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2019


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The Perception of Ultrasonic Square Reductions of Friction With Variable Sharpness and Duration

Gueorguiev, D., Vezzoli, E., Sednaoui, T., Grisoni, L., Lemaire-Semail, B.

IEEE Transactions on Haptics, 12(2):179-188, January 2019 (article)

Abstract
The human perception of square ultrasonic modulation of the finger-surface friction was investigated during active tactile exploration by using short frictional cues of varying duration and sharpness. In a first experiment, we asked participants to discriminate the transition time and duration of short square ultrasonic reductions of friction. They proved very sensitive to discriminate millisecond differences in these two parameters with the average psychophysical thresholds being 2.3–2.4 ms for both parameters. A second experiment focused on the perception of square friction reductions with variable transition times and durations. We found that for durations of the stimulation larger than 90 ms, participants often perceived three or four edges when only two stimulations were presented while they consistently felt two edges for signals shorter than 50 ms. A subsequent analysis of the contact forces induced by these ultrasonic stimulations during slow and fast active exploration showed that two identical consecutive ultrasonic pulses can induce significantly different frictional dynamics especially during fast motion of the finger. These results confirm the human sensitivity to transient frictional cues and suggest that the human perception of square reductions of friction can depend on their sharpness and duration as well as on the speed of exploration.

hi

DOI [BibTex]

2019


DOI [BibTex]


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How Does It Feel to Clap Hands with a Robot?

Fitter, N. T., Kuchenbecker, K. J.

International Journal of Social Robotics, 2019 (article) Accepted

Abstract
Future robots may need lighthearted physical interaction capabilities to connect with people in meaningful ways. To begin exploring how users perceive playful human–robot hand-to-hand interaction, we conducted a study with 20 participants. Each user played simple hand-clapping games with the Rethink Robotics Baxter Research Robot during a 1-h-long session involving 24 randomly ordered conditions that varied in facial reactivity, physical reactivity, arm stiffness, and clapping tempo. Survey data and experiment recordings demonstrate that this interaction is viable: all users successfully completed the experiment and mentioned enjoying at least one game without prompting. Hand-clapping tempo was highly salient to users, and human-like robot errors were more widely accepted than mechanical errors. Furthermore, perceptions of Baxter varied in the following statistically significant ways: facial reactivity increased the robot’s perceived pleasantness and energeticness; physical reactivity decreased pleasantness, energeticness, and dominance; higher arm stiffness increased safety and decreased dominance; and faster tempo increased energeticness and increased dominance. These findings can motivate and guide roboticists who want to design social–physical human–robot interactions.

hi

[BibTex]

[BibTex]


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Probabilistic Linear Solvers: A Unifying View

Bartels, S., Cockayne, J., Ipsen, I. C. F., Hennig, P.

Statistics and Computing, 2019 (article) Accepted

pn

link (url) [BibTex]

link (url) [BibTex]

2018


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Probabilistic Solutions To Ordinary Differential Equations As Non-Linear Bayesian Filtering: A New Perspective

Tronarp, F., Kersting, H., Särkkä, S., Hennig, P.

ArXiv preprint 2018, arXiv:1810.03440 [stat.ME], October 2018 (article)

Abstract
We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement sequence to consists of the observations of the difference between the derivative of the GP and the vector field evaluated at the GP---which are all identically zero at the solution of the ODE. When the GP has a state-space representation, the problem can be reduced to a Bayesian state estimation problem and all widely-used approximations to the Bayesian filtering and smoothing problems become applicable. Furthermore, all previous GP-based ODE solvers, which were formulated in terms of generating synthetic measurements of the vector field, come out as specific approximations. We derive novel solvers, both Gaussian and non-Gaussian, from the Bayesian state estimation problem posed in this paper and compare them with other probabilistic solvers in illustrative experiments.

pn

link (url) Project Page [BibTex]

2018



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Softness, Warmth, and Responsiveness Improve Robot Hugs

Block, A. E., Kuchenbecker, K. J.

International Journal of Social Robotics, 11(1):49-64, October 2018 (article)

Abstract
Hugs are one of the first forms of contact and affection humans experience. Due to their prevalence and health benefits, roboticists are naturally interested in having robots one day hug humans as seamlessly as humans hug other humans. This project's purpose is to evaluate human responses to different robot physical characteristics and hugging behaviors. Specifically, we aim to test the hypothesis that a soft, warm, touch-sensitive PR2 humanoid robot can provide humans with satisfying hugs by matching both their hugging pressure and their hugging duration. Thirty relatively young and rather technical participants experienced and evaluated twelve hugs with the robot, divided into three randomly ordered trials that focused on physical robot characteristics (single factor, three levels) and nine randomly ordered trials with low, medium, and high hug pressure and duration (two factors, three levels each). Analysis of the results showed that people significantly prefer soft, warm hugs over hard, cold hugs. Furthermore, users prefer hugs that physically squeeze them and release immediately when they are ready for the hug to end. Taking part in the experiment also significantly increased positive user opinions of robots and robot use.

hi

link (url) DOI Project Page [BibTex]

link (url) DOI Project Page [BibTex]


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Task-Driven PCA-Based Design Optimization of Wearable Cutaneous Devices

Pacchierotti, C., Young, E. M., Kuchenbecker, K. J.

IEEE Robotics and Automation Letters, 3(3):2214-2221, July 2018, Presented at ICRA 2018 (article)

Abstract
Small size and low weight are critical requirements for wearable and portable haptic interfaces, making it essential to work toward the optimization of their sensing and actuation systems. This paper presents a new approach for task-driven design optimization of fingertip cutaneous haptic devices. Given one (or more) target tactile interactions to render and a cutaneous device to optimize, we evaluate the minimum number and best configuration of the device’s actuators to minimize the estimated haptic rendering error. First, we calculate the motion needed for the original cutaneous device to render the considered target interaction. Then, we run a principal component analysis (PCA) to search for possible couplings between the original motor inputs, looking also for the best way to reconfigure them. If some couplings exist, we can re-design our cutaneous device with fewer motors, optimally configured to render the target tactile sensation. The proposed approach is quite general and can be applied to different tactile sensors and cutaneous devices. We validated it using a BioTac tactile sensor and custom plate-based 3-DoF and 6-DoF fingertip cutaneous devices, considering six representative target tactile interactions. The algorithm was able to find couplings between each device’s motor inputs, proving it to be a viable approach to optimize the design of wearable and portable cutaneous devices. Finally, we present two examples of optimized designs for our 3-DoF fingertip cutaneous device.

hi

link (url) DOI [BibTex]

link (url) DOI [BibTex]


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Convergence Rates of Gaussian ODE Filters

Kersting, H., Sullivan, T. J., Hennig, P.

arXiv preprint 2018, arXiv:1807.09737 [math.NA], July 2018 (article)

Abstract
A recently-introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solution $x$ and its first $q$ derivatives a priori as a Gauss--Markov process $\boldsymbol{X}$, which is then iteratively conditioned on information about $\dot{x}$. We prove worst-case local convergence rates of order $h^{q+1}$ for a wide range of versions of this Gaussian ODE filter, as well as global convergence rates of order $h^q$ in the case of $q=1$ and an integrated Brownian motion prior, and analyse how inaccurate information on $\dot{x}$ coming from approximate evaluations of $f$ affects these rates. Moreover, we present explicit formulas for the steady states and show that the posterior confidence intervals are well calibrated in all considered cases that exhibit global convergence---in the sense that they globally contract at the same rate as the truncation error.

pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]


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Teaching a Robot Bimanual Hand-Clapping Games via Wrist-Worn IMUs

Fitter, N. T., Kuchenbecker, K. J.

Frontiers in Robotics and Artificial Intelligence, 5(85), July 2018 (article)

Abstract
Colleagues often shake hands in greeting, friends connect through high fives, and children around the world rejoice in hand-clapping games. As robots become more common in everyday human life, they will have the opportunity to join in these social-physical interactions, but few current robots are intended to touch people in friendly ways. This article describes how we enabled a Baxter Research Robot to both teach and learn bimanual hand-clapping games with a human partner. Our system monitors the user's motions via a pair of inertial measurement units (IMUs) worn on the wrists. We recorded a labeled library of 10 common hand-clapping movements from 10 participants; this dataset was used to train an SVM classifier to automatically identify hand-clapping motions from previously unseen participants with a test-set classification accuracy of 97.0%. Baxter uses these sensors and this classifier to quickly identify the motions of its human gameplay partner, so that it can join in hand-clapping games. This system was evaluated by N = 24 naïve users in an experiment that involved learning sequences of eight motions from Baxter, teaching Baxter eight-motion game patterns, and completing a free interaction period. The motion classification accuracy in this less structured setting was 85.9%, primarily due to unexpected variations in motion timing. The quantitative task performance results and qualitative participant survey responses showed that learning games from Baxter was significantly easier than teaching games to Baxter, and that the teaching role caused users to consider more teamwork aspects of the gameplay. Over the course of the experiment, people felt more understood by Baxter and became more willing to follow the example of the robot. Users felt uniformly safe interacting with Baxter, and they expressed positive opinions of Baxter and reported fun interacting with the robot. Taken together, the results indicate that this robot achieved credible social-physical interaction with humans and that its ability to both lead and follow systematically changed the human partner's experience.

hi

DOI [BibTex]

DOI [BibTex]


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Automatically Rating Trainee Skill at a Pediatric Laparoscopic Suturing Task

Oquendo, Y. A., Riddle, E. W., Hiller, D., Blinman, T. A., Kuchenbecker, K. J.

Surgical Endoscopy, 32(4):1840-1857, April 2018 (article)

hi

DOI [BibTex]

DOI [BibTex]


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Gaussian Processes and Kernel Methods: A Review on Connections and Equivalences

Kanagawa, M., Hennig, P., Sejdinovic, D., Sriperumbudur, B. K.

Arxiv e-prints, arXiv:1805.08845v1 [stat.ML], 2018 (article)

Abstract
This paper is an attempt to bridge the conceptual gaps between researchers working on the two widely used approaches based on positive definite kernels: Bayesian learning or inference using Gaussian processes on the one side, and frequentist kernel methods based on reproducing kernel Hilbert spaces on the other. It is widely known in machine learning that these two formalisms are closely related; for instance, the estimator of kernel ridge regression is identical to the posterior mean of Gaussian process regression. However, they have been studied and developed almost independently by two essentially separate communities, and this makes it difficult to seamlessly transfer results between them. Our aim is to overcome this potential difficulty. To this end, we review several old and new results and concepts from either side, and juxtapose algorithmic quantities from each framework to highlight close similarities. We also provide discussions on subtle philosophical and theoretical differences between the two approaches.

pn

arXiv [BibTex]

arXiv [BibTex]


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Immersive Low-Cost Virtual Reality Treatment for Phantom Limb Pain: Evidence from Two Cases

Ambron, E., Miller, A., Kuchenbecker, K. J., Buxbaum, L. J., Coslett, H. B.

Frontiers in Neurology, 9(67):1-7, 2018 (article)

hi

DOI Project Page [BibTex]

DOI Project Page [BibTex]


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Counterfactual Mean Embedding: A Kernel Method for Nonparametric Causal Inference

Muandet, K., Kanagawa, M., Saengkyongam, S., Marukata, S.

Arxiv e-prints, arXiv:1805.08845v1 [stat.ML], 2018 (article)

Abstract
This paper introduces a novel Hilbert space representation of a counterfactual distribution---called counterfactual mean embedding (CME)---with applications in nonparametric causal inference. Counterfactual prediction has become an ubiquitous tool in machine learning applications, such as online advertisement, recommendation systems, and medical diagnosis, whose performance relies on certain interventions. To infer the outcomes of such interventions, we propose to embed the associated counterfactual distribution into a reproducing kernel Hilbert space (RKHS) endowed with a positive definite kernel. Under appropriate assumptions, the CME allows us to perform causal inference over the entire landscape of the counterfactual distribution. The CME can be estimated consistently from observational data without requiring any parametric assumption about the underlying distributions. We also derive a rate of convergence which depends on the smoothness of the conditional mean and the Radon-Nikodym derivative of the underlying marginal distributions. Our framework can deal with not only real-valued outcome, but potentially also more complex and structured outcomes such as images, sequences, and graphs. Lastly, our experimental results on off-policy evaluation tasks demonstrate the advantages of the proposed estimator.

ei pn

arXiv [BibTex]

arXiv [BibTex]


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Model-based Kernel Sum Rule: Kernel Bayesian Inference with Probabilistic Models

Nishiyama, Y., Kanagawa, M., Gretton, A., Fukumizu, K.

Arxiv e-prints, arXiv:1409.5178v2 [stat.ML], 2018 (article)

Abstract
Kernel Bayesian inference is a powerful nonparametric approach to performing Bayesian inference in reproducing kernel Hilbert spaces or feature spaces. In this approach, kernel means are estimated instead of probability distributions, and these estimates can be used for subsequent probabilistic operations (as for inference in graphical models) or in computing the expectations of smooth functions, for instance. Various algorithms for kernel Bayesian inference have been obtained by combining basic rules such as the kernel sum rule (KSR), kernel chain rule, kernel product rule and kernel Bayes' rule. However, the current framework only deals with fully nonparametric inference (i.e., all conditional relations are learned nonparametrically), and it does not allow for flexible combinations of nonparametric and parametric inference, which are practically important. Our contribution is in providing a novel technique to realize such combinations. We introduce a new KSR referred to as the model-based KSR (Mb-KSR), which employs the sum rule in feature spaces under a parametric setting. Incorporating the Mb-KSR into existing kernel Bayesian framework provides a richer framework for hybrid (nonparametric and parametric) kernel Bayesian inference. As a practical application, we propose a novel filtering algorithm for state space models based on the Mb-KSR, which combines the nonparametric learning of an observation process using kernel mean embedding and the additive Gaussian noise model for a state transition process. While we focus on additive Gaussian noise models in this study, the idea can be extended to other noise models, such as the Cauchy and alpha-stable noise models.

pn

arXiv [BibTex]

arXiv [BibTex]


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A probabilistic model for the numerical solution of initial value problems

Schober, M., Särkkä, S., Philipp Hennig,

Statistics and Computing, Springer US, 2018 (article)

Abstract
We study connections between ordinary differential equation (ODE) solvers and probabilistic regression methods in statistics. We provide a new view of probabilistic ODE solvers as active inference agents operating on stochastic differential equation models that estimate the unknown initial value problem (IVP) solution from approximate observations of the solution derivative, as provided by the ODE dynamics. Adding to this picture, we show that several multistep methods of Nordsieck form can be recast as Kalman filtering on q-times integrated Wiener processes. Doing so provides a family of IVP solvers that return a Gaussian posterior measure, rather than a point estimate. We show that some such methods have low computational overhead, nontrivial convergence order, and that the posterior has a calibrated concentration rate. Additionally, we suggest a step size adaptation algorithm which completes the proposed method to a practically useful implementation, which we experimentally evaluate using a representative set of standard codes in the DETEST benchmark set.

pn

PDF Code DOI Project Page [BibTex]

2017


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Evaluation of High-Fidelity Simulation as a Training Tool in Transoral Robotic Surgery

Bur, A. M., Gomez, E. D., Newman, J. G., Weinstein, G. S., Bert W. O’Malley, J., Rassekh, C. H., Kuchenbecker, K. J.

Laryngoscope, 127(12):2790-2795, December 2017 (article)

hi

DOI [BibTex]

2017


DOI [BibTex]


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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]

link (url) Project Page [BibTex]


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Using Contact Forces and Robot Arm Accelerations to Automatically Rate Surgeon Skill at Peg Transfer

Brown, J. D., O’Brien, C. E., Leung, S. C., Dumon, K. R., Lee, D. I., Kuchenbecker, K. J.

IEEE Transactions on Biomedical Engineering, 64(9):2263-2275, September 2017 (article)

hi

link (url) DOI [BibTex]

link (url) DOI [BibTex]


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Ungrounded Haptic Augmented Reality System for Displaying Texture and Friction

Culbertson, H., Kuchenbecker, K. J.

IEEE/ASME Transactions on Mechatronics, 22(4):1839-1849, August 2017 (article)

hi

link (url) DOI [BibTex]

link (url) DOI [BibTex]


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Perception of Force and Stiffness in the Presence of Low-Frequency Haptic Noise

Gurari, N., Okamura, A. M., Kuchenbecker, K. J.

PLoS ONE, 12(6):e0178605, June 2017 (article)

hi

link (url) DOI [BibTex]

link (url) DOI [BibTex]


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Evaluation of a Vibrotactile Simulator for Dental Caries Detection

Kuchenbecker, K. J., Parajon, R., Maggio, M. P.

Simulation in Healthcare, 12(3):148-156, June 2017 (article)

hi

DOI [BibTex]

DOI [BibTex]


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Importance of Matching Physical Friction, Hardness, and Texture in Creating Realistic Haptic Virtual Surfaces

Culbertson, H., Kuchenbecker, K. J.

IEEE Transactions on Haptics, 10(1):63-74, January 2017 (article)

hi

[BibTex]


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Effects of Grip-Force, Contact, and Acceleration Feedback on a Teleoperated Pick-and-Place Task

Khurshid, R. P., Fitter, N. T., Fedalei, E. A., Kuchenbecker, K. J.

IEEE Transactions on Haptics, 10(1):40-53, January 2017 (article)

hi

[BibTex]

[BibTex]


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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]


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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]


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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]


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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]


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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]

2016


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Gaussian Process-Based Predictive Control for Periodic Error Correction

Klenske, E. D., Zeilinger, M., Schölkopf, B., Hennig, P.

IEEE Transactions on Control Systems Technology , 24(1):110-121, 2016 (article)

ei pn

PDF DOI Project Page [BibTex]

2016



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Dual Control for Approximate Bayesian Reinforcement Learning

Klenske, E. D., Hennig, P.

Journal of Machine Learning Research, 17(127):1-30, 2016 (article)

ei pn

PDF link (url) Project Page [BibTex]

2015


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Probabilistic Interpretation of Linear Solvers

Hennig, P.

SIAM Journal on Optimization, 25(1):234-260, 2015 (article)

ei pn

Web PDF link (url) DOI [BibTex]

2015


Web PDF link (url) DOI [BibTex]


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Probabilistic numerics and uncertainty in computations

Hennig, P., Osborne, M. A., Girolami, M.

Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 471(2179), 2015 (article)

Abstract
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.

ei pn

PDF DOI [BibTex]

PDF DOI [BibTex]

2013


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Quasi-Newton Methods: A New Direction

Hennig, P., Kiefel, M.

Journal of Machine Learning Research, 14(1):843-865, March 2013 (article)

Abstract
Four decades after their invention, quasi-Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to the objective function. We show that many, including the most popular, quasi-Newton methods can be interpreted as approximations of Bayesian linear regression under varying prior assumptions. This new notion elucidates some shortcomings of classical algorithms, and lights the way to a novel nonparametric quasi-Newton method, which is able to make more efficient use of available information at computational cost similar to its predecessors.

ei ps pn

website+code pdf link (url) [BibTex]

2013


website+code pdf link (url) [BibTex]


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Analytical probabilistic modeling for radiation therapy treatment planning

Bangert, M., Hennig, P., Oelfke, U.

Physics in Medicine and Biology, 58(16):5401-5419, 2013 (article)

ei pn

PDF DOI [BibTex]

PDF DOI [BibTex]

2012


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Entropy Search for Information-Efficient Global Optimization

Hennig, P., Schuler, C.

Journal of Machine Learning Research, 13, pages: 1809-1837, -, June 2012 (article)

Abstract
Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corresponding inference problem is intractable in several ways. This paper develops desiderata for probabilistic optimization algorithms, then presents a concrete algorithm which addresses each of the computational intractabilities with a sequence of approximations and explicitly adresses the decision problem of maximizing information gain from each evaluation.

ei pn

PDF Web Project Page [BibTex]

2012


PDF Web Project Page [BibTex]