Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)

The implicit objective of the biennial "international - Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST) is to foster collaboration between international scientific teams by disseminating ideas through both specific oral/poster presentations and free discussions. For its second edition, the iTWIST workshop took place in the medieval and picturesque town of Namur in Belgium, from Wednesday August 27th till Friday August 29th, 2014. The workshop was conveniently located in "The Arsenal" building within walking distance of both hotels and town center. iTWIST'14 has gathered about 70 international participants and has featured 9 invited talks, 10 oral presentations, and 14 posters on the following themes, all related to the theory, application and generalization of the "sparsity paradigm": Sparsity-driven data sensing and processing; Union of low dimensional subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph sensing/processing; Blind inverse problems and dictionary learning; Sparsity and computational neuroscience; Information theory, geometry and randomness; Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?; Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website: http://sites.google.com/site/itwist1

Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page

Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives

Part 2 of this monograph builds on the introduction to tensor networks and their operations presented in Part 1. It focuses on tensor network models for super-compressed higher-order representation of data/parameters and related cost functions, while providing an outline of their applications in machine learning and data analytics. A particular emphasis is on the tensor train (TT) and Hierarchical Tucker (HT) decompositions, and their physically meaningful interpretations which reflect the scalability of the tensor network approach. Through a graphical approach, we also elucidate how, by virtue of the underlying low-rank tensor approximations and sophisticated contractions of core tensors, tensor networks have the ability to perform distributed computations on otherwise prohibitively large volumes of data/parameters, thereby alleviating or even eliminating the curse of dimensionality. The usefulness of this concept is illustrated over a number of applied areas, including generalized regression and classification (support tensor machines, canonical correlation analysis, higher order partial least squares), generalized eigenvalue decomposition, Riemannian optimization, and in the optimization of deep neural networks. Part 1 and Part 2 of this work can be used either as stand-alone separate texts, or indeed as a conjoint comprehensive review of the exciting field of low-rank tensor networks and tensor decompositions.Comment: 232 page

Wavelet and Multiscale Methods

Various scientific models demand finer and finer resolutions of relevant features. Paradoxically, increasing computational power serves to even heighten this demand. Namely, the wealth of available data itself becomes a major obstruction. Extracting essential information from complex structures and developing rigorous models to quantify the quality of information leads to tasks that are not tractable by standard numerical techniques. The last decade has seen the emergence of several new computational methodologies to address this situation. Their common features are the nonlinearity of the solution methods as well as the ability of separating solution characteristics living on different length scales. Perhaps the most prominent examples lie in multigrid methods and adaptive grid solvers for partial differential equations. These have substantially advanced the frontiers of computability for certain problem classes in numerical analysis. Other highly visible examples are: regression techniques in nonparametric statistical estimation, the design of universal estimators in the context of mathematical learning theory and machine learning; the investigation of greedy algorithms in complexity theory, compression techniques and encoding in signal and image processing; the solution of global operator equations through the compression of fully populated matrices arising from boundary integral equations with the aid of multipole expansions and hierarchical matrices; attacking problems in high spatial dimensions by sparse grid or hyperbolic wavelet concepts. This workshop proposed to deepen the understanding of the underlying mathematical concepts that drive this new evolution of computation and to promote the exchange of ideas emerging in various disciplines

Bayesian Nonparametric Adaptive Control using Gaussian Processes

This technical report is a preprint of an article submitted to a journal.Most current Model Reference Adaptive Control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element are Radial Basis Function Networks (RBFNs), with RBF centers pre-allocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become non-effective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semi-global in nature. This paper investigates a Gaussian Process (GP) based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.This research was supported in part by ONR MURI Grant N000141110688 and NSF grant ECS #0846750

Machine Learning for Fluid Mechanics

The field of fluid mechanics is rapidly advancing, driven by unprecedented volumes of data from field measurements, experiments and large-scale simulations at multiple spatiotemporal scales. Machine learning offers a wealth of techniques to extract information from data that could be translated into knowledge about the underlying fluid mechanics. Moreover, machine learning algorithms can augment domain knowledge and automate tasks related to flow control and optimization. This article presents an overview of past history, current developments, and emerging opportunities of machine learning for fluid mechanics. It outlines fundamental machine learning methodologies and discusses their uses for understanding, modeling, optimizing, and controlling fluid flows. The strengths and limitations of these methods are addressed from the perspective of scientific inquiry that considers data as an inherent part of modeling, experimentation, and simulation. Machine learning provides a powerful information processing framework that can enrich, and possibly even transform, current lines of fluid mechanics research and industrial applications.Comment: To appear in the Annual Reviews of Fluid Mechanics, 202

Subspace Representations and Learning for Visual Recognition

Pervasive and affordable sensor and storage technology enables the acquisition of an ever-rising amount of visual data. The ability to extract semantic information by interpreting, indexing and searching visual data is impacting domains such as surveillance, robotics, intelligence, human- computer interaction, navigation, healthcare, and several others. This further stimulates the investigation of automated extraction techniques that are more efficient, and robust against the many sources of noise affecting the already complex visual data, which is carrying the semantic information of interest. We address the problem by designing novel visual data representations, based on learning data subspace decompositions that are invariant against noise, while being informative for the task at hand. We use this guiding principle to tackle several visual recognition problems, including detection and recognition of human interactions from surveillance video, face recognition in unconstrained environments, and domain generalization for object recognition.;By interpreting visual data with a simple additive noise model, we consider the subspaces spanned by the model portion (model subspace) and the noise portion (variation subspace). We observe that decomposing the variation subspace against the model subspace gives rise to the so-called parity subspace. Decomposing the model subspace against the variation subspace instead gives rise to what we name invariant subspace. We extend the use of kernel techniques for the parity subspace. This enables modeling the highly non-linear temporal trajectories describing human behavior, and performing detection and recognition of human interactions. In addition, we introduce supervised low-rank matrix decomposition techniques for learning the invariant subspace for two other tasks. We learn invariant representations for face recognition from grossly corrupted images, and we learn object recognition classifiers that are invariant to the so-called domain bias.;Extensive experiments using the benchmark datasets publicly available for each of the three tasks, show that learning representations based on subspace decompositions invariant to the sources of noise lead to results comparable or better than the state-of-the-art