This work is motivated by goal-oriented sensitivity analysis of inputs/outputs of complex simulators. More precisely we are interested in the ranking of the uncertain input variables that impact the most a feasible design domain. Most sensitivity analysis methods deal with scalar outputs. In this paper, we propose a way to perform sensitivity analysis when dealing with set-valued outputs. Our new methodology is driven by sensitivity analysis on excursion sets but can also be applied to setvalued simulators as in viability field, or when dealing with maps such as pollutant concentration maps or flooding zone maps. We propose a method based on the Hilbert Schmidt Independence Criterion (HSIC) with a kernel tailored to sets as outputs. A first contribution is the proof that this kernel is characteristic (i.e injectivity of the embedding in the associated Reproducing Kernel Hilbert Space), a required property for the HSIC interpretation in a sensitivity analysis context. We propose then to compute the HSIC-ANOVA indices which allow a decomposition of the input contributions. Using these indices, we can identify which inputs should be neglected (screening) and we can rank the others by influence (ranking). The estimation of these indices is also adapted to the set-valued outputs. Finally we test the proposed method on two test cases of excursion sets.
Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, the outputs of which consist of the solutions on a set of mesh nodes over the spatial domain. However, these simulations are often prohibitively costly to survey the input space. In this paper, we propose an efficient emulator that simultaneously predicts the outputs on a set of mesh nodes, with theoretical justification of its uncertainty quantification. The novelty of the proposed method lies in the incorporation of the mesh node coordinates into the statistical model. In particular, the proposed method segments the mesh nodes into multiple clusters via a Dirichlet process prior and fits a Gaussian process model in each. Most importantly, by revealing the underlying clustering structures, the proposed method can extract valuable flow physics present in the systems that can be used to guide further investigations. Real examples are demonstrated to show that our proposed method has smaller prediction errors than its main competitors, with competitive computation time, and identifies interesting clusters of mesh nodes that exhibit coherent input-output relationships and possess physical significance, such as satisfying boundary conditions. An R package for the proposed methodology is provided in an open repository.
In the context of Discontinuous Galerkin methods, we study approximations of nonlinear variational problems associated with convex energies. We propose element-wise nonconforming finite element methods to discretize the continuous minimisation problem. Using $\Gamma$-convergence arguments we show that the discrete minimisers converge to the unique minimiser of the continuous problem as the mesh parameter tends to zero, under the additional contribution of appropriately defined penalty terms at the level of the discrete energies. We finally substantiate the feasibility of our methods by numerical examples.
Accurately estimating parameters in complex nonlinear systems is crucial across scientific and engineering fields. We present a novel approach for parameter estimation using a neural network with the Huber loss function. This method taps into deep learning's abilities to uncover parameters governing intricate behaviors in nonlinear equations. We validate our approach using synthetic data and predefined functions that model system dynamics. By training the neural network with noisy time series data, it fine-tunes the Huber loss function to converge to accurate parameters. We apply our method to damped oscillators, Van der Pol oscillators, Lotka-Volterra systems, and Lorenz systems under multiplicative noise. The trained neural network accurately estimates parameters, evident from closely matching latent dynamics. Comparing true and estimated trajectories visually reinforces our method's precision and robustness. Our study underscores the Huber loss-guided neural network as a versatile tool for parameter estimation, effectively uncovering complex relationships in nonlinear systems. The method navigates noise and uncertainty adeptly, showcasing its adaptability to real-world challenges.
Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict new scenarios unobserved before. In this work, we first extend parallel partial Gaussian processes for predicting the vector-valued transition function that links the observations between the current and next time points, and quantify the uncertainty of predictions by posterior sampling. Second, we show the equivalence between the dynamic mode decomposition and the maximum likelihood estimator of the linear mapping matrix in the linear state space model. The connection provides a data generating model of dynamic mode decomposition and thus, uncertainty of predictions can be obtained. Furthermore, we draw close connections between different data-driven models for approximating nonlinear dynamics, through a unified view of data generating models. We study two numerical examples, where the inputs of the dynamics are assumed to be known in the first example and the inputs are unknown in the second example. The examples indicate that uncertainty of forecast can be properly quantified, whereas model or input misspecification can degrade the accuracy of uncertainty quantification.
The choice to participate in a data-driven service, often made on the basis of quality of that service, influences the ability of the service to learn and improve. We study the participation and retraining dynamics that arise when both the learners and sub-populations of users are \emph{risk-reducing}, which cover a broad class of updates including gradient descent, multiplicative weights, etc. Suppose, for example, that individuals choose to spend their time amongst social media platforms proportionally to how well each platform works for them. Each platform also gathers data about its active users, which it uses to update parameters with a gradient step. For this example and for our general class of dynamics, we show that the only asymptotically stable equilibria are segmented, with sub-populations allocated to a single learner. Under mild assumptions, the utilitarian social optimum is a stable equilibrium. In contrast to previous work, which shows that repeated risk minimization can result in representation disparity and high overall loss for a single learner \citep{hashimoto2018fairness,miller2021outside}, we find that repeated myopic updates with multiple learners lead to better outcomes. We illustrate the phenomena via a simulated example initialized from real data.
In this work, we are interested in solving large linear systems stemming from the Extra-Membrane-Intra (EMI) model, which is employed for simulating excitable tissues at a cellular scale. After setting the related systems of partial differential equations (PDEs) equipped with proper boundary conditions, we provide numerical approximation schemes for the EMI PDEs and focus on the resulting large linear systems. We first give a relatively complete spectral analysis using tools from the theory of Generalized Locally Toeplitz matrix sequences. The obtained spectral information is used for designing appropriate (preconditioned) Krylov solvers. We show, through numerical experiments, that the presented solution strategy is robust w.r.t. problem and discretization parameters, efficient and scalable.
Deep neural networks (DNN) are singular statistical models which exhibit complex degeneracies. In this work, we illustrate how a quantity known as the \emph{learning coefficient} introduced in singular learning theory quantifies precisely the degree of degeneracy in deep neural networks. Importantly, we will demonstrate that degeneracy in DNN cannot be accounted for by simply counting the number of "flat" directions. We propose a computationally scalable approximation of a localized version of the learning coefficient using stochastic gradient Langevin dynamics. To validate our approach, we demonstrate its accuracy in low-dimensional models with known theoretical values. Importantly, the local learning coefficient can correctly recover the ordering of degeneracy between various parameter regions of interest. An experiment on MNIST shows the local learning coefficient can reveal the inductive bias of stochastic opitmizers for more or less degenerate critical points.
Ecological spatial areal models encounter the well-known and challenging problem of spatial confounding. This issue makes it arduous to distinguish between the impacts of observed covariates and spatial random effects. Despite previous research and various proposed methods to tackle this problem, finding a definitive solution remains elusive. In this paper, we propose a one-step version of the spatial+ approach that involves dividing the covariate into two components. One component captures large-scale spatial dependence, while the other accounts for short-scale dependence. This approach eliminates the need to separately fit spatial models for the covariates. We apply this method to analyze two forms of crimes against women, namely rapes and dowry deaths, in Uttar Pradesh, India, exploring their relationship with socio-demographic covariates. To evaluate the performance of the new approach, we conduct extensive simulation studies under different spatial confounding scenarios. The results demonstrate that the proposed method provides reliable estimates of fixed effects and posterior correlations between different responses.
We propose a new way to assess certain short constructed responses to mathematics items. Our approach uses a pipeline that identifies the key values specified by the student in their response. This allows us to determine the correctness of the response, as well as identify any misconceptions. The information from the value identification pipeline can then be used to provide feedback to the teacher and student. The value identification pipeline consists of two fine-tuned language models. The first model determines if a value is implicit in the student response. The second model identifies where in the response the key value is specified. We consider both a generic model that can be used for any prompt and value, as well as models that are specific to each prompt and value. The value identification pipeline is a more accurate and informative way to assess short constructed responses than traditional rubric-based scoring. It can be used to provide more targeted feedback to students, which can help them improve their understanding of mathematics.
The goal of explainable Artificial Intelligence (XAI) is to generate human-interpretable explanations, but there are no computationally precise theories of how humans interpret AI generated explanations. The lack of theory means that validation of XAI must be done empirically, on a case-by-case basis, which prevents systematic theory-building in XAI. We propose a psychological theory of how humans draw conclusions from saliency maps, the most common form of XAI explanation, which for the first time allows for precise prediction of explainee inference conditioned on explanation. Our theory posits that absent explanation humans expect the AI to make similar decisions to themselves, and that they interpret an explanation by comparison to the explanations they themselves would give. Comparison is formalized via Shepard's universal law of generalization in a similarity space, a classic theory from cognitive science. A pre-registered user study on AI image classifications with saliency map explanations demonstrate that our theory quantitatively matches participants' predictions of the AI.