Uncertainty
What is the Relationship between Tensor Factorizations and Circuits (and How Can We Exploit it)?
Loconte, Lorenzo, Mari, Antonio, Gala, Gennaro, Peharz, Robert, de Campos, Cassio, Quaeghebeur, Erik, Vessio, Gennaro, Vergari, Antonio
This paper establishes a rigorous connection between circuit representations and tensor factorizations, two seemingly distinct yet fundamentally related areas. By connecting these fields, we highlight a series of opportunities that can benefit both communities. Our work generalizes popular tensor factorizations within the circuit language, and unifies various circuit learning algorithms under a single, generalized hierarchical factorization framework. Specifically, we introduce a modular "Lego block" approach to build tensorized circuit architectures. This, in turn, allows us to systematically construct and explore various circuit and tensor factorization models while maintaining tractability. This connection not only clarifies similarities and differences in existing models, but also enables the development of a comprehensive pipeline for building and optimizing new circuit/tensor factorization architectures. We show the effectiveness of our framework through extensive empirical evaluations, and highlight new research opportunities for tensor factorizations in probabilistic modeling.
Inter Observer Variability Assessment through Ordered Weighted Belief Divergence Measure in MAGDM Application to the Ensemble Classifier Feature Fusion
Gupta, Pragya, Chakraborty, Debjani, Guha, Debashree
A large number of multi-attribute group decisionmaking (MAGDM) have been widely introduced to obtain consensus results. However, most of the methodologies ignore the conflict among the experts opinions and only consider equal or variable priorities of them. Therefore, this study aims to propose an Evidential MAGDM method by assessing the inter-observational variability and handling uncertainty that emerges between the experts. The proposed framework has fourfold contributions. First, the basic probability assignment (BPA) generation method is introduced to consider the inherent characteristics of each alternative by computing the degree of belief. Second, the ordered weighted belief and plausibility measure is constructed to capture the overall intrinsic information of the alternative by assessing the inter-observational variability and addressing the conflicts emerging between the group of experts. An ordered weighted belief divergence measure is constructed to acquire the weighted support for each group of experts to obtain the final preference relationship. Finally, we have shown an illustrative example of the proposed Evidential MAGDM framework. Further, we have analyzed the interpretation of Evidential MAGDM in the real-world application for ensemble classifier feature fusion to diagnose retinal disorders using optical coherence tomography images.
Foundation of Calculating Normalized Maximum Likelihood for Continuous Probability Models
Suzuki, Atsushi, Fukuzawa, Kota, Yamanishi, Kenji
The normalized maximum likelihood (NML) code length is widely used as a model selection criterion based on the minimum description length principle, where the model with the shortest NML code length is selected. A common method to calculate the NML code length is to use the sum (for a discrete model) or integral (for a continuous model) of a function defined by the distribution of the maximum likelihood estimator. While this method has been proven to correctly calculate the NML code length of discrete models, no proof has been provided for continuous cases. Consequently, it has remained unclear whether the method can accurately calculate the NML code length of continuous models. In this paper, we solve this problem affirmatively, proving that the method is also correct for continuous cases. Remarkably, completing the proof for continuous cases is non-trivial in that it cannot be achieved by merely replacing the sums in discrete cases with integrals, as the decomposition trick applied to sums in the discrete model case proof is not applicable to integrals in the continuous model case proof. To overcome this, we introduce a novel decomposition approach based on the coarea formula from geometric measure theory, which is essential to establishing our proof for continuous cases.
Optimizing Falsification for Learning-Based Control Systems: A Multi-Fidelity Bayesian Approach
Shahrooei, Zahra, Kochenderfer, Mykel J., Baheri, Ali
Testing controllers in safety-critical systems is vital for ensuring their safety and preventing failures. In this paper, we address the falsification problem within learning-based closed-loop control systems through simulation. This problem involves the identification of counterexamples that violate system safety requirements and can be formulated as an optimization task based on these requirements. Using full-fidelity simulator data in this optimization problem can be computationally expensive. To improve efficiency, we propose a multi-fidelity Bayesian optimization falsification framework that harnesses simulators with varying levels of accuracy. Our proposed framework can transition between different simulators and establish meaningful relationships between them. Through multi-fidelity Bayesian optimization, we determine both the optimal system input likely to be a counterexample and the appropriate fidelity level for assessment. We evaluated our approach across various Gym environments, each featuring different levels of fidelity. Our experiments demonstrate that multi-fidelity Bayesian optimization is more computationally efficient than full-fidelity Bayesian optimization and other baseline methods in detecting counterexamples. A Python implementation of the algorithm is available at https://github.com/SAILRIT/MFBO_Falsification.
NGD converges to less degenerate solutions than SGD
Saghir, Moosa, Raghavendra, N. R., Liu, Zihe, Gunter, Evan Ryan
The number of free parameters, or dimension, of a model is a straightforward way to measure its complexity: a model with more parameters can encode more information. However, this is not an accurate measure of complexity: models capable of memorizing their training data often generalize well despite their high dimension. Effective dimension aims to more directly capture the complexity of a model by counting only the number of parameters required to represent the functionality of the model. Singular learning theory (SLT) proposes the learning coefficient $ \lambda $ as a more accurate measure of effective dimension. By describing the rate of increase of the volume of the region of parameter space around a local minimum with respect to loss, $ \lambda $ incorporates information from higher-order terms. We compare $ \lambda $ of models trained using natural gradient descent (NGD) and stochastic gradient descent (SGD), and find that those trained with NGD consistently have a higher effective dimension for both of our methods: the Hessian trace $ \text{Tr}(\mathbf{H}) $, and the estimate of the local learning coefficient (LLC) $ \hat{\lambda}(w^*) $.
Detection of Electric Motor Damage Through Analysis of Sound Signals Using Bayesian Neural Networks
Bauer, Waldemar, Zagorowska, Marta, Baranowski, Jerzy
Fault monitoring and diagnostics are important to ensure reliability of electric motors. Efficient algorithms for fault detection improve reliability, yet development of cost-effective and reliable classifiers for diagnostics of equipment is challenging, in particular due to unavailability of well-balanced datasets, with signals from properly functioning equipment and those from faulty equipment. Thus, we propose to use a Bayesian neural network to detect and classify faults in electric motors, given its efficacy with imbalanced training data. The performance of the proposed network is demonstrated on real life signals, and a robustness analysis of the proposed solution is provided.
Graph Laplacian-based Bayesian Multi-fidelity Modeling
Pinti, Orazio, Budd, Jeremy M., Hoffmann, Franca, Oberai, Assad A.
We present a novel probabilistic approach for generating multi-fidelity data while accounting for errors inherent in both low- and high-fidelity data. In this approach a graph Laplacian constructed from the low-fidelity data is used to define a multivariate Gaussian prior density for the coordinates of the true data points. In addition, few high-fidelity data points are used to construct a conjugate likelihood term. Thereafter, Bayes rule is applied to derive an explicit expression for the posterior density which is also multivariate Gaussian. The maximum \textit{a posteriori} (MAP) estimate of this density is selected to be the optimal multi-fidelity estimate. It is shown that the MAP estimate and the covariance of the posterior density can be determined through the solution of linear systems of equations. Thereafter, two methods, one based on spectral truncation and another based on a low-rank approximation, are developed to solve these equations efficiently. The multi-fidelity approach is tested on a variety of problems in solid and fluid mechanics with data that represents vectors of quantities of interest and discretized spatial fields in one and two dimensions. The results demonstrate that by utilizing a small fraction of high-fidelity data, the multi-fidelity approach can significantly improve the accuracy of a large collection of low-fidelity data points.
Rapid Parameter Estimation for Extreme Mass Ratio Inspirals Using Machine Learning
Liang, Bo, Guo, Hong, Zhao, Tianyu, wang, He, Evangelinelis, Herik, Xu, Yuxiang, liu, Chang, Liang, Manjia, Wei, Xiaotong, Yuan, Yong, Xu, Peng, Du, Minghui, Qian, Wei-Liang, Luo, Ziren
Extreme-mass-ratio inspiral (EMRI) signals pose significant challenges in gravitational wave (GW) astronomy owing to their low-frequency nature and highly complex waveforms, which occupy a high-dimensional parameter space with numerous variables. Given their extended inspiral timescales and low signal-to-noise ratios, EMRI signals warrant prolonged observation periods. Parameter estimation becomes particularly challenging due to non-local parameter degeneracies, arising from multiple local maxima, as well as flat regions and ridges inherent in the likelihood function. These factors lead to exceptionally high time complexity for parameter analysis while employing traditional matched filtering and random sampling methods. To address these challenges, the present study applies machine learning to Bayesian posterior estimation of EMRI signals, leveraging the recently developed flow matching technique based on ODE neural networks. Our approach demonstrates computational efficiency several orders of magnitude faster than the traditional Markov Chain Monte Carlo (MCMC) methods, while preserving the unbiasedness of parameter estimation. We show that machine learning technology has the potential to efficiently handle the vast parameter space, involving up to seventeen parameters, associated with EMRI signals. Furthermore, to our knowledge, this is the first instance of applying machine learning, specifically the Continuous Normalizing Flows (CNFs), to EMRI signal analysis. Our findings highlight the promising potential of machine learning in EMRI waveform analysis, offering new perspectives for the advancement of space-based GW detection and GW astronomy.
Active learning for regression in engineering populations: A risk-informed approach
Clarkson, Daniel R., Bull, Lawrence A., Wickramarachchi, Chandula T., Cross, Elizabeth J., Rogers, Timothy J., Worden, Keith, Dervilis, Nikolaos, Hughes, Aidan J.
Regression is a fundamental prediction task common in data-centric engineering applications that involves learning mappings between continuous variables. In many engineering applications (e.g.\ structural health monitoring), feature-label pairs used to learn such mappings are of limited availability which hinders the effectiveness of traditional supervised machine learning approaches. The current paper proposes a methodology for overcoming the issue of data scarcity by combining active learning with hierarchical Bayesian modelling. Active learning is an approach for preferentially acquiring feature-label pairs in a resource-efficient manner. In particular, the current work adopts a risk-informed approach that leverages contextual information associated with regression-based engineering decision-making tasks (e.g.\ inspection and maintenance). Hierarchical Bayesian modelling allow multiple related regression tasks to be learned over a population, capturing local and global effects. The information sharing facilitated by this modelling approach means that information acquired for one engineering system can improve predictive performance across the population. The proposed methodology is demonstrated using an experimental case study. Specifically, multiple regressions are performed over a population of machining tools, where the quantity of interest is the surface roughness of the workpieces. An inspection and maintenance decision process is defined using these regression tasks which is in turn used to construct the active-learning algorithm. The novel methodology proposed is benchmarked against an uninformed approach to label acquisition and independent modelling of the regression tasks. It is shown that the proposed approach has superior performance in terms of expected cost -- maintaining predictive performance while reducing the number of inspections required.
Dynamic Demand Management for Parcel Lockers
Sailer, Daniela, Klein, Robert, Steinhardt, Claudius
In pursuit of a more sustainable and cost-efficient last mile, parcel lockers have gained a firm foothold in the parcel delivery landscape. To fully exploit their potential and simultaneously ensure customer satisfaction, successful management of the locker's limited capacity is crucial. This is challenging as future delivery requests and pickup times are stochastic from the provider's perspective. In response, we propose to dynamically control whether the locker is presented as an available delivery option to each incoming customer with the goal of maximizing the number of served requests weighted by their priority. Additionally, we take different compartment sizes into account, which entails a second type of decision as parcels scheduled for delivery must be allocated. We formalize the problem as an infinite-horizon sequential decision problem and find that exact methods are intractable due to the curses of dimensionality. In light of this, we develop a solution framework that orchestrates multiple algorithmic techniques rooted in Sequential Decision Analytics and Reinforcement Learning, namely cost function approximation and an offline trained parametric value function approximation together with a truncated online rollout. Our innovative approach to combine these techniques enables us to address the strong interrelations between the two decision types. As a general methodological contribution, we enhance the training of our value function approximation with a modified version of experience replay that enforces structure in the value function. Our computational study shows that our method outperforms a myopic benchmark by 13.7% and an industry-inspired policy by 12.6%.