scholarly journals Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Idris Kharroubi ◽  
Thomas Lim ◽  
Xavier Warin
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Neural Networks ◽  
Differential Equations ◽  
Numerical Experiments ◽  
Optimization Problem ◽  
Learning Approach ◽  
The Neural Network ◽  
Machine Learning Approach ◽  
Mesh Grid

AbstractWe study the approximation of backward stochastic differential equations (BSDEs for short) with a constraint on the gains process. We first discretize the constraint by applying a so-called facelift operator at times of a grid. We show that this discretely constrained BSDE converges to the continuously constrained one as the mesh grid converges to zero. We then focus on the approximation of the discretely constrained BSDE. For that we adopt a machine learning approach. We show that the facelift can be approximated by an optimization problem over a class of neural networks under constraints on the neural network and its derivative. We then derive an algorithm converging to the discretely constrained BSDE as the number of neurons goes to infinity. We end by numerical experiments.

scholarly journals Estimation of Surface NO2 Concentrations over Germany from TROPOMI Satellite Observations Using a Machine Learning Method

2021 ◽  
Vol 13 (5) ◽  
pp. 969
Author(s):  
Ka Lok Chan ◽  
Ehsan Khorsandi ◽  
Song Liu ◽  
Frank Baier ◽  
Pieter Valks
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Network Model ◽  
Neural Network Model ◽  
Satellite Observations ◽  
Learning Approach ◽  
Annual Average ◽  
The Neural Network ◽  
Machine Learning Approach

In this paper, we present the estimation of surface NO2 concentrations over Germany using a machine learning approach. TROPOMI satellite observations of tropospheric NO2 vertical column densities (VCDs) and several meteorological parameters are used to train the neural network model for the prediction of surface NO2 concentrations. The neural network model is validated against ground-based in situ air quality monitoring network measurements and regional chemical transport model (CTM) simulations. Neural network estimation of surface NO2 concentrations show good agreement with in situ monitor data with Pearson correlation coefficient (R) of 0.80. The results also show that the machine learning approach is performing better than regional CTM simulations in predicting surface NO2 concentrations. We also performed a sensitivity analysis for each input parameter of the neural network model. The validated neural network model is then used to estimate surface NO2 concentrations over Germany from 2018 to 2020. Estimated surface NO2 concentrations are used to investigate the spatio-temporal characteristics, such as seasonal and weekly variations of NO2 in Germany. The estimated surface NO2 concentrations provide comprehensive information of NO2 spatial distribution which is very useful for exposure estimation. We estimated the annual average NO2 exposure for 2018, 2019 and 2020 is 15.53, 15.24 and 13.27 µµg/m3, respectively. While the annual average NO2 concentration of 2018, 2019 and 2020 is only 12.79, 12.60 and 11.15 µµg/m3. In addition, we used the surface NO2 data set to investigate the impacts of the coronavirus disease 2019 (COVID-19) pandemic on ambient NO2 levels in Germany. In general, 10–30% lower surface NO2 concentrations are observed in 2020 compared to 2018 and 2019, indicating the significant impacts of a series of restriction measures to reduce the spread of the virus.

scholarly journals Sentiment Analysis using LSTM

2019 ◽  
Vol 8 (6S3) ◽  
pp. 1338-1340
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Sentiment Analysis ◽  
Machine Learning Techniques ◽  
Learning Approach ◽  
Problem Statement ◽  
The Neural Network ◽  
Learning Techniques ◽  
Machine Learning Approach ◽  
Area Of Concern

Extracting the sentiment of the text using machine learning techniques like LSTM is our area of concern. Classifying the movie reviews using LSTM is our problem statement. The reviews dataset is taken from the IMDB movie review dataset. Here we will classify a review based on the memory in the neural network of a LSTM cell state. Movie reviews often contain sensible content which describe the movie. We can manually decide whether a movie is good or bad by going through these reviews. Using machine learning approach we are classifying the movie reviews such that we can say that a movie is good or bad. LSTM is effective than many other techniques like RNN and CNN.

A data-based machine learning approach for RPC time resolution study based on ToF reconstruction

2021 ◽  
Vol 16 (12) ◽  
pp. P12002
Author(s):  
X.Y. Xie ◽  
H.L. Xu ◽  
Q.Y. Li ◽  
Y.J. Sun
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Performance Studies ◽  
Time Resolution ◽  
Data Augmentation ◽  
Short Term Memory ◽  
Waveform Analysis ◽  
Learning Approach ◽  
The Neural Network ◽  
Machine Learning Approach

Abstract A data-based machine learning approach is proposed to study the properties of time resolution of RPC detectors by measuring the time of flight of cosmic muons. This method utilises a multi-layer perceptron and a type of recurrent neural network called long short-term memory. The neural network is trained with the waveforms of RPC signals digitized by an oscilloscope at a sampling frequency of 10 GHz and a 2 GHz bandwidth. A data augmentation approach is implemented for labelling. Compared to the results from conventional waveform analysis, this approach achieves a better time resolution of 1-mm gap RPCs. Based on the data, the approach has a generalisation capacity for performance studies of other timing detectors.

Applying neural network for identification of land surface model parameters

2021 ◽  
Author(s):  
Ruslan Chernyshev ◽  
Mikhail Krinitskiy ◽  
Viktor Stepanenko
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Neural Networks ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Thermodynamic Model ◽  
Land Surface ◽  
Land Surface Model ◽  
Surface Model ◽  
Partial Differential

<p>This work is devoted to development of neural networks for identification of partial differential equations (PDE) solved in the land surface scheme of INM RAS Earth System model (ESM). Atmospheric and climate models are in the top of the most demanding for supercomputing resources among research applications. Spatial resolution and a multitude of physical parameterizations used in ESMs continuously increase. Most of parameters are still poorly constrained, many of them cannot be measured directly. To optimize model calibration time, using neural networks looks a promising approach. Neural networks are already in wide use in satellite imaginary (Su Jeong Lee, et al, 2015; Krinitskiy M. et al, 2018) and for calibrating parameters of land surface models (Yohei Sawada el al, 2019). Neural networks have demonstrated high efficiency in solving conventional problems of mathematical physics (Lucie P. Aarts el al, 2001; Raissi M. et al, 2020). </p><p>We develop a neural networks for optimizing parameters of nonlinear soil heat and moisture transport equation set. For developing we used Python3 based programming tools implemented on GPUs and Ascend platform, provided by Huawei. Because of using hybrid approach combining neural network and classical thermodynamic equations, the major purpose was finding the way to correctly calculate backpropagation gradient of error function, because model trains and is being validated on the same temperature data, while model output is heat equation parameter, which is typically not known. Neural network model has been runtime trained using reference thermodynamic model calculation with prescribed parameters, every next thermodynamic model step has been used for fitting the neural network until it reaches the loss function tolerance.</p><p>Literature:</p><p>1.     Aarts, L.P., van der Veer, P. “Neural Network Method for Solving Partial Differential Equations”. Neural Processing Letters 14, 261–271 (2001). https://doi.org/10.1023/A:1012784129883</p><p>2.     Raissi, M., P. Perdikaris and G. Karniadakis. “Physics Informed Deep Learning (Part I): Data-driven Solutions of Nonlinear Partial Differential Equations.” ArXiv abs/1711.10561 (2017): n. pag.</p><p>3.     Lee, S.J., Ahn, MH. & Lee, Y. Application of an artificial neural network for a direct estimation of atmospheric instability from a next-generation imager. Adv. Atmos. Sci. 33, 221–232 (2016). https://doi.org/10.1007/s00376-015-5084-9</p><p>4.     Krinitskiy M, Verezemskaya P, Grashchenkov K, Tilinina N, Gulev S, Lazzara M. Deep Convolutional Neural Networks Capabilities for Binary Classification of Polar Mesocyclones in Satellite Mosaics. Atmosphere. 2018; 9(11):426.</p><p>5.     Sawada, Y.. “Machine learning accelerates parameter optimization and uncertainty assessment of a land surface model.” ArXiv abs/1909.04196 (2019): n. pag.</p><p>6.     Shufen Pan et al. Evaluation of global terrestrial evapotranspiration using state-of-the-art approaches in remote sensing, machine learning and land surface modeling. Hydrol. Earth Syst. Sci., 24, 1485–1509 (2020)</p><p>7.     Chaney, Nathaniel & Herman, Jonathan & Ek, M. & Wood, Eric. (2016). Deriving Global Parameter Estimates for the Noah Land Surface Model using FLUXNET and Machine Learning: Improving Noah LSM Parameters. Journal of Geophysical Research: Atmospheres. 121. 10.1002/2016JD024821.</p><p> </p><p> </p>

scholarly journals Bituminous Mixtures Experimental Data Modeling Using a Hyperparameters-Optimized Machine Learning Approach

2021 ◽  
Vol 11 (24) ◽  
pp. 11710
Author(s):  
Matteo Miani ◽  
Matteo Dunnhofer ◽  
Fabio Rondinella ◽  
Evangelos Manthos ◽  
Jan Valentin ◽  
...  
Keyword(s):  
Machine Learning ◽  
Bayesian Optimization ◽  
Automatic Identification ◽  
Learning Approach ◽  
Ann Model ◽  
Data Set ◽  
Bituminous Mixtures ◽  
Novel Approach ◽  
The Neural Network ◽  
Machine Learning Approach

This study introduces a machine learning approach based on Artificial Neural Networks (ANNs) for the prediction of Marshall test results, stiffness modulus and air voids data of different bituminous mixtures for road pavements. A novel approach for an objective and semi-automatic identification of the optimal ANN’s structure, defined by the so-called hyperparameters, has been introduced and discussed. Mechanical and volumetric data were obtained by conducting laboratory tests on 320 Marshall specimens, and the results were used to train the neural network. The k-fold Cross Validation method has been used for partitioning the available data set, to obtain an unbiased evaluation of the model predictive error. The ANN’s hyperparameters have been optimized using the Bayesian optimization, that overcame efficiently the more costly trial-and-error procedure and automated the hyperparameters tuning. The proposed ANN model is characterized by a Pearson coefficient value of 0.868.

scholarly journals Generating Interactive Worlds with Text

2020 ◽  
Vol 34 (02) ◽  
pp. 1693-1700 ◽  
Author(s):  
Angela Fan ◽  
Jack Urbanek ◽  
Pratik Ringshia ◽  
Emily Dinan ◽  
Emma Qian ◽  
...  
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Common Sense ◽  
Learning Approach ◽  
Adventure Game ◽  
Machine Learning Approach ◽  
Game Environment ◽  
Game Elements ◽  
Construction Algorithms ◽  
Game Environments

Procedurally generating cohesive and interesting game environments is challenging and time-consuming. In order for the relationships between the game elements to be natural, common-sense has to be encoded into arrangement of the elements. In this work, we investigate a machine learning approach for world creation using content from the multi-player text adventure game environment LIGHT (Urbanek et al. 2019). We introduce neural network based models to compositionally arrange locations, characters, and objects into a coherent whole. In addition to creating worlds based on existing elements, our models can generate new game content. Humans can also leverage our models to interactively aid in worldbuilding. We show that the game environments created with our approach are cohesive, diverse, and preferred by human evaluators compared to other machine learning based world construction algorithms.

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