Mitigating Overfitting in Interpretable Machine Learning Using Bayesian Methods
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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.
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Article contribution towards Edge.org's annual question. This one will be about a new type of artificial intelligence.
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Many key building design policies are made using sophisticated computer simulations such as EnergyPlus (E+), the DOE flagship whole-building energy simulation engine. E+ and other sophisticated computer simulations have several major problems. The two main issues are 1) gaps between the simulation model and the actual structure, and 2) limitations of the modeling engine's capabilities. Currently, these problems are addressed by having an engineer manually calibrate simulation parameters to real world data or using algorithmic optimization methods to adjust the building parameters. However, some simulations engines, like E+, are computationally expensive, which makes repeatedly evaluating the simulation engine costly. This work explores addressing this issue by automatically discovering the simulation's internal input and output dependencies from 20 Gigabytes of E+ simulation data, future extensions will use 200 Terabytes of E+ simulation data. The model is validated by inferring building parameters for E+ simulations with ground truth building parameters. Our results indicate that the model accurately represents parameter means with some deviation from the means, but does not support inferring parameter values that exist on the distribution's tail.
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As an important Markov chain Monte Carlo (MCMC) method, the stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. Furthermore, SGLD typically suffers from a slow convergence rate due to its large variance caused by the stochastic gradient. In order to alleviate these drawbacks, we leverage the recently developed Laplacian smoothing technique and propose a Laplacian smoothing stochastic gradient Langevin dynamics (LS-SGLD) algorithm. We prove that for sampling from both log-concave and non-log-concave densities, LS-SGLD achieves strictly smaller discretization error in 2-Wasserstein distance, although its mixing rate can be slightly slower. Experiments on both synthetic and real datasets verify our theoretical results and demonstrate the superior performance of LS-SGLD on different machine learning tasks including posterior sampling, Bayesian logistic regression, and training Bayesian convolutional neural networks.
Here, Bayesian networks have been used extensively to model and discover dependency relationships among sets of random variables. We learn Bayesian network structure with a combination of human knowledge about the partial ordering of variables and statistical inference of conditional dependencies from observed data. Our approach leverages complementary information from human knowledge and inference from observed data to produce networks that reflect human beliefs about the system as well as to fit the observed data. Applying prior beliefs about partial orderings of variables is an approach distinctly different from existing methods that incorporate prior beliefs about direct dependencies (or edges) in a Bayesian network. We provide an efficient implementation of the partial-order prior in a Bayesian structure discovery learning algorithm, as well as an edge prior, showing that both priors meet the local modularity requirement necessary for an efficient Bayesian discovery algorithm. In benchmark studies, the partial-order prior improves the accuracy of Bayesian network structure learning as well as the edge prior, even though order priors are more general. Our primary motivation is in characterizing the evolution of families of malware to aid cyber security analysts. For the problem of malware phylogeny discovery, we find that our algorithm, compared to existing malware phylogeny algorithms, more accurately discovers true dependencies that are missed by other algorithms.
Recently, combinations of generative and Bayesian deep learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated distribution originating from limited training statistics. The interpretation of a distribution-wide uncertainty however remains ill-defined. We show a clear scheme for quantifying the calibration of Bayesian generative machine learning models. For a Continuous Normalizing Flow applied to a low-dimensional toy example, we evaluate the calibration of Bayesian uncertainties from either a mean-field Gaussian weight posterior, or Monte Carlo sampling network weights, to gauge their behaviour on unsteady distribution edges. Well calibrated uncertainties can then be used to roughly estimate the number of uncorrelated truth samples that are equivalent to the generated sample and clearly indicate data amplification for smooth features of the distribution.
The small-scale microphysical processes governing the formation of precipitation particles cannot be resolved explicitly by cloud resolving and climate models. Instead, they are represented by microphysics schemes that are based on a combination of theoretical knowledge, statistical assumptions, and fitting to data (“tuning”). Historically, tuning was done in an ad hoc fashion, leading to parameter choices that are not explainable or repeatable. Recent work has treated it as an inverse problem that can be solved by Bayesian inference. The posterior distribution of the parameters given the data—the solution of Bayesian inference—is found through computationally expensive sampling methods, which require over $\mathcal{O}$(10 5 ) evaluations of the forward model; this is prohibitive for many models. We present a proof of concept of Bayesian learning applied to a new bulk microphysics scheme named “Cloudy,” using the recently developed Calibrate-Emulate-Sample (CES) algorithm. Cloudy models collision-coalescence and collisional breakup of cloud droplets with an adjustable number of prognostic moments and with easily modifiable assumptions for the cloud droplet mass distribution and the collision kernel. The CES algorithm uses machine learning tools to accelerate Bayesian inference by reducing the number of forward evaluations needed to $\mathcal{O}$(10 2 ). It also exhibits a smoothing effect when forward evaluations are polluted by noise. In a suite of perfect-model experiments, we show that CES enables computationally efficient Bayesian inference of parameters in Cloudy from noisy observations of moments of the droplet mass distribution. In an additional imperfect-model experiment, a collision kernel parameter is successfully learned from output generated by a Lagrangian particle-based microphysics model.
This literature review discusses different methods under the general rubric of learning Bayesian networks from data, and more generally, learning probabilistic graphical models. Because many problems in artificial intelligence, statistics and neural networks can be represented as a probabilistic graphical model, this area provides a unifying perspective on learning. This paper organizes the research in this area along methodological lines of increasing complexity.
Bayesian inverse modeling techniques are computationally expensive because many forward simulations are needed when sampling the posterior distribution of the parameters. Here, in this paper, we combine the implicit sampling method and generalized polynomial chaos expansion (gPCE) to significantly reduce the computational cost of performing Bayesian inverse modeling. There are three steps in this approach: (1) find the maximizer of the likelihood function using deterministic approaches; (2) construct a gPCE-based surrogate model using the results from a limited number of forward simulations; and (3) efficiently sample the posterior distribution of the parameters using implicit sampling method. The cost of constructing the gPCE-based surrogate model is further decreased by using sparse Bayesian learning to reduce the number of gPCE coefficients that have to be determined. We demonstrate the approach for a synthetic ponded infiltration experiment simulated with TOUGH2. The surrogate model is highly accurate with mean relative error that is < 0.035% in predicting saturation and < 0.25% in predicting the likelihood function. The posterior distribution of the parameters obtained using our proposed technique is nearly indistinguishable from the results obtained from either an implicit sampling method or a Markov chain Monte Carlo method utilizing the full mode.
Carbon capture and storage (CCS) is one approach being studied by the U.S. Department of Energy to help mitigate global warming. The process involves capturing CO 2 emissions from industrial sources and permanently storing them in deep geologic formations (storage reservoirs). However, CCS projects generally target “green field sites,” where there is often little characterization data and therefore large uncertainty about the petrophysical properties and other geologic attributes of the storage reservoir. Consequently, ensemble-based approaches are often used to forecast multiple realizations prior to CO 2 injection to visualize a range of potential outcomes. In addition, monitoring data during injection operations are used to update the pre-injection forecasts and thereby improve agreement between forecasted and observed behavior. Thus, a system for generating accurate, timely forecasts of pressure buildup and CO 2 movement and distribution within the storage reservoir and for updating those forecasts via monitoring measurements becomes crucial. This study proposes a learning-based prediction method that can accurately and rapidly forecast spatial distribution of CO 2 concentration and pressure with uncertainty quantification without relying on traditional inverse modeling. The machine learning techniques include dimension reduction, multivariate data analysis, and Bayesian learning. The outcome is expected to provide CO 2 storage site operators with an effective tool for timely and informative decision making based on limited simulation and monitoring data.
A modern power system is characterized by an increasing penetration of wind power, which results in large uncertainties in its states. These uncertainties must be quantified properly; otherwise, the system security may be threatened. Facing this challenge, here we propose a cost-effective, data-driven approach to assessing a power system's load margin probabilistically. Using actual wind data, a kernel density estimator is applied to infer the nonparametric wind speed distributions, which are further merged into the framework of a vine copula. The latter enables us to simulate complex multivariate and highly dependent model inputs with a variety of bivariate copulae that precisely represent the tail dependence in the correlated samples. Furthermore, to reduce the prohibitive computational time of traditional Monte-Carlo simulations that process a large amount of samples, we propose to use a nonparametric, Gaussian-process-emulator-based reduced-order model to replace the original complicated continuation power-flow model through a Bayesian-learning framework. To accelerate the convergence rate of this Bayesian algorithm, a truncated polynomial chaos surrogate, which serves as a highly efficient, parametric Bayesian prior, is developed. This emulator allows us to execute the time-consuming continuation power-flow solver at the sampled values with a negligible computational cost. Results of simulations that are performed on several test systems reveal the impressive performance of the proposed method in the probabilistic load-margin assessment.
Carbon capture and storage is one strategy to reduce greenhouse gas emissions. One approach to storing the captured CO2 is to inject it into deep saline aquifers. However, dynamics of the injected CO2 plume is uncertain and the potential for leakage back to the atmosphere must be assessed. Thus, accurate and timely forecasts of CO2 storage via real-time measurements integration becomes very crucial. This study proposes a learning-based, inverse-free prediction method that can accurately and rapidly forecast CO2 movement and distribution with uncertainty quantification based on limited simulation and observation data. The machine learning techniques include dimension reduction, multivariate data analysis, and Bayesian learning. The outcome is expected to provide CO2 storage site operators with an effective tool for real-time decision making.