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arXiv 2301.13271cs.LGstat.ML
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用于从任意数量多保真度数据集学习的概率神经数据融合

Probabilistic Neural Data Fusion for Learning from an Arbitrary Number of Multi-fidelity Data Sets

University of California, Irvine(加州大学欧文分校);Northwood High School(诺斯伍德高中)

Carlos Mora, Jonathan Tammer Eweis-Labolle, Tyler Johnson, Likith Gadde, Ramin Bostanabad

AI总结:

针对数据稀缺、多源保真度与成本各异的场景,提出将多保真度建模转化为非线性流形学习的概率神经网络架构,可量化两类不确定性并提升预测性能。

摘要:

在工程与科学领域的诸多应用中,分析人员可同时获取多个数据源。在此类场景下,可通过数据融合或多保真度(MF)建模降低信息获取的总体成本,即利用低成本的低保真度(LF)数据源减少对昂贵高保真度(HF)数据的依赖。本文中,我们将神经网络(NNs)应用于数据极度稀缺、且数据来自保真度与成本各异的任意数量数据源的场景下的数据融合任务。我们提出一种独特的NN架构,将多保真度建模转化为非线性流形学习问题。该NN架构在一个可解释、可可视化的流形中逆向学习低保真度数据源的非平凡(如非加性、非层级式)偏差,每个数据源都通过低维分布在该流形中编码。该概率流形可量化模型形式不确定性,使得偏差较小的低保真度数据源被编码在靠近高保真度数据源的位置。此外,我们为NN的输出赋予参数化分布,不仅可量化偶然不确定性,还能基于严格恰当评分规则重新构建网络的损失函数,提升模型在未见过的高保真度数据上的鲁棒性与准确性。通过一组解析算例与工程算例,我们证明所提方法在量化各类来源不确定性的同时,具备出色的预测能力。

英文摘要:

In many applications in engineering and sciences analysts have simultaneous access to multiple data sources. In such cases, the overall cost of acquiring information can be reduced via data fusion or multi-fidelity (MF) modeling where one leverages inexpensive low-fidelity (LF) sources to reduce the reliance on expensive high-fidelity (HF) data. In this paper, we employ neural networks (NNs) for data fusion in scenarios where data is very scarce and obtained from an arbitrary number of sources with varying levels of fidelity and cost. We introduce a unique NN architecture that converts MF modeling into a nonlinear manifold learning problem. Our NN architecture inversely learns non-trivial (e.g., non-additive and non-hierarchical) biases of the LF sources in an interpretable and visualizable manifold where each data source is encoded via a low-dimensional distribution. This probabilistic manifold quantifies model form uncertainties such that LF sources with small bias are encoded close to the HF source. Additionally, we endow the output of our NN with a parametric distribution not only to quantify aleatoric uncertainties, but also to reformulate the network's loss function based on strictly proper scoring rules which improve robustness and accuracy on unseen HF data. Through a set of analytic and engineering examples, we demonstrate that our approach provides a high predictive power while quantifying various sources uncertainties.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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