We show how probabilistic numerics can be used to convert an initial value problem into a Gauss--Markov process parametrised by the dynamics of the initial value problem. Consequently, the often difficult problem of parameter estimation in ordinary differential equations is reduced to hyperparameter estimation in Gauss--Markov regression, which tends to be considerably easier. The method's relation and benefits in comparison to classical numerical integration and gradient matching approaches is elucidated. In particular, the method can, in contrast to gradient matching, handle partial observations, and has certain routes for escaping local optima not available to classical numerical integration. Experimental results demonstrate that the method is on par or moderately better than competing approaches.
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We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This assumption is difficult to justify in many inverse problems, where the specification of the data generation process is not obvious. We adopt a Gibbs posterior framework that directly posits a regularized variational problem on the space of probability distributions of the parameter. We propose a novel model comparison framework that evaluates the optimality of a given loss based on its ''predictive performance''. We provide cross-validation procedures to calibrate the regularization parameter of the variational objective and compare multiple loss functions. Some novel theoretical properties of Gibbs posteriors are also presented. We illustrate the utility of our framework via a simulated example, motivated by dispersion-based wave models used to characterize arterial vessels in ultrasound vibrometry.
In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic terms, each given by the product of a binary variable and a quadratic term of the continuous variables. Existing approaches in the literature, typically relying on the linearization of the cubic terms using big-M constraints, suffer from weak relaxation and poor performance in practice. In this work we derive stronger second-order conic relaxations that do not involve big-M constraints. Our computational experiments indicate that the proposed formulations are several orders-of-magnitude faster than existing big-M formulations in the literature for this problem.
Achieving fairness in sequential-decision making systems within Human-in-the-Loop (HITL) environments is a critical concern, especially when multiple humans with different behavior and expectations are affected by the same adaptation decisions in the system. This human variability factor adds more complexity since policies deemed fair at one point in time may become discriminatory over time due to variations in human preferences resulting from inter- and intra-human variability. This paper addresses the fairness problem from an equity lens, considering human behavior variability, and the changes in human preferences over time. We propose FAIRO, a novel algorithm for fairness-aware sequential-decision making in HITL adaptation, which incorporates these notions into the decision-making process. In particular, FAIRO decomposes this complex fairness task into adaptive sub-tasks based on individual human preferences through leveraging the Options reinforcement learning framework. We design FAIRO to generalize to three types of HITL application setups that have the shared adaptation decision problem. Furthermore, we recognize that fairness-aware policies can sometimes conflict with the application's utility. To address this challenge, we provide a fairness-utility tradeoff in FAIRO, allowing system designers to balance the objectives of fairness and utility based on specific application requirements. Extensive evaluations of FAIRO on the three HITL applications demonstrate its generalizability and effectiveness in promoting fairness while accounting for human variability. On average, FAIRO can improve fairness compared with other methods across all three applications by 35.36%.
We present a simple linear regression based approach for learning the weights and biases of a neural network, as an alternative to standard gradient based backpropagation. The present work is exploratory in nature, and we restrict the description and experiments to (i) simple feedforward neural networks, (ii) scalar (single output) regression problems, and (iii) invertible activation functions. However, the approach is intended to be extensible to larger, more complex architectures. The key idea is the observation that the input to every neuron in a neural network is a linear combination of the activations of neurons in the previous layer, as well as the parameters (weights and biases) of the layer. If we are able to compute the ideal total input values to every neuron by working backwards from the output, we can formulate the learning problem as a linear least squares problem which iterates between updating the parameters and the activation values. We present an explicit algorithm that implements this idea, and we show that (at least for simple problems) the approach is more stable and faster than gradient-based backpropagation.
Although deep learning has achieved remarkable success in various scientific machine learning applications, its black-box nature poses concerns regarding interpretability and generalization capabilities beyond the training data. Interpretability is crucial and often desired in modeling physical systems. Moreover, acquiring extensive datasets that encompass the entire range of input features is challenging in many physics-based learning tasks, leading to increased errors when encountering out-of-distribution (OOD) data. In this work, motivated by the field of functional data analysis (FDA), we propose generalized functional linear models as an interpretable surrogate for a trained deep learning model. We demonstrate that our model could be trained either based on a trained neural network (post-hoc interpretation) or directly from training data (interpretable operator learning). A library of generalized functional linear models with different kernel functions is considered and sparse regression is used to discover an interpretable surrogate model that could be analytically presented. We present test cases in solid mechanics, fluid mechanics, and transport. Our results demonstrate that our model can achieve comparable accuracy to deep learning and can improve OOD generalization while providing more transparency and interpretability. Our study underscores the significance of interpretability in scientific machine learning and showcases the potential of functional linear models as a tool for interpreting and generalizing deep learning.
The Virtual Element Method for diffusion-convection-reaction problems is considered. In order to design a quasi-robust scheme also in the convection-dominated regime, a Continuous Interior Penalty approach is employed. Due to the presence of polynomial projection operators, typical of the Virtual Element Method, the stability and the error analysis require particular care, especially in treating the advective term. Some numerical tests are presented to support the theoretical results.
We expect the generalization error to improve with more samples from a similar task, and to deteriorate with more samples from an out-of-distribution (OOD) task. In this work, we show a counter-intuitive phenomenon: the generalization error of a task can be a non-monotonic function of the number of OOD samples. As the number of OOD samples increases, the generalization error on the target task improves before deteriorating beyond a threshold. In other words, there is value in training on small amounts of OOD data. We use Fisher's Linear Discriminant on synthetic datasets and deep networks on computer vision benchmarks such as MNIST, CIFAR-10, CINIC-10, PACS and DomainNet to demonstrate and analyze this phenomenon. In the idealistic setting where we know which samples are OOD, we show that these non-monotonic trends can be exploited using an appropriately weighted objective of the target and OOD empirical risk. While its practical utility is limited, this does suggest that if we can detect OOD samples, then there may be ways to benefit from them. When we do not know which samples are OOD, we show how a number of go-to strategies such as data-augmentation, hyper-parameter optimization, and pre-training are not enough to ensure that the target generalization error does not deteriorate with the number of OOD samples in the dataset.
We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically and computationally) is investigated and two algorithms based on Gibbs sampling and Stochastic Localization are analyzed, both under the same (quite natural) statistical assumptions that also enable valid inference on the sparse planted signal. The benefit of the Stochastic Localization sampler is particularly prominent for data matrix that is not well-designed.
Training Physics-Informed Neural Networks via Multi-Task Optimization for Traffic Density Prediction
Physics-informed neural networks (PINNs) are a newly emerging research frontier in machine learning, which incorporate certain physical laws that govern a given data set, e.g., those described by partial differential equations (PDEs), into the training of the neural network (NN) based on such a data set. In PINNs, the NN acts as the solution approximator for the PDE while the PDE acts as the prior knowledge to guide the NN training, leading to the desired generalization performance of the NN when facing the limited availability of training data. However, training PINNs is a non-trivial task largely due to the complexity of the loss composed of both NN and physical law parts. In this work, we propose a new PINN training framework based on the multi-task optimization (MTO) paradigm. Under this framework, multiple auxiliary tasks are created and solved together with the given (main) task, where the useful knowledge from solving one task is transferred in an adaptive mode to assist in solving some other tasks, aiming to uplift the performance of solving the main task. We implement the proposed framework and apply it to train the PINN for addressing the traffic density prediction problem. Experimental results demonstrate that our proposed training framework leads to significant performance improvement in comparison to the traditional way of training the PINN.
In this study, a density-on-density regression model is introduced, where the association between densities is elucidated via a warping function. The proposed model has the advantage of a being straightforward demonstration of how one density transforms into another. Using the Riemannian representation of density functions, which is the square-root function (or half density), the model is defined in the correspondingly constructed Riemannian manifold. To estimate the warping function, it is proposed to minimize the average Hellinger distance, which is equivalent to minimizing the average Fisher-Rao distance between densities. An optimization algorithm is introduced by estimating the smooth monotone transformation of the warping function. Asymptotic properties of the proposed estimator are discussed. Simulation studies demonstrate the superior performance of the proposed approach over competing approaches in predicting outcome density functions. Applying to a proteomic-imaging study from the Alzheimer's Disease Neuroimaging Initiative, the proposed approach illustrates the connection between the distribution of protein abundance in the cerebrospinal fluid and the distribution of brain regional volume. Discrepancies among cognitive normal subjects, patients with mild cognitive impairment, and Alzheimer's disease (AD) are identified and the findings are in line with existing knowledge about AD.
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