Understanding dynamics in complex systems is challenging because there are many degrees of freedom, and those that are most important for describing events of interest are often not obvious. The leading eigenfunctions of the transition operator are useful for visualization, and they can provide an efficient basis for computing statistics such as the likelihood and average time of events (predictions). Here we develop inexact iterative linear algebra methods for computing these eigenfunctions (spectral estimation) and making predictions from a data set of short trajectories sampled at finite intervals. We demonstrate the methods on a low-dimensional model that facilitates visualization and a high-dimensional model of a biomolecular system. Implications for the prediction problem in reinforcement learning are discussed.
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Under-approximations of reachable sets and tubes have been receiving growing research attention due to their important roles in control synthesis and verification. Available under-approximation methods applicable to continuous-time linear systems typically assume the ability to compute transition matrices and their integrals exactly, which is not feasible in general, and/or suffer from high computational costs. In this note, we attempt to overcome these drawbacks for a class of linear time-invariant (LTI) systems, where we propose a novel method to under-approximate finite-time forward reachable sets and tubes, utilizing approximations of the matrix exponential and its integral. In particular, we consider the class of continuous-time LTI systems with an identity input matrix and initial and input values belonging to full dimensional sets that are affine transformations of closed unit balls. The proposed method yields computationally efficient under-approximations of reachable sets and tubes, when implemented using zonotopes, with first-order convergence guarantees in the sense of the Hausdorff distance. To illustrate its performance, we implement our approach in three numerical examples, where linear systems of dimensions ranging between 2 and 200 are considered.
At STOC 2002, Eiter, Gottlob, and Makino presented a technique called ordered generation that yields an $n^{O(d)}$-delay algorithm listing all minimal transversals of an $n$-vertex hypergraph of degeneracy $d$, for an appropriate definition of degeneracy. Recently at IWOCA 2019, Conte, Kant\'e, Marino, and Uno asked whether, even for a more restrictive notion of degeneracy, this XP-delay algorithm parameterized by $d$ could be made FPT-delay parameterized by $d$ and the maximum degree $\Delta$, i.e., an algorithm with delay $f(d,\Delta)\cdot n^{O(1)}$ for some computable function $f$. We answer this question in the affirmative whenever the hypergraph corresponds to the closed neighborhoods of a graph, i.e., we show that the intimately related problem of enumerating minimal dominating sets in graphs admits an FPT-delay algorithm parameterized by the degeneracy and the maximum degree.
This letter addresses the problem of trajectory planning in a marsupial robotic system consisting of an unmanned aerial vehicle (UAV) linked to an unmanned ground vehicle (UGV) through a non-taut tether withcontrollable length. To the best of our knowledge, this is the first method that addresses the trajectory planning of a marsupial UGV-UAV with a non-taut tether. The objective is to determine a synchronized collision-free trajectory for the three marsupial system agents: UAV, UGV, and tether. First, we present a path planning solution based on optimal Rapidly-exploring Random Trees (RRT*) with novel sampling and steering techniques to speed-up the computation. This algorithm is able to obtain collision-free paths for the UAV and the UGV, taking into account the 3D environment and the tether. Then, the paper presents a trajectory planner based on non-linear least squares. The optimizer takes into account aspects not considered in the path planning, like temporal constraints of the motion imposed by limits on the velocities and accelerations of the robots , or raising the tether's clearance. Simulated and field test results demonstrate that the approach generates obstacle-free, smooth, and feasible trajectories for the marsupial system.
Code verification plays an important role in establishing the credibility of computational simulations by assessing the correctness of the implementation of the underlying numerical methods. In computational electromagnetics, the numerical solution to integral equations incurs multiple interacting sources of numerical error, as well as other challenges, which render traditional code-verification approaches ineffective. In this paper, we provide approaches to separately measure the numerical errors arising from these different error sources for the method-of-moments implementation of the combined-field integral equation. We demonstrate the effectiveness of these approaches for cases with and without coding errors.
Time-to-event modelling, known as survival analysis, differs from standard regression as it addresses censoring in patients who do not experience the event of interest. Despite competitive performances in tackling this problem, machine learning methods often ignore other competing risks that preclude the event of interest. This practice biases the survival estimation. Extensions to address this challenge often rely on parametric assumptions or numerical estimations leading to sub-optimal survival approximations. This paper leverages constrained monotonic neural networks to model each competing survival distribution. This modelling choice ensures the exact likelihood maximisation at a reduced computational cost by using automatic differentiation. The effectiveness of the solution is demonstrated on one synthetic and three medical datasets. Finally, we discuss the implications of considering competing risks when developing risk scores for medical practice.
This work studies the generalization error of gradient methods. More specifically, we focus on how training steps $T$ and step-size $\eta$ might affect generalization in smooth stochastic convex optimization (SCO) problems. We first provide tight excess risk lower bounds for Gradient Descent (GD) and Stochastic Gradient Descent (SGD) under the general non-realizable smooth SCO setting, suggesting that existing stability analyses are tight in step-size and iteration dependence, and that overfitting provably happens. Next, we study the case when the loss is realizable, i.e. an optimal solution minimizes all the data points. Recent works show better rates can be attained but the improvement is reduced when training time is long. Our paper examines this observation by providing excess risk lower bounds for GD and SGD in two realizable settings: 1) $\eta T = \bigO{n}$, and (2) $\eta T = \bigOmega{n}$, where $n$ is the size of dataset. In the first case $\eta T = \bigOmega{n}$, our lower bounds tightly match and certify the respective upper bounds. However, for the case $\eta T = \bigOmega{n}$, our analysis indicates a gap between the lower and upper bounds. A conjecture is proposed that the gap can be closed by improving upper bounds, supported by analyses in two special scenarios.
In deep learning it is common to overparameterize neural networks, that is, to use more parameters than training samples. Quite surprisingly training the neural network via (stochastic) gradient descent leads to models that generalize very well, while classical statistics would suggest overfitting. In order to gain understanding of this implicit bias phenomenon we study the special case of sparse recovery (compressed sensing) which is of interest on its own. More precisely, in order to reconstruct a vector from underdetermined linear measurements, we introduce a corresponding overparameterized square loss functional, where the vector to be reconstructed is deeply factorized into several vectors. We show that, if there exists an exact solution, vanilla gradient flow for the overparameterized loss functional converges to a good approximation of the solution of minimal $\ell_1$-norm. The latter is well-known to promote sparse solutions. As a by-product, our results significantly improve the sample complexity for compressed sensing via gradient flow/descent on overparameterized models derived in previous works. The theory accurately predicts the recovery rate in numerical experiments. Our proof relies on analyzing a certain Bregman divergence of the flow. This bypasses the obstacles caused by non-convexity and should be of independent interest.
Time series forecasting is widely used in business intelligence, e.g., forecast stock market price, sales, and help the analysis of data trend. Most time series of interest are macroscopic time series that are aggregated from microscopic data. However, instead of directly modeling the macroscopic time series, rare literature studied the forecasting of macroscopic time series by leveraging data on the microscopic level. In this paper, we assume that the microscopic time series follow some unknown mixture probabilistic distributions. We theoretically show that as we identify the ground truth latent mixture components, the estimation of time series from each component could be improved because of lower variance, thus benefitting the estimation of macroscopic time series as well. Inspired by the power of Seq2seq and its variants on the modeling of time series data, we propose Mixture of Seq2seq (MixSeq), an end2end mixture model to cluster microscopic time series, where all the components come from a family of Seq2seq models parameterized by different parameters. Extensive experiments on both synthetic and real-world data show the superiority of our approach.
Spectral clustering (SC) is a popular clustering technique to find strongly connected communities on a graph. SC can be used in Graph Neural Networks (GNNs) to implement pooling operations that aggregate nodes belonging to the same cluster. However, the eigendecomposition of the Laplacian is expensive and, since clustering results are graph-specific, pooling methods based on SC must perform a new optimization for each new sample. In this paper, we propose a graph clustering approach that addresses these limitations of SC. We formulate a continuous relaxation of the normalized minCUT problem and train a GNN to compute cluster assignments that minimize this objective. Our GNN-based implementation is differentiable, does not require to compute the spectral decomposition, and learns a clustering function that can be quickly evaluated on out-of-sample graphs. From the proposed clustering method, we design a graph pooling operator that overcomes some important limitations of state-of-the-art graph pooling techniques and achieves the best performance in several supervised and unsupervised tasks.
How can we estimate the importance of nodes in a knowledge graph (KG)? A KG is a multi-relational graph that has proven valuable for many tasks including question answering and semantic search. In this paper, we present GENI, a method for tackling the problem of estimating node importance in KGs, which enables several downstream applications such as item recommendation and resource allocation. While a number of approaches have been developed to address this problem for general graphs, they do not fully utilize information available in KGs, or lack flexibility needed to model complex relationship between entities and their importance. To address these limitations, we explore supervised machine learning algorithms. In particular, building upon recent advancement of graph neural networks (GNNs), we develop GENI, a GNN-based method designed to deal with distinctive challenges involved with predicting node importance in KGs. Our method performs an aggregation of importance scores instead of aggregating node embeddings via predicate-aware attention mechanism and flexible centrality adjustment. In our evaluation of GENI and existing methods on predicting node importance in real-world KGs with different characteristics, GENI achieves 5-17% higher NDCG@100 than the state of the art.
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