The transduction of sequence has been mostly done by recurrent networks, which are computationally demanding and often underestimate uncertainty severely. We propose a computationally efficient attention-based network combined with the Gaussian process regression to generate real-valued sequence, which we call the Attentive-GP. The proposed model not only improves the training efficiency by dispensing recurrence and convolutions but also learns the factorized generative distribution with Bayesian representation. However, the presence of the GP precludes the commonly used mini-batch approach to the training of the attention network. Therefore, we develop a block-wise training algorithm to allow mini-batch training of the network while the GP is trained using full-batch, resulting in a scalable training method. The algorithm has been proved to converge and shows comparable, if not better, quality of the found solution. As the algorithm does not assume any specific network architecture, it can be used with a wide range of hybrid models such as neural networks with kernel machine layers in the scarcity of resources for computation and memory.
Probabilistic Data-Driven Modelling of Astrophysical Transients: The Neural Process Family for Ultrafast and Class-Agnostic Light Curve Reconstruction with NightLANP
NASA FINESST Fellow；Department of Physics and Astronomy, University of Delaware（物理与天文学系，德雷克塞尔大学）；University of Delaware, Data Science Institute（德雷克塞尔大学数据科学研究所）；Joseph R. Biden, Jr. School of Public Policy and Administration, University of Delaware（德雷克塞尔大学公共政策与行政学院）；Vera C. Rubin Observatory（维拉·鲁宾天文台）；Division of Physics, Mathematics, and Astronomy, California Institute of Technology（物理、数学与天文学系，加州理工学院）；Center for Data Driven Discovery, California Institute of Technology（数据驱动发现中心，加州理工学院）
University of Copenhagen（哥本哈根大学）；Technical University of Denmark（丹麦技术大学）
Latent variable models (LVMs) learn probabilistic models of data manifolds lying in an \emph{ambient} Euclidean space. In a number of applications, a priori known spatial constraints can shrink the ambient space into a considerably smaller manifold. Additionally, in these applications the Euclidean geometry might induce a suboptimal similarity measure, which could be improved by choosing a different metric. Euclidean models ignore such information and assign probability mass to data points that can never appear as data, and vastly different likelihoods to points that are similar under the desi…
In patients with atrial fibrillation, local activation time (LAT) maps are routinely used for characterising patient pathophysiology. The gradient of LAT maps can be used to calculate conduction velocity (CV), which directly relates to material conductivity and may provide an important measure of atrial substrate properties. Including uncertainty in CV calculations would help with interpreting the reliability of these measurements. Here, we build upon a recent insight into reduced-rank Gaussian processes (GP) to perform probabilistic interpolation of uncertain LAT directly on human atrial mani…
We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be represented as an undirected graph (or Markov random field), but most algorithms for learning this structure are restricted to the discrete or Gaussian cases. Our new approach allows for more realistic and accurate descriptions of the distribution in question, and in turn better estimates of its sparse Markov structure. Sparsity in the graph is of interest as it can…
Sparse Gaussian processes and various extensions thereof are enabled through inducing points, that simultaneously bottleneck the predictive capacity and act as the main contributor towards model complexity. However, the number of inducing points is generally not associated with uncertainty which prevents us from applying the apparatus of Bayesian reasoning for identifying an appropriate trade-off. In this work we place a point process prior on the inducing points and approximate the associated posterior through stochastic variational inference. By letting the prior encourage a moderate number …
Probabilistic matrix factorization (PMF) is a powerful method for modeling data associated with pairwise relationships, finding use in collaborative filtering, computational biology, and document analysis, among other areas. In many domains, there is additional information that can assist in prediction. For example, when modeling movie ratings, we might know when the rating occurred, where the user lives, or what actors appear in the movie. It is difficult, however, to incorporate this side information into the PMF model. We propose a framework for incorporating side information by coupling to…
University of Toronto（多伦多大学）；University of Edinburgh（爱丁堡大学）
Probabilistic matrix factorization (PMF) is a powerful method for modeling data associ- ated with pairwise relationships, Finding use in collaborative Filtering, computational bi- ology, and document analysis, among other areas. In many domains, there are additional covariates that can assist in prediction. For example, when modeling movie ratings, we might know when the rating occurred, where the user lives, or what actors appear in the movie. It is difficult, however, to incorporate this side information into the PMF model. We propose a framework for incorporating side information by couplin…
School of Artificial Intelligence, Beijing University of Posts and Telecommunications（北京邮电大学人工智能学院）；School of Electrical and Data Engineering, University of Technology Sydney（悉尼科技大学电气与数据工程学院）
Channel attention mechanisms have been commonly applied in many visual tasks for effective performance improvement. It is able to reinforce the informative channels as well as to suppress the useless channels. Recently, different channel attention modules have been proposed and implemented in various ways. Generally speaking, they are mainly based on convolution and pooling operations. In this paper, we propose Gaussian process embedded channel attention (GPCA) module and further interpret the channel attention schemes in a probabilistic way. The GPCA module intends to model the correlations a…
Bayesian neural networks provide a direct and natural way to extend standard deep neural networks to support probabilistic deep learning through the use of probabilistic layers that, traditionally, encode weight (and bias) uncertainty. In particular, hybrid Bayesian neural networks utilize standard deterministic layers together with few probabilistic layers judicially positioned in the networks for uncertainty estimation. A major aspect and benefit of Bayesian inference is that priors, in principle, provide the means to encode prior knowledge for use in inference and prediction. However, it is…
Université Paris-Est Marne-la-Vallée（巴黎东马恩拉瓦莱大学）；University of Southern California（南加州大学）
This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the following assumptions: 1) neither the prior model nor the likelihood function are Gaussian and neither can be approximated by a Gaussian measure; 2) the number of functional input (system parameters) and functional output (quantity of interest) can be large; 3) the number of available realizations of the prior model is small, leading to the small-data challenge t…
Federal University of Rio de Janeiro（里约热内卢联邦大学）；Queen Mary University of London（伦敦玛丽女王大学）；Barcelona Supercomputing Center（巴塞罗那超级计算中心）
Accurate determination of fuel properties of complex mixtures over a wide range of pressure and temperature conditions is essential to utilizing alternative fuels. The present work aims to construct cheap-to-compute machine learning (ML) models to act as closure equations for predicting the physical properties of alternative fuels. Those models can be trained using the database from MD simulations and/or experimental measurements in a data-fusion-fidelity approach. Here, Gaussian Process (GP) and probabilistic generative models are adopted. GP is a popular non-parametric Bayesian approach to b…
Sheffield Institute for Translational Neuroscience（谢菲尔德转化神经科学研究所）
We investigate the geometrical structure of probabilistic generative dimensionality reduction models using the tools of Riemannian geometry. We explicitly define a distribution over the natural metric given by the models. We provide the necessary algorithms to compute expected metric tensors where the distribution over mappings is given by a Gaussian process. We treat the corresponding latent variable model as a Riemannian manifold and we use the expectation of the metric under the Gaussian process prior to define interpolating paths and measure distance between latent points. We show how dist…
University of Cambridge（剑桥大学）；University of Oxford（牛津大学）；Northeastern University（东北大学）
Existing methods for structure discovery in time series data construct interpretable, compositional kernels for Gaussian process regression models. While the learned Gaussian process model provides posterior mean and variance estimates, typically the structure is learned via a greedy optimization procedure. This restricts the space of possible solutions and leads to over-confident uncertainty estimates. We introduce a fully Bayesian approach, inferring a full posterior over structures, which more reliably captures the uncertainty of the model.
Royal Holloway, University of London（伦敦大学皇家霍洛威学院）；Massachusetts Institute of Technology（麻省理工学院）
Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or regression applications require specification and inference over complex covariance functions that do not admit simple analytical posteriors. This paper shows how to embed Gaussian processes in any higher-order probabilistic programming language, using an idiom based on memoization, and demonstrates its utility by implementing and extending classic and stat…
This article presents a novel approach to construct Intrinsic Gaussian Processes for regression on unknown manifolds with probabilistic metrics (GPUM) in point clouds. In many real world applications, one often encounters high dimensional data (e.g. point cloud data) centred around some lower dimensional unknown manifolds. The geometry of manifold is in general different from the usual Euclidean geometry. Naively applying traditional smoothing methods such as Euclidean Gaussian Processes (GPs) to manifold valued data and so ignoring the geometry of the space can potentially lead to highly misl…
Good sparse approximations are essential for practical inference in Gaussian Processes as the computational cost of exact methods is prohibitive for large datasets. The Fully Independent Training Conditional (FITC) and the Variational Free Energy (VFE) approximations are two recent popular methods. Despite superficial similarities, these approximations have surprisingly different theoretical properties and behave differently in practice. We thoroughly investigate the two methods for regression both analytically and through illustrative examples, and draw conclusions to guide practical applicat…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric and as such are arguably more flexible, have a greater capacity to generalise, and provide better calibrated uncertainty estimates than alternative deep models. The focus of this paper is scalable approximate Bayesian learning of these networks. The paper develops a novel and efficient extension of probabilistic backpropagation, a state-of-the-art method for …
Probabilistic Wind Power Modelling via Heteroscedastic Non-Stationary Gaussian Processes
Department of Statistical Science, University College London（统计科学系，伦敦大学学院）；Department of Engineering, University of Cambridge（工程系，剑桥大学）；Department of Statistics, Athens University of Economics and Business（统计系，雅典经济与商业大学）
Flow Matching with Gaussian Process Priors for Probabilistic Time Series Forecasting
School of Computation, Information and Technology, Technical University of Munich（计算、信息与技术学院，慕尼黑技术大学）；Munich Data Science Institute（慕尼黑数据科学研究所）；Munich Center for Machine Learning（慕尼黑机器学习中心）
In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric Bayesian inference-based uncertainty propagation approach, called Gaussian Process (GP). We also suggest a new type of sensitivity called Subspace-wise Sensitivity, using observations on the interpretability of GP-POPF hyperparameters. The simulation results on 14-bus and 30-bus systems show that the proposed method provides reasonably accurate solutions whe…
Predicting surrounding vehicle behaviors are critical to autonomous vehicles when negotiating in multi-vehicle interaction scenarios. Most existing approaches require tedious training process with large amounts of data and may fail to capture the propagating uncertainty in interaction behaviors. The multi-vehicle behaviors are assumed to be generated from a stochastic process. This paper proposes an attentive recurrent neural process (ARNP) approach to overcome the above limitations, which uses a neural process (NP) to learn a distribution of multi-vehicle interaction behavior. Our proposed mo…
Learning of low dimensional structure in multidimensional data is a canonical problem in machine learning. One common approach is to suppose that the observed data are close to a lower-dimensional smooth manifold. There are a rich variety of manifold learning methods available, which allow mapping of data points to the manifold. However, there is a clear lack of probabilistic methods that allow learning of the manifold along with the generative distribution of the observed data. The best attempt is the Gaussian process latent variable model (GP-LVM), but identifiability issues lead to poor per…
Center for High Technology Materials（高技术材料中心）；University of New Mexico（新墨西哥大学）
This work investigates application of different machine learning based prediction methodologies to estimate the performance of silicon based textured cells. Concept of confidence bound regions is introduced and advantages of this concept are discussed in detail. Results show that reflection profiles and depth dependent optical generation profiles can be accurately estimated using Gaussian processes with exact knowledge of uncertainty in the prediction values.It is also shown that cell design parameters can be estimated for a desired performance metric.
Işık University（伊希克大学）；University of Louisiana at Lafayette（路易斯安那大学拉斐特分校）；University of Southern California（南加州大学）
Alzheimer's disease is a major cause of dementia. Its diagnosis requires accurate biomarkers that are sensitive to disease stages. In this respect, we regard probabilistic classification as a method of designing a probabilistic biomarker for disease staging. Probabilistic biomarkers naturally support the interpretation of decisions and evaluation of uncertainty associated with them. In this paper, we obtain probabilistic biomarkers via Gaussian Processes. Gaussian Processes enable probabilistic kernel machines that offer flexible means to accomplish Multiple Kernel Learning. Exploiting this fl…
In this work, we consider the inverse problem of reconstructing the internal structure of an object from limited x-ray projections. We use a Gaussian process prior to model the target function and estimate its (hyper)parameters from measured data. In contrast to other established methods, this comes with the advantage of not requiring any manual parameter tuning, which usually arises in classical regularization strategies. Our method uses a basis function expansion technique for the Gaussian process which significantly reduces the computational complexity and avoids the need for numerical inte…
We present a two-stage Metropolis-Hastings algorithm for sampling probabilistic models, whose log-likelihood is computationally expensive to evaluate, by using a surrogate Gaussian Process (GP) model. The key feature of the approach, and the difference w.r.t. previous works, is the ability to learn the target distribution from scratch (while sampling), and so without the need of pre-training the GP. This is fundamental for automatic and inference in Probabilistic Programming Languages In particular, we present an alternative first stage acceptance scheme by marginalising out the GP distributed…
School of Electrical and Electronics Engineering, Nanyang Technological University（南洋理工大学电气与电子工程学院）
In this work, we propose a non-parametric probabilistic load flow (NP-PLF) technique based on the Gaussian Process (GP) learning to understand the power system behavior under uncertainty for better operational decisions. The technique can provide "semi-explicit" power flow solutions by implementing the learning and testing steps which map control variables to inputs. The proposed NP-PLF leverages upon GP upper confidence bound (GP-UCB) sampling algorithm. The salient features of this NP-PLF method are: i) applicable for power flow problem having power injection uncertainty with an unknown clas…
The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing detrending methods, its probabilistic foundations are still unclear. In this paper we study probabilistic properties of DFA for Gaussian processes. The main attention is paid to the distribution of the squared error sum of the detrended process. This allows us to find the expected value and the variance of the fluctuation function of DFA for a Gaussian proc…
RWTH Aachen University（亚琛工业大学）；Ingenieurgesellschaft Auto und Verkehr (IAV)（IAV汽车与交通工程公司）；Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in demanding applications, robustness to uncertainty remains an important challenge. Since Bayesian methods quantify uncertainty of the learning results, it is natural to incorporate these uncertainties into a robust design. In contrast to most state-of-the-art approaches that consider worst-case estimates, we leverage the learning method's posterior distribution i…
Infinite-dimensional spherical-radial decomposition for probabilistic functions, with application to constrained optimal control and Gaussian process regression
Courant Institute School of Mathematics, Computing and Data Science（Courant学院数学、计算与数据科学系）
Pacific Northwest National Laboratory（太平洋西北国家实验室）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
Real-time state estimation and forecasting is critical for efficient operation of power grids. In this paper, a physics-informed Gaussian process regression (PhI-GPR) method is presented and used for probabilistic forecasting and estimating the phase angle, angular speed, and wind mechanical power of a three-generator power grid system using sparse measurements. In standard data-driven Gaussian process regression (GPR), parameterized models for the prior statistics are fit by maximizing the marginal likelihood of observed data, whereas in PhI-GPR, we compute the prior statistics by solving sto…
China Jiliang University（中国计量大学）；Michigan Technological University（密歇根理工大学）
Rolling bearings are subject to various faults due to its long-time operation under harsh environment, which will lead to unexpected breakdown of machinery system and cause severe accidents. Deep learning methods recently have gained growing interests and extensively applied in the data-driven bearing fault diagnosis. However, current deep learning methods perform the bearing fault diagnosis in the form of deterministic classification, which overlook the uncertainties that inevitably exist in actual practice. To tackle this issue, in this research we develop a probabilistic fault diagnosis fra…
Gaussian processes are powerful non-parametric probabilistic models for stochastic functions. However, the direct implementation entails a complexity that is computationally intractable when the number of observations is large, especially when estimated with fully Bayesian methods such as Markov chain Monte Carlo. In this paper, we focus on a low-rank approximate Bayesian Gaussian processes, based on a basis function approximation via Laplace eigenfunctions for stationary covariance functions. The main contribution of this paper is a detailed analysis of the performance, and practical recommen…
We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement sequence to consist of the observations of the difference between the derivative of the GP and the vector field evaluated at the GP---which are all identically zero at the solution of the ODE. When the GP has a state-space representation, the problem can be reduced to a non-linear Bayesian filtering problem and all widely-used approximations to the Bayesian f…
Multiple Instance Learning (MIL) is a weakly supervised learning paradigm that is becoming increasingly popular because it requires less labeling effort than fully supervised methods. This is especially interesting for areas where the creation of large annotated datasets remains challenging, as in medicine. Although recent deep learning MIL approaches have obtained state-of-the-art results, they are fully deterministic and do not provide uncertainty estimations for the predictions. In this work, we introduce the Attention Gaussian Process (AGP) model, a novel probabilistic attention mechanism …
With increasing concerns of climate change, renewable resources such as photovoltaic (PV) have gained popularity as a means of energy generation. The smooth integration of such resources in power system operations is enabled by accurate forecasting mechanisms that address their inherent intermittency and variability. This paper proposes a probabilistic framework to predict short-term PV output taking into account the uncertainty of weather. To this end, we make use of datasets that comprise of power output and meteorological data such as irradiance, temperature, zenith, and azimuth. First, we …
We present a continuous-time probabilistic approach for estimating the chirp signal and its instantaneous frequency function when the true forms of these functions are not accessible. Our model represents these functions by non-linearly cascaded Gaussian processes represented as non-linear stochastic differential equations. The posterior distribution of the functions is then estimated with stochastic filters and smoothers. We compute a (posterior) Cramér--Rao lower bound for the Gaussian process model, and derive a theoretical upper bound for the estimation error in the mean squared sense. The…
The increasing penetration of renewable energy along with the variations of the loads bring large uncertainties in the power system states that are threatening the security of power system planning and operation. Facing these challenges, this paper proposes a cost-effective, nonparametric method to quantify the impact of uncertain power injections on the load margins. First, we propose to generate system uncertain inputs via a novel vine copula due to its capability in simulating complex multivariate highly dependent model inputs. Furthermore, to reduce the prohibitive computational time requi…
Accurate forecasting of bus travel time and its uncertainty is critical to service quality and operation of transit systems; for example, it can help passengers make better decisions on departure time, route choice, and even transport mode choice and also support transit operators to make informed decisions on tasks such as crew/vehicle scheduling and timetabling. However, most existing approaches in bus travel time forecasting are based on deterministic models that provide only point estimation. To this end, we develop in this paper a Bayesian probabilistic forecasting model for bus travel ti…
Heteroscedastic Gaussian process regression, based on the concept of chained Gaussian processes, is used to build surrogates to predict site-specific loads on an offshore wind turbine. Stochasticity in the inflow turbulence and irregular waves results in load responses that are best represented as random variables rather than deterministic values. Moreover, the effect of these stochastic sources on the loads depends strongly on the mean environmental conditions -- for instance, at low mean wind speeds, inflow turbulence produces much less variability in loads than at high wind speeds. Statisti…
Involutive MCMC is a unifying mathematical construction for MCMC kernels that generalizes many classic and state-of-the-art MCMC algorithms, from reversible jump MCMC to kernels based on deep neural networks. But as with MCMC samplers more generally, implementing involutive MCMC kernels is often tedious and error-prone, especially when sampling on complex state spaces. This paper describes a technique for automating the implementation of involutive MCMC kernels given (i) a pair of probabilistic programs defining the target distribution and an auxiliary distribution respectively and (ii) a diff…
