Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Wasserstein distance”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

25 records · Page 2

Residuals-based distributionally robust optimization with covariate information

We consider data-driven approaches that integrate a machine learning prediction model within distributionally robust optimization (DRO) given limited joint observations of uncertain parameters and covariates. Our framework is flexible in the sense that it can accommodate a variety of regression setups and DRO ambiguity sets. We investigate asymptotic and finite sample properties of solutions obtained using Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets within our DRO formulations, and explore cross-validation approaches for sizing these ambiguity sets. Through numerical experiments, we validate our theoretical results, study the effectiveness of our approaches for sizing ambiguity sets, and illustrate the benefits of our DRO formulations in the limited data regime even when the prediction model is misspecified.

97 MATHEMATICS AND COMPUTING↗

Motion Planning Algorithms for Safety and Quantum Computing Efficiency

Motion planning remains a fundamental problem in robotics. Sampling-based algorithms use randomization to allow efficient solutions to this complex problem. As mobile robots and autonomous vehicles become more prevalent in everyday life, motion planning must be applied to increasingly challenging scenarios. Safety has become a paramount concern in motion planning for ensuring robotic applications enrich human lives. To date, many motion planning techniques to increase safety in the face of uncertain and dynamic environments have been developed. This dissertation first addresses distributional safety of Rapidly-Exploring Random Trees (RRT) through our algorithm W-Safe RRT. To acknowledge distributional uncertainty and poor modeling, W-Safe RRT uses the Wasserstein metric to provide a probabilistic bound on the distributional distance between a robot and obstacles. Human-interpretable environmental agent classification allows online safety margin adaptation. We propose and analyze an integrating region method for online classification that increases actor labeling accuracy based on behavioral feature values when compared to state of the art methods. The method performs class assignments based on local maximum likelihood in a created behavioral feature-space, allowing a notion of classification uncertainty. Model-based methods with safety guarantees can quickly become computationally in tractable, especially with multiple agents, higher dimensions, and plentiful unknowns. Sampling based algorithms have been parallelized for computation with multi-core computers and GPUs. We consider the use of quantum algorithms and computers for sampling-based motion planning for the first time. Quantum computing performs operations on superpositions of states and can solve certain problems much more efficiently than classical computers, but introduces previously unseen challenges. With Quantum-RRT, we recast the motion planning problem into a database-search structure and use Quantum Amplitude Amplification to find reachable states in the database with a quadratic performance increase over classical methods. We address two error sources with this method: quantum measurement and quantum oracle errors. We then extend this method to Parallel Quantum-RRT, which uses a manager-worker architecture with multiple parallel quantum workers to increase database search efficiency. We compare algorithm architectures and characterize probabilities of multiple workers finding solutions. Lastly, we test in simulation the quantum algorithms against classical versions in a wide variety of scenarios, concluding that a similar parallelization improvement is to be found in the quantum case as was found in the parallelization of classical RRT.

97 MATHEMATICS AND COMPUTING↗

Adversarial classification via distributional robustness with Wasserstein ambiguity

Abstract We study a model for adversarial classification based on distributionally robust chance constraints. We show that under Wasserstein ambiguity, the model aims to minimize the conditional value-at-risk of the distance to misclassification, and we explore links to adversarial classification models proposed earlier and to maximum-margin classifiers. We also provide a reformulation of the distributionally robust model for linear classification, and show it is equivalent to minimizing a regularized ramp loss objective. Numerical experiments show that, despite the nonconvexity of this formulation, standard descent methods appear to converge to the global minimizer for this problem. Inspired by this observation, we show that, for a certain class of distributions, the only stationary point of the regularized ramp loss minimization problem is the global minimizer.

Ho-Nguyen, Nam (ORCID:0000000344647730)↗

Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls

Here, this paper studies two-stage distributionally robust conic linear programming under constraint uncertainty over type-1 Wasserstein balls. We present optimality conditions for the dual of the worst-case expectation problem, which characterizes worst-case uncertain parameters for its inner maximization problem. This condition offers an alternative proof, a counterexample, and an extension to previous works. Additionally, the condition highlights the potential advantage of a specific distance metric for out-of-sample performance, as exemplified in a numerical study on a facility location problem with demand uncertainty. Furthermore, cutting-plane-based algorithms, equipped with a unified scenario generation framework, are proposed for addressing both unbounded support and second-stage dual feasible regions, with a finite convergence proof under less stringent assumptions.

Wasserstein↗

Stable Parallel Training of Wasserstein Conditional Generative Adversarial Neural Networks : *Full/Regular Research Paper submission for the symposium CSCI-ISAI: Artificial Intelligence

We use a stable parallel approach to train Wasserstein Conditional Generative Adversarial Neural Networks (W-CGANs). The parallel training reduces the risk of mode collapse and enhances scalability by using multiple generators that are concurrently trained, each one of them focusing on a single data label. The use of the Wasserstein metric reduces the risk of cycling by stabilizing the training of each generator. We apply the approach on the CIFAR10 and the CIFAR100 datasets, two standard benchmark datasets with images of the same resolution, but different number of classes. Performance is assessed using the inception score, the Fréchet inception distance, and image quality. An improvement in inception score and Fréchet inception distance is shown in comparison to previous results obtained by performing the parallel approach on deep convolutional conditional generative adversarial neural networks (DC-CGANs). Weak scaling is attained on both datasets using up to 100 NVIDIA V100 GPUs on the OLCF supercomputer Summit.

Lupo Pasini, Massimiliano↗

Stable parallel training of Wasserstein conditional generative adversarial neural networks

In this work, we propose a stable, parallel approach to train Wasserstein conditional generative adversarial neural networks (W-CGANs) under the constraint of a fixed computational budget. Differently from previous distributed GANs training techniques, our approach avoids inter-process communications, reduces the risk of mode collapse and enhances scalability by using multiple generators, each one of them concurrently trained on a single data label. The use of the Wasserstein metric also reduces the risk of cycling by stabilizing the training of each generator. We illustrate the approach on the CIFAR10, CIFAR100, and ImageNet1k datasets, three standard benchmark image datasets, maintaining the original resolution of the images for each dataset. Performance is assessed in terms of scalability and final accuracy within a limited fixed computational time and computational resources. To measure accuracy, we use the inception score, the Fréchet inception distance, and image quality. An improvement in inception score and Fréchet inception distance is shown in comparison to previous results obtained by performing the parallel approach on deep convolutional conditional generative adversarial neural networks as well as an improvement of image quality of the new images created by the GANs approach. Weak scaling is attained on both datasets using up to 2000 NVIDIA V100 GPUs on the OLCF supercomputer Summit.

97 MATHEMATICS AND COMPUTING↗

SHAPER: can you hear the shape of a jet?

The identification of interesting substructures within jets is an important tool for searching for new physics and probing the Standard Model at colliders. Many of these substructure tools have previously been shown to take the form of optimal transport problems, in particular the Energy Mover’s Distance (EMD). In this work, we show that the EMD is in fact the natural structure for comparing collider events, which accounts for its recent success in understanding event and jet substructure. We then present a Shape Hunting Algorithm using Parameterized Energy Reconstruction (SHAPER), which is a general framework for defining and computing shape-based observables. SHAPER generalizes N-jettiness from point clusters to any extended, parametrizable shape. This is accomplished by efficiently minimizing the EMD between events and parameterized manifolds of energy flows representing idealized shapes, implemented using the dual-potential Sinkhorn approximation of the Wasserstein metric. We show how the geometric language of observables as manifolds can be used to define novel observables with built-in infrared-and-collinear safety. We demonstrate the efficacy of the SHAPER framework by performing empirical jet substructure studies using several examples of new shape-based observables.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗