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Register a new userPropagating Uncertainty through the tanh Function with Application to Reservoir Computing
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Many neural networks use the tanh activation function, however when given a probability distribution as input, the problem of computing the output distribution in neural networks with tanh activation has not yet been addressed. One important example is the initialization of the echo state network in reservoir computing, where random initialization of the reservoir requires time to wash out the initial conditions, thereby wasting precious data and computational resources. Motivated by this problem, we propose a novel solution utilizing a moment based approach to propagate uncertainty through an Echo State Network to reduce the washout time. In this work, we contribute two new methods to propagate uncertainty through the tanh activation function and propose the Probabilistic Echo State Network (PESN), a method that is shown to have better average performance than deterministic Echo State Networks given the random initialization of reservoir states. Additionally we test single and multi-step uncertainty propagation of our method on two regression tasks and show that we are able to recover similar means and variances as computed by Monte-Carlo simulations.
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Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This analysis allows to assess the confidence in the candidate solution and how it is reflected in the tasks that are typically performed after imaging (e.g., stratigraphic segmentation following reservoir characterization). Classically, uncertainty comes in the form of a probability distribution formulated from Bayesian principles, from which we seek to obtain samples. A popular solution involves Monte Carlo sampling. Here, we propose instead an approach characterized by training a deep network that pushes forward Gaussian random inputs into the model space (representing, for example, density or velocity) as if they were sampled from the actual posterior distribution. Such network is designed to solve a variational optimization problem based on the Kullback-Leibler divergence between the posterior and the network output distributions. This work is fundamentally rooted in recent developments for invertible networks. Special invertible architectures, besides being computational advantageous with respect to traditional networks, do also enable analytic computation of the output density function. Therefore, after training, these networks can be readily used as a new prior for a related inversion problem. This stands in stark contrast with Monte-Carlo methods, which only produce samples. We validate these ideas with an application to angle-versus-ray parameter analysis for reservoir characterization.
Spin waves propagating through a stripe domain structure and reservoir computing with their spin dynamics have been numerically studied with focusing on the relation between physical phenomena and computing capabilities. Our system utilizes a spin-wave-based device that has a continuous magnetic garnet film and 1-input/72-output electrodes on the top. To control spatially-distributed spin dynamics, a stripe magnetic domain structure and amplitude-modulated triangular input waves were used. The spatially-arranged electrodes detected spin vector outputs with various nonlinear characteristics that were leveraged for reservoir computing. By moderately suppressing nonlinear phenomena, our system achieves 100$%$ prediction accuracy in temporal exclusive-OR (XOR) problems with a delay step up to 5. At the same time, it shows perfect inference in delay tasks with a delay step more than 7 and its memory capacity has a maximum value of 21. This study demonstrated that our spin-wave-based reservoir computing has a high potential for edge-computing applications and also can offer a rich opportunity for further understanding of the underlying nonlinear physics.
Bayesian optimisation is a sample-efficient search methodology that holds great promise for accelerating drug and materials discovery programs. A frequently-overlooked modelling consideration in Bayesian optimisation strategies however, is the representation of heteroscedastic aleatoric uncertainty. In many practical applications it is desirable to identify inputs with low aleatoric noise, an example of which might be a material composition which consistently displays robust properties in response to a noisy fabrication process. In this paper, we propose a heteroscedastic Bayesian optimisation scheme capable of representing and minimising aleatoric noise across the input space. Our scheme employs a heteroscedastic Gaussian process (GP) surrogate model in conjunction with two straightforward adaptations of existing acquisition functions. First, we extend the augmented expected improvement (AEI) heuristic to the heteroscedastic setting and second, we introduce the aleatoric noise-penalised expected improvement (ANPEI) heuristic. Both methodologies are capable of penalising aleatoric noise in the suggestions and yield improved performance relative to homoscedastic Bayesian optimisation and random sampling on toy problems as well as on two real-world scientific datasets. Code is available at: url{https://github.com/Ryan-Rhys/Heteroscedastic-BO}
Metric elicitation is a recent framework for eliciting performance metrics that best reflect implicit user preferences. This framework enables a practitioner to adjust the performance metrics based on the application, context, and population at hand. However, available elicitation strategies have been limited to linear (or fractional-linear) functions of predictive rates. In this paper, we develop an approach to elicit from a wider range of complex multiclass metrics defined by quadratic functions of rates by exploiting their local linear structure. We apply this strategy to elicit quadratic metrics for group-based fairness, and also discuss how it can be generalized to higher-order polynomials. Our elicitation strategies require only relative preference feedback and are robust to both feedback and finite sample noise.
Reservoir computers (RC) are a form of recurrent neural network (RNN) used for forecasting timeseries data. As with all RNNs, selecting the hyperparameters presents a challenge when training onnew inputs. We present a method based on generalized synchronization (GS) that gives direction in designing and evaluating the architecture and hyperparameters of an RC. The auxiliary method for detecting GS provides a computationally efficient pre-training test that guides hyperparameterselection. Furthermore, we provide a metric for RC using the reproduction of the input systems Lyapunov exponentsthat demonstrates robustness in prediction.
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