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Countless signal processing applications include the reconstruction of signals from few indirect linear measurements. The design of effective measurement operators is typically constrained by the underlying hardware and physics, posing a challenging and often even discrete optimization task. While the potential of gradient-based learning via the unrolling of iterative recovery algorithms has been demonstrated, it has remained unclear how to leverage this technique when the set of admissible measurement operators is structured and discrete. We tackle this problem by combining unrolled optimization with Gumbel reparametrizations, which enable the computation of low-variance gradient estimates of categorical random variables. Our approach is formalized by GLODISMO (Gradient-based Learning of DIscrete Structured Measurement Operators). This novel method is easy-to-implement, computationally efficient, and extendable due to its compatibility with automatic differentiation. We empirically demonstrate the performance and flexibility of GLODISMO in several prototypical signal recovery applications, verifying that the learned measurement matrices outperform conventional designs based on randomization as well as discrete optimization baselines.

With the fast development of modern deep learning techniques, the study of dynamic systems and neural networks is increasingly benefiting each other in a lot of different ways. Since uncertainties often arise in real world observations, SDEs (stochastic differential equations) come to play an important role. To be more specific, in this paper, we use a collection of SDEs equipped with neural networks to predict long-term trend of noisy time series which has big jump properties and high probability distribution shift. Our contributions are, first, we explored SDEs driven by $\alpha$-stable L\'evy motion to model the time series data and solved the problem through neural network approximation. Second, we theoretically proved the convergence of the model and obtained the convergence rate. Finally, we illustrated our method by applying it to stock marketing time series prediction and found the convergence order of error.

Big-data-based artificial intelligence (AI) supports profound evolution in almost all of science and technology. However, modeling and forecasting multi-physical systems remain a challenge due to unavoidable data scarcity and noise. Improving the generalization ability of neural networks by "teaching" domain knowledge and developing a new generation of models combined with the physical laws have become promising areas of machine learning research. Different from "deep" fully-connected neural networks embedded with physical information (PINN), a novel shallow framework named physics-informed convolutional network (PICN) is recommended from a CNN perspective, in which the physical field is generated by a deconvolution layer and a single convolution layer. The difference fields forming the physical operator are constructed using the pre-trained shallow convolution layer. An efficient linear interpolation network calculates the loss function involving boundary conditions and the physical constraints in irregular geometry domains. The effectiveness of the current development is illustrated through some numerical cases involving the solving (and estimation) of nonlinear physical operator equations and recovering physical information from noisy observations. Its potential advantage in approximating physical fields with multi-frequency components indicates that PICN may become an alternative neural network solver in physics-informed machine learning.

Recently Physically Informed Neural Networks have gained more and more popularity to solve partial differential equations, given the fact they escape the course of dimensionality. First Physically Informed Neural Networks are viewed as an underdetermined point matching collocation method then we expose the connection between Galerkin Least Square (GALS) and PINNs, to develop an a priori error estimate, in the context of elliptic problems. In particular techniques that belong to the realm of the least square finite elements and Rademacher complexity analysis will be used to obtain the above mentioned error estimate.

Solving analytically intractable partial differential equations (PDEs) that involve at least one variable defined in an unbounded domain requires efficient numerical methods that accurately resolve the dependence of the PDE on that variable over several orders of magnitude. Unbounded domain problems arise in various application areas and solving such problems is important for understanding multi-scale biological dynamics, resolving physical processes at long time scales and distances, and performing parameter inference in engineering problems. In this work, we combine two classes of numerical methods: (i) physics-informed neural networks (PINNs) and (ii) adaptive spectral methods. The numerical methods that we develop take advantage of the ability of physics-informed neural networks to easily implement high-order numerical schemes to efficiently solve PDEs. We then show how recently introduced adaptive techniques for spectral methods can be integrated into PINN-based PDE solvers to obtain numerical solutions of unbounded domain problems that cannot be efficiently approximated by standard PINNs. Through a number of examples, we demonstrate the advantages of the proposed spectrally adapted PINNs (s-PINNs) over standard PINNs in approximating functions, solving PDEs, and estimating model parameters from noisy observations in unbounded domains.

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.

Democratization of machine learning requires architectures that automatically adapt to new problems. Neural Differential Equations (NDEs) have emerged as a popular modeling framework by removing the need for ML practitioners to choose the number of layers in a recurrent model. While we can control the computational cost by choosing the number of layers in standard architectures, in NDEs the number of neural network evaluations for a forward pass can depend on the number of steps of the adaptive ODE solver. But, can we force the NDE to learn the version with the least steps while not increasing the training cost? Current strategies to overcome slow prediction require high order automatic differentiation, leading to significantly higher training time. We describe a novel regularization method that uses the internal cost heuristics of adaptive differential equation solvers combined with discrete adjoint sensitivities to guide the training process towards learning NDEs that are easier to solve. This approach opens up the blackbox numerical analysis behind the differential equation solver's algorithm and directly uses its local error estimates and stiffness heuristics as cheap and accurate cost estimates. We incorporate our method without any change in the underlying NDE framework and show that our method extends beyond Ordinary Differential Equations to accommodate Neural Stochastic Differential Equations. We demonstrate how our approach can halve the prediction time and, unlike other methods which can increase the training time by an order of magnitude, we demonstrate similar reduction in training times. Together this showcases how the knowledge embedded within state-of-the-art equation solvers can be used to enhance machine learning.

Physics-informed neural networks (PINNs) have recently been used to solve various computational problems which are governed by partial differential equations (PDEs). In this paper, we propose a multi-output physics-informed neural network (MO-PINN) which can provide solutions with uncertainty distributions for both forward and inverse PDE problems with noisy data. In this framework, the uncertainty arising from the noisy data is first translated into multiple measurements regarding the prior noise distribution using the bootstrap method, and then the outputs of neural networks are designed to satisfy the measurements as well as the underlying physical laws.The posterior estimation of target parameters can be obtained at the end of training, which can be further used for uncertainty quantification and decision making. In this paper, MO-PINNs are demonstrated with a series of numerical experiments including both linear and nonlinear, forward and inverse problems. The results show that MO-PINN is able to provide accurate predictions with noisy data.In addition, we also demonstrate that the prediction and posterior distributions from MO-PINNs are consistent with the solutions from traditional a finite element method (FEM) solver and Monte Carlo methods given the same data and prior knowledge. Finally, we show that additional statistical knowledge can be incorporated into the training to improve the prediction if available.

Automated anatomical labeling plays a vital role in coronary artery disease diagnosing procedure. The main challenge in this problem is the large individual variability inherited in human anatomy. Existing methods usually rely on the position information and the prior knowledge of the topology of the coronary artery tree, which may lead to unsatisfactory performance when the main branches are confusing. Motivated by the wide application of the graph neural network in structured data, in this paper, we propose a conditional partial-residual graph convolutional network (CPR-GCN), which takes both position and CT image into consideration, since CT image contains abundant information such as branch size and spanning direction. Two majority parts, a Partial-Residual GCN and a conditions extractor, are included in CPR-GCN. The conditions extractor is a hybrid model containing the 3D CNN and the LSTM, which can extract 3D spatial image features along the branches. On the technical side, the Partial-Residual GCN takes the position features of the branches, with the 3D spatial image features as conditions, to predict the label for each branches. While on the mathematical side, our approach twists the partial differential equation (PDE) into the graph modeling. A dataset with 511 subjects is collected from the clinic and annotated by two experts with a two-phase annotation process. According to the five-fold cross-validation, our CPR-GCN yields 95.8% meanRecall, 95.4% meanPrecision and 0.955 meanF1, which outperforms state-of-the-art approaches.

Graph neural networks (GNNs) are a popular class of machine learning models whose major advantage is their ability to incorporate a sparse and discrete dependency structure between data points. Unfortunately, GNNs can only be used when such a graph-structure is available. In practice, however, real-world graphs are often noisy and incomplete or might not be available at all. With this work, we propose to jointly learn the graph structure and the parameters of graph convolutional networks (GCNs) by approximately solving a bilevel program that learns a discrete probability distribution on the edges of the graph. This allows one to apply GCNs not only in scenarios where the given graph is incomplete or corrupted but also in those where a graph is not available. We conduct a series of experiments that analyze the behavior of the proposed method and demonstrate that it outperforms related methods by a significant margin.