagnetic cluster configurations that are near the entropy maxima. Previous cases studies include data clustering of stocks [15] and gene data in [4], temporal states of financial markets [8], and state-detection for adaptive machine learning in trading [5]. There is an endless variety of potential use-cases for this type of fast big-data clustering technology. Building on prior work we propose and demonstrate an alternative to fast Super-Paramagnetic Clustering (f-SPC) [15] using a modern and streamlined implementation of the "Merging Algorithm" first suggested by Gi-ada [4], one that can recover the same cluster configurations for a variety of test-cases, but with significantly reduced compute times. We again use the Noh Ansatz [11] and the Maximum Likelihood Estimation approach introduced by Giada and Marsili [4]. We call the new algorithm Agglomerative Super-Paramagnetic Clustering (ASPC) and it has the benefit of being less computationally expensive than the PGAs implemented in [5, 6, 15].
Mini-batch Metropolis-Hastings MCMC with Reversible SGLD Proposal
Wu, Tung-Yu, Wang, Y. X. Rachel, Wong, Wing H.
Traditional MCMC algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis-Hastings (MH) algorithm requires passing over the entire dataset to evaluate the likelihood ratio in each iteration. We propose a general framework for performing MH-MCMC using mini-batches of the whole dataset and show that this gives rise to approximately a tempered stationary distribution. We prove that the algorithm preserves the modes of the original target distribution and derive an error bound on the approximation with mild assumptions on the likelihood. To further extend the utility of the algorithm to high dimensional settings, we construct a proposal with forward and reverse moves using stochastic gradient and show that the construction leads to reasonable acceptance probabilities. We demonstrate the performance of our algorithm in both low dimensional models and high dimensional neural network applications. Particularly in the latter case, compared to popular optimization methods, our method is more robust to the choice of learning rate and improves testing accuracy.
Continuous Graph Flow for Flexible Density Estimation
Deng, Zhiwei, Nawhal, Megha, Meng, Lili, Mori, Greg
In this paper, we propose Continuous Graph Flow, a generative continuous flow based method that aims to model distributions of graph-structured complex data. The model is formulated as an ordinary differential equation system with shared and reusable functions that operate over the graph structure. This leads to a new type of neural graph message passing scheme that performs continuous message passing over time. This class of models offer several advantages: (1) modeling complex graphical distributions without rigid assumptions on the distributions; (2) not limited to modeling data of fixed dimensions and can generalize probability evaluation and data generation over unseen subset of variables; (3) the underlying continuous graph message passing process is reversible and memory-efficient. We demonstrate the effectiveness of our model on two generation tasks, namely, image puzzle generation, and layout generation from scene graphs. Compared to unstructured and structured latent-space VAE models, we show that our proposed model achieves significant performance improvement (up to 400% in negative log-likelihood).
Strengthening the Case for a Bayesian Approach to Car-following Model Calibration and Validation using Probabilistic Programming
Abodo, Franklin, Berthaume, Andrew, Zitzow-Childs, Stephen, Bobadilla, Leonardo
-- Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1) using sensitivity analysis to limit the number of parameters to be calibrated, and 2) identifying only one set of parameter values using data collected from multiple car-following instances across multiple drivers. Shortcuts are further motivated by insufficient data set sizes, for which a driver may have too few instances to fully account for the variation in their driving behavior . In this paper, we demonstrate that recent technological advances can enable transportation researchers and engineers to overcome these constraints and produce calibration results that 1) outperform industry standard approaches, and 2) allow for a unique set of parameters to be estimated for each driver in a data set, even given a small amount of data. We propose a novel calibration procedure for car-following models based on Bayesian machine learning and probabilistic programming, and apply it to real-world data from a naturalistic driving study. We also discuss how this combination of mathematical and software tools can offer additional benefits such as more informative model validation and the incorporation of true-to-data uncertainty into simulation traces. Traffic simulation software packages are widely used in transportation engineering to estimate the impacts of potential changes to a roadway network and forecast system performance under future scenarios. These packages are underpinned by math-and physics-based models, which are designed to describe behavior at an aggregate (macroscopic) level or at the level of individual drivers (microscopic).
Bayesian Network Based Label Correlation Analysis For Multi-label Classifier Chain
Wang, Ran, Ye, Suhe, Li, Ke, Kwong, Sam
Bayesian Network Based Label Correlation Analysis For Multi-label Classifier Chain Ran Wang 1,2, Suhe Ye 1,2, Ke Li 3 and Sam Kwong 4 1 College of Mathematics and Statistics, Shenzhen University, Shenzhen 518060, China. 2 Shenzhen Key Laboratory of Advanced Machine Learning and Applications, Shenzhen University, Shenzhen 518060, China. Abstract: Classifier chain (CC) is a multi-label learning approach that constructs a sequence of binary classifiers according to a label order. Each classifier in the sequence is responsible for predicting the relevance of one label. When training the classifier for a label, proceeding labels will be taken as extended features. If the extended features are highly correlated to the label, the performance will be improved, otherwise, the performance will not be influenced or even degraded. How to discover label correlation and determine the label order is critical for CC approach. This paper employs Bayesian network (BN) to model the label correlations and proposes a new BN-based CC method (BNCC). First, conditional entropy is used to describe the dependency relations among labels. Then, a BN is built up by taking nodes as labels and weights of edges as their dependency relations. A new scoring function is proposed to evaluate a BN structure, and a heuristic algorithm is introduced to optimize the BN. At last, by applying topological sorting on the nodes of the optimized BN, the label order for constructing CC model is derived. Experimental comparisons demonstrate the feasibility and effectiveness of the proposed method.
Bayesian Batch Active Learning as Sparse Subset Approximation
Pinsler, Robert, Gordon, Jonathan, Nalisnick, Eric, Hernรกndez-Lobato, Josรฉ Miguel
Leveraging the wealth of unlabeled data produced in recent years provides great potential for improving supervised models. When the cost of acquiring labels is high, probabilistic active learning methods can be used to greedily select the most informative data points to be labeled. However, for many large-scale problems standard greedy procedures become computationally infeasible and suffer from negligible model change. In this paper, we introduce a novel Bayesian batch active learning approach that mitigates these issues. Our approach is motivated by approximating the complete data posterior of the model parameters. While naive batch construction methods result in correlated queries, our algorithm produces diverse batches that enable efficient active learning at scale. We derive interpretable closed-form solutions akin to existing active learning procedures for linear models, and generalize to arbitrary models using random projections. We demonstrate the benefits of our approach on several large-scale regression and classification tasks.
Bayesian Incremental Inference Update by Re-using Calculations from Belief Space Planning: A New Paradigm
Farhi, Elad I., Indelman, Vadim
Inference and decision making under uncertainty are key processes in every autonomous system and numerous robotic problems. In recent years, the similarities between inference and decision making triggered much work, from developing unified computational frameworks to pondering about the duality between the two. In spite of these efforts, inference and control, as well as inference and belief space planning (BSP) are still treated as two separate processes. In this paper we propose a paradigm shift, a novel approach which deviates from conventional Bayesian inference and utilizes the similarities between inference and BSP. We make the key observation that inference can be efficiently updated using predictions made during the decision making stage, even in light of inconsistent data association between the two. We developed a two staged process that implements our novel approach and updates inference using calculations from the precursory planning phase. Using autonomous navigation in an unknown environment along with iSAM2 efficient methodologies as a test case, we benchmarked our novel approach against standard Bayesian inference, both with synthetic and real-world data (KITTI dataset). Results indicate that not only our approach improves running time by at least a factor of two while providing the same estimation accuracy, but it also alleviates the computational burden of state dimensionality and loop closures.
Dueling Posterior Sampling for Preference-Based Reinforcement Learning
Novoseller, Ellen R., Sui, Yanan, Yue, Yisong, Burdick, Joel W.
In preference-based reinforcement learning (RL), an agent interacts with the environment while receiving preferences instead of absolute feedback. While there is increasing research activity in preference-based RL, the design of formal frameworks that admit tractable theoretical analysis remains an open challenge. Building upon ideas from preference-based bandit learning and posterior sampling in RL, we present Dueling Posterior Sampling (DPS), which employs preference-based posterior sampling to learn both the system dynamics and the underlying utility function that governs the user's preferences. Because preference feedback is provided on trajectories rather than individual state/action pairs, we develop a Bayesian approach to solving the credit assignment problem, translating user preferences to a posterior distribution over state/action reward models. We prove an asymptotic no-regret rate for DPS with a Bayesian logistic regression credit assignment model; to our knowledge, this is the first regret guarantee for preference-based RL. We also discuss possible avenues for extending this proof methodology to analyze other credit assignment models. Finally, we evaluate the approach empirically, showing competitive performance against existing baselines.