We present a dimension-reduced KRnet map approach (DR-KRnet) for high-dimensional Bayesian inverse problems, which is based on an explicit construction of a map that pushes forward the prior measure to the posterior measure in the latent space. Our approach consists of two main components: data-driven VAE prior and density approximation of the posterior of the latent variable. In reality, it may not be trivial to initialize a prior distribution that is consistent with available prior data; in other words, the complex prior information is often beyond simple hand-crafted priors. We employ variational autoencoder (VAE) to approximate the underlying distribution of the prior dataset, which is achieved through a latent variable and a decoder. Using the decoder provided by the VAE prior, we reformulate the problem in a low-dimensional latent space. In particular, we seek an invertible transport map given by KRnet to approximate the posterior distribution of the latent variable. Moreover, an efficient physics-constrained surrogate model without any labeled data is constructed to reduce the computational cost of solving both forward and adjoint problems involved in likelihood computation. With numerical experiments, we demonstrate the accuracy and efficiency of DR-KRnet for high-dimensional Bayesian inverse problems.
相關內容
We present a registration method for model reduction of parametric partial differential equations with dominating advection effects and moving features. Registration refers to the use of a parameter-dependent mapping to make the set of solutions to these equations more amicable for approximation using classical reduced basis methods. The proposed approach utilizes concepts from optimal transport theory, as we utilize Monge embeddings to construct these mappings in a purely data-driven way. The method relies on one interpretable hyper-parameter. We discuss how our approach relates to existing works that combine model order reduction and optimal transport theory. Numerical results are provided to demonstrate the effect of the registration. This includes a model problem where the solution is itself a probability density and one where it is not.
Time-critical cyber-physical applications demand the timely delivery of information. In this work, we employ a high-speed packet processing testbed to quantitatively analyze a packet forwarding application running on a shared memory multi-processor architecture, where efficient synchronization of concurrent access to a Forwarding Information Base is essential for low-latency and timely delivery of information. While modern packet processing frameworks are optimized for maximum packet throughput, their ability to support timely delivery remains an open question. Here we focus on the age of information performance issues induced by throughput-focused packet processing frameworks. Our results underscore the importance of careful selection of offered load parameters and concurrency constructs in such frameworks.
State construction from sensory observations is an important component of a reinforcement learning agent. One solution for state construction is to use recurrent neural networks. Back-propagation through time (BPTT), and real-time recurrent learning (RTRL) are two popular gradient-based methods for recurrent learning. BPTT requires the complete sequence of observations before computing gradients and is unsuitable for online real-time updates. RTRL can do online updates but scales poorly to large networks. In this paper, we propose two constraints that make RTRL scalable. We show that by either decomposing the network into independent modules, or learning the network incrementally, we can make RTRL scale linearly with the number of parameters. Unlike prior scalable gradient estimation algorithms, such as UORO and Truncated-BPTT, our algorithms do not add noise or bias to the gradient estimate. Instead, they trade-off the functional capacity of the network to achieve scalable learning. We demonstrate the effectiveness of our approach over Truncated-BPTT on a benchmark inspired by animal learning and by doing policy evaluation for pre-trained Rainbow-DQN agents in the Arcade Learning Environment (ALE).
Modern datasets often exhibit high dimensionality, yet the data reside in low-dimensional manifolds that can reveal underlying geometric structures critical for data analysis. A prime example of such a dataset is a collection of cell cycle measurements, where the inherently cyclical nature of the process can be represented as a circle or sphere. Motivated by the need to analyze these types of datasets, we propose a nonlinear dimension reduction method, Spherical Rotation Component Analysis (SRCA), that incorporates geometric information to better approximate low-dimensional manifolds. SRCA is a versatile method designed to work in both high-dimensional and small sample size settings. By employing spheres or ellipsoids, SRCA provides a low-rank spherical representation of the data with general theoretic guarantees, effectively retaining the geometric structure of the dataset during dimensionality reduction. A comprehensive simulation study, along with a successful application to human cell cycle data, further highlights the advantages of SRCA compared to state-of-the-art alternatives, demonstrating its superior performance in approximating the manifold while preserving inherent geometric structures.
Likelihood-free inference for simulator-based statistical models has developed rapidly from its infancy to a useful tool for practitioners. However, models with more than a handful of parameters still generally remain a challenge for the Approximate Bayesian Computation (ABC) based inference. To advance the possibilities for performing likelihood-free inference in higher dimensional parameter spaces, we introduce an extension of the popular Bayesian optimisation based approach to approximate discrepancy functions in a probabilistic manner which lends itself to an efficient exploration of the parameter space. Our approach achieves computational scalability for higher dimensional parameter spaces by using separate acquisition functions and discrepancies for each parameter. The efficient additive acquisition structure is combined with exponentiated loss -likelihood to provide a misspecification-robust characterisation of the marginal posterior distribution for all model parameters. The method successfully performs computationally efficient inference in a 100-dimensional space on canonical examples and compares favourably to existing modularised ABC methods. We further illustrate the potential of this approach by fitting a bacterial transmission dynamics model to a real data set, which provides biologically coherent results on strain competition in a 30-dimensional parameter space.
We study the complexity of learning quantum states in various models with respect to the stabilizer formalism and obtain the following results: - We prove that $\Omega(n)$ $T$-gates are necessary for any Clifford+$T$ circuit to prepare computationally pseudorandom quantum states, an exponential improvement over the previously known bound. This bound is asymptotically tight if linear-time quantum-secure pseudorandom functions exist. - Given an $n$-qubit pure quantum state $|\psi\rangle$ that has fidelity at least $\tau$ with some stabilizer state, we give an algorithm that outputs a succinct description of a stabilizer state that witnesses fidelity at least $\tau - \varepsilon$. The algorithm uses $O(n/(\varepsilon^2\tau^4))$ samples and $\exp\left(O(n/\tau^4)\right) / \varepsilon^2$ time. In the regime of $\tau$ constant, this algorithm estimates stabilizer fidelity substantially faster than the na\"ive $\exp(O(n^2))$-time brute-force algorithm over all stabilizer states. - We improve the soundness analysis of the stabilizer state property testing algorithm due to Gross, Nezami, and Walter [Comms. Math. Phys. 385 (2021)]. As an application, we exhibit a tolerant property testing algorithm for stabilizer states. The underlying algorithmic primitive in all of our results is Bell difference sampling. To prove our results, we establish and/or strengthen connections between Bell difference sampling, symplectic Fourier analysis, and graph theory.
Model-based reinforcement learning is a powerful tool, but collecting data to fit an accurate model of the system can be costly. Exploring an unknown environment in a sample-efficient manner is hence of great importance. However, the complexity of dynamics and the computational limitations of real systems make this task challenging. In this work, we introduce FLEX, an exploration algorithm for nonlinear dynamics based on optimal experimental design. Our policy maximizes the information of the next step and results in an adaptive exploration algorithm, compatible with generic parametric learning models and requiring minimal resources. We test our method on a number of nonlinear environments covering different settings, including time-varying dynamics. Keeping in mind that exploration is intended to serve an exploitation objective, we also test our algorithm on downstream model-based classical control tasks and compare it to other state-of-the-art model-based and model-free approaches. The performance achieved by FLEX is competitive and its computational cost is low.
Network structures underlie the dynamics of many complex phenomena, from gene regulation and foodwebs to power grids and social media. Yet, as they often cannot be observed directly, their connectivities must be inferred from observations of their emergent dynamics. In this work we present a powerful computational method to infer large network adjacency matrices from time series data using a neural network, in order to provide uncertainty quantification on the prediction in a manner that reflects both the non-convexity of the inference problem as well as the noise on the data. This is useful since network inference problems are typically underdetermined, and a feature that has hitherto been lacking from such methods. We demonstrate our method's capabilities by inferring line failure locations in the British power grid from its response to a power cut. Since the problem is underdetermined, many classical statistical tools (e.g. regression) will not be straightforwardly applicable. Our method, in contrast, provides probability densities on each edge, allowing the use of hypothesis testing to make meaningful probabilistic statements about the location of the power cut. We also demonstrate our method's ability to learn an entire cost matrix for a non-linear model of economic activity in Greater London. Our method outperforms OLS regression on noisy data in terms of both speed and prediction accuracy, and scales as $N^2$ where OLS is cubic. Not having been specifically engineered for network inference, our method represents a general parameter estimation scheme that is applicable to any parameter dimension.
When and why can a neural network be successfully trained? This article provides an overview of optimization algorithms and theory for training neural networks. First, we discuss the issue of gradient explosion/vanishing and the more general issue of undesirable spectrum, and then discuss practical solutions including careful initialization and normalization methods. Second, we review generic optimization methods used in training neural networks, such as SGD, adaptive gradient methods and distributed methods, and theoretical results for these algorithms. Third, we review existing research on the global issues of neural network training, including results on bad local minima, mode connectivity, lottery ticket hypothesis and infinite-width analysis.
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.
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191