Collaborating Authors

Feng, Jinchao

Model Uncertainty and Correctability for Directed Graphical Models Machine Learning

Probabilistic graphical models are a fundamental tool in probabilistic modeling, machine learning and artificial intelligence. They allow us to integrate in a natural way expert knowledge, physical modeling, heterogeneous and correlated data and quantities of interest. For exactly this reason, multiple sources of model uncertainty are inherent within the modular structure of the graphical model. In this paper we develop information-theoretic, robust uncertainty quantification methods and non-parametric stress tests for directed graphical models to assess the effect and the propagation through the graph of multi-sourced model uncertainties to quantities of interest. These methods allow us to rank the different sources of uncertainty and correct the graphical model by targeting its most impactful components with respect to the quantities of interest. Thus, from a machine learning perspective, we provide a mathematically rigorous approach to correctability that guarantees a systematic selection for improvement of components of a graphical model while controlling potential new errors created in the process in other parts of the model. We demonstrate our methods in two physico-chemical examples, namely quantum scale-informed chemical kinetics and materials screening to improve the efficiency of fuel cells.

Data-driven discovery of interacting particle systems using Gaussian processes Machine Learning

Interacting particle or agent systems that display a rich variety of collection motions are ubiquitous in science and engineering. A fundamental and challenging goal is to understand the link between individual interaction rules and collective behaviors. In this paper, we study the data-driven discovery of distance-based interaction laws in second-order interacting particle systems. We propose a learning approach that models the latent interaction kernel functions as Gaussian processes, which can simultaneously fulfill two inference goals: one is the nonparametric inference of interaction kernel function with the pointwise uncertainty quantification, and the other one is the inference of unknown parameters in the non-collective forces of the system. We formulate learning interaction kernel functions as a statistical inverse problem and provide a detailed analysis of recoverability conditions, establishing that a coercivity condition is sufficient for recoverability. We provide a finite-sample analysis, showing that our posterior mean estimator converges at an optimal rate equal to the one in the classical 1-dimensional Kernel Ridge regression. Numerical results on systems that exhibit different collective behaviors demonstrate efficient learning of our approach from scarce noisy trajectory data.