Uncertainty
Stochastic Trace Optimization of Parameter Dependent Matrices Based on Statistical Learning Theory
Saibaba, Arvind K., Ipsen, Ilse C. F.
We consider matrices $\boldsymbol{A}(\boldsymbolθ)\in\mathbb{R}^{m\times m}$ that depend, possibly nonlinearly, on a parameter $\boldsymbolθ$ from a compact parameter space $Θ$. We present a Monte Carlo estimator for minimizing $\text{trace}(\boldsymbol{A}(\boldsymbolθ))$ over all $\boldsymbolθ\inΘ$, and determine the sampling amount so that the backward error of the estimator is bounded with high probability. We derive two types of bounds, based on epsilon nets and on generic chaining. Both types predict a small sampling amount for matrices $\boldsymbol{A}(\boldsymbolθ)$ with small offdiagonal mass, and parameter spaces $Θ$ of small ``size.'' Dependence on the matrix dimension~$m$ is only weak or not explicit. The bounds based on epsilon nets are easier to evaluate and come with fully specified constants. In contrast, the bounds based on chaining depend on the Talagrand functionals which are difficult to evaluate, except in very special cases. Comparisons between the two types of bounds are difficult, although the literature suggests that chaining bounds can be superior.
Identifiability of the minimum-trace directed acyclic graph and hill climbing algorithms without strict local optima under weakly increasing error variances
Chang, Hyunwoong, Kim, Jaehoan
We prove that the true underlying directed acyclic graph (DAG) in Gaussian linear structural equation models is identifiable as the minimum-trace DAG when the error variances are weakly increasing with respect to the true causal ordering. This result bridges two existing frameworks as it extends the identifiable cases within the minimum-trace DAG method and provides a principled interpretation of the algorithmic ordering search approach, revealing that its objective is actually to minimize the total residual sum of squares. On the computational side, we prove that the hill climbing algorithm with a random-to-random (R2R) neighborhood does not admit any strict local optima. Under standard settings, we confirm the result through extensive simulations, observing only a few weak local optima. Interestingly, algorithms using other neighborhoods of equal size exhibit suboptimal behavior, having strict local optima and a substantial number of weak local optima.
Numerical Considerations in Weighted Model Counting
Weighted model counting computes the sum of the rational-valued weights associated with the satisfying assignments for a Boolean formula, where the weight of an assignment is given by the product of the weights assigned to the positive and negated variables comprising the assignment. Weighted model counting finds applications across a variety of domains including probabilistic reasoning and quantitative risk assessment. Most weighted model counting programs operate by (explicitly or implicitly) converting the input formula into a form that enables arithmetic evaluation, using multiplication for conjunctions and addition for disjunctions. Performing this evaluation using floating-point arithmetic can yield inaccurate results, and it cannot quantify the level of precision achieved. Computing with rational arithmetic gives exact results, but it is costly in both time and space. This paper describes how to combine multiple numeric representations to efficiently compute weighted model counts that are guaranteed to achieve a user-specified precision. When all weights are nonnegative, we prove that the precision loss of arithmetic evaluation using floating-point arithmetic can be tightly bounded. We show that supplementing a standard IEEE double-precision representation with a separate 64-bit exponent, a format we call extended-range double (ERD), avoids the underflow and overflow issues commonly encountered in weighted model counting. For problems with mixed negative and positive weights, we show that a combination of interval floating-point arithmetic and rational arithmetic can achieve the twin goals of efficiency and guaranteed precision. For our evaluations, we have devised especially challenging formulas and weight assignments, demonstrating the robustness of our approach.
Uncertainty-aware Accurate Elevation Modeling for Off-road Navigation via Neural Processes
Jung, Sanghun, Gwak, Daehoon, Boots, Byron, Hays, James
Terrain elevation modeling for off-road navigation aims to accurately estimate changes in terrain geometry in real-time and quantify the corresponding uncertainties. Having precise estimations and uncertainties plays a crucial role in planning and control algorithms to explore safe and reliable maneuver strategies. However, existing approaches, such as Gaussian Processes (GPs) and neural network-based methods, often fail to meet these needs. They are either unable to perform in real-time due to high computational demands, underestimating sharp geometry changes, or harming elevation accuracy when learned with uncertainties. Recently, Neural Processes (NPs) have emerged as a promising approach that integrates the Bayesian uncertainty estimation of GPs with the efficiency and flexibility of neural networks. Inspired by NPs, we propose an effective NP-based method that precisely estimates sharp elevation changes and quantifies the corresponding predictive uncertainty without losing elevation accuracy. Our method leverages semantic features from LiDAR and camera sensors to improve interpolation and extrapolation accuracy in unobserved regions. Also, we introduce a local ball-query attention mechanism to effectively reduce the computational complexity of global attention by 17\% while preserving crucial local and spatial information. We evaluate our method on off-road datasets having interesting geometric features, collected from trails, deserts, and hills. Our results demonstrate superior performance over baselines and showcase the potential of neural processes for effective and expressive terrain modeling in complex off-road environments.
Towards Scalable Bayesian Optimization via Gradient-Informed Bayesian Neural Networks
Makrygiorgos, Georgios, Ip, Joshua Hang Sai, Mesbah, Ali
Bayesian optimization (BO) is a widely used method for data-driven optimization that generally relies on zeroth-order data of objective function to construct probabilistic surrogate models. These surrogates guide the exploration-exploitation process toward finding global optimum. While Gaussian processes (GPs) are commonly employed as surrogates of the unknown objective function, recent studies have highlighted the potential of Bayesian neural networks (BNNs) as scalable and flexible alternatives. Moreover, incorporating gradient observations into GPs, when available, has been shown to improve BO performance. However, the use of gradients within BNN surrogates remains unexplored. By leveraging automatic differentiation, gradient information can be seamlessly integrated into BNN training, resulting in more informative surrogates for BO. We propose a gradient-informed loss function for BNN training, effectively augmenting function observations with local gradient information. The effectiveness of this approach is demonstrated on well-known benchmarks in terms of improved BNN predictions and faster BO convergence as the number of decision variables increases.
Efficient optimization of expensive black-box simulators via marginal means, with application to neutrino detector design
Kim, Hwanwoo, Mak, Simon, Schuetz, Ann-Kathrin, Poon, Alan
With advances in scientific computing, computer experiments are increasingly used for optimizing complex systems. However, for modern applications, e.g., the optimization of nuclear physics detectors, each experiment run can require hundreds of CPU hours, making the optimization of its black-box simulator over a high-dimensional space a challenging task. Given limited runs at inputs $\mathbf{x}_1, \cdots, \mathbf{x}_n$, the best solution from these evaluated inputs can be far from optimal, particularly as dimensionality increases. Existing black-box methods, however, largely employ this ''pick-the-winner'' (PW) solution, which leads to mediocre optimization performance. To address this, we propose a new Black-box Optimization via Marginal Means (BOMM) approach. The key idea is a new estimator of a global optimizer $\mathbf{x}^*$ that leverages the so-called marginal mean functions, which can be efficiently inferred with limited runs in high dimensions. Unlike PW, this estimator can select solutions beyond evaluated inputs for improved optimization performance. Assuming the objective function follows a generalized additive model with unknown link function and under mild conditions, we prove that the BOMM estimator not only is consistent for optimization, but also has an optimization rate that tempers the ''curse-of-dimensionality'' faced by existing methods, thus enabling better performance as dimensionality increases. We present a practical framework for implementing BOMM using the transformed additive Gaussian process surrogate model. Finally, we demonstrate the effectiveness of BOMM in numerical experiments and an application on neutrino detector optimization in nuclear physics.
RCUKF: Data-Driven Modeling Meets Bayesian Estimation
Anurag, Kumar, Azizi, Kasra, Sorrentino, Francesco, Wan, Wenbin
Accurate modeling is crucial in many engineering and scientific applications, yet obtaining a reliable process model for complex systems is often challenging. To address this challenge, we propose a novel framework, reservoir computing with unscented Kalman filtering (RCUKF), which integrates data-driven modeling via reservoir computing (RC) with Bayesian estimation through the unscented Kalman filter (UKF). The RC component learns the nonlinear system dynamics directly from data, serving as a surrogate process model in the UKF prediction step to generate state estimates in high-dimensional or chaotic regimes where nominal mathematical models may fail. Meanwhile, the UKF measurement update integrates real-time sensor data to correct potential drift in the data-driven model. We demonstrate RCUKF effectiveness on well-known benchmark problems and a real-time vehicle trajectory estimation task in a high-fidelity simulation environment.
RDDPM: Robust Denoising Diffusion Probabilistic Model for Unsupervised Anomaly Segmentation
Moradi, Mehrdad, Paynabar, Kamran
Recent advancements in diffusion models have demonstrated significant success in unsupervised anomaly segmentation. For anomaly segmentation, these models are first trained on normal data; then, an anomalous image is noised to an intermediate step, and the normal image is reconstructed through backward diffusion. Unlike traditional statistical methods, diffusion models do not rely on specific assumptions about the data or target anomalies, making them versatile for use across different domains. However, diffusion models typically assume access to normal data for training, limiting their applicability in realistic settings. In this paper, we propose novel robust denoising diffusion models for scenarios where only contaminated (i.e., a mix of normal and anomalous) unlabeled data is available. By casting maximum likelihood estimation of the data as a nonlinear regression problem, we reinterpret the denoising diffusion probabilistic model through a regression lens. Using robust regression, we derive a robust version of denoising diffusion probabilistic models. Our novel framework offers flexibility in constructing various robust diffusion models. Our experiments show that our approach outperforms current state of the art diffusion models, for unsupervised anomaly segmentation when only contaminated data is available. Our method outperforms existing diffusion-based approaches, achieving up to 8.08\% higher AUROC and 10.37\% higher AUPRC on MVTec datasets. The implementation code is available at: https://github.com/mehrdadmoradi124/RDDPM
Robust adaptive fuzzy sliding mode control for trajectory tracking for of cylindrical manipulator
Pham, Van Cuong, Tran, Minh Hai, Nguyen, Phuc Anh, Vu, Ngoc Son, Thi, Nga Nguyen
Abstract: This research proposes a robust adaptive fuzzy sliding mode control (AFSMC) approach to enhance the trajectory tracking performance of cylindrical robotic manipulators, extensively utilized in applications such as CNC and 3D printing. The proposed approach integrates fuzzy logic with sliding mode control (SMC) to bolster adaptability and robustness, with fuzzy logic approximating the uncertain dynamics of the system, while SMC ensures strong performance. Simulation results in MATLAB/Simulink demonstrate that AFSMC significantly improves trajectory tracking accuracy, stability, and disturbance rejection compared to traditional methods. This research underscores the effectiveness of AFSMC in controlling robotic manipulators, contributing to enhanced precision in industrial robotic applications. Keywords: Adaptive Fuzzy Sliding Mode Control (AFSMC), Sliding Mode Control (SMC), Fuzzy Logic, Robotic Manipulators, Cylindrical Manipulator 1. INTRODUCTION Cylindrical robotic manipulators, combining a prismatic and a revolute joint, are extensively utilized in applications such as CNC machining, 3D printing, and assembly tasks.