Recently Chen and Poor initiated the study of learning mixtures of linear dynamical systems. While linear dynamical systems already have wide-ranging applications in modeling time-series data, using mixture models can lead to a better fit or even a richer understanding of underlying subpopulations represented in the data. In this work we give a new approach to learning mixtures of linear dynamical systems that is based on tensor decompositions. As a result, our algorithm succeeds without strong separation conditions on the components, and can be used to compete with the Bayes optimal clustering of the trajectories. Moreover our algorithm works in the challenging partially-observed setting. Our starting point is the simple but powerful observation that the classic Ho-Kalman algorithm is a close relative of modern tensor decomposition methods for learning latent variable models. This gives us a playbook for how to extend it to work with more complicated generative models.
Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We aim to examine the most likely transition path between equilibrium stable states of the vector field. In the small noise regime, the action functional does not involve the solution of the skeleton equation which describes the unperturbed deterministic flow of the vector field shifted by the interaction at zero distance. As a result, we are led to study the most likely transition path for a stochastic differential equation without distribution dependency. This enables the computation of the most likely transition path for these distribution-dependent stochastic dynamical systems by the adaptive minimum action method and we illustrate our approach in two examples.
By identifying similarities between successive inputs, Self-Supervised Learning (SSL) methods for time series analysis have demonstrated their effectiveness in encoding the inherent static characteristics of temporal data. However, an exclusive emphasis on similarities might result in representations that overlook the dynamic attributes critical for modeling cardiovascular diseases within a confined subject cohort. Introducing Distilled Encoding Beyond Similarities (DEBS), this paper pioneers an SSL approach that transcends mere similarities by integrating dissimilarities among positive pairs. The framework is applied to electrocardiogram (ECG) signals, leading to a notable enhancement of +10\% in the detection accuracy of Atrial Fibrillation (AFib) across diverse subjects. DEBS underscores the potential of attaining a more refined representation by encoding the dynamic characteristics of time series data, tapping into dissimilarities during the optimization process. Broadly, the strategy delineated in this study holds the promise of unearthing novel avenues for advancing SSL methodologies tailored to temporal data.
Most dynamics functions are not well-aligned to task requirements. Controllers, therefore, often invert the dynamics and reshape it into something more useful. The learning community has found that these controllers, such as Operational Space Control (OSC), can offer important inductive biases for training. However, OSC only captures straight line end-effector motion. There's a lot more behavior we could and should be packing into these systems. Earlier work [15][16][19] developed a theory that generalized these ideas and constructed a broad and flexible class of second-order dynamical systems which was simultaneously expressive enough to capture substantial behavior (such as that listed above), and maintained the types of stability properties that make OSC and controllers like it a good foundation for policy design and learning. This paper, motivated by the empirical success of the types of fabrics used in [20], reformulates the theory of fabrics into a form that's more general and easier to apply to policy learning problems. We focus on the stability properties that make fabrics a good foundation for policy synthesis. Fabrics create a fundamentally stable medium within which a policy can operate; they influence the system's behavior without preventing it from achieving tasks within its constraints. When a fabrics is geometric (path consistent) we can interpret the fabric as forming a road network of paths that the system wants to follow at constant speed absent a forcing policy, giving geometric intuition to its role as a prior. The policy operating over the geometric fabric acts to modulate speed and steers the system from one road to the next as it accomplishes its task. We reformulate the theory of fabrics here rigorously and develop theoretical results characterizing system behavior and illuminating how to design these systems, while also emphasizing intuition throughout.
Markov processes are widely used mathematical models for describing dynamic systems in various fields. However, accurately simulating large-scale systems at long time scales is computationally expensive due to the short time steps required for accurate integration. In this paper, we introduce an inference process that maps complex systems into a simplified representational space and models large jumps in time. To achieve this, we propose Time-lagged Information Bottleneck (T-IB), a principled objective rooted in information theory, which aims to capture relevant temporal features while discarding high-frequency information to simplify the simulation task and minimize the inference error. Our experiments demonstrate that T-IB learns information-optimal representations for accurately modeling the statistical properties and dynamics of the original process at a selected time lag, outperforming existing time-lagged dimensionality reduction methods.
We propose a new paradigm to continually evolve pretrained models, denoted ColD Fusion. It provides the benefits of multitask learning but leverages distributed computation with limited communication and eliminates the need for shared data. Consequentially, ColD Fusion can give rise to a synergistic loop, where finetuned models can be recycled to continually improve the pretrained model they are based upon. We show that ColD Fusion yields comparable benefits to multitask training by producing a model that (a) attains strong performance on all of the datasets it was trained on; and (b) is a better starting point for finetuning on unseen datasets. We show that ColD Fusion outperforms RoBERTa and even previous multitask models. Specifically, when training and testing on 35 diverse datasets, ColD Fusion-based model outperforms RoBERTa by 2.33 points on average without any changes to the architecture.
There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems. Iterative methods are particularly well-suited for parallel solves of such systems. However, fast and stable convergence of iterative methods is reliant on the application of a high-quality preconditioner that reduces the spread and increase the clustering of the eigenvalues of the target matrix. To improve the performance of these approaches, we present a new parallel-friendly symmetric stair preconditioner. We prove that our preconditioner has advantageous theoretical properties when used in conjunction with iterative methods for trajectory optimization such as a more clustered eigenvalue spectrum. Numerical experiments with typical trajectory optimization problems reveal that as compared to the best alternative parallel preconditioner from the literature, our symmetric stair preconditioner provides up to a 34% reduction in condition number and up to a 25% reduction in the number of resulting linear system solver iterations.
Causal Machine Learning (CausalML) is an umbrella term for machine learning methods that formalize the data-generation process as a structural causal model (SCM). This allows one to reason about the effects of changes to this process (i.e., interventions) and what would have happened in hindsight (i.e., counterfactuals). We categorize work in \causalml into five groups according to the problems they tackle: (1) causal supervised learning, (2) causal generative modeling, (3) causal explanations, (4) causal fairness, (5) causal reinforcement learning. For each category, we systematically compare its methods and point out open problems. Further, we review modality-specific applications in computer vision, natural language processing, and graph representation learning. Finally, we provide an overview of causal benchmarks and a critical discussion of the state of this nascent field, including recommendations for future work.
The existence of representative datasets is a prerequisite of many successful artificial intelligence and machine learning models. However, the subsequent application of these models often involves scenarios that are inadequately represented in the data used for training. The reasons for this are manifold and range from time and cost constraints to ethical considerations. As a consequence, the reliable use of these models, especially in safety-critical applications, is a huge challenge. Leveraging additional, already existing sources of knowledge is key to overcome the limitations of purely data-driven approaches, and eventually to increase the generalization capability of these models. Furthermore, predictions that conform with knowledge are crucial for making trustworthy and safe decisions even in underrepresented scenarios. This work provides an overview of existing techniques and methods in the literature that combine data-based models with existing knowledge. The identified approaches are structured according to the categories integration, extraction and conformity. Special attention is given to applications in the field of autonomous driving.
Traffic forecasting is an important factor for the success of intelligent transportation systems. Deep learning models including convolution neural networks and recurrent neural networks have been applied in traffic forecasting problems to model the spatial and temporal dependencies. In recent years, to model the graph structures in the transportation systems as well as the contextual information, graph neural networks (GNNs) are introduced as new tools and have achieved the state-of-the-art performance in a series of traffic forecasting problems. In this survey, we review the rapidly growing body of recent research using different GNNs, e.g., graph convolutional and graph attention networks, in various traffic forecasting problems, e.g., road traffic flow and speed forecasting, passenger flow forecasting in urban rail transit systems, demand forecasting in ride-hailing platforms, etc. We also present a collection of open data and source resources for each problem, as well as future research directions. To the best of our knowledge, this paper is the first comprehensive survey that explores the application of graph neural networks for traffic forecasting problems. We have also created a public Github repository to update the latest papers, open data and source resources.
Lots of learning tasks require dealing with graph data which contains rich relation information among elements. Modeling physics system, learning molecular fingerprints, predicting protein interface, and classifying diseases require that a model to learn from graph inputs. In other domains such as learning from non-structural data like texts and images, reasoning on extracted structures, like the dependency tree of sentences and the scene graph of images, is an important research topic which also needs graph reasoning models. Graph neural networks (GNNs) are connectionist models that capture the dependence of graphs via message passing between the nodes of graphs. Unlike standard neural networks, graph neural networks retain a state that can represent information from its neighborhood with an arbitrary depth. Although the primitive graph neural networks have been found difficult to train for a fixed point, recent advances in network architectures, optimization techniques, and parallel computation have enabled successful learning with them. In recent years, systems based on graph convolutional network (GCN) and gated graph neural network (GGNN) have demonstrated ground-breaking performance on many tasks mentioned above. In this survey, we provide a detailed review over existing graph neural network models, systematically categorize the applications, and propose four open problems for future research.