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Gianluca Geraci

Publications and source records attributed to Gianluca Geraci.

At least 19 recordsLinked to original sources

DAM-VLA: Decoupled Asynchronous Multimodal Vision Language Action model

Vision-language-action (VLA) models inherit a shared synchronous clock from vision-language pretraining, processing every input at one rate. This is misaligned with physical interaction, where a high-frequency modality changes at hundreds of hertz, vision evolves more slowly, and language stays constant across an episode. A synchronous VLA oversamples slow modalities, undersamples fast ones, and caps action generation at the lowest effective frequency. We hypothesize that decoupling temporal processing per modality, letting each update and retain information at its own sensor rate, yields stronger representations and more robust control. We present DAM-VLA, which maintains per-modality latent buffers refreshed at sensor rates and read continuously by the action head, integrating new high-frequency modalities through gated cross-attention that leaves the pretrained backbone intact. Across seven contact-rich real-world manipulation tasks, DAM-VLA more than doubles the average success rate of the strongest synchronous baseline (95.2\% vs.\ 40.95\%) while sustaining smooth, reactive 100\,Hz control. Project website: \href{https://intuitive-robots.github.io/DAM-VLA/}{intuitive-robots.github.io/DAM-VLA/}

cs.RO

Enabling stratified sampling in high dimensions via nonlinear dimensionality reduction

We consider the problem of propagating the uncertainty from a possibly large number of random inputs through a computationally expensive model. Stratified sampling is a well-known variance reduction strategy, but its application, thus far, has focused on models with a limited number of inputs due to the challenges of creating uniform partitions in high dimensions. To overcome these challenges, we propose a simple methodology for constructing an effective stratification of the input domain that is adapted to the model response. Our approach leverages neural active manifolds, a recently introduced nonlinear dimensionality reduction technique based on neural networks that identifies a one-dimensional manifold capturing most of the model variability. The resulting one-dimensional latent space is mapped to the unit interval, where stratification is performed with respect to the uniform distribution. The corresponding strata in the original input space are then recovered through the neural active manifold, generating partitions that tend to follow the level sets of the model. We show that our approach is effective in high dimensions and can be used to further reduce the variance of multifidelity Monte Carlo estimators.

math.NA

Approximation Error and Complexity Bounds for ReLU Networks on Low-Regular Function Spaces

In this work, we consider the approximation of a large class of bounded functions, with minimal regularity assumptions, by ReLU neural networks. We show that the approximation error can be bounded from above by a quantity proportional to the uniform norm of the target function and inversely proportional to the product of network width and depth. We inherit this approximation error bound from Fourier features residual networks, a type of neural network that uses complex exponential activation functions. Our proof is constructive and proceeds by conducting a careful complexity analysis associated with the approximation of a Fourier features residual network by a ReLU network.

stat.ML

Automated Model Tuning for Multifidelity Uncertainty Propagation in Trajectory Simulation

Multifidelity uncertainty propagation combines the efficiency of low-fidelity models with the accuracy of a high-fidelity model to construct statistical estimators of quantities of interest. It is well known that the effectiveness of such methods depends crucially on the relative correlations and computational costs of the available computational models. However, the question of how to automatically tune low-fidelity models to maximize performance remains an open area of research. This work investigates automated model tuning, which optimizes model hyperparameters to minimize estimator variance within a target computational budget. Focusing on multifidelity trajectory simulation estimators, the cost-versus-precision tradeoff enabled by this approach is demonstrated in a practical, online setting where upfront tuning costs cannot be amortized. Using a real-world entry, descent, and landing example, it is shown that automated model tuning largely outperforms hand-tuned models even when the overall computational budget is relatively low. Furthermore, for scenarios where the computational budget is large, model tuning solutions can approach the best-case multifidelity estimator performance where optimal model hyperparameters are known a priori. Recommendations for applying model tuning in practice are provided and avenues for enabling adoption of such approaches for budget-constrained problems are highlighted.

stat.CO

Assessing the performance of correlation-based multi-fidelity neural emulators

Outer loop tasks such as optimization, uncertainty quantification or inference can easily become intractable when the underlying high-fidelity model is computationally expensive. Similarly, data-driven architectures typically require large datasets to perform predictive tasks with sufficient accuracy. A possible approach to mitigate these challenges is the development of multi-fidelity emulators, leveraging potentially biased, inexpensive low-fidelity information while correcting and refining predictions using scarce, accurate high-fidelity data. This study investigates the performance of multi-fidelity neural emulators, neural networks designed to learn the input-to-output mapping by integrating limited high-fidelity data with abundant low-fidelity model solutions. We investigate the performance of such emulators for low and high-dimensional functions, with oscillatory character, in the presence of discontinuities, for collections of models with equal and dissimilar parametrization, and for a possibly large number of potentially corrupted low-fidelity sources. In doing so, we consider a large number of architectural, hyperparameter, and dataset configurations including networks with a different amount of spectral bias (Multi-Layered Perceptron, Siren and Kolmogorov Arnold Network), various mechanisms for coordinate encoding, exact or learnable low-fidelity information, and for varying training dataset size. We further analyze the added value of the multi-fidelity approach by conducting equivalent single-fidelity tests for each case, quantifying the performance gains achieved through fusing multiple sources of information.

cs.LG

Neural active manifolds: nonlinear dimensionality reduction for uncertainty quantification

We present a new approach for nonlinear dimensionality reduction, specifically designed for computationally expensive mathematical models. We leverage autoencoders to discover a one-dimensional neural active manifold (NeurAM) capturing the model output variability, through the aid of a simultaneously learnt surrogate model with inputs on this manifold. Our method only relies on model evaluations and does not require the knowledge of gradients. The proposed dimensionality reduction framework can then be applied to assist outer loop many-query tasks in scientific computing, like sensitivity analysis and multifidelity uncertainty propagation. In particular, we prove, both theoretically under idealized conditions, and numerically in challenging test cases, how NeurAM can be used to obtain multifidelity sampling estimators with reduced variance by sampling the models on the discovered low-dimensional and shared manifold among models. Several numerical examples illustrate the main features of the proposed dimensionality reduction strategy and highlight its advantages with respect to existing approaches in the literature.

math.NA

Fast Bayesian Multilevel Quasi-Monte Carlo

Existing multilevel quasi-Monte Carlo (MLQMC) methods often rely on multiple independent randomizations of a low-discrepancy (LD) sequence to estimate statistical errors on each level. While this approach is standard, it can be less efficient than simply increasing the number of points from a single LD sequence. However, a single LD sequence does not permit statistical error estimates in the current framework. We propose to recast the MLQMC problem in a Bayesian cubature framework, which uses a single LD sequence and quantifies numerical error through the posterior variance of a Gaussian process (GP) model. When paired with certain LD sequences, GP regression and hyperparameter optimization can be carried out at only $\mathcal{O}(n \log n)$ cost, where $n$ is the number of samples. Building on the adaptive sample allocation used in traditional MLQMC, where the number of samples is doubled on the level with the greatest expected benefit, we introduce a new Bayesian utility function that balances the computational cost of doubling against the anticipated reduction in posterior uncertainty. We also propose a new digitally-shift-invariant (DSI) kernel of adaptive smoothness, which combines multiple higher-order DSI kernels through a weighted sum of smoothness parameters, for use with fast digital net GPs. A series of numerical experiments illustrate the performance of our fast Bayesian MLQMC method and error estimates for both single-level problems and multilevel problems with a fixed number of levels. The Bayesian error estimates obtained using digital nets are found to be reliable, although, in some cases, mildly conservative.

stat.CO

Deep Learning without Global Optimization by Random Fourier Neural Networks

We introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov Chain Monte Carlo sampling procedure to iteratively train network layers, avoiding global and gradient-based optimization while maintaining error control. It consistently attains the theoretical approximation rate for residual networks with complex exponential activation functions, determined by network complexity. Additionally, it enables efficient learning of multiscale and high-frequency features, producing interpretable parameter distributions. Despite using sinusoidal basis functions, we do not observe Gibbs phenomena in approximating discontinuous target functions.

cs.LG

Personalized and uncertainty-aware coronary hemodynamics simulations: From Bayesian estimation to improved multi-fidelity uncertainty quantification

Simulations of coronary hemodynamics have improved non-invasive clinical risk stratification and treatment outcomes for coronary artery disease, compared to relying on anatomical imaging alone. However, simulations typically use empirical approaches to distribute total coronary flow amongst the arteries in the coronary tree. This ignores patient variability, the presence of disease, and other clinical factors. Further, uncertainty in the clinical data often remains unaccounted for in the modeling pipeline. We present an end-to-end uncertainty-aware pipeline to (1) personalize coronary flow simulations by incorporating branch-specific coronary flows as well as cardiac function; and (2) predict clinical and biomechanical quantities of interest with improved precision, while accounting for uncertainty in the clinical data. We assimilate patient-specific measurements of myocardial blood flow from CT myocardial perfusion imaging to estimate branch-specific coronary flows. We use adaptive Markov Chain Monte Carlo sampling to estimate the joint posterior distributions of model parameters with simulated noise in the clinical data. Additionally, we determine the posterior predictive distribution for relevant quantities of interest using a new approach combining multi-fidelity Monte Carlo estimation with non-linear, data-driven dimensionality reduction. Our framework recapitulates clinically measured cardiac function as well as branch-specific coronary flows under measurement uncertainty. We substantially shrink the confidence intervals for estimated quantities of interest compared to single-fidelity and state-of-the-art multi-fidelity Monte Carlo methods. This is especially true for quantities that showed limited correlation between the low- and high-fidelity model predictions. Moreover, the proposed estimators are significantly cheaper to compute for a specified confidence level or variance.

physics.flu-dyn

Improved multifidelity Monte Carlo estimators based on normalizing flows and dimensionality reduction techniques

We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in terms of number of random inputs and their probability distributions, which can be either known in closed form or provided through samples. We derive novel multifidelity Monte Carlo estimators which rely on a shared subspace between the high-fidelity and low-fidelity models where the parameters follow the same probability distribution, i.e., a standard Gaussian. We build the shared space employing normalizing flows to map different probability distributions into a common one, together with linear and nonlinear dimensionality reduction techniques, active subspaces and autoencoders, respectively, which capture the subspaces where the models vary the most. We then compose the existing low-fidelity model with these transformations and construct modified models with an increased correlation with the high-fidelity model, which therefore yield multifidelity Monte Carlo estimators with reduced variance. A series of numerical experiments illustrate the properties and advantages of our approaches.

stat.ME

Global sensitivity analysis in Monte Carlo radiation transport

We consider Global Sensitivity Analysis for Monte Carlo radiation transport applications. GSA is usually combined with Uncertainty Quantification, where the latter quantifies the variability of a model output in the presence of uncertain inputs and the former attributes this variability to the inputs. The additional noise inherent to MC RT solvers due to the finite number of particle histories presents an additional challenge to GSA and UQ, which are well-established for deterministic solvers. In this contribution, we apply variance deconvolution to the Saltelli method to address MC RT solver noise without having to over-resolve the MC RT simulation.

physics.comp-ph

A polynomial chaos approach for uncertainty quantification of Monte Carlo transport codes

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach that we previously introduced in previous work. We focus on understanding the impact of re-sampling cost on the algorithm performance and provide algorithm refinements, which allow to obtain unbiased estimators for the variance, estimate the PC variability due to limited samples, and adapt the expansion. An attenuation-only test case is provided to illustrate and discuss the results.

math.NA

Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty

Optimization is a key tool for scientific and engineering applications, however, in the presence of models affected by uncertainty, the optimization formulation needs to be extended to consider statistics of the quantity of interest. Optimization under uncertainty (OUU) deals with this endeavor and requires uncertainty quantification analyses at several design locations. The cost of OUU is proportional to the cost of performing a forward uncertainty analysis at each design location visited, which makes the computational burden too high for high-fidelity simulations with significant computational cost. From a high-level standpoint, an OUU workflow typically has two main components: an inner loop strategy for the computation of statistics of the quantity of interest, and an outer loop optimization strategy tasked with finding the optimal design, given a merit function based on the inner loop statistics. In this work, we propose to alleviate the cost of the inner loop uncertainty analysis by leveraging the so-called Multilevel Monte Carlo (MLMC) method. MLMC has the potential of drastically reducing the computational cost by allocating resources over multiple models with varying accuracy and cost. The resource allocation problem in MLMC is formulated by minimizing the computational cost given a target variance for the estimator. We consider MLMC estimators for statistics usually employed in OUU workflows and solve the corresponding allocation problem. For the outer loop, we consider a derivative-free optimization strategy implemented in the SNOWPAC library; our novel strategy is implemented and released in the Dakota software toolkit. We discuss several numerical test cases to showcase the features and performance of our novel approach with respect to the single fidelity counterpart, based on standard Monte Carlo evaluation of statistics.

stat.CO

Multifidelity uncertainty quantification with models based on dissimilar parameters

Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to significantly reduce the variance of statistical estimators while preserving the bias of the highest-fidelity model, provided that the low-fidelity models are well correlated. However, maintaining a high level of correlation can be challenging, especially when models depend on different input uncertain parameters, which drastically reduces the correlation. Existing MF UQ approaches do not adequately address this issue. In this work, we propose a new sampling strategy that exploits a shared space to improve the correlation among models with dissimilar parametrization. We achieve this by transforming the original coordinates onto an auxiliary manifold using the adaptive basis (AB) method~\cite{Tipireddy2014}. The AB method has two main benefits: (1) it provides an effective tool to identify the low-dimensional manifold on which each model can be represented, and (2) it enables easy transformation of polynomial chaos representations from high- to low-dimensional spaces. This latter feature is used to identify a shared manifold among models without requiring additional evaluations. We present two algorithmic flavors of the new estimator to cover different analysis scenarios, including those with legacy and non-legacy high-fidelity data. We provide numerical results for analytical examples, a direct field acoustic test, and a finite element model of a nuclear fuel assembly. For all examples, we compare the proposed strategy against both single-fidelity and MF estimators based on the original model parametrization.

physics.data-an

Multifidelity data fusion in convolutional encoder/decoder networks

We analyze the regression accuracy of convolutional neural networks assembled from encoders, decoders and skip connections and trained with multifidelity data. Besides requiring significantly less trainable parameters than equivalent fully connected networks, encoder, decoder, encoder-decoder or decoder-encoder architectures can learn the mapping between inputs to outputs of arbitrary dimensionality. We demonstrate their accuracy when trained on a few high-fidelity and many low-fidelity data generated from models ranging from one-dimensional functions to Poisson equation solvers in two-dimensions. We finally discuss a number of implementation choices that improve the reliability of the uncertainty estimates generated by Monte Carlo DropBlocks, and compare uncertainty estimates among low-, high- and multifidelity approaches.

cs.LG

MFNets: Data efficient all-at-once learning of multifidelity surrogates as directed networks of information sources

We present an approach for constructing a surrogate from ensembles of information sources of varying cost and accuracy. The multifidelity surrogate encodes connections between information sources as a directed acyclic graph, and is trained via gradient-based minimization of a nonlinear least squares objective. While the vast majority of state-of-the-art assumes hierarchical connections between information sources, our approach works with flexibly structured information sources that may not admit a strict hierarchy. The formulation has two advantages: (1) increased data efficiency due to parsimonious multifidelity networks that can be tailored to the application; and (2) no constraints on the training data -- we can combine noisy, non-nested evaluations of the information sources. Numerical examples ranging from synthetic to physics-based computational mechanics simulations indicate the error in our approach can be orders-of-magnitude smaller, particularly in the low-data regime, than single-fidelity and hierarchical multifidelity approaches.

cs.LG

Multilevel and multifidelity uncertainty quantification for cardiovascular hemodynamics

Standard approaches for uncertainty quantification in cardiovascular modeling pose challenges due to the large number of uncertain inputs and the significant computational cost of realistic three-dimensional simulations. We propose an efficient uncertainty quantification framework utilizing a multilevel multifidelity Monte Carlo estimator to improve the accuracy of hemodynamic quantities of interest while maintaining reasonable computational cost. This is achieved by leveraging three cardiovascular model fidelities, each with varying spatial resolution to rigorously quantify the variability in hemodynamic outputs. We employ two low-fidelity models to construct several different estimators. Our goal is to investigate and compare the efficiency of estimators built from combinations of these low-fidelity and high-fidelity models. We demonstrate this framework on healthy and diseased models of aortic and coronary anatomy, including uncertainties in material property and boundary condition parameters. We seek to demonstrate that for this application it is possible to accelerate the convergence of the estimators by utilizing a MLMF paradigm. Therefore, we compare our approach to Monte Carlo and multilevel Monte Carlo estimators based only on three-dimensional simulations. We demonstrate significant reduction in total computational cost with the MLMF estimators. We also examine the differing properties of the MLMF estimators in healthy versus diseased models, as well as global versus local quantities of interest. As expected, global quantities and healthy models show larger reductions than local quantities and diseased model, as the latter rely more heavily on the highest fidelity model evaluations. In all cases, our workflow coupling Dakota's MLMF estimators with the SimVascular cardiovascular modeling framework makes uncertainty quantification feasible for constrained computational budgets.

q-bio.QM

Adaptive Multi-index Collocation for Uncertainty Quantification and Sensitivity Analysis

In this paper, we present an adaptive algorithm to construct response surface approximations of high-fidelity models using a hierarchy of lower fidelity models. Our algorithm is based on multi-index stochastic collocation and automatically balances physical discretization error and response surface error to construct an approximation of model outputs. This surrogate can be used for uncertainty quantification (UQ) and sensitivity analysis (SA) at a fraction of the cost of a purely high-fidelity approach. We demonstrate the effectiveness of our algorithm on a canonical test problem from the UQ literature and a complex multi-physics model that simulates the performance of an integrated nozzle for an unmanned aerospace vehicle. We find that, when the input-output response is sufficiently smooth, our algorithm produces approximations that can be over two orders of magnitude more accurate than single fidelity approximations for a fixed computational budget.

math.NA