Modelling of Parameterized Processes via Regression in the Model Space

Aswolinskiy W, Reinhart F, Steil JJ. Modelling of Parameterized Processes via Regression in the Model Space. In: Proceedings of 24th European Symposium on Artificial Neural Networks. 2016: 53-58.We consider the modelling of parameterized processes, where the goal is to model the process for new parameter value combinations. We compare the classical regression approach to a modular approach based on regression in the model space: First, for each process parametrization a model is learned. Second, a mapping from process parameters to model parameters is learned. We evaluate both approaches on a real and a synthetic dataset and show the advantages of the regression in the model space

A hybrid model for mapping simplified seismic response via a GIS-metamodel approach

In earthquake-prone areas, site seismic response due to lithostratigraphic sequence plays a key role in seismic hazard assessment. A hybrid model, consisting of GIS and metamodel (model of model) procedures, was introduced aimed at estimating the 1-D spatial seismic site response in accordance with spatial variability of sediment parameters. Inputs and outputs are provided and processed by means of an appropriate GIS model, named GIS Cubic Model (GCM). This consists of a block-layered parametric structure aimed at resolving a predicted metamodel by means of pixel to pixel vertical computing. The metamodel, opportunely calibrated, is able to emulate the classic shape of the spectral acceleration response in relation to the main physical parameters that characterize the spectrum itself. Therefore, via the GCM structure and the metamodel, the hybrid model provides maps of normalized acceleration response spectra. The hybrid model was applied and tested on the built-up area of the San Giorgio del Sannio village, located in a high-risk seismic zone of southern Italy. Efficiency tests showed a good correspondence between the spectral values resulting from the proposed approach and the 1-D physical computational models. Supported by lithology and geophysical data and corresponding accurate interpretation regarding modelling, the hybrid model can be an efficient tool in assessing urban planning seismic hazard/risk. © Author(s) 2014

A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based selection of the next observation to make on the objective function, which must take into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling areas likely to offer improvement over the current best observation). We also present two detailed extensions of Bayesian optimization, with experiments---active user modelling with preferences, and hierarchical reinforcement learning---and a discussion of the pros and cons of Bayesian optimization based on our experiences

Bayesian Nonstationary Spatial Modeling for Very Large Datasets

With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial datasets observed on large spatial domains. Statistical analyses of such datasets provide two main challenges: First, traditional spatial-statistical techniques are often unable to handle large numbers of observations in a computationally feasible way. Second, for large and heterogeneous spatial domains, it is often not appropriate to assume that a process of interest is stationary over the entire domain. We address the first challenge by using a model combining a low-rank component, which allows for flexible modeling of medium-to-long-range dependence via a set of spatial basis functions, with a tapered remainder component, which allows for modeling of local dependence using a compactly supported covariance function. Addressing the second challenge, we propose two extensions to this model that result in increased flexibility: First, the model is parameterized based on a nonstationary Matern covariance, where the parameters vary smoothly across space. Second, in our fully Bayesian model, all components and parameters are considered random, including the number, locations, and shapes of the basis functions used in the low-rank component. Using simulated data and a real-world dataset of high-resolution soil measurements, we show that both extensions can result in substantial improvements over the current state-of-the-art.Comment: 16 pages, 2 color figure

A Very Brief Introduction to Machine Learning With Applications to Communication Systems

Given the unprecedented availability of data and computing resources, there is widespread renewed interest in applying data-driven machine learning methods to problems for which the development of conventional engineering solutions is challenged by modelling or algorithmic deficiencies. This tutorial-style paper starts by addressing the questions of why and when such techniques can be useful. It then provides a high-level introduction to the basics of supervised and unsupervised learning. For both supervised and unsupervised learning, exemplifying applications to communication networks are discussed by distinguishing tasks carried out at the edge and at the cloud segments of the network at different layers of the protocol stack

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