Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each round, where a round is an instance of an interaction. In response, the environment reveals a reward, which is sampled from a stochastic process, to the learner. The goal of the learner is to maximize cumulative reward. In this work, we assume that the rewards are the inner product of an action vector and a state vector generated by a linear Gaussian dynamical system. To predict the reward for each action, we propose a method that takes a linear combination of previously observed rewards for predicting each action's next reward. We show that, regardless of the sequence of previous actions chosen, the reward sampled for any previously chosen action can be used for predicting another action's future reward, i.e. the reward sampled for action 1 at round $t-1$ can be used for predicting the reward for action $2$ at round $t$. This is accomplished by designing a modified Kalman filter with a matrix representation that can be learned for reward prediction. Numerical evaluations are carried out on a set of linear Gaussian dynamical systems and are compared with 2 other well-known stochastic multi-armed bandit algorithms.
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Models for multiphysics problems often contain strong nonlinearities. Including fracture contact mechanics introduces discontinuities at the transition between open and closed or sliding and sticking fractures. The resulting system of equations is highly challenging to solve. The na\"ive choice of Newton's method frequently fails to converge, calling for more refined solution techniques such as line search methods. When dealing with strong nonlinearities and discontinuities, a global line search based on the magnitude of the residual of all equations is at best costly to evaluate and at worst fails to converge. We therefore suggest a cheap and reliable approach tailored to the discontinuities. Utilising adaptive variable scaling, the algorithm uses a line search to identify the transition between contact states. Then, a solution update weight is chosen to ensure that no fracture cells move too far beyond the transition. We demonstrate the algorithm on a series of test cases for poromechanics and thermoporomechanics in fractured porous media. We consider both single- and multifracture cases and study the importance of proper scaling of variables and equations.
Interpolation-based techniques become popular in recent years, as they can improve the scalability of existing verification techniques due to their inherent modularity and local reasoning capabilities. Synthesizing Craig interpolants is the cornerstone of these techniques. In this paper, we investigate nonlinear Craig interpolant synthesis for two polynomial formulas of the general form, essentially corresponding to the underlying mathematical problem to separate two disjoint semialgebraic sets. By combining the homogenization approach with existing techniques, we prove the existence of a novel class of non-polynomial interpolants called semialgebraic interpolants. These semialgebraic interpolants subsume polynomial interpolants as a special case. To the best of our knowledge, this is the first existence result of this kind. Furthermore, we provide complete sum-of-squares characterizations for both polynomial and semialgebraic interpolants, which can be efficiently solved as semidefinite programs. Examples are provided to demonstrate the effectiveness and efficiency of our approach.
We prove that training neural networks on 1-D data is equivalent to solving a convex Lasso problem with a fixed, explicitly defined dictionary matrix of features. The specific dictionary depends on the activation and depth. We consider 2 and 3-layer networks with piecewise linear activations, and rectangular and tree networks with sign activation and arbitrary depth. Interestingly in absolute value and symmetrized ReLU networks, a third layer creates features that represent reflections of training data about themselves. The Lasso representation sheds insight to globally optimal networks and the solution landscape.
Collaborative filtering (CF) is an essential technique in recommender systems that provides personalized recommendations by only leveraging user-item interactions. However, most CF methods represent users and items as fixed points in the latent space, lacking the ability to capture uncertainty. While probabilistic embedding is proposed to intergrate uncertainty, they suffer from several limitations when introduced to graph-based recommender systems. Graph convolutional network framework would confuse the semantic of uncertainty in the nodes, and similarity measured by Kullback-Leibler (KL) divergence suffers from degradation problem and demands an exponential number of samples. To address these challenges, we propose a novel approach, called the Wasserstein dependent Graph Attention network (W-GAT), for collaborative filtering with uncertainty. We utilize graph attention network and Wasserstein distance to learn Gaussian embedding for each user and item. Additionally, our method incorporates Wasserstein-dependent mutual information further to increase the similarity between positive pairs. Experimental results on three benchmark datasets show the superiority of W-GAT compared to several representative baselines. Extensive experimental analysis validates the effectiveness of W-GAT in capturing uncertainty by modeling the range of user preferences and categories associated with items.
An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess adequacy of parametric assumptions imposed on the regression model. The proposed estimation method and diagnostic tool are applied to synthetic data generated from simulation experiments and data from real-world applications to demonstrate their implementation and performance. These empirical examples illustrate the importance of adequately accounting for measurement error in the error-prone covariate when inferring the association between a response and covariates based on a modal regression model that is especially suitable for skewed and heavy-tailed response data.
Integrating multiple observational studies to make unconfounded causal or descriptive comparisons of group potential outcomes in a large natural population is challenging. Moreover, retrospective cohorts, being convenience samples, are usually unrepresentative of the natural population of interest and have groups with unbalanced covariates. We propose a general covariate-balancing framework based on pseudo-populations that extends established weighting methods to the meta-analysis of multiple retrospective cohorts with multiple groups. Additionally, by maximizing the effective sample sizes of the cohorts, we propose a FLEXible, Optimized, and Realistic (FLEXOR) weighting method appropriate for integrative analyses. We develop new weighted estimators for unconfounded inferences on wide-ranging population-level features and estimands relevant to group comparisons of quantitative, categorical, or multivariate outcomes. Asymptotic properties of these estimators are examined. Through simulation studies and meta-analyses of TCGA datasets, we demonstrate the versatility and reliability of the proposed weighting strategy, especially for the FLEXOR pseudo-population.
Optimal Transport for Latent Integration with An Application to Heterogeneous Neuronal Activity Data
Detecting dynamic patterns of task-specific responses shared across heterogeneous datasets is an essential and challenging problem in many scientific applications in medical science and neuroscience. In our motivating example of rodent electrophysiological data, identifying the dynamical patterns in neuronal activity associated with ongoing cognitive demands and behavior is key to uncovering the neural mechanisms of memory. One of the greatest challenges in investigating a cross-subject biological process is that the systematic heterogeneity across individuals could significantly undermine the power of existing machine learning methods to identify the underlying biological dynamics. In addition, many technically challenging neurobiological experiments are conducted on only a handful of subjects where rich longitudinal data are available for each subject. The low sample sizes of such experiments could further reduce the power to detect common dynamic patterns among subjects. In this paper, we propose a novel heterogeneous data integration framework based on optimal transport to extract shared patterns in complex biological processes. The key advantages of the proposed method are that it can increase discriminating power in identifying common patterns by reducing heterogeneity unrelated to the signal by aligning the extracted latent spatiotemporal information across subjects. Our approach is effective even with a small number of subjects, and does not require auxiliary matching information for the alignment. In particular, our method can align longitudinal data across heterogeneous subjects in a common latent space to capture the dynamics of shared patterns while utilizing temporal dependency within subjects.
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.
Incompleteness is a common problem for existing knowledge graphs (KGs), and the completion of KG which aims to predict links between entities is challenging. Most existing KG completion methods only consider the direct relation between nodes and ignore the relation paths which contain useful information for link prediction. Recently, a few methods take relation paths into consideration but pay less attention to the order of relations in paths which is important for reasoning. In addition, these path-based models always ignore nonlinear contributions of path features for link prediction. To solve these problems, we propose a novel KG completion method named OPTransE. Instead of embedding both entities of a relation into the same latent space as in previous methods, we project the head entity and the tail entity of each relation into different spaces to guarantee the order of relations in the path. Meanwhile, we adopt a pooling strategy to extract nonlinear and complex features of different paths to further improve the performance of link prediction. Experimental results on two benchmark datasets show that the proposed model OPTransE performs better than state-of-the-art methods.
Image segmentation is still an open problem especially when intensities of the interested objects are overlapped due to the presence of intensity inhomogeneity (also known as bias field). To segment images with intensity inhomogeneities, a bias correction embedded level set model is proposed where Inhomogeneities are Estimated by Orthogonal Primary Functions (IEOPF). In the proposed model, the smoothly varying bias is estimated by a linear combination of a given set of orthogonal primary functions. An inhomogeneous intensity clustering energy is then defined and membership functions of the clusters described by the level set function are introduced to rewrite the energy as a data term of the proposed model. Similar to popular level set methods, a regularization term and an arc length term are also included to regularize and smooth the level set function, respectively. The proposed model is then extended to multichannel and multiphase patterns to segment colourful images and images with multiple objects, respectively. It has been extensively tested on both synthetic and real images that are widely used in the literature and public BrainWeb and IBSR datasets. Experimental results and comparison with state-of-the-art methods demonstrate that advantages of the proposed model in terms of bias correction and segmentation accuracy.
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