1,304 research outputs found
A New Distribution-Free Concept for Representing, Comparing, and Propagating Uncertainty in Dynamical Systems with Kernel Probabilistic Programming
This work presents the concept of kernel mean embedding and kernel
probabilistic programming in the context of stochastic systems. We propose
formulations to represent, compare, and propagate uncertainties for fairly
general stochastic dynamics in a distribution-free manner. The new tools enjoy
sound theory rooted in functional analysis and wide applicability as
demonstrated in distinct numerical examples. The implication of this new
concept is a new mode of thinking about the statistical nature of uncertainty
in dynamical systems
A Kernel Mean Embedding Approach to Reducing Conservativeness in Stochastic Programming and Control
We apply kernel mean embedding methods to sample-based stochastic
optimization and control. Specifically, we use the reduced-set expansion method
as a way to discard sampled scenarios. The effect of such constraint removal is
improved optimality and decreased conservativeness. This is achieved by solving
a distributional-distance-regularized optimization problem. We demonstrated
this optimization formulation is well-motivated in theory, computationally
tractable and effective in numerical algorithms
A Kernel Two-sample Test for Dynamical Systems
Evaluating whether data streams were generated by the same distribution is at
the heart of many machine learning problems, e.g. to detect changes. This is
particularly relevant for data generated by dynamical systems since they are
essential for many real-world processes in biomedical, economic, or engineering
systems. While kernel two-sample tests are powerful for comparing independent
and identically distributed random variables, no established method exists for
comparing dynamical systems. The key problem is the critical independence
assumption, which is inherently violated in dynamical systems. We propose a
novel two-sample test for dynamical systems by addressing three core
challenges: we (i) introduce a novel notion of mixing that captures
autocorrelations in a relevant metric, (ii) propose an efficient way to
estimate the speed of mixing purely from data, and (iii) integrate these into
established kernel-two sample tests. The result is a data-driven method for
comparison of dynamical systems that is easy to use in practice and comes with
sound theoretical guarantees. In an example application to anomaly detection
from human walking data, we show that the test readily applies without the need
for feature engineering, heuristics, and human expert knowledge
Building Machines That Learn and Think Like People
Recent progress in artificial intelligence (AI) has renewed interest in
building systems that learn and think like people. Many advances have come from
using deep neural networks trained end-to-end in tasks such as object
recognition, video games, and board games, achieving performance that equals or
even beats humans in some respects. Despite their biological inspiration and
performance achievements, these systems differ from human intelligence in
crucial ways. We review progress in cognitive science suggesting that truly
human-like learning and thinking machines will have to reach beyond current
engineering trends in both what they learn, and how they learn it.
Specifically, we argue that these machines should (a) build causal models of
the world that support explanation and understanding, rather than merely
solving pattern recognition problems; (b) ground learning in intuitive theories
of physics and psychology, to support and enrich the knowledge that is learned;
and (c) harness compositionality and learning-to-learn to rapidly acquire and
generalize knowledge to new tasks and situations. We suggest concrete
challenges and promising routes towards these goals that can combine the
strengths of recent neural network advances with more structured cognitive
models.Comment: In press at Behavioral and Brain Sciences. Open call for commentary
proposals (until Nov. 22, 2016).
https://www.cambridge.org/core/journals/behavioral-and-brain-sciences/information/calls-for-commentary/open-calls-for-commentar
Multi-view Learning as a Nonparametric Nonlinear Inter-Battery Factor Analysis
Factor analysis aims to determine latent factors, or traits, which summarize
a given data set. Inter-battery factor analysis extends this notion to multiple
views of the data. In this paper we show how a nonlinear, nonparametric version
of these models can be recovered through the Gaussian process latent variable
model. This gives us a flexible formalism for multi-view learning where the
latent variables can be used both for exploratory purposes and for learning
representations that enable efficient inference for ambiguous estimation tasks.
Learning is performed in a Bayesian manner through the formulation of a
variational compression scheme which gives a rigorous lower bound on the log
likelihood. Our Bayesian framework provides strong regularization during
training, allowing the structure of the latent space to be determined
efficiently and automatically. We demonstrate this by producing the first (to
our knowledge) published results of learning from dozens of views, even when
data is scarce. We further show experimental results on several different types
of multi-view data sets and for different kinds of tasks, including exploratory
data analysis, generation, ambiguity modelling through latent priors and
classification.Comment: 49 pages including appendi
Simulation Intelligence: Towards a New Generation of Scientific Methods
The original "Seven Motifs" set forth a roadmap of essential methods for the
field of scientific computing, where a motif is an algorithmic method that
captures a pattern of computation and data movement. We present the "Nine
Motifs of Simulation Intelligence", a roadmap for the development and
integration of the essential algorithms necessary for a merger of scientific
computing, scientific simulation, and artificial intelligence. We call this
merger simulation intelligence (SI), for short. We argue the motifs of
simulation intelligence are interconnected and interdependent, much like the
components within the layers of an operating system. Using this metaphor, we
explore the nature of each layer of the simulation intelligence operating
system stack (SI-stack) and the motifs therein: (1) Multi-physics and
multi-scale modeling; (2) Surrogate modeling and emulation; (3)
Simulation-based inference; (4) Causal modeling and inference; (5) Agent-based
modeling; (6) Probabilistic programming; (7) Differentiable programming; (8)
Open-ended optimization; (9) Machine programming. We believe coordinated
efforts between motifs offers immense opportunity to accelerate scientific
discovery, from solving inverse problems in synthetic biology and climate
science, to directing nuclear energy experiments and predicting emergent
behavior in socioeconomic settings. We elaborate on each layer of the SI-stack,
detailing the state-of-art methods, presenting examples to highlight challenges
and opportunities, and advocating for specific ways to advance the motifs and
the synergies from their combinations. Advancing and integrating these
technologies can enable a robust and efficient hypothesis-simulation-analysis
type of scientific method, which we introduce with several use-cases for
human-machine teaming and automated science
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