data loss
DAE-HardNet: A Physics Constrained Neural Network Enforcing Differential-Algebraic Hard Constraints
Golder, Rahul, Roy, Bimol Nath, Hasan, M. M. Faruque
Traditional physics-informed neural networks (PINNs) do not always satisfy physics based constraints, especially when the constraints include differential operators. Rather, they minimize the constraint violations in a soft way. Strict satisfaction of differential-algebraic equations (DAEs) to embed domain knowledge and first-principles in data-driven models is generally challenging. This is because data-driven models consider the original functions to be black-box whose derivatives can only be obtained after evaluating the functions. We introduce DAE-HardNet, a physics-constrained (rather than simply physics-informed) neural network that learns both the functions and their derivatives simultaneously, while enforcing algebraic as well as differential constraints. This is done by projecting model predictions onto the constraint manifold using a differentiable projection layer. We apply DAE-HardNet to several systems and test problems governed by DAEs, including the dynamic Lotka-Volterra predator-prey system and transient heat conduction. We also show the ability of DAE-HardNet to estimate unknown parameters through a parameter estimation problem. Compared to multilayer perceptrons (MLPs) and PINNs, DAE-HardNet achieves orders of magnitude reduction in the physics loss while maintaining the prediction accuracy. It has the added benefits of learning the derivatives which improves the constrained learning of the backbone neural network prior to the projection layer. For specific problems, this suggests that the projection layer can be bypassed for faster inference. The current implementation and codes are available at https://github.com/SOULS-TAMU/DAE-HardNet.
Enabling Automatic Differentiation with Mollified Graph Neural Operators
Lin, Ryan Y., Berner, Julius, Duruisseaux, Valentin, Pitt, David, Leibovici, Daniel, Kossaifi, Jean, Azizzadenesheli, Kamyar, Anandkumar, Anima
Physics-informed neural operators offer a powerful framework for learning solution operators of partial differential equations (PDEs) by combining data and physics losses. However, these physics losses rely on derivatives. Computing these derivatives remains challenging, with spectral and finite difference methods introducing approximation errors due to finite resolution. Here, we propose the mollified graph neural operator ($m$GNO), the first method to leverage automatic differentiation and compute exact gradients on arbitrary geometries. This enhancement enables efficient training on irregular grids and varying geometries while allowing seamless evaluation of physics losses at randomly sampled points for improved generalization. For a PDE example on regular grids, $m$GNO paired with autograd reduced the L2 relative data error by 20x compared to finite differences, although training was slower. It can also solve PDEs on unstructured point clouds seamlessly, using physics losses only, at resolutions vastly lower than those needed for finite differences to be accurate enough. On these unstructured point clouds, $m$GNO leads to errors that are consistently 2 orders of magnitude lower than machine learning baselines (Meta-PDE, which accelerates PINNs) for comparable runtimes, and also delivers speedups from 1 to 3 orders of magnitude compared to the numerical solver for similar accuracy. $m$GNOs can also be used to solve inverse design and shape optimization problems on complex geometries.
Data-augmented Learning of Geodesic Distances in Irregular Domains through Soner Boundary Conditions
Muchacho, Rafael I. Cabral, Pokorny, Florian T.
Geodesic distances play a fundamental role in robotics, as they efficiently encode global geometric information of the domain. Recent methods use neural networks to approximate geodesic distances by solving the Eikonal equation through physics-informed approaches. While effective, these approaches often suffer from unstable convergence during training in complex environments. We propose a framework to learn geodesic distances in irregular domains by using the Soner boundary condition, and systematically evaluate the impact of data losses on training stability and solution accuracy. Our experiments demonstrate that incorporating data losses significantly improves convergence robustness, reducing training instabilities and sensitivity to initialization. These findings suggest that hybrid data-physics approaches can effectively enhance the reliability of learning-based geodesic distance solvers with sparse data.
Timeseria: an object-oriented time series processing library
Russo, Stefano Alberto, Taffoni, Giuliano, Bortolussi, Luca
Timeseria is an object-oriented time series processing library implemented in Python, which aims at making it easier to manipulate time series data and to build statistical and machine learning models on top of it. Unlike common data analysis frameworks, it builds up from well defined and reusable logical units (objects), which can be easily combined together in order to ensure a high level of consistency. Thanks to this approach, Timeseria can address by design several non-trivial issues which are often underestimated, such as handling data losses, non-uniform sampling rates, differences between aggregated data and punctual observations, time zones, daylight saving times, and more. Timeseria comes with a comprehensive set of base data structures, data transformations for resampling and aggregation, common data manipulation operations, and extensible models for data reconstruction, forecasting and anomaly detection. It also integrates a fully featured, interactive plotting engine capable of handling even millions of data points. Time series represent the evolution of a phenomena over time, and their analysis is essential to capture the dynamics of the phenomena being studied, understand cause-and-effect relationships, and make predictions. However, a typical time series processing pipeline -- loading a data set, cleaning and plotting it, performing some operations, applying some models and inspecting the results -- still feels unnecessarily cumbersome. Scientists, engineers, analysts, and many other professional figures spend a considerable amount of time on repetitive procedures and on getting their code to work, instead of focusing on their core tasks.
Karush-Kuhn-Tucker Condition-Trained Neural Networks (KKT Nets)
Arvind, Shreya, Pomaje, Rishabh, Bhat, Rajshekhar V
This paper presents a novel approach to solving convex optimization problems by leveraging the fact that, under certain regularity conditions, any set of primal or dual variables satisfying the Karush-Kuhn-Tucker (KKT) conditions is necessary and sufficient for optimality. Similar to Theory-Trained Neural Networks (TTNNs), the parameters of the convex optimization problem are input to the neural network, and the expected outputs are the optimal primal and dual variables. A choice for the loss function in this case is a loss, which we refer to as the KKT Loss, that measures how well the network's outputs satisfy the KKT conditions. We demonstrate the effectiveness of this approach using a linear program as an example. For this problem, we observe that minimizing the KKT Loss alone outperforms training the network with a weighted sum of the KKT Loss and a Data Loss (the mean-squared error between the ground truth optimal solutions and the network's output). Moreover, minimizing only the Data Loss yields inferior results compared to those obtained by minimizing the KKT Loss. While the approach is promising, the obtained primal and dual solutions are not sufficiently close to the ground truth optimal solutions. In the future, we aim to develop improved models to obtain solutions closer to the ground truth and extend the approach to other problem classes.
Jump Diffusion-Informed Neural Networks with Transfer Learning for Accurate American Option Pricing under Data Scarcity
Sun, Qiguo, Huang, Hanyue, Yang, XiBei, Zhang, Yuwei
Option pricing models, essential in financial mathematics and risk management, have been extensively studied and recently advanced by AI methodologies. However, American option pricing remains challenging due to the complexity of determining optimal exercise times and modeling non-linear payoffs resulting from stochastic paths. Moreover, the prevalent use of the Black-Scholes formula in hybrid models fails to accurately capture the discontinuity in the price process, limiting model performance, especially under scarce data conditions. To address these issues, this study presents a comprehensive framework for American option pricing consisting of six interrelated modules, which combine nonlinear optimization algorithms, analytical and numerical models, and neural networks to improve pricing performance. Additionally, to handle the scarce data challenge, this framework integrates the transfer learning through numerical data augmentation and a physically constrained, jump diffusion process-informed neural network to capture the leptokurtosis of the log return distribution. To increase training efficiency, a warm-up period using Bayesian optimization is designed to provide optimal data loss and physical loss coefficients. Experimental results of six case studies demonstrate the accuracy, convergence, physical effectiveness, and generalization of the framework. Moreover, the proposed model shows superior performance in pricing deep out-of-the-money options. Introduction Options are fundamental financial derivatives widely employed for risk management. The movement of option prices follows a stochastic process influenced by various factors such as the price process of the underlying assets ( S t), the strike price (K), the time-to-maturity ( T), the option type (American or European; Put ( P) or Call ( C) options), and numerous macroeconomic and market factors.
Recovering the state and dynamics of autonomous system with partial states solution using neural networks
In this paper we explore the performance of deep hidden physics model (M. Raissi 2018) for autonomous systems. These systems are described by set of ordinary differential equations which do not explicitly depend on time. Such systems can be found in nature and have applications in modeling chemical concentrations, population dynamics, n-body problems in physics etc. In this work we consider dynamics of states, which explain how the states will evolve are unknown to us. We approximate state and dynamics both using neural networks. We have considered examples of 2D linear/nonlinear and Lorenz systems. We observe that even without knowing all the states information, we can estimate dynamics of certain states whose state information are known.
Optimal Video Compression using Pixel Shift Tracking
Panneerselvam, Hitesh Saai Mananchery, Anand, Smit
The Video comprises approximately ~85\% of all internet traffic, but video encoding/compression is being historically done with hard coded rules, which has worked well but only to a certain limit. We have seen a surge in video compression algorithms using ML-based models in the last few years and many of them have outperformed several legacy codecs. The models range from encoding video end to end using an ML approach or replacing some intermediate steps in legacy codecs using ML models to increase the efficiency of those steps. Optimizing video storage is an essential aspect of video processing, so we are proposing one of the possible approaches to achieve it is by avoiding redundant data at each frame. In this paper, we want to introduce the approach of redundancies removal in subsequent frames for a given video as a main approach for video compression. We call this method Redundancy Removal using Shift (R\textsuperscript2S). This method can be utilized across various Machine Learning model algorithms, and make the compression more accessible and adaptable. In this study, we have utilized a computer vision-based pixel point tracking method to identify redundant pixels to encode video for optimal storage.
Trusting Fair Data: Leveraging Quality in Fairness-Driven Data Removal Techniques
Duong, Manh Khoi, Conrad, Stefan
In this paper, we deal with bias mitigation techniques that remove specific data points from the training set to aim for a fair representation of the population in that set. Machine learning models are trained on these pre-processed datasets, and their predictions are expected to be fair. However, such approaches may exclude relevant data, making the attained subsets less trustworthy for further usage. To enhance the trustworthiness of prior methods, we propose additional requirements and objectives that the subsets must fulfill in addition to fairness: (1) group coverage, and (2) minimal data loss. While removing entire groups may improve the measured fairness, this practice is very problematic as failing to represent every group cannot be considered fair. In our second concern, we advocate for the retention of data while minimizing discrimination. By introducing a multi-objective optimization problem that considers fairness and data loss, we propose a methodology to find Pareto-optimal solutions that balance these objectives. By identifying such solutions, users can make informed decisions about the trade-off between fairness and data quality and select the most suitable subset for their application.
Novel Actor-Critic Algorithm for Robust Decision Making of CAV under Delays and Loss of V2X Data
Current autonomous driving systems heavily rely on V2X communication data to enhance situational awareness and the cooperation between vehicles. However, a major challenge when using V2X data is that it may not be available periodically because of unpredictable delays and data loss during wireless transmission between road stations and the receiver vehicle. This issue should be considered when designing control strategies for connected and autonomous vehicles. Therefore, this paper proposes a novel 'Blind Actor-Critic' algorithm that guarantees robust driving performance in V2X environment with delayed and/or lost data. The novel algorithm incorporates three key mechanisms: a virtual fixed sampling period, a combination of Temporal-Difference and Monte Carlo learning, and a numerical approximation of immediate reward values. To address the temporal aperiodicity problem of V2X data, we first illustrate this challenge. Then, we provide a detailed explanation of the Blind Actor-Critic algorithm where we highlight the proposed components to compensate for the temporal aperiodicity problem of V2X data. We evaluate the performance of our algorithm in a simulation environment and compare it to benchmark approaches. The results demonstrate that training metrics are improved compared to conventional actor-critic algorithms. Additionally, testing results show that our approach provides robust control, even under low V2X network reliability levels.