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Register a new userSegmenting Hybrid Trajectories using Latent ODEs
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Added by
Ruian Shi
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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Smooth dynamics interrupted by discontinuities are known as hybrid systems and arise commonly in nature. Latent ODEs allow for powerful representation of irregularly sampled time series but are not designed to capture trajectories arising from hybrid systems. Here, we propose the Latent Segmented ODE (LatSegODE), which uses Latent ODEs to perform reconstruction and changepoint detection within hybrid trajectories featuring jump discontinuities and switching dynamical modes. Where it is possible to train a Latent ODE on the smooth dynamical flows between discontinuities, we apply the pruned exact linear time (PELT) algorithm to detect changepoints where latent dynamics restart, thereby maximizing the joint probability of a piece-wise continuous latent dynamical representation. We propose usage of the marginal likelihood as a score function for PELT, circumventing the need for model complexity-based penalization. The LatSegODE outperforms baselines in reconstructive and segmentation tasks including synthetic data sets of sine waves, Lotka Volterra dynamics, and UCI Character Trajectories.
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Human mobility drives major societal phenomena including epidemics, economies, and innovation. Historically, mobility was constrained by geographic distance, however, in the globalizing world, language, culture, and history are increasingly important. We propose using the neural embedding model word2vec for studying mobility and capturing its complexity. Word2ec is shown to be mathematically equivalent to the gravity model of mobility, and using three human trajectory datasets, we demonstrate that it encodes nuanced relationships between locations into a vector-space, providing a measure of effective distance that outperforms baselines. Focusing on the case of scientific mobility, we show that embeddings uncover cultural, linguistic, and hierarchical relationships at multiple levels of granularity. Connecting neural embeddings to the gravity model opens up new avenues for the study of mobility.
Reachability analysis for hybrid systems is an active area of development and has resulted in many promising prototype tools. Most of these tools allow users to express hybrid system as automata with a set of ordinary differential equations (ODEs) associated with each state, as well as rules for transitions between states. Significant effort goes into developing and verifying and correctly implementing those tools. As such, it is desirable to expand the scope of applicability tools of such as far as possible. With this goal, we show how compile-time transformations can be used to extend the basic hybrid ODE formalism traditionally supported in hybrid reachability tools such as SpaceEx or Flow*. The extension supports certain types of partial derivatives and equational constraints. These extensions allow users to express, among other things, the Euler-Lagrangian equation, and to capture practically relevant constraints that arise naturally in mechanical systems. Achieving this level of expressiveness requires using a binding time-analysis (BTA), program differentiation, symbolic Gaussian elimination, and abstract interpretation using interval analysis. Except for BTA, the other components are either readily available or can be easily added to most reachability tools. The paper therefore focuses on presenting both the declarative and algorithmic specifications for the BTA phase, and establishes the soundness of the algorithmic specifications with respect to the declarative one.
Continuous deep learning architectures have recently re-emerged as Neural Ordinary Differential Equations (Neural ODEs). This infinite-depth approach theoretically bridges the gap between deep learning and dynamical systems, offering a novel perspective. However, deciphering the inner working of these models is still an open challenge, as most applications apply them as generic black-box modules. In this work we open the box, further developing the continuous-depth formulation with the aim of clarifying the influence of several design choices on the underlying dynamics.
Modeling a systems temporal behaviour in reaction to external stimuli is a fundamental problem in many areas. Pure Machine Learning (ML) approaches often fail in the small sample regime and cannot provide actionable insights beyond predictions. A promising modification has been to incorporate expert domain knowledge into ML models. The application we consider is predicting the progression of disease under medications, where a plethora of domain knowledge is available from pharmacology. Pharmacological models describe the dynamics of carefully-chosen medically meaningful variables in terms of systems of Ordinary Differential Equations (ODEs). However, these models only describe a limited collection of variables, and these variables are often not observable in clinical environments. To close this gap, we propose the latent hybridisation model (LHM) that integrates a system of expert-designed ODEs with machine-learned Neural ODEs to fully describe the dynamics of the system and to link the expert and latent variables to observable quantities. We evaluated LHM on synthetic data as well as real-world intensive care data of COVID-19 patients. LHM consistently outperforms previous works, especially when few training samples are available such as at the beginning of the pandemic.
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