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Data-driven high-dimensional statistical inference with generative models

Crucial to many measurements at the LHC is the use of correlated multi-dimensional information to distinguish rare processes from large backgrounds, which is complicated by the poor modeling of many of the crucial backgrounds in Monte Carlo simulations. In this work, we introduce HI-SIGMA, a method to perform unbinned high-dimensional statistical inference with data-driven background distributions. In contradistinction to many applications of Simulation Based Inference in High Energy Physics, HI-SIGMA relies on generative ML models, rather than classifiers, to learn the signal and background distributions in the high-dimensional space. These ML models allow for interpretable inference while also incorporating model errors and other sources of systematic uncertainties. We showcase this methodology on a simplified version of a di-Higgs measurement in the bbγγ final state, where the di-photon resonance allows for background interpolation from sidebands into the signal region. We demonstrate that HI-SIGMA provides improved sensitivity as compared to standard classifier-based methods, and that systematic uncertainties can be straightforwardly incorporated by extending methods which have been used for histogram based analyses.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization

Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters

Uncertainty quantification (UQ) and inference involving a large number of parameters are valuable tools for problems associated with heterogeneous and non-stationary behaviors. The difficulty with these problems is exacerbated when these parameters are statistically dependent requiring statistical characterization over joint measures. Probabilistic modeling methodologies stand as effective tools in the realms of UQ and inference. Among these, polynomial chaos expansions (PCE), when adapted to low-dimensional quantities of interest (QoI), provide effective yet accurate approximations for these QoI in terms of an adapted orthogonal basis. These adaptation techniques have been cast as projection pursuits in Gaussian Hilbert space in what has been referred to as a projection pursuit adaptation (PPA) by Xiaoshu Zeng and Roger Ghanem (2023). The PPA method efficiently identifies an optimal low-dimensional space for representing the QoI and simultaneously evaluates an optimal PCE within that space. The quality of this approximation clearly depends on the size of the training dataset, which is typically a function of the adapted reduced dimension. Here, the complexity of the problem is thus mediated by the complexity of the low-dimensional quantity of interest and not the complexity of the high-dimensional parameter space.

Data-driven

An unsupervised feature extraction method for high dimensional image data compaction

A new on-line unsupervised feature extraction method for high-dimensional remotely sensed image data compaction is presented. This method can be utilized to solve the problem of data redundancy in scene representation by satellite-borne high resolution multispectral sensors. The algorithm first partitions the observation space into an exhaustive set of disjoint objects. Then, pixels that belong to an object are characterized by an object feature. Finally, the set of object features is used for data transmission and classification. The example results show that the performance with the compacted features provides a slight improvement in classification accuracy instead of any degradation. Also, the information extraction method does not need to be preceded by a data decompaction.

Ghassemian, Hassan

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation

Anomaly Detection in Large Sets of High-Dimensional Symbol Sequences

This paper addresses the problem of detecting and describing anomalies in large sets of high-dimensional symbol sequences. The approach taken uses unsupervised clustering of sequences using the normalized longest common subsequence (LCS) as a similarity measure, followed by detailed analysis of outliers to detect anomalies. As the LCS measure is expensive to compute, the first part of the paper discusses existing algorithms, such as the Hunt-Szymanski algorithm, that have low time-complexity. We then discuss why these algorithms often do not work well in practice and present a new hybrid algorithm for computing the LCS that, in our tests, outperforms the Hunt-Szymanski algorithm by a factor of five. The second part of the paper presents new algorithms for outlier analysis that provide comprehensible indicators as to why a particular sequence was deemed to be an outlier. The algorithms provide a coherent description to an analyst of the anomalies in the sequence, compared to more normal sequences. The algorithms we present are general and domain-independent, so we discuss applications in related areas such as anomaly detection.

Budalakoti, Suratna

High dimensional reflectance analysis of soil organic matter

Recent breakthroughs in remote-sensing technology have led to the development of high spectral resolution imaging sensors for observation of earth surface features. This research was conducted to evaluate the effects of organic matter content and composition on narrowband soil reflectance across the visible and reflective infrared spectral ranges. Organic matter from four Indiana agricultural soils, ranging in organic C content from 0.99 to 1.72 percent, was extracted, fractionated, and purified. Six components of each soil were isolated and prepared for spectral analysis. Reflectance was measured in 210 narrow bands in the 400- to 2500-nm wavelength range. Statistical analysis of reflectance values indicated the potential of high dimensional reflectance data in specific visible, near-infrared, and middle-infrared bands to provide information about soil organic C content, but not organic matter composition. These bands also responded significantly to Fe- and Mn-oxide content.

Henderson, T. L.

A Linear-Complexity Tensor Butterfly Algorithm for Compressing High-Dimensional Oscillatory Integral Operators

This paper presents a multilevel tensor compression algorithm called tensor butterfly algorithm for efficiently representing large-scale and high-dimensional oscillatory integral operators, including Green's functions for wave equations and integral transforms such as Radon transforms and Fourier transforms. The proposed algorithm leverages a tensor extension of the so-called complementary low-rank property of existing matrix butterfly algorithms. The algorithm partitions the discretized integral operator tensor into subtensors of multiple levels and factorizes each subtensor at the middle level as a Tucker-type interpolative decomposition, whose factor matrices are formed in a multilevel fashion. For a d-dimensional (d > 1) integral operator discretized into a 2d-mode tensor with n2d entries, the overall CPU time and memory requirement scale as O(nd), in stark contrast to the O(nd log n) complexity of existing matrix algorithms such as matrix butterfly algorithms and fast Fourier transforms (FFTs), where n is the number of points per direction. When comparing with other tensor algorithms such as quantized tensor train (QTT), the proposed algorithm also shows superior CPU and memory performance for tensor contraction. Remarkably, the tensor butterfly algorithm can efficiently model high-frequency Green's function interactions between two unit cubes, each spanning 512 wavelengths per direction, which represents problems of scale over 512× larger than that existing butterfly algorithms can handle, with the same amount of computation resources. On the other hand, for a problem representing 64 wavelengths per direction, which is the largest size existing algebraic matrix algorithms can handle, our tensor butterfly algorithm exhibits 200x speedups and 30× memory reduction compared with existing ones. Moreover, the tensor butterfly algorithm also permits O(nd)-complexity FFTs and Radon transforms up to d = 6 dimensions.

Kielstra, P Michael

Two-dimensional high temperature strain measurement system

Two-dimensional optical strain measurements on high temperature test specimens are presented. This two-dimensional capability is implemented through a rotatable sensitive strain axis. Three components of surface strain can be measured automatically, from which the first and second principal strains are calculated. One- and two-dimensional strain measurements at temperatures beyond 750 C with a resolution of 15 microstrain are demonstrated. The system is based on a one-dimensional speckle shift technique. The speckle shift technique makes use of the linear relationship between surface strain and the differential shift of laser speckle patterns in the diffraction plane. Laser speckle is a phase effect that occurs when spatially coherent light interacts with an optically rough surface. Since speckle is generated by any diffusely reflecting surface, no specimen preparation is needed to obtain a good signal. Testing was done at room temperature on a flat specimen of Inconel 600 mounted in a fatigue testing machine. A load cell measured the stress on the specimen before and after acquiring the speckle data. Strain components were measured at 0 C (parallel to the load axis) and at plus or minus 45 C, and plots indicate the calculated values of the first and second principal strains. The measured values of Young's modulus and Poisson's ratio are in good agreement with handbook values. Good linearity of the principal strain moduli at high temperatures indicate precision and stability of the system. However, a systematic error in the high-temperature test setup introduced a scale factor in the slopes of the two-dimensional stress-strain curves. No high temperature effects, however, have been observed to degrade speckle correlation.

Lant, Christian T.

Solving high-dimensional inverse problems using amortized likelihood-free inference with noisy and incomplete data

Here, we present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation. The summary network encodes raw observations into a fixed-size vector of summary features, while the inference network generates samples of the approximate posterior distribution of the model parameters based on these summary features. The posterior samples are produced in a deep generative fashion by sampling from a latent Gaussian distribution and passing these samples through an invertible transformation. We construct this invertible transformation by sequentially alternating conditional invertible neural network and conditional neural spline flow layers. The summary and inference networks are trained simultaneously. We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations of the system’s hydraulic head responses. The conductivity field is represented with 706 degrees of freedom in the considered problem. Comparison with the likelihood-based iterative ensemble smoother PEST-IES method demonstrates that the proposed method accurately estimates the parameter posterior distribution and the observations’ predictive posterior distribution at a fraction of the inference time of PEST-IES.

conditional invertible neural network

Navigating high-dimensional process-structure–property relations in nanocrystalline Pt-Au alloys with machine learning

For decades, materials scientists have relied on the process-structure–property paradigm to guide investigations into material behaviors. Traditional studies often examine a limited number of process-structure–property variables, striving to elucidate mechanisms governing material response. However, this approach is time consuming and can limit exploration, as well as the discovery of process-structure–property relations in novel materials. In this paper, we combined combinatorial sputter deposition and multi-modal high-throughput materials characterization with feedforward neural networks to establish high-dimensional process-structure–property relations in Pt-Au alloys, yielding nanocrystalline alloys with high hardness and low resistivity relevant to electrical contact switch applications. We mapped three indicators of process conditions (composition and two atomic deposition characteristics) onto four indicators of material structure (X-ray diffraction, film thickness, density, and surface roughness) and two indicators of material properties (hardness and resistivity), resulting in 784 unique combinations evaluated over a 13-dimensional space. The neural networks predicted Pt-Au alloys with 18–24 at.% Au, when deposited at specific conditions, to have a nanoindentation hardness up to 7.2 GPa. This high hardness value, comparable to some steels, represents a 3-fold improvement in hardness over “hard gold”, a commonly used electrical contact alloy, while maintaining requisite electrical conductivity. The neural network models provide an avenue to identify expected process windows capable of maximizing material performance.

Electrical contact materials

Get Non-Real: Randomized Sketching for High-Dimensional Non-Real Valued Data (Final Report)

In our final report for DE-C0022186, we describe the work we did on this grant towards the goals we proposed. Our first goal was characterizing fundamental limits for sketching of discrete high-dimensional matrices with low-dimensional structures. Our second main goal was designing algorithms for data reconstruction from sketches. We focus on approaches that are either specifically designed for non-real-valued data (binary, finite field) or that will translate more readily to that setting.

97 MATHEMATICS AND COMPUTING

Conjugate-Gradient Neural Networks in Classification of Multisource and Very-High-Dimensional Remote Sensing Data

Application of neural networks to classification of remote sensing data is discussed. Conventional two-layer backpropagation is found to give good results in classification of remote sensing data but is not efficient in training. A more efficient variant, based on conjugate-gradient optimization, is used for classification of multisource remote sensing and geographic data and very-high-dimensional data. The conjugate-gradient neural networks give excellent performance in classification of multisource data, but do not compare as well with statistical methods in classification of very-high-dimentional data.

Benediktsson, J. A.

Predicting Drug Effects from High-dimensional Asymmetric Drug Data Sets using Graph Neural Networks: A Comprehensive Analysis of Multi-target Drug Effect Prediction

Graph neural networks (GNNs) have emerged as one of the most effective Machine learning (ML) techniques for drug effect prediction from drug molecular graphs. Despite having immense potential, GNN models lack performance when using data sets that contain high dimensional asymmetrically co-occurrent drug effects as targets with complex correlations between them. Training individual learning models for each drug effect and incorporating every prediction result for a wide spectrum of drug effects is beyond practicality. Such an implication provides a testbed to address this challenge as multi-target prediction problems, aiming to predict all drug effects at a time. We develop standard and hybrid graph neural networks (GNNs)to perform two separate tasks that are multi-regression for continuous values and multi-label classification for categorical values contained in our data sets. Since this step makes the target data even more sparse and introduces asymmetric label co-occurrence, the learning of multi-label classification models becomes difficult and heavily impacts the GNN's performance. To address these challenges, we propose a new data oversampling technique to improve multi-label classification performances on all the given imbalanced molecular graph data sets. Using the technique, we improve the data imbalance ratio of the drug effects better than before while protecting the data set's integrity. Finally, we evaluate multi-label classification performance using the best-performant hybrid GNN model on all the oversampled data sets obtained from the proposed oversampling technique. These results outperform those of other ML models including GNN models when they are trained on the original data sets or oversampled data sets using MLSMOTE (a well-known oversampling technique) in all evaluation metrics precision, recall, and F1 score by a significant margin.

Bose, Avishek [ORNL]

High dimensional similarity search with quantum assisted variational autoencoder

Recent progress in quantum algorithms and hardware is indicator of the potential importance of quantum computing in the next future. However, finding suitable application areas remains an active area of research. Quantum machine learning [1] is touted as a potential approach to demonstrate quantum advantage within both the gate-model [2,3] and the adiabatic [4,5] schemes. For instance, the Quantum-assisted Variational Autoencoder (QVAE) [6] has been proposed as a quantum enhancement to the discrete VAE [7]. We extend on previous work and study the real-world applicability of a QVAE, specifically, for similarity search in large-scale high dimensional datasets. While similarity search algorithms are available for low dimensional datasets, scaling to billion-scale datasets with thousands of dimensions is non-trivial. We show how the latent-space representation of a QVAE can be used to construct a space-efficient search index. We back up our claims by experimental results which show a correlation between the Hamming distance in the embedded space and the Euclidean distance in the original space on the Moderate Resolution Imaging Spectroradiometer (MODIS) dataset. Further, we show real-world speedups compared to linear search and demonstrate memory efficient scaling to large-scale datasets.

Nicholas D Gao

Unsupervised Anomaly Detection in High-Dimensional Flight Data Using Convolutional Variational Auto-Encoder

The modern National Airspace System (NAS) is an extremely safe system. The industry has experienced a steady decrease in fatalities over the years. This can be contributed to both improved flight critical systems with redundant hardware and software protections as well as an increased focus on active monitoring and response to real time and historically identified vulnerabilities by implementing more resilient procedures and protocols. The main practice for identifying vulnerabilities in operations leverages domain expertise using knowledge about how the system should behave with the expected tolerances to known safety margins. This approach works well when the system has a well-defined operating condition. However, the operations in the NAS can be highly complex with various nuances that render it difficult to clearly pre-define all known safety vulnerabilities. With the advancement of data science and machine learning techniques, the potential to automatically identify emerging vulnerabilities in the observed operations has become more practical in recent years. The state-of-the-art anomaly detection approaches in aerospace data usually rely on supervised or semi-supervised learning. However, in many real-world problems such as flight safety creating labels for the data requires huge amount of efforts and is largely expensive. As a result, in this article, we develop a Convolutional Variational Auto-Encoder (CVAE), an unsupervised learning approach for anomaly detection in high-dimensional heterogeneous time-series data. We validate performance of CVAE compared to the state-of-the-art supervised learning approach (as an upper bound) as well as an supervised clustering based on K-Means (as a lower bound) on Yahoo!'s benchmark time series anomaly detection data. Finally, we showcase performance of CVAE on a case study of identifying anomalies in the first 60 seconds of commercial flights' take-offs using Flight Operational Quality Assurance (FOQA) data.

Milad Memarzadeh

Unsupervised Anomaly Detection in High-Dimensional Flight Data Using Convolutional Variational Auto-Encoder

The modern National Airspace System (NAS) is an extremely safe system and the aviation industry has experienced a steady decrease in fatalities over the years. This can be attributed to both improved flight critical systems with redundant hardware and software protections, as well as an increased focus on active monitoring and response to real time and historically identified vulnerabilities by implementing more resilient procedures and protocols. The main approach for identifying vulnerabilities in operations leverages domain expertise using knowledge about how the system should behave within the expected tolerances to known safety margins. This approach works well when the system has a well-defined operating condition. However, the operations in the NAS can be highly complex with various nuances that render it difficult to clearly pre-define all known safety vulnerabilities. With the advancement of data science and machine learning techniques, the potential to automatically identify emerging vulnerabilities in the observed operations has become more practical in recent years. The state-of-the-art anomaly detection approaches in aerospace data usually rely on supervised or semi-supervised learning. However, in many real-world problems such as flight safety, creating labels for the data requires huge amount of effort and is largely impractical. To address this challenge, we developed a Convolutional Variational Auto-Encoder (CVAE), which is an unsupervised learning approach for anomaly detection in high-dimensional heterogeneous time-series data. We validate performance of CVAE compared to the state-of-the-art supervised learning approach as well as unsupervised clustering-based approach using KMeans++ and kernel-based approach using One-Class Support Vector Machine (OC-SVM) on Yahoo!'s benchmark time series anomaly detection data. Finally, we showcase performance of CVAE on a case study of identifying anomalies in the first 60 seconds of commercial flights' take-offs using Flight Operational Quality Assurance (FOQA) data.

Memarzadeh, Milad

Interactive Visualization of High-Dimensional Petascale Ocean Data

We describe an application for interactive visualization of 5 petabytes of time-varying multivariate data from a high-resolution global ocean circulation model. The input data are 10311 hourly (ocean time) time steps of various 2D and 3D fields from a 22-billion point 1/48- degree “lat-lon cap” configuration of the MIT General Circulation Model (MITgcm). We map the global horizontal model domain onto our 128-screen (8x16) tiled display wall to produce a canonical tiling with approximately one MITgcm grid point per display pixel, and using this tiling we encode the entire time series for multiple native and computed scalar quantities at a collection of ocean depths. We reduce disk bandwidth requirements by converting the model’s floating point data to 16-bit fixed point values, and compressing those values with a lossless video encoder, which together allow synchronized playback at 24 time steps per second across all 128 displays. The application allows dynamic assignment of any two encoded tiles to any display, and has multiple interfaces for quickly specifying various orderly arrangements of tiles. All subsequent rendering is done on the fly, with run time control of colormaps, transfer functions, histogram equalization, and labeling. The two data streams on each screen can be rendered independently and combined in various ways, including blending, differencing, horizontal/ vertical wipes, and checkerboarding. The two data streams on any screen can optionally be displayed as a scatterplot in their joint attribute space. All scatterplots and map-view plots from the same x/y location and depth are linked so they all show the current brushable selection. Ocean scientists have used the system, and have found previously unidentified features in the data.

Interactive