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The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation and forecasting ability. This work proposes a new approach to data assimilation via machine learning where Deep Neural Networks (DNNs) are being taught the nudging algorithm. The accuracy of the proposed DNN based algorithm is comparable to the nudging algorithm and it is confirmed by the Lorenz 63 and Lorenz 96 numerical examples. The key advantage of the proposed approach is the fact that, once trained, DNNs are cheap to evaluate in comparison to nudging where typically differential equations are needed to be solved. Standard exponential type approximation results are established for the Lorenz 63 model for both the continuous and discrete in time models. These results can be directly coupled with estimates for DNNs (whenever available), to derive the overall approximation error estimates of the proposed algorithm.

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《計算機信息》雜志發表高質量的論文,擴大了運籌學和計算的范圍,尋求有關理論、方法、實驗、系統和應用方面的原創研究論文、新穎的調查和教程論文,以及描述新的和有用的軟件工具的論文。官網鏈接: · INTERACT · Performer · state-of-the-art · Integration ·
2022 年 1 月 27 日

We extend the neural basis expansion analysis (NBEATS) to incorporate exogenous factors. The resulting method, called NBEATSx, improves on a well performing deep learning model, extending its capabilities by including exogenous variables and allowing it to integrate multiple sources of useful information. To showcase the utility of the NBEATSx model, we conduct a comprehensive study of its application to electricity price forecasting (EPF) tasks across a broad range of years and markets. We observe state-of-the-art performance, significantly improving the forecast accuracy by nearly 20% over the original NBEATS model, and by up to 5% over other well established statistical and machine learning methods specialized for these tasks. Additionally, the proposed neural network has an interpretable configuration that can structurally decompose time series, visualizing the relative impact of trend and seasonal components and revealing the modeled processes' interactions with exogenous factors. To assist related work we made the code available in //github.com/cchallu/nbeatsx.

This study assesses a Continuous Data Assimilation (CDA) dynamical-downscaling algorithm for enhancing the simulation of the Indian summer monsoon (ISM) system. CDA is a mathematically rigorous technique that has been recently introduced to constrain the large-scale features of high-resolution atmospheric models with coarse spatial scale data. It is similar to spectral nudging but does not require any spectral decomposition for scales separation. This is expected to be particularly relevant for ISM, which involves various interactions between large-scale circulations and regional physical processes. Along with a control simulation, several downscaling simulations were conducted with the Weather Research and Forecasting (WRF) model using CDA, spectral (retaining different wavenumbers) and grid nudging for three ISM seasons: normal (2016), excess (2013), and drought (2009). The simulations are nested within the NCEP Final Analysis and the model outputs are evaluated against the observations. Compared to grid and spectral nudging, the simulations using CDA produce enhanced ISM features over the Indian subcontinent including the low-level jet, tropical easterly jet, easterly wind shear, and rainfall distributions for all investigated ISM seasons. The major ISM processes, in particular the monsoon inversion over the Arabian Sea, tropospheric temperature gradients and moist static energy over central India, and zonal wind shear over the monsoon region, are all better simulated with CDA. Spectral nudging outputs are found to be sensitive to the choice of the wavenumber, requiring careful tuning to provide robust simulations of the ISM system. In contrast, control and grid nudging generally fail to well reproduce some of the main ISM features.

There are significant benefits to serve deep learning models from relational databases. First, features extracted from databases do not need to be transferred to any decoupled deep learning systems for inferences, and thus the system management overhead can be significantly reduced. Second, in a relational database, data management along the storage hierarchy is fully integrated with query processing, and thus it can continue model serving even if the working set size exceeds the available memory. Applying model deduplication can greatly reduce the storage space, memory footprint, cache misses, and inference latency. However, existing data deduplication techniques are not applicable to the deep learning model serving applications in relational databases. They do not consider the impacts on model inference accuracy as well as the inconsistency between tensor blocks and database pages. This work proposed synergistic storage optimization techniques for duplication detection, page packing, and caching, to enhance database systems for model serving. We implemented the proposed approach in netsDB, an object-oriented relational database. Evaluation results show that our proposed techniques significantly improved the storage efficiency and the model inference latency, and serving models from relational databases outperformed existing deep learning frameworks when the working set size exceeds available memory.

We propose a novel statistical inference paradigm for zero-inflated multiway count data that dispenses with the need to distinguish between true and false zero counts. Our approach ignores all zero entries and applies zero-truncated Poisson regression on the positive counts. Inference is accomplished via tensor completion that imposes low-rank structure on the Poisson parameter space. Our main result shows that an $N$-way rank-$R$ parametric tensor $\boldsymbol{\mathscr{M}}\in(0,\infty)^{I\times \cdots\times I}$ generating Poisson observations can be accurately estimated from approximately $IR^2\log_2^2(I)$ non-zero counts for a nonnegative canonical polyadic decomposition. Several numerical experiments are presented demonstrating that our zero-truncated paradigm is comparable to the ideal scenario where the locations of false zero counts are known a priori.

Spatio-temporal forecasting is challenging attributing to the high nonlinearity in temporal dynamics as well as complex location-characterized patterns in spatial domains, especially in fields like weather forecasting. Graph convolutions are usually used for modeling the spatial dependency in meteorology to handle the irregular distribution of sensors' spatial location. In this work, a novel graph-based convolution for imitating the meteorological flows is proposed to capture the local spatial patterns. Based on the assumption of smoothness of location-characterized patterns, we propose conditional local convolution whose shared kernel on nodes' local space is approximated by feedforward networks, with local representations of coordinate obtained by horizon maps into cylindrical-tangent space as its input. The established united standard of local coordinate system preserves the orientation on geography. We further propose the distance and orientation scaling terms to reduce the impacts of irregular spatial distribution. The convolution is embedded in a Recurrent Neural Network architecture to model the temporal dynamics, leading to the Conditional Local Convolution Recurrent Network (CLCRN). Our model is evaluated on real-world weather benchmark datasets, achieving state-of-the-art performance with obvious improvements. We conduct further analysis on local pattern visualization, model's framework choice, advantages of horizon maps and etc.

Heterogeneous tabular data are the most commonly used form of data and are essential for numerous critical and computationally demanding applications. On homogeneous data sets, deep neural networks have repeatedly shown excellent performance and have therefore been widely adopted. However, their application to modeling tabular data (inference or generation) remains highly challenging. This work provides an overview of state-of-the-art deep learning methods for tabular data. We start by categorizing them into three groups: data transformations, specialized architectures, and regularization models. We then provide a comprehensive overview of the main approaches in each group. A discussion of deep learning approaches for generating tabular data is complemented by strategies for explaining deep models on tabular data. Our primary contribution is to address the main research streams and existing methodologies in this area, while highlighting relevant challenges and open research questions. To the best of our knowledge, this is the first in-depth look at deep learning approaches for tabular data. This work can serve as a valuable starting point and guide for researchers and practitioners interested in deep learning with tabular data.

Graph convolution is the core of most Graph Neural Networks (GNNs) and usually approximated by message passing between direct (one-hop) neighbors. In this work, we remove the restriction of using only the direct neighbors by introducing a powerful, yet spatially localized graph convolution: Graph diffusion convolution (GDC). GDC leverages generalized graph diffusion, examples of which are the heat kernel and personalized PageRank. It alleviates the problem of noisy and often arbitrarily defined edges in real graphs. We show that GDC is closely related to spectral-based models and thus combines the strengths of both spatial (message passing) and spectral methods. We demonstrate that replacing message passing with graph diffusion convolution consistently leads to significant performance improvements across a wide range of models on both supervised and unsupervised tasks and a variety of datasets. Furthermore, GDC is not limited to GNNs but can trivially be combined with any graph-based model or algorithm (e.g. spectral clustering) without requiring any changes to the latter or affecting its computational complexity. Our implementation is available online.

Learning a faithful directed acyclic graph (DAG) from samples of a joint distribution is a challenging combinatorial problem, owing to the intractable search space superexponential in the number of graph nodes. A recent breakthrough formulates the problem as a continuous optimization with a structural constraint that ensures acyclicity (Zheng et al., 2018). The authors apply the approach to the linear structural equation model (SEM) and the least-squares loss function that are statistically well justified but nevertheless limited. Motivated by the widespread success of deep learning that is capable of capturing complex nonlinear mappings, in this work we propose a deep generative model and apply a variant of the structural constraint to learn the DAG. At the heart of the generative model is a variational autoencoder parameterized by a novel graph neural network architecture, which we coin DAG-GNN. In addition to the richer capacity, an advantage of the proposed model is that it naturally handles discrete variables as well as vector-valued ones. We demonstrate that on synthetic data sets, the proposed method learns more accurate graphs for nonlinearly generated samples; and on benchmark data sets with discrete variables, the learned graphs are reasonably close to the global optima. The code is available at \url{//github.com/fishmoon1234/DAG-GNN}.

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.

In this paper we discuss policy iteration methods for approximate solution of a finite-state discounted Markov decision problem, with a focus on feature-based aggregation methods and their connection with deep reinforcement learning schemes. We introduce features of the states of the original problem, and we formulate a smaller "aggregate" Markov decision problem, whose states relate to the features. The optimal cost function of the aggregate problem, a nonlinear function of the features, serves as an architecture for approximation in value space of the optimal cost function or the cost functions of policies of the original problem. We discuss properties and possible implementations of this type of aggregation, including a new approach to approximate policy iteration. In this approach the policy improvement operation combines feature-based aggregation with reinforcement learning based on deep neural networks, which is used to obtain the needed features. We argue that the cost function of a policy may be approximated much more accurately by the nonlinear function of the features provided by aggregation, than by the linear function of the features provided by deep reinforcement learning, thereby potentially leading to more effective policy improvement.

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