The majority of finite mixture models suffer from not allowing asymmetric tail dependencies within components and not capturing non-elliptical clusters in clustering applications. Since vine copulas are very flexible in capturing these types of dependencies, we propose a novel vine copula mixture model for continuous data. We discuss the model selection and parameter estimation problems and further formulate a new model-based clustering algorithm. The use of vine copulas in clustering allows for a range of shapes and dependency structures for the clusters. Our simulation experiments illustrate a significant gain in clustering accuracy when notably asymmetric tail dependencies or/and non-Gaussian margins within the components exist. The analysis of real data sets accompanies the proposed method. We show that the model-based clustering algorithm with vine copula mixture models outperforms the other model-based clustering techniques, especially for the non-Gaussian multivariate data.
Mathematical modelling of unemployment dynamics attempts to predict the probability of a job seeker finding a job as a function of time. This is typically achieved by using information in unemployment records. These records are right censored, making survival analysis a suitable approach for parameter estimation. The proposed model uses a deep artificial neural network (ANN) as a non-linear hazard function. Through embedding, high-cardinality categorical features are analysed efficiently. The posterior distribution of the ANN parameters are estimated using a variational Bayes method. The model is evaluated on a time-to-employment data set spanning from 2011 to 2020 provided by the Slovenian public employment service. It is used to determine the employment probability over time for each individual on the record. Similar models could be applied to other questions with multi-dimensional, high-cardinality categorical data including censored records. Such data is often encountered in personal records, for example in medical records.
Pushing is an essential non-prehensile manipulation skill used for tasks ranging from pre-grasp manipulation to scene rearrangement, reasoning about object relations in the scene, and thus pushing actions have been widely studied in robotics. The effective use of pushing actions often requires an understanding of the dynamics of the manipulated objects and adaptation to the discrepancies between prediction and reality. For this reason, effect prediction and parameter estimation with pushing actions have been heavily investigated in the literature. However, current approaches are limited because they either model systems with a fixed number of objects or use image-based representations whose outputs are not very interpretable and quickly accumulate errors. In this paper, we propose a graph neural network based framework for effect prediction and parameter estimation of pushing actions by modeling object relations based on contacts or articulations. Our framework is validated both in real and simulated environments containing different shaped multi-part objects connected via different types of joints and objects with different masses, and it outperforms image-based representations on physics prediction. Our approach enables the robot to predict and adapt the effect of a pushing action as it observes the scene. It can also be used for tool manipulation with never-seen tools. Further, we demonstrate 6D effect prediction in the lever-up action in the context of robot-based hard-disk disassembly.
This article investigates the origin of numerical issues in maximum likelihood parameter estimation for Gaussian process (GP) interpolation and investigates simple but effective strategies for improving commonly used open-source software implementations. This work targets a basic problem but a host of studies, particularly in the literature of Bayesian optimization, rely on off-the-shelf GP implementations. For the conclusions of these studies to be reliable and reproducible, robust GP implementations are critical.
We describe latent Dirichlet allocation (LDA), a generative probabilistic model for collections of discrete data such as text corpora. LDA is a three-level hierarchical Bayesian model, in which each item of a collection is modeled as a finite mixture over an underlying set of topics. Each topic is, in turn, modeled as an infinite mixture over an underlying set of topic probabilities. In the context of text modeling, the topic probabilities provide an explicit representation of a document. We present efficient approximate inference techniques based on variational methods and an EM algorithm for empirical Bayes parameter estimation. We report results in document modeling, text classification, and collaborative filtering, comparing to a mixture of unigrams model and the probabilistic LSI model.
Underlying the use of statistical approaches for a wide range of applications is the assumption that the probabilities obtained from a statistical model are representative of the "true" probability that event, or outcome, will occur. Unfortunately, for modern deep neural networks this is not the case, they are often observed to be poorly calibrated. Additionally, these deep learning approaches make use of large numbers of model parameters, motivating the use of Bayesian, or ensemble approximation, approaches to handle issues with parameter estimation. This paper explores the application of calibration schemes to deep ensembles from both a theoretical perspective and empirically on a standard image classification task, CIFAR-100. The underlying theoretical requirements for calibration, and associated calibration criteria, are first described. It is shown that well calibrated ensemble members will not necessarily yield a well calibrated ensemble prediction, and if the ensemble prediction is well calibrated its performance cannot exceed that of the average performance of the calibrated ensemble members. On CIFAR-100 the impact of calibration for ensemble prediction, and associated calibration is evaluated. Additionally the situation where multiple different topologies are combined together is discussed.
In this work, we present an energy-efficient distributed learning framework using low-resolution ADCs and coarsely quantized signals for Internet of Things (IoT) networks. In particular, we develop a distributed quantization-aware least-mean square (DQA-LMS) algorithm that can learn parameters in an energy-efficient fashion using signals quantized with few bits while requiring a low computational cost. We also carry out a statistical analysis of the proposed DQA-LMS algorithm that includes a stability condition. Simulations assess the DQA-LMS algorithm against existing techniques for a distributed parameter estimation task where IoT devices operate in a peer-to-peer mode and demonstrate the effectiveness of the DQA-LMS algorithm.
In this paper we consider the problem of Learning from Satisfying Assignments introduced by \cite{1} of finding a distribution that is a close approximation to the uniform distribution over the satisfying assignments of a low complexity Boolean function $f$. In a later work \cite{2} consider the same problem but with the knowledge of some continuous distribution $D$ and the objective being to estimate $D_f$, which is $D$ restricted to the satisfying assignments of an unknown Boolean function $f$. We consider these problems from the point of view of parameter estimation techniques in statistical machine learning and prove similar results that are based on standard optimization algorithms for Risk Minimization.
Existing game-theoretic planning methods assumethat the robot knows the objective functions of the other agentsa prioriwhile, in practical scenarios, this is rarely the case.This paper introduces LUCIDGames, an inverse optimal controlalgorithm that is able to estimate the other agents’ objectivefunctions in real time, and incorporate those estimates onlineinto a receding-horizon game-theoretic planner. LUCIDGamessolves the inverse optimal control problem by recasting itin a recursive parameter-estimation framework. LUCIDGamesuses an unscented Kalman filter (UKF) to iteratively update aBayesian estimate of the other agents’ cost function parameters,improving that estimate online as more data is gathered fromthe other agents’ observed trajectories. The planner then takesaccount of the uncertainty in the Bayesian parameter estimatesof other agents by planning a trajectory for the robot subjectto uncertainty ellipse constraints. The algorithm assumes noexplicit communication or coordination between the robot andthe other agents in the environment. An MPC implementationof LUCIDGames demonstrates real-time performance on com-plex autonomous driving scenarios with an update frequencyof 40 Hz. Empirical results demonstrate that LUCIDGamesimproves the robot’s performance over existing game-theoreticand traditional MPC planning approaches. Our implementa-tion of LUCIDGames is available athttps://github.com/RoboticExplorationLab/LUCIDGames.jl
The term "machine learning" especially refers to algorithms that derive mappings, i.e. intput/output transforms, by using numerical data that provide information about considered transforms. These transforms appear in many problems, related to classification/clustering, regression, system identification, system inversion and input signal restoration/separation. We here first analyze the connections between all these problems, in the classical and quantum frameworks. We then focus on their most challenging versions, involving quantum data and/or quantum processing means, and unsupervised, i.e. blind, learning. Moreover, we propose the quite general concept of SIngle-Preparation Quantum Information Processing (SIPQIP). The resulting methods only require a single instance of each state, whereas usual methods have to very accurately create many copies of each fixed state. We apply our SIPQIP concept to various tasks, related to system identification (blind quantum process tomography or BQPT, blind Hamiltonian parameter estimation or BHPE, blind quantum channel identification/estimation, blind phase estimation), system inversion and state estimation (blind quantum source separation or BQSS, blind quantum entangled state restoration or BQSR, blind quantum channel equalization) and classification. Numerical tests show that our framework moreover yields much more accurate estimation than the standard multiple-preparation approach. Our methods are especially useful in a quantum computer, that we propose to more briefly call a "quamputer": BQPT and BHPE simplify the characterization of the gates of quamputers; BQSS and BQSR allow one to design quantum gates that may be used to compensate for the non-idealities that alter states stored in quantum registers, and they open the way to the much more general concept of self-adaptive quantum gates (see longer version of abstract in paper).
This work develops a new direct adaptive control framework that extends the certainty equivalence principle to general nonlinear systems with unmatched model uncertainties. The approach adjusts the rate of adaptation online to eliminate the effects of parameter estimation transients on closed-loop stability. The method can be immediately combined with a previously designed or learned feedback policy if a corresponding model-parameterized Lyapunov function or contraction metric is known. Simulation results of various nonlinear systems with unmatched uncertainties demonstrates the approach.
Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance function, and maximum likelihood (ML) methods can be used to estimate these parameters from data. ML methods, however, are computationally demanding. For example, in the case of local likelihood estimation, even fitting covariance models on modest size windows can overwhelm typical computational resources for data analysis. This limitation motivates the idea of using neural network (NN) methods to approximate ML estimates. We train NNs to take moderate size spatial fields or variograms as input and return the range and noise-to-signal covariance parameters. Once trained, the NNs provide estimates with a similar accuracy compared to ML estimation and at a speedup by a factor of 100 or more. Although we focus on a specific covariance estimation problem motivated by a climate science application, this work can be easily extended to other, more complex, spatial problems and provides a proof-of-concept for this use of machine learning in computational statistics.
We analyze the best achievable performance of Bayesian learning under generative models by defining and upper-bounding the minimum excess risk (MER): the gap between the minimum expected loss attainable by learning from data and the minimum expected loss that could be achieved if the model realization were known. The definition of MER provides a principled way to define different notions of uncertainties in Bayesian learning, including the aleatoric uncertainty and the minimum epistemic uncertainty. Two methods for deriving upper bounds for the MER are presented. The first method, generally suitable for Bayesian learning with a parametric generative model, upper-bounds the MER by the conditional mutual information between the model parameters and the quantity being predicted given the observed data. It allows us to quantify the rate at which the MER decays to zero as more data becomes available. Under realizable models, this method also relates the MER to the richness of the generative function class, notably the VC dimension in binary classification. The second method, particularly suitable for Bayesian learning with a parametric predictive model, relates the MER to the minimum estimation error of the model parameters from data. It explicitly shows how the uncertainty in model parameter estimation translates to the MER and to the final prediction uncertainty. We also extend the definition and analysis of MER to the setting with multiple model families and the setting with nonparametric models. Along the discussions we draw some comparisons between the MER in Bayesian learning and the excess risk in frequentist learning.
This paper introduces warped Gaussian processes (WGP) regression in remote sensing applications. WGP models output observations as a parametric nonlinear transformation of a GP. The parameters of such prior model are then learned via standard maximum likelihood. We show the good performance of the proposed model for the estimation of oceanic chlorophyll content from multispectral data, vegetation parameters (chlorophyll, leaf area index, and fractional vegetation cover) from hyperspectral data, and in the detection of the causal direction in a collection of 28 bivariate geoscience and remote sensing causal problems. The model consistently performs better than the standard GP and the more advanced heteroscedastic GP model, both in terms of accuracy and more sensible confidence intervals.
Kriging (or Gaussian process regression) is a popular machine learning method for its flexibility and closed-form prediction expressions. However, one of the key challenges in applying kriging to engineering systems is that the available measurement data is scarce due to the measurement limitations and high sensing costs. On the other hand, physical knowledge of the engineering system is often available and represented in the form of partial differential equations (PDEs). We present in this work a PDE Informed Kriging model (PIK), which introduces PDE information via a set of PDE points and conducts posterior prediction similar to the standard kriging method. The proposed PIK model can incorporate physical knowledge from both linear and nonlinear PDEs. To further improve learning performance, we propose an Active PIK framework (APIK) that designs PDE points to leverage the PDE information based on the PIK model and measurement data. The selected PDE points not only explore the whole input space but also exploit the locations where the PDE information is critical in reducing predictive uncertainty. Finally, an expectation-maximization algorithm is developed for parameter estimation. We demonstrate the effectiveness of APIK in two synthetic examples, a shock wave case study, and a laser heating case study.
Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. AMP only applies to independent identically distributed (IID) transform matrices, but may become unreliable (e.g., perform poorly or even diverge) for other matrix ensembles, especially for ill-conditioned ones. To solve this issue, orthogonal/vector AMP (OAMP/VAMP) was proposed for general right-unitarily-invariant matrices. However, the Bayes-optimal OAMP/VAMP (BO-OAMP/VAMP) requires a high-complexity linear minimum mean square error (MMSE) estimator. This prevents OAMP/VAMP from being used in large-scale systems. To address the drawbacks of AMP and BO-OAMP/VAMP, this paper offers a memory AMP (MAMP) framework based on the orthogonality principle, which ensures that estimation errors in MAMP are asymptotically IID Gaussian. To realize the required orthogonality for MAMP, we provide an orthogonalization procedure for the local memory estimators. In addition, we propose a Bayes-optimal MAMP (BO-MAMP), in which a long-memory matched filter is used for interference suppression. The complexity of BO-MAMP is comparable to AMP. To asymptotically characterize the performance of BO-MAMP, a state evolution is derived. The relaxation parameters and damping vector in BO-MAMP are optimized based on state evolution. Most crucially, the state evolution of the optimized BO-MAMP converges to the same fixed point as that of the high-complexity BO-OAMP/VAMP for all right-unitarily-invariant matrices, and achieves the Bayes optimal MSE predicted by the replica method if its state evolution has a unique fixed point. Finally, simulations are provided to verify the theoretical results' validity and accuracy.
In this work, we present an energy-efficient distributed learning framework using coarsely quantized signals for Internet of Things (IoT) networks. In particular, we develop a distributed quantization-aware recursive least squares (DQA-RLS) algorithm that can learn parameters in an energy-efficient fashion using signals quantized with few bits while requiring a low computational cost. Numerical results assess the DQA-RLS algorithm against existing techniques for a distributed parameter estimation task where IoT devices operate in a peer-to-peer mode.
Previous results pertaining to algebraic state and parameter estimation of linear systems based on a special construction of a forward-backward kernel representation of linear differential invariants are extended to handle large noise in output measurement. Explicit expressions for the kernel functions for single-input, single-output (SISO) linear time-invariant (LTI) systems of arbitrary order are first stated and proved. A two-stage solution of the estimation problem is proposed next. The parameter estimation sub-problem, which is the task of the first stage, is solved by way of stochastic regression. The parameter estimation method presented in earlier publications is enhanced using multiple regression. The regression model does not satisfy the assumptions of the Gauss-Markov theorem in that the random regressor is heteroskedastic. This does not impede achieving high accuracy of estimation. A recursive version of a feasible generalized least squares with covariance weighting is employed to attenuate adverse effects due to heteroskedasticity. The output of the system and its time derivatives are reconstructed smoothly in the second stage of the approach by way of projection, while minimizing a mean square criterion.
Ordinary differential equation models facilitate the understanding of cellular signal transduction and other biological processes. However, for large and comprehensive models, the computational cost of simulating or calibrating can be limiting. AMICI is a modular toolbox implemented in C++/Python/MATLAB that provides efficient simulation and sensitivity analysis routines tailored for scalable, gradient-based parameter estimation and uncertainty quantification. AMICI is published under the permissive BSD-3-Clause license with source code publicly available on https://github.com/AMICI-dev/AMICI. Citeable releases are archived on Zenodo.
In this paper we address the problem of building a class of robust factorization algorithms that solve for the shape and motion parameters with both affine (weak perspective) and perspective camera models. We introduce a Gaussian/uniform mixture model and its associated EM algorithm. This allows us to address robust parameter estimation within a data clustering approach. We propose a robust technique that works with any affine factorization method and makes it robust to outliers. In addition, we show how such a framework can be further embedded into an iterative perspective factorization scheme. We carry out a large number of experiments to validate our algorithms and to compare them with existing ones. We also compare our approach with factorization methods that use M-estimators.