Header logo is


2017


Thumb xl probls sketch n3 0 ei0
Probabilistic Line Searches for Stochastic Optimization

Mahsereci, M., Hennig, P.

Journal of Machine Learning Research, 18(119):1-59, November 2017 (article)

pn

link (url) Project Page [BibTex]

2017


link (url) Project Page [BibTex]


Thumb xl early stopping teaser
Early Stopping Without a Validation Set

Mahsereci, M., Balles, L., Lassner, C., Hennig, P.

arXiv preprint arXiv:1703.09580, 2017 (article)

Abstract
Early stopping is a widely used technique to prevent poor generalization performance when training an over-expressive model by means of gradient-based optimization. To find a good point to halt the optimizer, a common practice is to split the dataset into a training and a smaller validation set to obtain an ongoing estimate of the generalization performance. In this paper we propose a novel early stopping criterion which is based on fast-to-compute, local statistics of the computed gradients and entirely removes the need for a held-out validation set. Our experiments show that this is a viable approach in the setting of least-squares and logistic regression as well as neural networks.

ps pn

link (url) Project Page Project Page [BibTex]


no image
Krylov Subspace Recycling for Fast Iterative Least-Squares in Machine Learning

Roos, F. D., Hennig, P.

arXiv preprint arXiv:1706.00241, 2017 (article)

Abstract
Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time approximations, such as spectral and inducing-point methods, have been suggested and are now in wide use. These are low-rank approximations that choose the low-rank space a priori and do not refine it over time. While this allows linear cost in the data-set size, it also causes a finite, uncorrected approximation error. Authors from numerical linear algebra have explored ways to iteratively refine such low-rank approximations, at a cost of a small number of matrix-vector multiplications. This idea is particularly interesting in the many situations in machine learning where one has to solve a sequence of related symmetric positive definite linear problems. From the machine learning perspective, such deflation methods can be interpreted as transfer learning of a low-rank approximation across a time-series of numerical tasks. We study the use of such methods for our field. Our empirical results show that, on regression and classification problems of intermediate size, this approach can interpolate between low computational cost and numerical precision.

pn

link (url) Project Page [BibTex]


no image
Convergence Analysis of Deterministic Kernel-Based Quadrature Rules in Misspecified Settings

Kanagawa, M., Sriperumbudur, B. K., Fukumizu, K.

Arxiv e-prints, arXiv:1709.00147v1 [math.NA], 2017 (article)

Abstract
This paper presents convergence analysis of kernel-based quadrature rules in misspecified settings, focusing on deterministic quadrature in Sobolev spaces. In particular, we deal with misspecified settings where a test integrand is less smooth than a Sobolev RKHS based on which a quadrature rule is constructed. We provide convergence guarantees based on two different assumptions on a quadrature rule: one on quadrature weights, and the other on design points. More precisely, we show that convergence rates can be derived (i) if the sum of absolute weights remains constant (or does not increase quickly), or (ii) if the minimum distance between distance design points does not decrease very quickly. As a consequence of the latter result, we derive a rate of convergence for Bayesian quadrature in misspecified settings. We reveal a condition on design points to make Bayesian quadrature robust to misspecification, and show that, under this condition, it may adaptively achieve the optimal rate of convergence in the Sobolev space of a lesser order (i.e., of the unknown smoothness of a test integrand), under a slightly stronger regularity condition on the integrand.

pn

arXiv [BibTex]

arXiv [BibTex]


no image
Efficiency of analytical and sampling-based uncertainty propagation in intensity-modulated proton therapy

Wahl, N., Hennig, P., Wieser, H. P., Bangert, M.

Physics in Medicine & Biology, 62(14):5790-5807, 2017 (article)

Abstract
The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU ##IMG## [http://ej.iop.org/images/0031-9155/62/14/5790/pmbaa6ec5ieqn001.gif] {$\leqslant {5}$} min). The resulting standard deviation (expectation value) of dose show average global ##IMG## [http://ej.iop.org/images/0031-9155/62/14/5790/pmbaa6ec5ieqn002.gif] {$\gamma_{{3}\% / {3}~{\rm mm}}$} pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.

pn

link (url) [BibTex]

link (url) [BibTex]


no image
Analytical probabilistic modeling of RBE-weighted dose for ion therapy

Wieser, H., Hennig, P., Wahl, N., Bangert, M.

Physics in Medicine and Biology (PMB), 62(23):8959-8982, 2017 (article)

pn

link (url) [BibTex]

link (url) [BibTex]

2008


no image
Frequency analysis with coupled nonlinear oscillators

Buchli, J., Righetti, L., Ijspeert, A.

Physica D: Nonlinear Phenomena, 237(13):1705-1718, August 2008 (article)

Abstract
We present a method to obtain the frequency spectrum of a signal with a nonlinear dynamical system. The dynamical system is composed of a pool of adaptive frequency oscillators with negative mean-field coupling. For the frequency analysis, the synchronization and adaptation properties of the component oscillators are exploited. The frequency spectrum of the signal is reflected in the statistics of the intrinsic frequencies of the oscillators. The frequency analysis is completely embedded in the dynamics of the system. Thus, no pre-processing or additional parameters, such as time windows, are needed. Representative results of the numerical integration of the system are presented. It is shown, that the oscillators tune to the correct frequencies for both discrete and continuous spectra. Due to its dynamic nature the system is also capable to track non-stationary spectra. Further, we show that the system can be modeled in a probabilistic manner by means of a nonlinear Fokker–Planck equation. The probabilistic treatment is in good agreement with the numerical results, and provides a useful tool to understand the underlying mechanisms leading to convergence.

mg

link (url) DOI [BibTex]

2008


link (url) DOI [BibTex]

2006


no image
Dynamic Hebbian learning in adaptive frequency oscillators

Righetti, L., Buchli, J., Ijspeert, A.

Physica D: Nonlinear Phenomena, 216(2):269-281, 2006 (article)

Abstract
Nonlinear oscillators are widely used in biology, physics and engineering for modeling and control. They are interesting because of their synchronization properties when coupled to other dynamical systems. In this paper, we propose a learning rule for oscillators which adapts their frequency to the frequency of any periodic or pseudo-periodic input signal. Learning is done in a dynamic way: it is part of the dynamical system and not an offline process. An interesting property of our model is that it is easily generalizable to a large class of oscillators, from phase oscillators to relaxation oscillators and strange attractors with a generic learning rule. One major feature of our learning rule is that the oscillators constructed can adapt their frequency without any signal processing or the need to specify a time window or similar free parameters. All the processing is embedded in the dynamics of the adaptive oscillator. The convergence of the learning is proved for the Hopf oscillator, then numerical experiments are carried out to explore the learning capabilities of the system. Finally, we generalize the learning rule to non-harmonic oscillators like relaxation oscillators and strange attractors.

mg

link (url) DOI [BibTex]

2006


link (url) DOI [BibTex]


no image
Engineering Entrainment and Adaptation in Limit Cycle Systems – From biological inspiration to applications in robotics

Buchli, J., Righetti, L., Ijspeert, A.

Biological Cybernetics, 95(6):645-664, December 2006 (article)

Abstract
Periodic behavior is key to life and is observed in multiple instances and at multiple time scales in our metabolism, our natural environment, and our engineered environment. A natural way of modeling or generating periodic behavior is done by using oscillators, i.e., dynamical systems that exhibit limit cycle behavior. While there is extensive literature on methods to analyze such dynamical systems, much less work has been done on methods to synthesize an oscillator to exhibit some specific desired characteristics. The goal of this article is twofold: (1) to provide a framework for characterizing and designing oscillators and (2) to review how classes of well-known oscillators can be understood and related to this framework. The basis of the framework is to characterize oscillators in terms of their fundamental temporal and spatial behavior and in terms of properties that these two behaviors can be designed to exhibit. This focus on fundamental properties is important because it allows us to systematically compare a large variety of oscillators that might at first sight appear very different from each other. We identify several specifications that are useful for design, such as frequency-locking behavior, phase-locking behavior, and specific output signal shape. We also identify two classes of design methods by which these specifications can be met, namely offline methods and online methods. By relating these specifications to our framework and by presenting several examples of how oscillators have been designed in the literature, this article provides a useful methodology and toolbox for designing oscillators for a wide range of purposes. In particular, the focus on synthesis of limit cycle dynamical systems should be useful both for engineering and for computational modeling of physical or biological phenomena.

mg

link (url) DOI [BibTex]