Machine Learning-Based Data and Model Driven Bayesian Uncertanity Quantification of Inverse Problems for Suspended Non-structural System

Inverse problems involve extracting the internal structure of a physical system from noisy measurement data. In many fields, the Bayesian inference is used to address the ill-conditioned nature of the inverse problem by incorporating prior information through an initial distribution. In the nonparametric Bayesian framework, surrogate models such as Gaussian Processes or Deep Neural Networks are used as flexible and effective probabilistic modeling tools to overcome the high-dimensional curse and reduce computational costs. In practical systems and computer models, uncertainties can be addressed through parameter calibration, sensitivity analysis, and uncertainty quantification, leading to improved reliability and robustness of decision and control strategies based on simulation or prediction results. However, in the surrogate model, preventing overfitting and incorporating reasonable prior knowledge of embedded physics and models is a challenge. Suspended Nonstructural Systems (SNS) pose a significant challenge in the inverse problem. Research on their seismic performance and mechanical models, particularly in the inverse problem and uncertainty quantification, is still lacking. To address this, the author conducts full-scale shaking table dynamic experiments and monotonic & cyclic tests, and simulations of different types of SNS to investigate mechanical behaviors. To quantify the uncertainty of the inverse problem, the author proposes a new framework that adopts machine learning-based data and model driven stochastic Gaussian process model calibration to quantify the uncertainty via a new black box variational inference that accounts for geometric complexity measure, Minimum Description length (MDL), through Bayesian inference. It is validated in the SNS and yields optimal generalizability and computational scalability

Untangling hotel industry’s inefficiency: An SFA approach applied to a renowned Portuguese hotel chain

The present paper explores the technical efficiency of four hotels from Teixeira Duarte Group - a renowned Portuguese hotel chain. An efficiency ranking is established from these four hotel units located in Portugal using Stochastic Frontier Analysis. This methodology allows to discriminate between measurement error and systematic inefficiencies in the estimation process enabling to investigate the main inefficiency causes. Several suggestions concerning efficiency improvement are undertaken for each hotel studied.info:eu-repo/semantics/publishedVersio

Machine learning model selection with multi-objective Bayesian optimization and reinforcement learning

A machine learning system, including when used in reinforcement learning, is usually fed with only limited data, while aimed at training a model with good predictive performance that can generalize to an underlying data distribution. Within certain hypothesis classes, model selection chooses a model based on selection criteria calculated from available data, which usually serve as estimators of generalization performance of the model. One major challenge for model selection that has drawn increasing attention is the discrepancy between the data distribution where training data is sampled from and the data distribution at deployment. The model can over-fit in the training distribution, and fail to extrapolate in unseen deployment distributions, which can greatly harm the reliability of a machine learning system. Such a distribution shift challenge can become even more pronounced in high-dimensional data types like gene expression data, functional data and image data, especially in a decentralized learning scenario. Another challenge for model selection is efficient search in the hypothesis space. Since training a machine learning model usually takes a fair amount of resources, searching for an appropriate model with favorable configurations is by inheritance an expensive process, thus calling for efficient optimization algorithms. To tackle the challenge of distribution shift, novel resampling methods for the evaluation of robustness of neural network was proposed, as well as a domain generalization method using multi-objective bayesian optimization in decentralized learning scenario and variational inference in a domain unsupervised manner. To tackle the expensive model search problem, combining bayesian optimization and reinforcement learning in an interleaved manner was proposed for efficient search in a hierarchical conditional configuration space. Additionally, the effectiveness of using multi-objective bayesian optimization for model search in a decentralized learning scenarios was proposed and verified. A model selection perspective to reinforcement learning was proposed with associated contributions in tackling the problem of exploration in high dimensional state action spaces and sparse reward. Connections between statistical inference and control was summarized. Additionally, contributions in open source software development in related machine learning sub-topics like feature selection and functional data analysis with advanced tuning method and abundant benchmarking were also made

Quantum algorithms for machine learning and optimization

The theories of optimization and machine learning answer foundational questions in computer science and lead to new algorithms for practical applications. While these topics have been extensively studied in the context of classical computing, their quantum counterparts are far from well-understood. In this thesis, we explore algorithms that bridge the gap between the fields of quantum computing and machine learning. First, we consider general optimization problems with only function evaluations. For two core problems, namely general convex optimization and volume estimation of convex bodies, we give quantum algorithms as well as quantum lower bounds that constitute the quantum speedups of both problems to be polynomial compared to their classical counterparts. We then consider machine learning and optimization problems with input data stored explicitly as matrices. We first look at semidefinite programs and provide quantum algorithms with polynomial speedup compared to the classical state-of-the-art. We then move to machine learning and give the optimal quantum algorithms for linear and kernel-based classifications. To complement with our quantum algorithms, we also introduce a framework for quantum-inspired classical algorithms, showing that for low-rank matrix arithmetics there can only be polynomial quantum speedup. Finally, we study statistical problems on quantum computers, with the focus on testing properties of probability distributions. We show that for testing various properties including L1-distance, L2-distance, Shannon and Renyi entropies, etc., there are polynomial quantum speedups compared to their classical counterparts. We also extend these results to testing properties of quantum states

MANIFOLD REPRESENTATIONS OF MUSICAL SIGNALS AND GENERATIVE SPACES

Tra i diversi campi di ricerca nell\u2019ambito dell\u2019informatica musicale, la sintesi e la generazione di segnali audio incarna la pluridisciplinalita\u300 di questo settore, nutrendo insieme le pratiche scientifiche e musicale dalla sua creazione. Inerente all\u2019informatica dalla sua creazione, la generazione audio ha ispirato numerosi approcci, evolvendo colle pratiche musicale e gli progressi tecnologici e scientifici. Inoltre, alcuni processi di sintesi permettono anche il processo inverso, denominato analisi, in modo che i parametri di sintesi possono anche essere parzialmente o totalmente estratti dai suoni, dando una rappresentazione alternativa ai segnali analizzati. Per di piu\u300, la recente ascesa dei algoritmi di l\u2019apprendimento automatico ha vivamente interrogato il settore della ricerca scientifica, fornendo potenti data-centered metodi che sollevavano diversi epistemologici interrogativi, nonostante i sui efficacia. Particolarmente, un tipo di metodi di apprendimento automatico, denominati modelli generativi, si concentrano sulla generazione di contenuto originale usando le caratteristiche che hanno estratti dei dati analizzati. In tal caso, questi modelli non hanno soltanto interrogato i precedenti metodi di generazione, ma anche sul modo di integrare questi algoritmi nelle pratiche artistiche. Mentre questi metodi sono progressivamente introdotti nel settore del trattamento delle immagini, la loro applicazione per la sintesi di segnali audio e ancora molto marginale. In questo lavoro, il nostro obiettivo e di proporre un nuovo metodo di audio sintesi basato su questi nuovi tipi di generativi modelli, rafforazti dalle nuove avanzati dell\u2019apprendimento automatico. Al primo posto, facciamo una revisione dei approcci esistenti nei settori dei sistemi generativi e di sintesi sonore, focalizzando sul posto di nostro lavoro rispetto a questi disciplini e che cosa possiamo aspettare di questa collazione. In seguito, studiamo in maniera piu\u300 precisa i modelli generativi, e come possiamo utilizzare questi recenti avanzati per l\u2019apprendimento di complesse distribuzione di suoni, in un modo che sia flessibile e nel flusso creativo del utente. Quindi proponiamo un processo di inferenza / generazione, il quale rifletta i processi di analisi/sintesi che sono molto usati nel settore del trattamento del segnale audio, usando modelli latenti, che sono basati sull\u2019utilizzazione di un spazio continuato di alto livello, che usiamo per controllare la generazione. Studiamo dapprima i risultati preliminari ottenuti con informazione spettrale estratte da diversi tipi di dati, che valutiamo qualitativamente e quantitativamente. Successiva- mente, studiamo come fare per rendere questi metodi piu\u300 adattati ai segnali audio, fronteggiando tre diversi aspetti. Primo, proponiamo due diversi metodi di regolarizzazione di questo generativo spazio che sono specificamente sviluppati per l\u2019audio : una strategia basata sulla traduzione segnali / simboli, e una basata su vincoli percettivi. Poi, proponiamo diversi metodi per fronteggiare il aspetto temporale dei segnali audio, basati sull\u2019estrazione di rappresentazioni multiscala e sulla predizione, che permettono ai generativi spazi ottenuti di anche modellare l\u2019aspetto dinamico di questi segnali. Per finire, cambiamo il nostro approccio scientifico per un punto di visto piu\u301 ispirato dall\u2019idea di ricerca e creazione. Primo, descriviamo l\u2019architettura e il design della nostra libreria open-source, vsacids, sviluppata per permettere a esperti o non-esperti musicisti di provare questi nuovi metodi di sintesi. Poi, proponiamo una prima utilizzazione del nostro modello con la creazione di una performance in real- time, chiamata \ue6go, basata insieme sulla nostra libreria vsacids e sull\u2019uso di une agente di esplorazione, imparando con rinforzo nel corso della composizione. Finalmente, tramo dal lavoro presentato alcuni conclusioni sui diversi modi di migliorare e rinforzare il metodo di sintesi proposto, nonche\u301 eventuale applicazione artistiche.Among the diverse research fields within computer music, synthesis and generation of audio signals epitomize the cross-disciplinarity of this domain, jointly nourishing both scientific and artistic practices since its creation. Inherent in computer music since its genesis, audio generation has inspired numerous approaches, evolving both with musical practices and scientific/technical advances. Moreover, some syn- thesis processes also naturally handle the reverse process, named analysis, such that synthesis parameters can also be partially or totally extracted from actual sounds, and providing an alternative representation of the analyzed audio signals. On top of that, the recent rise of machine learning algorithms earnestly questioned the field of scientific research, bringing powerful data-centred methods that raised several epistemological questions amongst researchers, in spite of their efficiency. Especially, a family of machine learning methods, called generative models, are focused on the generation of original content using features extracted from an existing dataset. In that case, such methods not only questioned previous approaches in generation, but also the way of integrating this methods into existing creative processes. While these new generative frameworks are progressively introduced in the domain of image generation, the application of such generative techniques in audio synthesis is still marginal. In this work, we aim to propose a new audio analysis-synthesis framework based on these modern generative models, enhanced by recent advances in machine learning. We first review existing approaches, both in sound synthesis and in generative machine learning, and focus on how our work inserts itself in both practices and what can be expected from their collation. Subsequently, we focus a little more on generative models, and how modern advances in the domain can be exploited to allow us learning complex sound distributions, while being sufficiently flexible to be integrated in the creative flow of the user. We then propose an inference / generation process, mirroring analysis/synthesis paradigms that are natural in the audio processing domain, using latent models that are based on a continuous higher-level space, that we use to control the generation. We first provide preliminary results of our method applied on spectral information, extracted from several datasets, and evaluate both qualitatively and quantitatively the obtained results. Subsequently, we study how to make these methods more suitable for learning audio data, tackling successively three different aspects. First, we propose two different latent regularization strategies specifically designed for audio, based on and signal / symbol translation and perceptual constraints. Then, we propose different methods to address the inner temporality of musical signals, based on the extraction of multi-scale representations and on prediction, that allow the obtained generative spaces that also model the dynamics of the signal. As a last chapter, we swap our scientific approach to a more research & creation-oriented point of view: first, we describe the architecture and the design of our open-source library, vsacids, aiming to be used by expert and non-expert music makers as an integrated creation tool. Then, we propose an first musical use of our system by the creation of a real-time performance, called aego, based jointly on our framework vsacids and an explorative agent using reinforcement learning to be trained during the performance. Finally, we draw some conclusions on the different manners to improve and reinforce the proposed generation method, as well as possible further creative applications.A\u300 travers les diffe\u301rents domaines de recherche de la musique computationnelle, l\u2019analysie et la ge\u301ne\u301ration de signaux audio sont l\u2019exemple parfait de la trans-disciplinarite\u301 de ce domaine, nourrissant simultane\u301ment les pratiques scientifiques et artistiques depuis leur cre\u301ation. Inte\u301gre\u301e a\u300 la musique computationnelle depuis sa cre\u301ation, la synthe\u300se sonore a inspire\u301 de nombreuses approches musicales et scientifiques, e\u301voluant de pair avec les pratiques musicales et les avance\u301es technologiques et scientifiques de son temps. De plus, certaines me\u301thodes de synthe\u300se sonore permettent aussi le processus inverse, appele\u301 analyse, de sorte que les parame\u300tres de synthe\u300se d\u2019un certain ge\u301ne\u301rateur peuvent e\u302tre en partie ou entie\u300rement obtenus a\u300 partir de sons donne\u301s, pouvant ainsi e\u302tre conside\u301re\u301s comme une repre\u301sentation alternative des signaux analyse\u301s. Paralle\u300lement, l\u2019inte\u301re\u302t croissant souleve\u301 par les algorithmes d\u2019apprentissage automatique a vivement questionne\u301 le monde scientifique, apportant de puissantes me\u301thodes d\u2019analyse de donne\u301es suscitant de nombreux questionnements e\u301piste\u301mologiques chez les chercheurs, en de\u301pit de leur effectivite\u301 pratique. En particulier, une famille de me\u301thodes d\u2019apprentissage automatique, nomme\u301e mode\u300les ge\u301ne\u301ratifs, s\u2019inte\u301ressent a\u300 la ge\u301ne\u301ration de contenus originaux a\u300 partir de caracte\u301ristiques extraites directement des donne\u301es analyse\u301es. Ces me\u301thodes n\u2019interrogent pas seulement les approches pre\u301ce\u301dentes, mais aussi sur l\u2019inte\u301gration de ces nouvelles me\u301thodes dans les processus cre\u301atifs existants. Pourtant, alors que ces nouveaux processus ge\u301ne\u301ratifs sont progressivement inte\u301gre\u301s dans le domaine la ge\u301ne\u301ration d\u2019image, l\u2019application de ces techniques en synthe\u300se audio reste marginale. Dans cette the\u300se, nous proposons une nouvelle me\u301thode d\u2019analyse-synthe\u300se base\u301s sur ces derniers mode\u300les ge\u301ne\u301ratifs, depuis renforce\u301s par les avance\u301es modernes dans le domaine de l\u2019apprentissage automatique. Dans un premier temps, nous examinerons les approches existantes dans le domaine des syste\u300mes ge\u301ne\u301ratifs, sur comment notre travail peut s\u2019inse\u301rer dans les pratiques de synthe\u300se sonore existantes, et que peut-on espe\u301rer de l\u2019hybridation de ces deux approches. Ensuite, nous nous focaliserons plus pre\u301cise\u301ment sur comment les re\u301centes avance\u301es accomplies dans ce domaine dans ce domaine peuvent e\u302tre exploite\u301es pour l\u2019apprentissage de distributions sonores complexes, tout en e\u301tant suffisamment flexibles pour e\u302tre inte\u301gre\u301es dans le processus cre\u301atif de l\u2019utilisateur. Nous proposons donc un processus d\u2019infe\u301rence / g\ue9n\ue9ration, refle\u301tant les paradigmes d\u2019analyse-synthe\u300se existant dans le domaine de ge\u301ne\u301ration audio, base\u301 sur l\u2019usage de mode\u300les latents continus que l\u2019on peut utiliser pour contro\u302ler la ge\u301ne\u301ration. Pour ce faire, nous e\u301tudierons de\u301ja\u300 les re\u301sultats pre\u301liminaires obtenus par cette me\u301thode sur l\u2019apprentissage de distributions spectrales, prises d\u2019ensembles de donne\u301es diversifie\u301s, en adoptant une approche a\u300 la fois quantitative et qualitative. Ensuite, nous proposerons d\u2019ame\u301liorer ces me\u301thodes de manie\u300re spe\u301cifique a\u300 l\u2019audio sur trois aspects distincts. D\u2019abord, nous proposons deux strate\u301gies de re\u301gularisation diffe\u301rentes pour l\u2019analyse de signaux audio : une base\u301e sur la traduction signal/ symbole, ainsi qu\u2019une autre base\u301e sur des contraintes perceptives. Nous passerons par la suite a\u300 la dimension temporelle de ces signaux audio, proposant de nouvelles me\u301thodes base\u301es sur l\u2019extraction de repre\u301sentations temporelles multi-e\u301chelle et sur une ta\u302che supple\u301mentaire de pre\u301diction, permettant la mode\u301lisation de caracte\u301ristiques dynamiques par les espaces ge\u301ne\u301ratifs obtenus. En dernier lieu, nous passerons d\u2019une approche scientifique a\u300 une approche plus oriente\u301e vers un point de vue recherche & cre\u301ation. Premie\u300rement, nous pre\u301senterons notre librairie open-source, vsacids, visant a\u300 e\u302tre employe\u301e par des cre\u301ateurs experts et non-experts comme un outil inte\u301gre\u301. Ensuite, nous proposons une premie\u300re utilisation musicale de notre syste\u300me par la cre\u301ation d\u2019une performance temps re\u301el, nomme\u301e \ue6go, base\u301e a\u300 la fois sur notre librarie et sur un agent d\u2019exploration appris dynamiquement par renforcement au cours de la performance. Enfin, nous tirons les conclusions du travail accompli jusqu\u2019a\u300 maintenant, concernant les possibles ame\u301liorations et de\u301veloppements de la me\u301thode de synthe\u300se propose\u301e, ainsi que sur de possibles applications cre\u301atives

New Directions for Contact Integrators

Contact integrators are a family of geometric numerical schemes which guarantee the conservation of the contact structure. In this work we review the construction of both the variational and Hamiltonian versions of these methods. We illustrate some of the advantages of geometric integration in the dissipative setting by focusing on models inspired by recent studies in celestial mechanics and cosmology.Comment: To appear as Chapter 24 in GSI 2021, Springer LNCS 1282

Statistical viewpoints on network model, PDE Identification, low-rank matrix estimation and deep learning

The phenomenal advancements in modern computational infrastructure enable the massive amounts of data acquisition in high-dimensional feature space possible. To put it more specific, the largest datasets available in the industry which often involve up to billions of samples and millions of features. The nature of datasets arising in modern science and engineering are sometimes even larger, often with the dimension of the same order as, or possibly even larger than, the sample size. The cornerstone of modern statistics and machine learning has been a precise characterization of how well we can estimate the objects of interests under these huge high-dimensional datasets. While it remains impossible to consistently estimate in such a high-dimensional regime in general, a large body of research has investigated various structural assumptions under which statistical recovery is possible even in these seemingly ill-posed scenarios. Examples include a large line of works on sparsity, low-rank assumptions and more abstract generalizations of these. These structural assumptions on signals are often realized through specially designed norms; i.e., for inducing sparsity of either vector or matrix, entry-wise L1-norm is used; for inducing low-rank matrix, nuclear norm is used. Not only in parametric, but in non-parametric models, high-dimensional dataset is common in real world applications. A deep neural network, one of the most successful models in modern machine learning in various tasks, is a primary example of non-parametric model for function estimations. Tasks such as image classification or speech recognition often require a dataset in high-dimensional space. For the accurate function estimation avoiding the commonly known curse of dimensionality phenomena, some special structural assumptions on regression functions are imposed. Under some specific structural assumptions imposed on problems, the main emphasis in this thesis proposal is on exploring how various regularizing penalties can be utilized for estimating parameters and functions in parametric and non-parametric statistical problems. Specifically, our main focus will be the problems in network science, PDE identification, and neural network.Ph.D

AVATAR - Machine Learning Pipeline Evaluation Using Surrogate Model

© 2020, The Author(s). The evaluation of machine learning (ML) pipelines is essential during automatic ML pipeline composition and optimisation. The previous methods such as Bayesian-based and genetic-based optimisation, which are implemented in Auto-Weka, Auto-sklearn and TPOT, evaluate pipelines by executing them. Therefore, the pipeline composition and optimisation of these methods requires a tremendous amount of time that prevents them from exploring complex pipelines to find better predictive models. To further explore this research challenge, we have conducted experiments showing that many of the generated pipelines are invalid, and it is unnecessary to execute them to find out whether they are good pipelines. To address this issue, we propose a novel method to evaluate the validity of ML pipelines using a surrogate model (AVATAR). The AVATAR enables to accelerate automatic ML pipeline composition and optimisation by quickly ignoring invalid pipelines. Our experiments show that the AVATAR is more efficient in evaluating complex pipelines in comparison with the traditional evaluation approaches requiring their execution