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At least 73 records · Page 4

A Multi-Objective Bayesian Optimization Approach Using the Weighted Tchebycheff Method

Abstract Bayesian optimization (BO) is a low-cost global optimization tool for expensive black-box objective functions, where we learn from prior evaluated designs, update a posterior surrogate Gaussian process model, and select new designs for future evaluation using an acquisition function. This research focuses upon developing a BO model with multiple black-box objective functions. In the standard multi-objective (MO) optimization problem, the weighted Tchebycheff method is efficiently used to find both convex and non-convex Pareto frontiers. This approach requires knowledge of utopia values before we start optimization. However, in the BO framework, since the functions are expensive to evaluate, it is very expensive to obtain the utopia values as a prior knowledge. Therefore, in this paper, we develop a MO-BO framework where we calibrate with multiple linear regression (MLR) models to estimate the utopia value for each objective as a function of design input variables; the models are updated iteratively with sampled training data from the proposed MO-BO. These iteratively estimated mean utopia values are used to formulate the weighted Tchebycheff MO acquisition function. The proposed approach is implemented in two numerical test examples and one engineering design problem of optimizing thin tube geometries under constant loading of temperature and pressure, with minimizing the risk of creep-fatigue failure and design cost, along with risk-based and manufacturing constraints. Finally, the model accuracy with frequentist, Bayesian and without MLR-based calibration are compared to true Pareto solutions.

Engineering↗

Exploration with Scalable Gaussian Process Reinforcement Learning

Exploration is a challenging problem in reinforcement learning (RL), especially in environments with sparse rewards. Quantifying and utilizing the parametric uncertainty has been shown to be paramount for successful exploration [Osband et al., 2018]. Bayesian, or approximately Bayesian, methods present a principled means of estimating the parametric uncertainty in RL problems. Gaussian processes, nonparametric Bayesian models, are often impractical due to poor scalability and computational bottlenecks. We introduce a scalable Gaussian process RL (GPRL) method which directly induces sparsity in the covariance matrix to facilitate faster computation. This is a departure from previous GPRL methods which instead rely on data reduction and subsampling. We compare various covariance-based exploration techniques (Thompson sampling, upper confidence bound, and probabilistic maximum variance) which leverage our scalable GP framework in sparse reward environments. Finally, we show favorable comparison against the bootstrapped deep Q-Network.

97 MATHEMATICS AND COMPUTING↗

A flexible class of priors for orthonormal matrices with basis function-specific structure

Statistical modeling of high-dimensional matrix-valued data motivates the use of a low-rank representation that simultaneously summarizes key characteristics of the data and enables dimension reduction. Low-rank representations commonly factor the original data into the product of orthonormal basis functions and weights, where each basis function represents an independent feature of the data. However, the basis functions in these factorizations are typically computed using algorithmic methods that cannot quantify uncertainty or account for basis function correlation structure a priori. While there exist Bayesian methods that allow for a common correlation structure across basis functions, empirical examples motivate the need for basis function-specific dependence structure. We propose a prior distribution for orthonormal matrices that can explicitly model basis function-specific structure. The prior is used within a general probabilistic model for singular value decomposition to conduct posterior inference on the basis functions while accounting for measurement error and fixed effects. We discuss how the prior specification can be used for various scenarios and demonstrate favorable model properties through synthetic data examples. Finally, we apply our method to two-meter air temperature data from the Pacific Northwest, enhancing our understanding of the Earth system’s internal variability.

97 MATHEMATICS AND COMPUTING↗

Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating each component weight during the nonlinear propagation stage an approximation of the true pdf can be successfully reconstructed. Particle filtering (PF) methods have gained popularity recently for solving nonlinear estimation problems due to their straightforward approach and the processing capabilities mentioned above. The basic concept behind PF is to represent any pdf as a set of random samples. As the number of samples increases, they will theoretically converge to the exact, equivalent representation of the desired pdf. When the estimated qth moment is needed, the samples are used for its construction allowing further analysis of the pdf characteristics. However, filter performance deteriorates as the dimension of the state vector increases. To overcome this problem Ref. [5] applies a marginalization technique for PF methods, decreasing complexity of the system to one linear and another nonlinear state estimation problem. The marginalization theory was originally developed by Rao and Blackwell independently. According to Ref. [6] it improves any given estimator under every convex loss function. The improvement comes from calculating a conditional expected value, often involving integrating out a supportive statistic. In other words, Rao-Blackwellization allows for smaller but separate computations to be carried out while reaching the main objective of the estimator. In the case of improving an estimator's variance, any supporting statistic can be removed and its variance determined. Next, any other information that dependents on the supporting statistic is found along with its respective variance. A new approach is developed here by utilizing the strengths of the adaptive Gaussian sum propagation in Ref. [2] and a marginalization approach used for PF methods found in Ref. [7]. In the following sections a modified filtering approach is presented based on a special state-space model within nonlinear systems to reduce the dimensionality of the optimization problem in Ref. [2]. First, the adaptive Gaussian sum propagation is explained and then the new marginalized adaptive Gaussian sum propagation is derived. Finally, an example simulation is presented.

state estimation↗

Risk Informed Timelines (RIT) v.1.0

Risk Informed Timelines (RIT) is a more modern and holistic method for understanding how access delay timelines are developed and utilized in physical security system evaluations. The software utilizes Bayesian methods to combine subject matter expert judgement and small performance test datasets in a consistent and defensible way. It allows a more holistic view of delay performance that provides distributions of task times and task success probabilities to account for tasks that, if failed, would result in failure of the attack. The RIT methodology is meant to enable security risk managers to begin the transition into more comprehensive delay timeline analysis. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525. SAND2021-8294 O

Noel, ToddG.↗

X-ray computed tomography using partially coherent Fresnel diffraction with application to an optical fiber

A reconstruction algorithm for partially coherent x-ray computed tomography (XCT) including Fresnel diffraction is developed and applied to an optical fiber. The algorithm is applicable to a high-resolution tube-based laboratory-scale x-ray tomography instrument. The computing time is only a few times longer than the projective counterpart. The algorithm is used to reconstruct, with projections and diffraction, a tilt series acquired at the micrometer scale of a graded-index optical fiber using maximum likelihood and a Bayesian method based on the work of Bouman and Sauer. The inclusion of Fresnel diffraction removes some reconstruction artifacts and use of a Bayesian prior probability distribution removes others, resulting in a substantially more accurate reconstruction.

Levine, Zachary H. (ORCID:000000029928276X)↗

Characterization of partially observed epidemics through Bayesian inference: application to COVID-19

We demonstrate a Bayesian method for the "real-time'" characterization and forecasting of partially observed COVID-19 epidemic. Characterization is the estimation of infection spread parameters using daily counts of symptomatic patients.The method is designed to help guide medical resource allocation in the early epoch of the outbreak. The estimation problem is posed as one of Bayesian inference and solved using a Markov chain Monte Carlo technique. The data used in this study was sourced before the arrival of the second wave of infection in July 2020. The proposed modeling approach, when applied at the country level, generally provides accurate forecasts at the regional, state and country level. The epidemiological model detected the flattening of the curve in California, after public health measures were instituted.The method also detected different disease dynamics when applied to specific region of New Mexico

60 APPLIED LIFE SCIENCES↗

Deep Learning and Likelihood Approaches for Viral Phylogeography Converge on the Same Answers Whether the Inference Model Is Right or Wrong

Abstract Analysis of phylogenetic trees has become an essential tool in epidemiology. Likelihood-based methods fit models to phylogenies to draw inferences about the phylodynamics and history of viral transmission. However, these methods are often computationally expensive, which limits the complexity and realism of phylodynamic models and makes them ill-suited for informing policy decisions in real-time during rapidly developing outbreaks. Likelihood-free methods using deep learning are pushing the boundaries of inference beyond these constraints. In this paper, we extend, compare, and contrast a recently developed deep learning method for likelihood-free inference from trees. We trained multiple deep neural networks using phylogenies from simulated outbreaks that spread among 5 locations and found they achieve close to the same levels of accuracy as Bayesian inference under the true simulation model. We compared robustness to model misspecification of a trained neural network to that of a Bayesian method. We found that both models had comparable performance, converging on similar biases. We also implemented a method of uncertainty quantification called conformalized quantile regression that we demonstrate has similar patterns of sensitivity to model misspecification as Bayesian highest posterior density (HPD) and greatly overlap with HPDs, but have lower precision (more conservative). Finally, we trained and tested a neural network against phylogeographic data from a recent study of the SARS-Cov-2 pandemic in Europe and obtained similar estimates of region-specific epidemiological parameters and the location of the common ancestor in Europe. Along with being as accurate and robust as likelihood-based methods, our trained neural networks are on average over 3 orders of magnitude faster after training. Our results support the notion that neural networks can be trained with simulated data to accurately mimic the good and bad statistical properties of the likelihood functions of generative phylogenetic models.

Evolutionary Biology↗

Model-Free Probabilistic Forecasting of Nodal Voltages in Distribution Systems

As the penetration of distributed energy resources (DERs) into distribution systems increases, so does the interest in forecasting relevant system variables to help mitigate the associated challenges. One such challenge is the more frequent occurrence of excessive voltages in distribution systems with higher shares of DERs. Accurate and reliable estimates together with forecasts of system states (i.e., nodal voltages) will therefore play a key role in improving the utilization of these variable and uncertain sources while mitigating potential operational risks. Whilst recent literature has explored machine learning (ML) methods for voltage estimation and their extrapolation for a short-time period into the future, few have taken uncertainty quantification into account, and these methods have not yet been translated into operations. This paper discusses the advantages offered by probabilistic voltage forecasts and proposes a non-parametric Bayesian method suitable for forecasting nodal voltages at short-term time horizons while accounting for uncertainties in load and distributed photovoltaic (PV) generation. We demonstrate the value of the proposed Gaussian process (GP) model for a case study using historical forecasts and observation data.

distribution system↗

Online MCMC Thinning with Kernelized Stein Discrepancy

A fundamental challenge in Bayesian inference is efficient representation of a target distribution. Many nonparametric approaches do so by sampling a large number of points using variants of Markov chain Monte Carlo (MCMC). Here, we propose an MCMC variant that retains only those posterior samples which exceed a kernelized Stein discrepancy (KSD) threshold, which we call KSD thinning. We establish the convergence and complexity trade-offs for several settings of KSD thinning as a function of the KSD threshold parameter, sample size, and other problem parameters. We provide experimental comparisons against other online nonparametric Bayesian methods that generate low-complexity posterior representations. We observe superior consistency/complexity trade-offs across a range of settings including MCMC sampling on two Bayesian inference problems from the biological sciences, and 10 × inference speedup and storage reduction for Bayesian neural networks with no loss of accuracy and no increase in training time. Our code is available at https://github.com/colehawkins/KSD-Thinning.

Bayesian inference↗

Investigating explainable transfer learning for battery lifetime prediction under state transitions

Battery lifetime prediction at early cycles is crucial for researchers and manufacturers to examine product quality and promote technology development. Machine learning has been widely utilized to construct data-driven solutions for high-accuracy predictions. However, the internal mechanisms of batteries are sensitive to many factors, such as charging/discharging protocols, manufacturing/storage conditions, and usage patterns. These factors will induce state transitions, thereby decreasing the prediction accuracy of data-driven approaches. Transfer learning is a promising technique that overcomes this difficulty and achieves accurate predictions by jointly utilizing information from various sources. Hence, we develop two transfer learning methods, Bayesian Model Fusion and Weighted Orthogonal Matching Pursuit, to strategically combine prior knowledge with limited information from the target dataset to achieve superior prediction performance. From our results, our transfer learning methods reduce root-mean-squared error by 41% through adapting to the target domain. Furthermore, the transfer learning strategies identify the variations of impactful features across different sets of batteries and therefore disentangle the battery degradation mechanisms and the root cause of state transitions from the perspective of data mining. These findings suggest that the transfer learning strategies proposed in our work are capable of acquiring knowledge across multiple data sources for solving specialized issues.

25 ENERGY STORAGE↗

Interpretable Uncertainty Quantification in AI for HEP

Estimating uncertainty is at the core of performing scientific measurements in HEP: a measurement is not useful without an estimate of its uncertainty. The goal of uncertainty quantification (UQ) is inextricably linked to the question, "how do we physically and statistically interpret these uncertainties?" The answer to this question depends not only on the computational task we aim to undertake, but also on the methods we use for that task. For artificial intelligence (AI) applications in HEP, there are several areas where interpretable methods for UQ are essential, including inference, simulation, and control/decision-making. There exist some methods for each of these areas, but they have not yet been demonstrated to be as trustworthy as more traditional approaches currently employed in physics (e.g., non-AI frequentist and Bayesian methods). Shedding light on the questions above requires additional understanding of the interplay of AI systems and uncertainty quantification. We briefly discuss the existing methods in each area and relate them to tasks across HEP. We then discuss recommendations for avenues to pursue to develop the necessary techniques for reliable widespread usage of AI with UQ over the next decade.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Optimal Cosmic Microwave Background Lensing Reconstruction and Parameter Estimation with SPTpol Data

Here, we perform the first simultaneous Bayesian parameter inference and optimal reconstruction of the gravitational lensing of the cosmic microwave background (CMB), using 100 deg 2 of polarization observations from the SPTpol receiver on the South Pole Telescope. These data reach noise levels as low as 5.8 μK arcmin in polarization, which are low enough that the typically used quadratic estimator (QE) technique for analyzing CMB lensing is significantly suboptimal. Conversely, the Bayesian procedure extracts all lensing information from the data and is optimal at any noise level. We infer the amplitude of the gravitational lensing potential to be ${A}_{\phi }=0.949\,\pm \,0.122$ using the Bayesian pipeline, consistent with our QE pipeline result, but with 17% smaller error bars. The Bayesian analysis also provides a simple way to account for systematic uncertainties, performing a similar job as frequentist "bias hardening" or linear bias correction, and reducing the systematic uncertainty on A Φ due to polarization calibration from almost half of the statistical error to effectively zero. Finally, we jointly constrain A Φ along with A L , the amplitude of lensing-like effects on the CMB power spectra, demonstrating that the Bayesian method can be used to easily infer parameters both from an optimal lensing reconstruction and from the delensed CMB, while exactly accounting for the correlation between the two. These results demonstrate the feasibility of the Bayesian approach on real data, and pave the way for future analysis of deep CMB polarization measurements with SPT-3G, Simons Observatory, and CMB-S4, where improvements relative to the QE can reach 1.5 times tighter constraints on A Φ and seven times lower effective lensing reconstruction noise.

79 ASTRONOMY AND ASTROPHYSICS↗

A scalable variational method for estimating the latent infection-rate field of an outbreak

In this paper, we explore whether the infection-rate of a disease can serve as a robust monitoring variable in epidemiological surveillance algorithms. The infection-rate is dependent on population mixing patterns that do not vary erratically day-to-day; in contrast, daily case-counts used in contemporary surveillance algorithms are corrupted by reporting errors. The technical challenge lies in estimating the latent infection-rate from case-counts. Here we devise a Bayesian method to estimate the infection-rate across multiple adjoining areal units, and then use it, via an anomaly detector, to discern a change in epidemiological dynamics. We extend an existing model for estimating the infection-rate in an areal unit by incorporating a Markov random field model, so that we may estimate infection-rates across multiple areal units, while preserving spatial correlations observed in the epidemiological dynamics. To carry out the high-dimensional Bayesian inverse problem, we develop an implementation of mean-field variational inference specific to the infection model and integrate it with the random field model to incorporate correlations across counties. The method is tested on estimating the COVID-19 infection-rates across all 33 counties in New Mexico using data from the summer of 2020, and then employing them to detect the arrival of the Fall 2020 COVID-19 wave. We perform the detection using a temporal algorithm that is applied county-by-county. We also show how the infection-rate field can be used to cluster counties with similar epidemiological dynamics.

60 APPLIED LIFE SCIENCES↗

Bayesian optimization of PYTHIA 8 tunes

A new tune (set of model parameters) is found for the six most important parameters of the PYTHIA 8 final state parton shower and hadronization model using Bayesian optimization. The tune fits the Large Electron-Positron collider (LEPI) data from ALEPH better than the default tune in PYTHIA 8. To the best of our knowledge, we present the most comprehensive application of Bayesian optimization to the tuning of a parton shower and hadronization model using the LEPI data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Towards robust autonomous impedance spectroscopy analysis: A calibrated hierarchical Bayesian approach for electrochemical impedance spectroscopy (EIS) inversion

Distribution-based analyses, such as the distribution of relaxation times (DRT) and the distribution of diffusion times (DDT), present model-free alternatives to equivalent circuit modeling for analysis of electrochemical impedance spectroscopy (EIS) data. However, reconstructing such distributions from noisy impedance data is an ill-posed problem that must be solved with specialized inversion algorithms, requiring careful control and tuning. Furthermore, most inversion algorithms developed to date can only solve problems of limited complexity. Herein, we present a new hierarchical Bayesian method for EIS inversion, leveraging efficient algorithms for optimization and Hamiltonian Monte Carlo (HMC) sampling to solve models of arbitrary complexity. We overcome the challenge of ad-hoc parameter tuning by encoding intrinsic characteristics of the DRT and DDT into flexible prior distributions and “pre-calibrating” the model to simulated data. This approach is versatile, highly robust to noise, and provides quantitative estimates of both the error structure of the data and the uncertainty in the recovered distributions. The model is validated with simulated data to demonstrate accurate recovery of the DRT and the DDT. The method also shows promise for simultaneous recovery of multiple distributions, raising the intriguing possibility of semi-autonomous EIS analysis and ad-hoc model construction. Finally, the practical utility of the method is illustrated with experimental data. Throughout, we draw comparisons to several recently published EIS inversion methodologies.

36 MATERIALS SCIENCE↗

Reduced-dimension Bayesian optimization for model calibration of transient vapor compression cycles

Development and calibration of first-principles dynamic models of vapor compression cycles (VCCs) is of critical importance for applications that include control design and fault detection and diagnostics. Nevertheless, the inherent complexity of models that are represented by large systems of differential–algebraic equations leads to significant challenges for model calibration processes that utilize classical gradient-based methods. Bayesian optimization (BO) is a sample-efficient and gradient-free approach using a probabilistic surrogate model and optimal search over a feasible parameter space. Despite the benefits of BO in reducing computational costs, challenges remain in dealing with a high-dimensional calibration task resulting from a large set of parameters that have significant impacts on system behavior and need to be calibrated simultaneously. This paper presents a reduced-dimension BO framework for calibrating transient VCCs models where the calibration space is projected to a low-dimensional subspace for accelerating convergence of the solution algorithm and consequently reducing the number of transient simulations. The proposed approach was demonstrated via two case studies associated with different VCC applications where 10 parameters were calibrated in each case using laboratory measurements. The reduced-dimension BO framework only required 1 / 8 th of the iterations associated with a standard BO method that deals with high-dimensional calibration parameters for converged solutions and yielded comparable accuracy. Furthermore, both calibrated models revealed significant accuracy improvements compared to uncalibrated models.

Ma, Jiacheng↗

Constraints on neutrino physics from DESI DR2 BAO and DR1 full shape

The Dark Energy Spectroscopic Instrument (DESI) Collaboration has obtained robust measurements of baryon acoustic oscillations in the redshift range 0.1 < 𝑧 < 4.2, based on the Lyman-𝛼 forest and galaxies from data release 2. We combine these measurements with cosmic microwave background (CMB) data from Planck and the Atacama Cosmology Telescope to place our tightest constraints yet on the sum of neutrino masses. Assuming the cosmological Λ⁢ CDM model and three degenerate neutrino states, we find ∑𝑚 𝜈 < 0.0642 eV (95%) with a marginalized error of 𝜎⁡(∑𝑚 𝜈 ) = 0.020 eV. We also constrain the effective number of neutrino species, finding 𝑁 eff = 3.2⁢3$^{+0.35}_{−0.34}$ (95%), in line with the Standard Model prediction. When accounting for neutrino oscillation constraints, we find a preference for the normal mass ordering and an upper limit on the lightest neutrino mass of 𝑚 𝑙 < 0.023 eV (95%). However, we determine using frequentist and Bayesian methods that our constraints are in tension with the lower limits derived from neutrino oscillations. Correcting for the physical boundary at zero mass, we report a 95% Feldman-Cousins upper limit of ∑𝑚 𝜈 < 0.053 eV, breaching the lower limit from neutrino oscillations. Considering a more general Bayesian analysis with an effective cosmological neutrino mass parameter, ∑𝑚 𝜈,eff , that allows for negative energy densities and removes unsatisfactory prior weight effects, we derive constraints that are in 3⁢𝜎 tension with the same oscillation limit, while the error rises to 𝜎⁡(∑𝑚 𝜈,eff ) = 0.053 eV. In the absence of unknown systematics, this finding could be interpreted as a hint of new physics not necessarily related to neutrinos. The preference of DESI and CMB data for an evolving dark energy model offers one possible solution. In the 𝑤 0 ⁢𝑤 𝑎 ⁢CDM model, we find ∑𝑚 𝜈 < 0.163 eV (95%), relaxing the neutrino tension. These constraints all rely on the effects of neutrinos on the cosmic expansion history. Using full-shape power spectrum measurements of data release 1 galaxies, we place complementary constraints that rely on neutrino free streaming. Our strongest such limit in Λ ⁢CDM, using selected CMB priors, is ∑𝑚 𝜈 < 0.193 eV (95%).

79 ASTRONOMY AND ASTROPHYSICS↗