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At least 37 records · Page 2

Gaussian processes meet NeuralODEs: a Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy data

We present a machine learning framework (GP-NODE) for Bayesian model discovery from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling and Gaussian Process priors over the observed system states. This allows us to exploit temporal correlations in the observed data, and efficiently infer posterior distributions over plausible models with quantified uncertainty. The use of the Finnish Horseshoe as a sparsity-promoting prior for free model parameters also enables the discovery of parsimonious representations for the latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed GP-NODE method including predator–prey systems, systems biology and a 50-dimensional human motion dynamical system. This article is part of the theme issue ‘Data-driven prediction in dynamical systems’.

Science & Technology - Other Topics↗

Observing partial states for systems with unmeasurable disturbances

This paper considers the problem of observing a set of linear functionals of states for systems with unmeasurable disturbances. A transfer function approach is adopted to characterize the set of observers for a given system. The result also has direct application to state estimation in decentralized control systems.

Wang, S.-H.↗

Dynamic Controllability of Partially Observable Temporal Plans

The formalism of Simple Temporal Networks provides methods for evaluating the feasibility of temporal plans. The basic formalism deals with the consistency of quantitative temporal requirements on scheduled events. Over time, the formalism has been extended to handle exogenous events with varying degrees of observability.A major problem that has only been partially solved before now involves a combination of observable and unobservable events. In this paper, we present a sound and complete solution to this problem.

Arthur Bit-Monnot↗

Do-calculus enables estimation of causal effects in partially observed biomolecular pathways

Abstract Motivation Estimating causal queries, such as changes in protein abundance in response to a perturbation, is a fundamental task in the analysis of biomolecular pathways. The estimation requires experimental measurements on the pathway components. However, in practice many pathway components are left unobserved (latent) because they are either unknown, or difficult to measure. Latent variable models (LVMs) are well-suited for such estimation. Unfortunately, LVM-based estimation of causal queries can be inaccurate when parameters of the latent variables are not uniquely identified, or when the number of latent variables is misspecified. This has limited the use of LVMs for causal inference in biomolecular pathways. Results In this article, we propose a general and practical approach for LVM-based estimation of causal queries. We prove that, despite the challenges above, LVM-based estimators of causal queries are accurate if the queries are identifiable according to Pearl’s do-calculus and describe an algorithm for its estimation. We illustrate the breadth and the practical utility of this approach for estimating causal queries in four synthetic and two experimental case studies, where structures of biomolecular pathways challenge the existing methods for causal query estimation. Availability and implementation The code and the data documenting all the case studies are available at https://github.com/srtaheri/LVMwithDoCalculus. Supplementary information Supplementary data are available at Bioinformatics online.

59 BASIC BIOLOGICAL SCIENCES↗

Learning Implicit Models of Complex Dynamical Systems From Partial Observations [Slides]

Conclusions: certain data-driven models do implicitly what physics simulations do explicitly; theoretical underpinnings in Koopman theory, delay-coordinate embeddings, and Mori-Zwanzig formalism; best approach for given system with finite data an open question; physics-informed machine learning (PIML) emerging framework for combining explicit and implicit modeling.

97 MATHEMATICS AND COMPUTING↗

Towards sub-optimal stochastic control of partially observable stochastic systems

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

Ruzicka, G. J.↗

Towards sub-optimal stochastic control of partially observable stochastic systems

The paper deals with a class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in n dimensions is proved.

Ruzicka, G. J.↗

Adaptive Stress Testing: Finding Likely Failure Events with Reinforcement Learning

Finding the most likely path to a set of failure states is important to the analysis of safety-critical systems that operate over a sequence of time steps, such as aircraft collision avoidance systems and autonomous cars. In many applications such as autonomous driving, failures cannot be completely eliminated due to the complex stochastic environment in which the system operates.As a result, safety validation is not only concerned about whether a failure can occur, but also discovering which failures are most likely to occur. This article presents adaptive stress testing (AST), a framework for finding the most likely path to a failure event in simulation. We consider a general black box setting for partially observable and continuous-valued systems operating in an environment with stochastic disturbances. We formulate the problem as a Markov decision process and use reinforcement learning to optimize it. The approach is simulation-based and does not require internal knowledge of the system, making it suitable for black-box testing of large systems. We present different formulations depending on whether the state is fully observable or partially observable. In the latter case, we present a modified Monte Carlo tree search algorithm that only requires access to the pseudorandom number generator of the simulator to overcome partial observability. We also present an extension of the framework, called differential adaptive stress testing (DAST), that can find failures that occur in one system but not in another. This type of differential analysis is useful in applications such as regression testing, where we are concerned with finding areas of relative weakness compared to a baseline. We demonstrate the effectiveness of the approach on an aircraft collision avoidance application, where a prototype aircraft collision avoidance system is stress tested to find the most likely scenarios of near mid-air collision.

Verification and Validation↗

Matrix Completion for Improved Observability in Low-Voltage Distribution Grids

This paper considers the problem of recovering missing entries in a partially observed matrix from relatively few measurements (i.e., the so-called matrix completion problem) with the aim of increasing the presently limited observability of low-voltage distribution grids. To this end, the partially observed matrix is formed using scarce voltage magnitude measurements while accounting for their spatial information. Voltage readings are assumed to be collected from distribution utility sensors and/or geographically-distributed cable television network sensors located in immediate proximity to distribution grid nodes. A matrix completion approach built on the parameter-less singular value shrinkage technique is used to estimate voltage magnitudes at otherwise non-observable low-voltage nodes using a small number of single- or multiple-snapshot data. The effectiveness of the proposed approach is demonstrated using a U.S.-style distribution test system from the synthetic SMART- DS data set under very low- to moderate-observability conditions.

low-rank matrix completion↗

Magnetic Field Observations of Partial Ring Current during Storm Recovery Phase

We present results of an extensive survey of the magnetic field observations in the inner magnetosphere using 30 years of magnetospheric magnetic field data from Polar, Cluster, ISEE, and AMPTE/CCE missions. The purpose of this study is to understand the magnetic field evolution during the recovery phase of geomagnetic storms, and its implication to the ring current recovery and loss mechanisms of ring current particles. It is now commonly believed that a strong partial ring current is formed during the storm main phase due to the enhanced earthward convection of energetic ions from nightside plasma sheet. But the presence of a strong partial ring current throughout the recovery phase remains controversial. The magnetic field generated by the ring current inflates the inner magnetosphere and causes magnetic field depressions in the equatorial magnetosphere. During the storm recovery phase, we find that the distribution of the equatorial magnetic field depression exhibits similar local time dependence as the ring current distribution obtained from the combined dataset in the earlier study. It shows that a strong partial ring current is a permanent feature throughout the recovery phase. In the early recovery phase, the partial ring current peaks near the dusk terminator as indicated by the peak of the magnetic field depression. As the recovery phase progresses, the partial ring current decays most quickly near the dusk and results in a dusk-to-midnight moving of the peak of the partial ring current. Thus the loss mechanisms work most effectively near the dusk. The magnetic field depression increases the gyroradius of ring current protons to a scale greater or comparable to the thickness of the magnetopause, which increases the chance of ion drift loss near the dusk magnetopause at larger L-shell (L greater than 5). But the drift loss mechanism alone cannot explain the loss of ring current ions especially in the smaller L-shell (L less than 5). The precipitation loss due to wave-particle interaction is most likely the dominant loss mechanism in the small L-shell as it works most effectively at the same local time.

Le, G.↗