We introduce a novel gated recurrent unit (GRU) with a weighted time-delay feedback mechanism in order to improve the modeling of long-term dependencies in sequential data. This model is a discretized version of a continuous-time formulation of a recurrent unit, where the dynamics are governed by delay differential equations (DDEs). By considering a suitable time-discretization scheme, we propose $\tau$-GRU, a discrete-time gated recurrent unit with delay. We prove the existence and uniqueness of solutions for the continuous-time model, and we demonstrate that the proposed feedback mechanism can help improve the modeling of long-term dependencies. Our empirical results show that $\tau$-GRU can converge faster and generalize better than state-of-the-art recurrent units and gated recurrent architectures on a range of tasks, including time-series classification, human activity recognition, and speech recognition.
translated by 谷歌翻译
We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic equality constraints. We consider a fully stochastic setting, where in each iteration a single sample is generated to estimate the objective gradient. The algorithm adaptively selects the trust-region radius and, compared to the existing line-search StoSQP schemes, allows us to employ indefinite Hessian matrices (i.e., Hessians without modification) in SQP subproblems. As a trust-region method for constrained optimization, our algorithm needs to address an infeasibility issue -- the linearized equality constraints and trust-region constraints might lead to infeasible SQP subproblems. In this regard, we propose an \textit{adaptive relaxation technique} to compute the trial step that consists of a normal step and a tangential step. To control the lengths of the two steps, we adaptively decompose the trust-region radius into two segments based on the proportions of the feasibility and optimality residuals to the full KKT residual. The normal step has a closed form, while the tangential step is solved from a trust-region subproblem, to which a solution ensuring the Cauchy reduction is sufficient for our study. We establish the global almost sure convergence guarantee for TR-StoSQP, and illustrate its empirical performance on both a subset of problems in the CUTEst test set and constrained logistic regression problems using data from the LIBSVM collection.
translated by 谷歌翻译
我们引入了一种实用方法,以实施由神经网络(NNS)定义的功能的线性偏微分方程(PDE)约束,直至所需的公差。通过将隐式函数定理的可区分物理和应用中的应用结合到NN模型中,我们开发了可区分的PDE受限的NN层。在培训期间,我们的模型学习了一个功能系列,每个功能都定义了从PDE参数到PDE解决方案的映射。在推理时,该模型通过解决PDE受限的优化问题来发现学到家族中功能的最佳线性组合。我们的方法提供了有关感兴趣领域的连续解决方案,这些解决方案完全满足了所需的物理约束。我们的结果表明,与对无约束目标的训练相比,将硬约束直接纳入NN体系结构的测试错误要低得多。
translated by 谷歌翻译
物理知识的神经网络(PINN)将问题领域的物理知识作为对损失函数的软限制,但最近的工作表明这可能导致优化困难。在这里,我们研究了搭配点的位置对这些模型训练性的影响。我们发现,随着训练的进行,可以通过适应搭配点的位置来显着提高香草·皮恩的性能。具体而言,我们提出了一种新型的自适应搭配方案,该方案逐渐将更多的搭配点(不增加数量)分配给模型正在造成更高误差的区域(基于域中损失函数的梯度)。加上在任何优化失速过程中对训练的明智重新启动(通过简单地重新采样搭配点以调整损失景观)会导致预测错误的更好估计。我们提出了一些问题的结果,包括具有不同强迫函数的2D泊松和扩散 - 辅助系统。我们发现,针对这些问题的训练香草PINN可以导致解决方案中的预测误差高达70%,尤其是在低搭配点的状态下。相比之下,我们的自适应方案可以达到较小误差的顺序,其计算复杂性与基线相似。此外,我们发现自适应方法始终如一地执行PAR或比香草Pinn方法稍好,即使对于大型搭配点方案也是如此。所有实验的代码都是开源的。
translated by 谷歌翻译
训练大型神经网络(NN)模型需要广泛的记忆资源,而激活压缩训练(ACT)是减少训练记忆足迹的一种有前途的方法。本文介绍了GACT,这是一个ACT框架,旨在支持具有有限域知识的通用NN体系结构的广泛机器学习任务。通过分析ACT近似梯度的线性化版本,我们证明了GACT的收敛性,而没有有关操作员类型或模型体系结构的先验知识。为了使训练保持稳定,我们提出了一种算法,该算法通过估计运行时对梯度的影响来决定每个张量的压缩比。我们将GACT实施为Pytorch库,很容易适用于任何NN体系结构。GACT将卷积NN,变压器和图形NNS的激活记忆降低到8.1倍,从而使4.2倍至24.7倍的训练能够较大,而精度损失可忽略不计。
translated by 谷歌翻译
我们应用随机顺序二次编程(STOSQP)算法来求解受约束的非线性优化问题,在该问题是随机的,并且约束是确定性的。我们研究了一个完全随机的设置,其中每次迭代中只有一个样本可用于估计物镜的梯度和黑森州。我们允许stosqp选择一个随机架子$ \ bar {\ alpha} _t $适应性,使得$ \ beta_t \ leq \ leq \ bar {\ alpha} _t \ leq \ leq \ beta_t+beta_t+\ chi_t+\ chi_t $,wither = o(\ beta_t)$是预定的确定性序列。我们还允许STOSQP通过随机迭代求解器(例如,使用草图和项目方法)求解牛顿系统。而且我们不需要不精确的牛顿方向的近似误差即可消失。对于这个一般的STOSQP框架,我们建立了其最后一次迭代的渐近收敛速率,最差的案例迭代复杂性是副产品。我们执行统计推断。特别是,有了适当的衰减$ \ beta_t,\ chi_t $,我们表明:(i)STOSQP方案最多可以采用$ o(1/\ epsilon^4)$ iterations $ iterations $ iTerations以实现$ \ epsilon $ -Stationarity; (ii)几乎毫无疑问,$ \ |(x_t -x^\ star,\ lambda_t- \ lambda^\ star)\ | | = o(\ sqrt {\ beta_t \ log(1/\ beta_t)})+o(\ chi_t/\ beta_t)$,其中$(x_t,\ lambda_t)$是primal-dimal-dimal-dialal-dialal-dialal-dual stosqp itselmate; (iii)序列$ 1/\ sqrt {\ beta_t} \ cdot(x_t -x^\ star,\ lambda_t- \ lambda_t- \ lambda^\ star)$收敛到平均零高斯分布,具有非琐事的共价矩阵。此外,我们建立了$(x_t,\ lambda_t)$的Berry-Esseen,以定量地测量其分布功能的收敛性。我们还为协方差矩阵提供了实用的估计器,可以使用iTerates $ \ {(x_t,\ lambda_t)\} _ t $构建$(x^\ star,\ lambda^\ star)$的置信区间(x^\ star,\ lambda^\ star)$。我们的定理使用最可爱的测试集中的非线性问题验证。
translated by 谷歌翻译
估计大规模森林AGB和精细的空间决议对于温室气体会计,监测和验证工作以减轻气候变化的范围变得越来越重要。机载LiDAR对于在包括AGB在内的森林结构的属性建模非常有价值,但大多数LiDAR收集都发生在涵盖不规则,不连续的足迹的本地或区域尺度上,导致不同景观细分市场在各个时间点进行拼布。在这里,作为纽约州(美国)全州森林碳评估的一部分,我们解决了利用激光雷达拼布在景观尺度上的雷达拼凑而成的障碍,包括选择培训数据,对预测的区域或覆盖范围的特定模式的调查错误,并绘制与多个量表的现场清单一致。三种机器学习算法和一个集合模型经过FIA场测量,空气传播的激光雷达和地形,气候和心形地理训练。使用一组严格的地块选择标准,选择了801个FIA图,并从17个叶子覆盖范围(2014-2019)的拼布中绘制的共同定位的点云(2014-2019)。我们的合奏模型用于在预测定义的适用性区域(占激光雷达覆盖率的98%)内生成30 m AGB的预测表面,并将所得的AGB图与FIA绘图级别和面积估计值进行比较。我们的模型总体准确(%RMSE 22-45%; MAE 11.6-29.4 mg ha $^{ - 1} $; me 2.4-6.3 mg ha $^{ - 1} $),解释了73-80%的领域 - 观察到的变化,并得出与FIA基于设计的估计值一致的估计值(FIA 95%CI中的估计值的89%)。我们分享实用的解决方案,以使用LIDAR的时空拼布面临的挑战来满足不断增长的AGB映射需求,以支持森林碳会计和生态系统中的应用。
translated by 谷歌翻译
Novel plant communities reshape landscapes and pose challenges for land cover classification and mapping that can constrain research and stewardship efforts. In the US Northeast, emergence of low-statured woody vegetation, or shrublands, instead of secondary forests in post-agricultural landscapes is well-documented by field studies, but poorly understood from a landscape perspective, which limits the ability to systematically study and manage these lands. To address gaps in classification/mapping of low-statured cover types where they have been historically rare, we developed models to predict shrubland distributions at 30m resolution across New York State (NYS), using a stacked ensemble combining a random forest, gradient boosting machine, and artificial neural network to integrate remote sensing of structural (airborne LIDAR) and optical (satellite imagery) properties of vegetation cover. We first classified a 1m canopy height model (CHM), derived from a patchwork of available LIDAR coverages, to define shrubland presence/absence. Next, these non-contiguous maps were used to train a model ensemble based on temporally-segmented imagery to predict shrubland probability for the entire study landscape (NYS). Approximately 2.5% of the CHM coverage area was classified as shrubland. Models using Landsat predictors trained on the classified CHM were effective at identifying shrubland (test set AUC=0.893, real-world AUC=0.904), in discriminating between shrub/young forest and other cover classes, and produced qualitatively sensible maps, even when extending beyond the original training data. Our results suggest that incorporation of airborne LiDAR, even from a discontinuous patchwork of coverages, can improve land cover classification of historically rare but increasingly prevalent shrubland habitats across broader areas.
translated by 谷歌翻译
We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes popular algorithms such as Subsampled Newton and Newton Sketch. Despite using second-order information, these existing methods do not exhibit superlinear convergence, unless the stochastic noise is gradually reduced to zero during the iteration, which would lead to a computational blow-up in the per-iteration cost. We propose to address this limitation with Hessian averaging: instead of using the most recent Hessian estimate, our algorithm maintains an average of all the past estimates. This reduces the stochastic noise while avoiding the computational blow-up. We show that this scheme exhibits local $Q$-superlinear convergence with a non-asymptotic rate of $(\Upsilon\sqrt{\log (t)/t}\,)^{t}$, where $\Upsilon$ is proportional to the level of stochastic noise in the Hessian oracle. A potential drawback of this (uniform averaging) approach is that the averaged estimates contain Hessian information from the global phase of the method, i.e., before the iterates converge to a local neighborhood. This leads to a distortion that may substantially delay the superlinear convergence until long after the local neighborhood is reached. To address this drawback, we study a number of weighted averaging schemes that assign larger weights to recent Hessians, so that the superlinear convergence arises sooner, albeit with a slightly slower rate. Remarkably, we show that there exists a universal weighted averaging scheme that transitions to local convergence at an optimal stage, and still exhibits a superlinear convergence rate nearly (up to a logarithmic factor) matching that of uniform Hessian averaging.
translated by 谷歌翻译
物理建模对于许多现代科学和工程应用至关重要。从数据科学或机器学习的角度来看,更多的域 - 不可吻合,数据驱动的模型是普遍的,物理知识 - 通常表示为微分方程 - 很有价值,因为它与数据是互补的,并且可能有可能帮助克服问题例如数据稀疏性,噪音和不准确性。在这项工作中,我们提出了一个简单但功能强大且通用的框架 - 自动构建物理学,可以将各种微分方程集成到高斯流程(GPS)中,以增强预测准确性和不确定性量化。这些方程可以是线性或非线性,空间,时间或时空,与未知的源术语完全或不完整,等等。基于内核分化,我们在示例目标函数,方程相关的衍生物和潜在源函数之前构建了GP,这些函数全部来自多元高斯分布。采样值被馈送到两个可能性:一个以适合观测值,另一个符合方程式。我们使用美白方法来逃避采样函数值和内核参数之间的强依赖性,并开发出一种随机变分学习算法。在模拟和几个现实世界应用中,即使使用粗糙的,不完整的方程式,自动元素都显示出对香草GPS的改进。
translated by 谷歌翻译