Previous |  Up |  Next

Article

Title: Variational Gaussian process for optimal sensor placement (English)
Author: Tajnafoi, Gabor
Author: Arcucci, Rossella
Author: Mottet, Laetitia
Author: Vouriot, Carolanne
Author: Molina-Solana, Miguel
Author: Pain, Christopher
Author: Guo, Yi-Ke
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 66
Issue: 2
Year: 2021
Pages: 287-317
Summary lang: English
.
Category: math
.
Summary: Sensor placement is an optimisation problem that has recently gained great relevance. In order to achieve accurate online updates of a predictive model, sensors are used to provide observations. When sensor location is optimally selected, the predictive model can greatly reduce its internal errors. A greedy-selection algorithm is used for locating these optimal spatial locations from a numerical embedded space. A novel architecture for solving this big data problem is proposed, relying on a variational Gaussian process. The generalisation of the model is further improved via the preconditioning of its inputs: Masked Autoregressive Flows are implemented to learn nonlinear, invertible transformations of the conditionally modelled spatial features. Finally, a global optimisation strategy extending the Mutual Information-based optimisation and fine-tuning of the selected optimal location is proposed. The methodology is parallelised to speed up the computational time, making these tools very fast despite the high complexity associated with both spatial modelling and placement tasks. The model is applied to a real three-dimensional test case considering a room within the Clarence Centre building located in Elephant and Castle, London, UK. (English)
Keyword: sensor placement
Keyword: variational Gaussian process
Keyword: mutual information
MSC: 65Z05
MSC: 68T99
idZBL: 07332699
idMR: MR4226460
DOI: 10.21136/AM.2021.0307-19
.
Date available: 2021-03-12T16:58:35Z
Last updated: 2023-05-01
Stable URL: http://hdl.handle.net/10338.dmlcz/148835
.
Reference: [1] Abhishek, K., Singh, M. P., Ghosh, S., Anand, A.: Weather forecasting model using artificial neural network.Procedia Technology 4 (2012), 311-318. 10.1016/j.protcy.2012.05.047
Reference: [2] Modelling, Applied, Group, Computation: Fluidity manual (Version 4.1).Available at \brokenlink{https://figshare.com/articles/{Fluidity_Manual/1387713}} (2015), 329 pages.
Reference: [3] Arcucci, R., D'Amore, L., Pistoia, J., Toumi, R., Murli, A.: On the variational data assimilation problem solving and sensitivity analysis.J. Comput. Phys. 335 (2017), 311-326. Zbl 1375.49036, MR 3612500, 10.1016/j.jcp.2017.01.034
Reference: [4] Arcucci, R., McIlwraith, D., Guo, Y.-K.: Scalable weak constraint Gaussian processes.Computational Science -- ICCS 2019 Lecture Notes in Computer Science 11539. Springer, Cham (2019), 111-125. MR 3976280, 10.1007/978-3-030-22747-0_9
Reference: [5] Arcucci, R., Mottet, L., Pain, C., Guo, Y.-K.: Optimal reduced space for variational data assimilation.J. Comput. Phys. 379 (2019), 51-69. MR 3881150, 10.1016/j.jcp.2018.10.042
Reference: [6] Aristodemou, E., Arcucci, R., Mottet, L., Robins, A., Pain, C., Guo, Y.-K.: Enhancing CFD-LES air pollution prediction accuracy using data assimilation.Building and Environment 165 (2019), Article ID 106383, 15 pages. 10.1016/j.buildenv.2019.106383
Reference: [7] Beal, M. J.: Variational Algorithms for Approximate Bayesian Inference: A Thesis Submitted for the Degree of Doctor of Philosophy of the University of London.University of London, London (2003).
Reference: [8] Bentham, J. H. T.: Microscale Modelling of Air Flow and Pollutant Dispersion in the Urban Environment: Doctoral Thesis.University of London, London (2004).
Reference: [9] Blei, D. M., Kucukelbir, A., McAuliffe, J. D.: Variational inference: A review for statisticians.J. Am. Stat. Assoc. 112 (2017), 859-877. MR 3671776, 10.1080/01621459.2017.1285773
Reference: [10] Bócsi, B., Hennig, P., Csató, L., Peters, J.: Learning tracking control with forward models.IEEE International Conference on Robotics and Automation (ICRA) IEEE, New York (2012), 259-264. 10.1109/ICRA.2012.6224831
Reference: [11] Cornford, D., Nabney, I. T., Williams, C. K. I.: Adding constrained discontinuities to Gaussian process models of wind fields.Advances in Neural Information Processing Systems 11 (NIPS 1998) MIT Press, Cambridge (1999), 861-867.
Reference: [12] Cressie, N.: Statistics for spatial data.Terra Nova 4 (1992), 613-617. MR 1127423, 10.1111/j.1365-3121.1992.tb00605.x
Reference: [13] D'Amore, L., Arcucci, R., Marcellino, L., Murli, A.: A parallel three-dimensional variational data assimilation scheme.Numerical Analysis and Applied Mathematics, ICNAAM 2011 AIP Conference Proceedings 1389. AIP, Melville (2011), 1829-1831. Zbl 1262.65002, 10.1063/1.3636965
Reference: [14] Doersch, C.: Tutorial on variational autoencoders.Available at https://arxiv.org/abs/1606.05908 (2016), 23 pages.
Reference: [15] Dur, T. H., Arcucci, R., Mottet, L., Solana, M. Molina, Pain, C., Guo, Y.-K.: Weak constraint Gaussian processes for optimal sensor placement.J. Comput. Sci. 42 (2020), Article ID 101110, 12 pages. MR 4082342, 10.1016/j.jocs.2020.101110
Reference: [16] Germain, M., Gregor, K., Murray, I., Larochelle, H.: MADE: Masked Autoencoder for Distribution Estimation.Proc. Mach. Learn. Res. 37 (2015), 881-889.
Reference: [17] González-Banos, H.: A randomized art-gallery algorithm for sensor placement.SCG'01: Proceedings of the 17th Annual Symposium on Computational Geometry ACM, New York (2001), 232-240. Zbl 1375.68139, 10.1145/378583.378674
Reference: [18] Goodfellow, I., Bengio, Y., Courville, A.: Deep Learning.Adaptive Computation and Machine Learning. MIT Press, Cambridge (2016). Zbl 1373.68009, MR 3617773
Reference: [19] Team, Google Brain: TensorFlow: Large-Scale Machine Learning on Heterogeneous Systems.Available at https://www.tensorflow.org/ (2015).
Reference: [20] Guestrin, C., Krause, A., Singh, A. P.: Near-optimal sensor placements in Gaussian processes.ICML'05: Proceedings of the 22nd International Conference on Machine Learning ACM, New York (2005), 265-272. 10.1145/1102351.1102385
Reference: [21] Hagan, J., Gillis, A. R., Chan, J.: Explaining official delinquency: A spatial study of class, conflict and control.Sociological Quarterly 19 (1978), 386-398. 10.1111/j.1533-8525.1978.tb01183.x
Reference: [22] Hensman, J., Fusi, N., Lawrence, N. D.: Gaussian processes for big data.Available at https://arxiv.org/abs/1309.6835 (2013), 9 pages.
Reference: [23] Jarrin, N., Benhamadouche, S., Laurence, D., Prosser, R.: A synthetic-eddy-method for generating inflow conditions for large-eddy simulations.Int. J. Heat Fluid Flow 27 (2006), 585-593. 10.1016/j.ijheatfluidflow.2006.02.006
Reference: [24] Kelly, F. J., Fussell, J. C.: Improving indoor air quality, health and performance within environments where people live, travel, learn and work.Atmospheric Environment 200 (2019), 90-109. 10.1016/j.atmosenv.2018.11.058
Reference: [25] Kingma, D. P., Welling, M.: Auto-encoding variational Bayes.Available at https://arxiv.org/abs/1312.6114 (2013), 14 pages.
Reference: [26] Krause, A., Singh, A., Guestrin, C.: Near-optimal sensor placements in Gaussian processes: Theory, efficient algorithms and empirical studies.J. Mach. Learn. Res. 9 (2008), 235-284. Zbl 1225.68192
Reference: [27] Kullback, S., Leibler, R. A.: On information and sufficiency.Ann. Math. Stat. 22 (1951), 79-86. Zbl 0042.38403, MR 0039968, 10.1214/aoms/1177729694
Reference: [28] Lin, C.-C., Wang, L. L.: Forecasting simulations of indoor environment using data assimilation via an ensemble Kalman filter.Building and Environment 64 (2013), 169-176. 10.1016/j.buildenv.2013.03.008
Reference: [29] Liu, H., Ong, Y.-S., Shen, X., Cai, J.: When Gaussian process meets big data: A review of scalable GPs.Available at https://arxiv.org/abs/1807.01065 (2018), 20 pages. MR 4169962
Reference: [30] MacKay, D. J. C.: Introduction to Gaussian processes.Neural Networks and Machine Learning NATO ASI Series F Computer and Systems Sciences 168. Springer, Berlin (1998), 133-166.
Reference: [31] M. I. Mead, O. A. M. Popoola, G. B. Stewart, P. Landshoff, M. Calleja, M. Hayes, J. J. Baldovi, M. W. McLeod, T. F. Hodgson, J. Dicks, A. Lewis, J. Cohen, R. Baron, J. R. Saffell, R. L. Jones: The use of electrochemical sensors for monitoring urban air quality in low-cost, high-density networks.Atmospheric Environment 70 (2013), 186-203. 10.1016/j.atmosenv.2012.11.060
Reference: [32] Pain, C. C., Umpleby, A. P., Oliveira, C. R. E. de, Goddard, A. J. H.: Tetrahedral mesh optimisation and adaptivity for steady-state and transient finite element calculations.Comput. Methods Appl. Mech. Eng. 190 (2001), 3771-3796. Zbl 1008.76041, 10.1016/S0045-7825(00)00294-2
Reference: [33] Papamakarios, G., Pavlakou, T., Murray, I.: Masked autoregressive flow for density estimation.Advances in Neural Information Processing Systems 30 (NIPS 2017) MIT Press, Cambridge (2017), 2338-2347.
Reference: [34] Pavlidis, D., Gorman, G. J., Gomes, J. L. M. A., Pain, C. C., ApSimon, H.: Synthetic-eddy method for urban atmospheric flow modelling.Boundary-Layer Meteorology 136 (2010), 285-299. 10.1007/s10546-010-9508-x
Reference: [35] Quiñonero-Candela, J., Rasmussen, C. E.: A unifying view of sparse approximate Gaussian process regression.J. Mach. Learn. Res. 6 (2005), 1939-1959. Zbl 1222.68282, MR 2249877
Reference: [36] Ramakrishnan, N., Bailey-Kellogg, C., Tadepalliy, S., Pandey, V. N.: Gaussian processes for active data mining of spatial aggregates.Proceedings of the 2005 SIAM International Conference on Data Mining SIAM, Philadelphia (2005), 427-438. 10.1137/1.9781611972757.38
Reference: [37] Rasmussen, C. E.: Gaussian processes in machine learning.Advanced Lectures on Machine Learning Lecture Notes in Computer Science 3176. Springer, Berlin (2003), 63-71. 10.1007/978-3-540-28650-9_4
Reference: [38] Rezende, D. J., Mohamed, S.: Variational inference with normalizing flows.Available at https://arxiv.org/abs/1505.05770 (2015), 10 pages.
Reference: [39] Smagorinsky, J.: General circulation experiments with the primitive equations I. The basic experiment.Mon. Wea. Rev. 91 (1963), 99-164. 10.1175/1520-0493(1963)091<0099:GCEWTP>2.3.CO;2
Reference: [40] J. Song, S. Fan, W. Lin, L. Mottet, H. Woodward, M. Davies Wykes, R. Arcucci, D. Xiao, J.-E. Debay, H. ApSimon, E. Aristodenou, D. Birch, M. Carpentieri, F. Fang, M. Herzog, G. R. Hunt, R. L. Jones, C. Pain, D. Pavlidis, A. G. Robins, C. A. Short, P. F. Linden: Natural ventilation in cities: The implications of fluid mechanics.Building Research & Information 46 (2018), 809-828. 10.1080/09613218.2018.1468158
Reference: [41] Titsias, M. K.: Variational learning of inducing variables in sparse Gaussian processes.Proc. Mach. Learn. Res. 5 (2009), 567-574.
Reference: [42] Titsias, M. K.: Variational Model Selection for Sparse Gaussian Process Regression.Technical report, University of Manchester, Manchester (2009).
Reference: [43] Tran, V. H.: Copula variational Bayes inference via information geometry.Available at https://arxiv.org/abs/1803.10998 (2018), 23 pages .
Reference: [44] Tran, D., Ranganath, R., Blei, D. M.: The variational Gaussian process.Available at https://arxiv.org/abs/1511.06499 (2015), 14 pages.
Reference: [45] Wickham, H.: ggplot2: Elegant Graphics for Data Analysis.Use R! Springer, Cham (2016). Zbl 1397.62006, 10.1007/978-3-319-24277-4
.

Files

Files Size Format View
AplMat_66-2021-2_6.pdf 1.652Mb application/pdf View/Open
Back to standard record
Partner of
EuDML logo