fpc
Online Functional Principal Component Analysis on a Multidimensional Domain
Nanshan, Muye, Zhang, Nan, Cao, Jiguo
Multidimensional functional data streams arise in diverse scientific fields, yet their analysis poses significant challenges. We propose a novel online framework for functional principal component analysis that enables efficient and scalable modeling of such data. Our method represents functional principal components using tensor product splines, enforcing smoothness and orthonormality through a penalized framework on a Stiefel manifold. An efficient Riemannian stochastic gradient descent algorithm is developed, with extensions inspired by adaptive moment estimation and averaging techniques to accelerate convergence. Additionally, a dynamic tuning strategy for smoothing parameter selection is developed based on a rolling averaged block validation score that adapts to the streaming nature of the data. Extensive simulations and real-world applications demonstrate the flexibility and effectiveness of this framework for analyzing multidimensional functional data.
Bank of England says AI software could create market crisis for profit
Increasingly autonomous AI programs could end up manipulating markets and intentionally creating crises in order to boost profits for banks and traders, the Bank of England has warned. Artificial intelligence's ability to "exploit profit-making opportunities" was among a wide range of risks cited in a report by the Bank of England's financial policy committee (FPC), which has been monitoring the City's growing use of the technology. The FPC said it was concerned about the potential for advanced AI models – which are deployed to act with more autonomy – to learn that periods of extreme volatility were beneficial for the firms they were trained to serve. Those AI programs may "identify and exploit weaknesses" of other trading firms in a way that triggers or amplifies big moves in bond prices or stock markets. "For example, models might learn that stress events increase their opportunity to make profit and so take actions actively to increase the likelihood of such events," the FPC report said.
Augmented Functional Random Forests: Classifier Construction and Unbiased Functional Principal Components Importance through Ad-Hoc Conditional Permutations
Maturo, Fabrizio, Porreca, Annamaria
This paper introduces a novel supervised classification strategy that integrates functional data analysis (FDA) with tree-based methods, addressing the challenges of high-dimensional data and enhancing the classification performance of existing functional classifiers. Specifically, we propose augmented versions of functional classification trees and functional random forests, incorporating a new tool for assessing the importance of functional principal components. This tool provides an ad-hoc method for determining unbiased permutation feature importance in functional data, particularly when dealing with correlated features derived from successive derivatives. Our study demonstrates that these additional features can significantly enhance the predictive power of functional classifiers. Experimental evaluations on both real-world and simulated datasets showcase the effectiveness of the proposed methodology, yielding promising results compared to existing methods.
Demystifying Functional Random Forests: Novel Explainability Tools for Model Transparency in High-Dimensional Spaces
Maturo, Fabrizio, Porreca, Annamaria
The advent of big data has raised significant challenges in analysing high-dimensional datasets across various domains such as medicine, ecology, and economics. Functional Data Analysis (FDA) has proven to be a robust framework for addressing these challenges, enabling the transformation of high-dimensional data into functional forms that capture intricate temporal and spatial patterns. However, despite advancements in functional classification methods and very high performance demonstrated by combining FDA and ensemble methods, a critical gap persists in the literature concerning the transparency and interpretability of black-box models, e.g. Functional Random Forests (FRF). In response to this need, this paper introduces a novel suite of explainability tools to illuminate the inner mechanisms of FRF. We propose using Functional Partial Dependence Plots (FPDPs), Functional Principal Component (FPC) Probability Heatmaps, various model-specific and model-agnostic FPCs' importance metrics, and the FPC Internal-External Importance and Explained Variance Bubble Plot. These tools collectively enhance the transparency of FRF models by providing a detailed analysis of how individual FPCs contribute to model predictions. By applying these methods to an ECG dataset, we demonstrate the effectiveness of these tools in revealing critical patterns and improving the explainability of FRF.
Remaining Useful Life Prediction of Lithium-ion Batteries using Spatio-temporal Multimodal Attention Networks
Suh, Sungho, Mittal, Dhruv Aditya, Bello, Hymalai, Zhou, Bo, Jha, Mayank Shekhar, Lukowicz, Paul
Lithium-ion batteries are widely used in various applications, including electric vehicles and renewable energy storage. The prediction of the remaining useful life (RUL) of batteries is crucial for ensuring reliable and efficient operation, as well as reducing maintenance costs. However, determining the life cycle of batteries in real-world scenarios is challenging, and existing methods have limitations in predicting the number of cycles iteratively. In addition, existing works often oversimplify the datasets, neglecting important features of the batteries such as temperature, internal resistance, and material type. To address these limitations, this paper proposes a two-stage remaining useful life prediction scheme for Lithium-ion batteries using a spatio-temporal multimodal attention network (ST-MAN). The proposed model is designed to iteratively predict the number of cycles required for the battery to reach the end of its useful life, based on available data. The proposed ST-MAN is to capture the complex spatio-temporal dependencies in the battery data, including the features that are often neglected in existing works. Experimental results demonstrate that the proposed ST-MAN model outperforms existing CNN and LSTM-based methods, achieving state-of-the-art performance in predicting the remaining useful life of Li-ion batteries. The proposed method has the potential to improve the reliability and efficiency of battery operations and is applicable in various industries, including automotive and renewable energy.
Two-stage Early Prediction Framework of Remaining Useful Life for Lithium-ion Batteries
Mittal, Dhruv, Bello, Hymalai, Zhou, Bo, Jha, Mayank Shekhar, Suh, Sungho, Lukowicz, Paul
Early prediction of remaining useful life (RUL) is crucial for effective battery management across various industries, ranging from household appliances to large-scale applications. Accurate RUL prediction improves the reliability and maintainability of battery technology. However, existing methods have limitations, including assumptions of data from the same sensors or distribution, foreknowledge of the end of life (EOL), and neglect to determine the first prediction cycle (FPC) to identify the start of the unhealthy stage. This paper proposes a novel method for RUL prediction of Lithium-ion batteries. The proposed framework comprises two stages: determining the FPC using a neural network-based model to divide the degradation data into distinct health states and predicting the degradation pattern after the FPC to estimate the remaining useful life as a percentage. Experimental results demonstrate that the proposed method outperforms conventional approaches in terms of RUL prediction. Furthermore, the proposed method shows promise for real-world scenarios, providing improved accuracy and applicability for battery management.
Fairness in Multi-Agent Planning
Pozanco, Alberto, Borrajo, Daniel
In cooperative Multi-Agent Planning (MAP), a set of goals has to be achieved by a set of agents. Independently of whether they perform a pre-assignment of goals to agents or they directly search for a solution without any goal assignment, most previous works did not focus on a fair distribution/achievement of goals by agents. This paper adapts well-known fairness schemes to MAP, and introduces two novel approaches to generate cost-aware fair plans. The first one solves an optimization problem to pre-assign goals to agents, and then solves a centralized MAP task using that assignment. The second one consists of a planning-based compilation that allows solving the joint problem of goal assignment and planning while taking into account the given fairness scheme. Empirical results in several standard MAP benchmarks show that these approaches outperform different baselines. They also show that there is no need to sacrifice much plan cost to generate fair plans.
Essential Number of Principal Components and Nearly Training-Free Model for Spectral Analysis
Bie, Yifeng, You, Shuai, Li, Xinrui, Zhang, Xuekui, Lu, Tao
Through a study of multi-gas mixture datasets, we show that in multi-component spectral analysis, the number of functional or non-functional principal components required to retain the essential information is the same as the number of independent constituents in the mixture set. Due to the mutual in-dependency among different gas molecules, near one-to-one projection from the principal component to the mixture constituent can be established, leading to a significant simplification of spectral quantification. Further, with the knowledge of the molar extinction coefficients of each constituent, a complete principal component set can be extracted from the coefficients directly, and few to none training samples are required for the learning model. Compared to other approaches, the proposed methods provide fast and accurate spectral quantification solutions with a small memory size needed.
PSA-Det3D: Pillar Set Abstraction for 3D object Detection
Huang, Zhicong, Zhao, Jingwen, Zheng, Zhijie, Chena, Dihu, Hu, Haifeng
Existing detectors have achieved high accuracy for car category, but the detection performance for small objects such as pedestrian and cyclist is still unsatisfactory. Thus, how to improve the detection of small objects in 3D point cloud is an important yet challenging problem [7]. Some methods apply the multimodal fusionbased approaches in the 3D object detection network [15, 27, 30]. Due to the detailed information provided by the cameras and LiDAR sensors, they achieve high accuracy for both normal and small objects. However, the complex fusion networks increase the computational cost of these methods and thus limit their application. Although the researches on point-based methods [3, 23, 32, 33] have achieved remarkable progress, the limitations of small objects are not sufficiently considered yet. There are two obvious limitations for LiDAR-based small object detection: (1) Perceiving small objects is much more difficult than normal objects because the sparse LiDAR-based point clouds usually do not provide sufficient information of small objects.
Functional Classification of Bitcoin Addresses
Febrero-Bande, Manuel, González-Manteiga, Wenceslao, Prallon, Brenda, Saporito, Yuri F.
This paper proposes a classification model for predicting the main activity of bitcoin addresses based on their balances. Since the balances are functions of time, we apply methods from functional data analysis; more specifically, the features of the proposed classification model are the functional principal components of the data. Classifying bitcoin addresses is a relevant problem for two main reasons: to understand the composition of the bitcoin market, and to identify addresses used for illicit activities. Although other bitcoin classifiers have been proposed, they focus primarily on network analysis rather than curve behavior. Our approach, on the other hand, does not require any network information for prediction. Furthermore, functional features have the advantage of being straightforward to build, unlike expert-built features. Results show improvement when combining functional features with scalar features, and similar accuracy for the models using those features separately, which points to the functional model being a good alternative when domain-specific knowledge is not available.