Related papers: Sparse inference and active learning of stochastic…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…
Sparse regression on a library of candidate features has developed as the prime method to discover the partial differential equation underlying a spatio-temporal data-set. These features consist of higher order derivatives, limiting model…
This paper proposes a sparse Bayesian treatment of deep neural networks (DNNs) for system identification. Although DNNs show impressive approximation ability in various fields, several challenges still exist for system identification…
We develop new stochastic gradient methods for efficiently solving sparse linear regression in a partial attribute observation setting, where learners are only allowed to observe a fixed number of actively chosen attributes per example at…
Sparsity is a desirable attribute. It can lead to more efficient and more effective representations compared to the dense model. Meanwhile, learning sparse latent representations has been a challenging problem in the field of computer…
We propose a fast probabilistic framework for identifying differential equations governing the dynamics of observed data. We recast the SINDy method within a Bayesian framework and use Gaussian approximations for the prior and likelihood to…
We develop a method for reconstructing regulatory interconnection networks between variables evolving according to a linear dynamical system. The work is motivated by the problem of gene regulatory network inference, that is, finding causal…
Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data,…
We present a representation learning algorithm that learns a low-dimensional latent dynamical system from high-dimensional \textit{sequential} raw data, e.g., video. The framework builds upon recent advances in amortized inference methods…
Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…
We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…
Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…
Sparse inversion and classification problems are ubiquitous in modern data science and imaging. They are often formulated as non-smooth minimisation problems. In sparse inversion, we minimise, e.g., the sum of a data fidelity term and an…
Active Feature Acquisition is an instance-wise, sequential decision making problem. The aim is to dynamically select which feature to measure based on current observations, independently for each test instance. Common approaches either use…
We investigate active learning in the context of deep neural network models for change detection and map updating. Active learning is a natural choice for a number of remote sensing tasks, including the detection of local surface changes:…
The importance of interpretability of machine learning models has been increasing due to emerging enterprise predictive analytics, threat of data privacy, accountability of artificial intelligence in society, and so on. Piecewise linear…
This paper addresses the problem of learning linear dynamical systems from noisy observations. In this setting, existing algorithms either yield biased parameter estimates or have large sample complexities. We resolve these issues by…
In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…
Describing dynamic medical systems using machine learning is a challenging topic with a wide range of applications. In this work, the possibility of modeling the blood glucose level of diabetic patients purely on the basis of measured data…