On Nesting Monte Carlo Estimators

Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves involve calculation of a separate, nested, estimation. We investigate the statistical implications of nesting MC estimators, including cases of multiple levels of nesting, and establish the conditions under which they converge. We derive corresponding rates of convergence and provide empirical evidence that these rates are observed in practice. We further establish a number of pitfalls that can arise from naive nesting of MC estimators, provide guidelines about how these can be avoided, and lay out novel methods for reformulating certain classes of nested expectation problems into single expectations, leading to improved convergence rates. We demonstrate the applicability of our work by using our results to develop a new estimator for discrete Bayesian experimental design problems and derive error bounds for a class of variational objectives.Comment: To appear at International Conference on Machine Learning 201

The 1990 progress report and future plans

This document describes the progress and plans of the Artificial Intelligence Research Branch (RIA) at ARC in 1990. Activities span a range from basic scientific research to engineering development and to fielded NASA applications, particularly those applications that are enabled by basic research carried out at RIA. Work is conducted in-house and through collaborative partners in academia and industry. Our major focus is on a limited number of research themes with a dual commitment to technical excellence and proven applicability to NASA short, medium, and long-term problems. RIA acts as the Agency's lead organization for research aspects of artificial intelligence, working closely with a second research laboratory at JPL and AI applications groups at all NASA centers

Neural Probabilistic Logic Programming in Discrete-Continuous Domains

Neural-symbolic AI (NeSy) allows neural networks to exploit symbolic background knowledge in the form of logic. It has been shown to aid learning in the limited data regime and to facilitate inference on out-of-distribution data. Probabilistic NeSy focuses on integrating neural networks with both logic and probability theory, which additionally allows learning under uncertainty. A major limitation of current probabilistic NeSy systems, such as DeepProbLog, is their restriction to finite probability distributions, i.e., discrete random variables. In contrast, deep probabilistic programming (DPP) excels in modelling and optimising continuous probability distributions. Hence, we introduce DeepSeaProbLog, a neural probabilistic logic programming language that incorporates DPP techniques into NeSy. Doing so results in the support of inference and learning of both discrete and continuous probability distributions under logical constraints. Our main contributions are 1) the semantics of DeepSeaProbLog and its corresponding inference algorithm, 2) a proven asymptotically unbiased learning algorithm, and 3) a series of experiments that illustrate the versatility of our approach.Comment: 27 pages, 9 figure

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

Naval Integration into Joint Data Strategies and Architectures in JADC2

NPS NRP Technical ReportAs Joint capabilities mature and shape into the Joint All Domain C2 Concept, Services, COCOMs and Coalition Partners will need to invest into efforts that would seamlessly integrate into Joint capabilities. The objective for the Navy is to study the options for Navy, including Naval Special Warfare Command under SOCOM, on how to integrate Navy's data strategy and architecture under the unifying JADC2 umbrella. The other objectives are to explore alternatives considered by the SOCOM and the Air Force, which are responsible for JADC2 Information Advantage and Digital Mission Command & Control. A major purpose of Joint, Services/COCOMs, agencies and Coalition Partners capabilities is to provide shared core of integrated canonical services for data, information, and knowledge with representations for vertical interoperability across all command levels and JADC2, lateral interoperability between Naval Service/COCOMs, and any combination of JADC2 constituents, agencies, and coalition partners. Our research plan is to explore available data strategy options by leveraging previous NRP work (NPS-20-N313-A). We will participate in emerging data strategy by Navy JADC2 project Overmatch. By working with MITRE our team will explore Air Force JADC2 data strategy implemented in ABMS DataOne component. Our goal is to find a seamless integration between Naval Data Strategy and data strategies behind JADC2 Information Advantage and Digital Mission Command & Control capabilities. Our plan includes studying Service-to-Service and Service-to-COCOM interoperability options required for Joint operations with a goal to minimize OODA's loop latency across sensing, situation discovery & monitoring, and knowledge understanding-for-planning, deciding, and acting. Our team realizes JADC2 requires virtual model allowing interoperability between subordinate C2 for services, agencies, and partner. Without such flexible 'joint' intersection organizational principal hierarchical structure it would be impossible to define necessary temporal and spatial fidelities for each level of organizational command required for implanting JADC2. Research deliverables will document the results of the exploration of Joint, COCOM, Agency and Partner Data Strategies approaches as JADC2 interoperability options to the emerging JADC2. We strive for standard JADC2 interface. Keywords: JADC2, ABMS, DataOne, Information Advantage, Digital Mission Command, IntegrationN2/N6 - Information WarfareThis research is supported by funding from the Naval Postgraduate School, Naval Research Program (PE 0605853N/2098). https://nps.edu/nrpChief of Naval Operations (CNO)Approved for public release. Distribution is unlimited.

Learning and Designing Stochastic Processes from Logical Constraints

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics must be known exactly. As this is seldom the case, many methods have been devised over the last decade to infer (learn) such parameters from observations of the state of the system. In this paper, we depart from this approach by assuming that our observations are {\it qualitative} properties encoded as satisfaction of linear temporal logic formulae, as opposed to quantitative observations of the state of the system. An important feature of this approach is that it unifies naturally the system identification and the system design problems, where the properties, instead of observations, represent requirements to be satisfied. We develop a principled statistical estimation procedure based on maximising the likelihood of the system's parameters, using recent ideas from statistical machine learning. We demonstrate the efficacy and broad applicability of our method on a range of simple but non-trivial examples, including rumour spreading in social networks and hybrid models of gene regulation

Towards Real-time, On-board, Hardware-Supported Sensor and Software Health Management for Unmanned Aerial Systems

Unmanned aerial systems (UASs) can only be deployed if they can effectively complete their missions and respond to failures and uncertain environmental conditions while maintaining safety with respect to other aircraft as well as humans and property on the ground. In this paper, we design a real-time, on-board system health management (SHM) capability to continuously monitor sensors, software, and hardware components for detection and diagnosis of failures and violations of safety or performance rules during the flight of a UAS. Our approach to SHM is three-pronged, providing: (1) real-time monitoring of sensor and/or software signals; (2) signal analysis, preprocessing, and advanced on the- fly temporal and Bayesian probabilistic fault diagnosis; (3) an unobtrusive, lightweight, read-only, low-power realization using Field Programmable Gate Arrays (FPGAs) that avoids overburdening limited computing resources or costly re-certification of flight software due to instrumentation. Our implementation provides a novel approach of combining modular building blocks, integrating responsive runtime monitoring of temporal logic system safety requirements with model-based diagnosis and Bayesian network-based probabilistic analysis. We demonstrate this approach using actual data from the NASA Swift UAS, an experimental all-electric aircraft

Systems biology in animal sciences

Systems biology is a rapidly expanding field of research and is applied in a number of biological disciplines. In animal sciences, omics approaches are increasingly used, yielding vast amounts of data, but systems biology approaches to extract understanding from these data of biological processes and animal traits are not yet frequently used. This paper aims to explain what systems biology is and which areas of animal sciences could benefit from systems biology approaches. Systems biology aims to understand whole biological systems working as a unit, rather than investigating their individual components. Therefore, systems biology can be considered a holistic approach, as opposed to reductionism. The recently developed ‘omics’ technologies enable biological sciences to characterize the molecular components of life with ever increasing speed, yielding vast amounts of data. However, biological functions do not follow from the simple addition of the properties of system components, but rather arise from the dynamic interactions of these components. Systems biology combines statistics, bioinformatics and mathematical modeling to integrate and analyze large amounts of data in order to extract a better understanding of the biology from these huge data sets and to predict the behavior of biological systems. A ‘system’ approach and mathematical modeling in biological sciences are not new in itself, as they were used in biochemistry, physiology and genetics long before the name systems biology was coined. However, the present combination of mass biological data and of computational and modeling tools is unprecedented and truly represents a major paradigm shift in biology. Significant advances have been made using systems biology approaches, especially in the field of bacterial and eukaryotic cells and in human medicine. Similarly, progress is being made with ‘system approaches’ in animal sciences, providing exciting opportunities to predict and modulate animal traits