arXiv subjects

Luca Martino

Publications and source records attributed to Luca Martino.

At least 37 records · Page 2Linked to original sources

arXiv2021

A Joint introduction to Gaussian Processes and Relevance Vector Machines with Connections to Kalman filtering and other Kernel Smoothers

The expressive power of Bayesian kernel-based methods has led them to become an important tool across many different facets of artificial intelligence, and useful to a plethora of modern application domains, providing both power and interpretability via uncertainty analysis. This article introduces and discusses two methods which straddle the areas of probabilistic Bayesian schemes and kernel methods for regression: Gaussian Processes and Relevance Vector Machines. Our focus is on developing a common framework with which to view these methods, via intermediate methods a probabilistic version of the well-known kernel ridge regression, and drawing connections among them, via dual formulations, and discussion of their application in the context of major tasks: regression, smoothing, interpolation, and filtering. Overall, we provide understanding of the mathematical concepts behind these models, and we summarize and discuss in depth different interpretations and highlight the relationship to other methods, such as linear kernel smoothers, Kalman filtering and Fourier approximations. Throughout, we provide numerous figures to promote understanding, and we make numerous recommendations to practitioners. Benefits and drawbacks of the different techniques are highlighted. To our knowledge, this is the most in-depth study of its kind to date focused on these two methods, and will be relevant to theoretical understanding and practitioners throughout the domains of data-science, signal processing, machine learning, and artificial intelligence in general.

cs.LG↗

arXiv2021

Integrating Domain Knowledge in Data-driven Earth Observation with Process Convolutions

The modelling of Earth observation data is a challenging problem, typically approached by either purely mechanistic or purely data-driven methods. Mechanistic models encode the domain knowledge and physical rules governing the system. Such models, however, need the correct specification of all interactions between variables in the problem and the appropriate parameterization is a challenge in itself. On the other hand, machine learning approaches are flexible data-driven tools, able to approximate arbitrarily complex functions, but lack interpretability and struggle when data is scarce or in extrapolation regimes. In this paper, we argue that hybrid learning schemes that combine both approaches can address all these issues efficiently. We introduce Gaussian process (GP) convolution models for hybrid modelling in Earth observation (EO) problems. We specifically propose the use of a class of GP convolution models called latent force models (LFMs) for EO time series modelling, analysis and understanding. LFMs are hybrid models that incorporate physical knowledge encoded in differential equations into a multioutput GP model. LFMs can transfer information across time-series, cope with missing observations, infer explicit latent functions forcing the system, and learn parameterizations which are very helpful for system analysis and interpretability. We consider time series of soil moisture from active (ASCAT) and passive (SMOS, AMSR2) microwave satellites. We show how assuming a first order differential equation as governing equation, the model automatically estimates the e-folding time or decay rate related to soil moisture persistence and discovers latent forces related to precipitation. The proposed hybrid methodology reconciles the two main approaches in remote sensing parameter estimation by blending statistical learning and mechanistic modeling.

stat.ML↗

arXiv2021

Importance Gaussian Quadrature

Importance sampling (IS) and numerical integration methods are usually employed for approximating moments of complicated target distributions. In its basic procedure, the IS methodology randomly draws samples from a proposal distribution and weights them accordingly, accounting for the mismatch between the target and proposal. In this work, we present a general framework of numerical integration techniques inspired by the IS methodology. The framework can also be seen as an incorporation of deterministic rules into IS methods, reducing the error of the estimators by several orders of magnitude in several problems of interest. The proposed approach extends the range of applicability of the Gaussian quadrature rules. For instance, the IS perspective allows us to use Gauss-Hermite rules in problems where the integrand is not involving a Gaussian distribution, and even more, when the integrand can only be evaluated up to a normalizing constant, as it is usually the case in Bayesian inference. The novel perspective makes use of recent advances on the multiple IS (MIS) and adaptive (AIS) literatures, and incorporates it to a wider numerical integration framework that combines several numerical integration rules that can be iteratively adapted. We analyze the convergence of the algorithms and provide some representative examples showing the superiority of the proposed approach in terms of performance.

stat.CO↗

arXiv2020

Interpolation and Gap Filling of Landsat Reflectance Time Series

Products derived from a single multispectral sensor are hampered by a limited spatial, spectral or temporal resolutions. Image fusion in general and downscaling/blending in particular allow to combine different multiresolution datasets. We present here an optimal interpolation approach to generate smoothed and gap-free time series of Landsat reflectance data. We fuse MODIS (moderate-resolution imaging spectroradiometer) and Landsat data globally using the Google Earth Engine (GEE) platform. The optimal interpolator exploits GEE ability to ingest large amounts of data (Landsat climatologies) and uses simple linear operations that scale easily in the cloud. The approach shows very good results in practice, as tested over five sites with different vegetation types and climatic characteristics in the contiguous US.

eess.SP↗

arXiv2020

Physics-Aware Gaussian Processes in Remote Sensing

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from airborne and satellite observations. GP regression is based on solid Bayesian statistics and generally yields efficient and accurate parameter estimates. However, GPs are typically used for inverse modeling based on concurrent observations and in situ measurements only. Very often a forward model encoding the well-understood physical relations between the state vector and the radiance observations is available though and could be useful to improve predictions and understanding. In this work, we review three GP models that respect and learn the physics of the underlying processes in the context of both forward and inverse modeling. After reviewing the traditional application of GPs for parameter retrieval, we introduce a Joint GP (JGP) model that combines in situ measurements and simulated data in a single GP model. Then, we present a latent force model (LFM) for GP modeling that encodes ordinary differential equations to blend data-driven modeling and physical constraints of the system governing equations. The LFM performs multi-output regression, adapts to the signal characteristics, is able to cope with missing data in the time series, and provides explicit latent functions that allow system analysis and evaluation. Finally, we present an Automatic Gaussian Process Emulator (AGAPE) that approximates the forward physical model using concepts from Bayesian optimization and at the same time builds an optimally compact look-up-table for inversion. We give empirical evidence of the performance of these models through illustrative examples of vegetation monitoring and atmospheric modeling.

eess.SP↗

arXiv2020

Gradient-based Automatic Look-Up Table Generator for Atmospheric Radiative Transfer Models

Atmospheric correction of Earth Observation data is one of the most critical steps in the data processing chain of a satellite mission for successful remote sensing applications. Atmospheric Radiative Transfer Models (RTM) inversion methods are typically preferred due to their high accuracy. However, the execution of RTMs on a pixel-per-pixel basis is impractical due to their high computation time, thus large multi-dimensional look-up tables (LUTs) are precomputed for their later interpolation. To further reduce the RTM computation burden and the error in LUT interpolation, we have developed a method to automatically select the minimum and optimal set of nodes to be included in a LUT. We present the gradient-based automatic LUT generator algorithm (GALGA) which relies on the notion of an acquisition function that incorporates (a) the Jacobian evaluation of an RTM, and (b) information about the multivariate distribution of the current nodes. We illustrate the capabilities of GALGA in the automatic construction and optimization of MODerate resolution atmospheric TRANsmission (MODTRAN) LUTs for several input dimensions. Our results indicate that, when compared to a pseudo-random homogeneous distribution of the LUT nodes, GALGA reduces (1) the LUT size by $\sim$75\% and (2) the maximum interpolation relative errors by 0.5\% It is concluded that automatic LUT design might benefit from the methodology proposed in GALGA to reduce computation time and interpolation errors.

eess.SP↗

arXiv2020

Living in the Physics and Machine Learning Interplay for Earth Observation

Most problems in Earth sciences aim to do inferences about the system, where accurate predictions are just a tiny part of the whole problem. Inferences mean understanding variables relations, deriving models that are physically interpretable, that are simple parsimonious, and mathematically tractable. Machine learning models alone are excellent approximators, but very often do not respect the most elementary laws of physics, like mass or energy conservation, so consistency and confidence are compromised. In this paper, we describe the main challenges ahead in the field, and introduce several ways to live in the Physics and machine learning interplay: to encode differential equations from data, constrain data-driven models with physics-priors and dependence constraints, improve parameterizations, emulate physical models, and blend data-driven and process-based models. This is a collective long-term AI agenda towards developing and applying algorithms capable of discovering knowledge in the Earth system.

cs.LG↗

arXiv2020

X-ray phase contrast topography to measure the surface stress and bulk strain in a silicon crystal

The measurement of the Si lattice parameter by x-ray interferometry assumes the use of strain-free crystals, which might not be true because of intrinsic stresses due to surface relaxation, reconstruction, and oxidation. We used x-ray phase-contrast topography to investigate the strain sensitivity to the finishing, annealing, and coating of the interferometer crystals.We assessed the topography capabilities by measuring the lattice strain due to films of copper deposited on the interferometer mirror-crystal. A byproduct has been the measurement of the surface stresses after complete relaxation of the coatings.

physics.app-ph↗

arXiv2019

Active emulation of computer codes with Gaussian processes -- Application to remote sensing

Many fields of science and engineering rely on running simulations with complex and computationally expensive models to understand the involved processes in the system of interest. Nevertheless, the high cost involved hamper reliable and exhaustive simulations. Very often such codes incorporate heuristics that ironically make them less tractable and transparent. This paper introduces an active learning methodology for adaptively constructing surrogate models, i.e. emulators, of such costly computer codes in a multi-output setting. The proposed technique is sequential and adaptive, and is based on the optimization of a suitable acquisition function. It aims to achieve accurate approximations, model tractability, as well as compact and expressive simulated datasets. In order to achieve this, the proposed Active Multi-Output Gaussian Process Emulator (AMOGAPE) combines the predictive capacity of Gaussian Processes (GPs) with the design of an acquisition function that favors sampling in low density and fluctuating regions of the approximation functions. Comparing different acquisition functions, we illustrate the promising performance of the method for the construction of emulators with toy examples, as well as for a widely used remote sensing transfer code.

cs.LG↗

arXiv2019

Generalized Multiple Importance Sampling

Importance Sampling methods are broadly used to approximate posterior distributions or some of their moments. In its standard approach, samples are drawn from a single proposal distribution and weighted properly. However, since the performance depends on the mismatch between the targeted and the proposal distributions, several proposal densities are often employed for the generation of samples. Under this Multiple Importance Sampling (MIS) scenario, many works have addressed the selection or adaptation of the proposal distributions, interpreting the sampling and the weighting steps in different ways. In this paper, we establish a general framework for sampling and weighing procedures when more than one proposal are available. The most relevant MIS schemes in the literature are encompassed within the new framework, and, moreover novel valid schemes appear naturally. All the MIS schemes are compared and ranked in terms of the variance of the associated estimators. Finally, we provide illustrative examples which reveal that, even with a good choice of the proposal densities, a careful interpretation of the sampling and weighting procedures can make a significant difference in the performance of the method.

stat.CO↗

arXiv2019

Probabilistic Regressor Chains with Monte Carlo Methods

A large number and diversity of techniques have been offered in the literature in recent years for solving multi-label classification tasks, including classifier chains where predictions are cascaded to other models as additional features. The idea of extending this chaining methodology to multi-output regression has already been suggested and trialed: regressor chains. However, this has so-far been limited to greedy inference and has provided relatively poor results compared to individual models, and of limited applicability. In this paper we identify and discuss the main limitations, including an analysis of different base models, loss functions, explainability, and other desiderata of real-world applications. To overcome the identified limitations we study and develop methods for regressor chains. In particular we present a sequential Monte Carlo scheme in the framework of a probabilistic regressor chain, and we show it can be effective, flexible and useful in several types of data. We place regressor chains in context in general terms of multi-output learning with continuous outputs, and in doing this shed additional light on classifier chains.

cs.LG↗

arXiv2018

A Review of Multiple Try MCMC algorithms for Signal Processing

Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often expressed as complicated multi-dimensional integrals. Unfortunately, analytical expressions for these estimators cannot be found in most real-world applications, and Monte Carlo methods are the only feasible approach. A very powerful class of Monte Carlo techniques is formed by the Markov Chain Monte Carlo (MCMC) algorithms. They generate a Markov chain such that its stationary distribution coincides with the target posterior density. In this work, we perform a thorough review of MCMC methods using multiple candidates in order to select the next state of the chain, at each iteration. With respect to the classical Metropolis-Hastings method, the use of multiple try techniques foster the exploration of the sample space. We present different Multiple Try Metropolis schemes, Ensemble MCMC methods, Particle Metropolis-Hastings algorithms and the Delayed Rejection Metropolis technique. We highlight limitations, benefits, connections and differences among the different methods, and compare them by numerical simulations.

stat.CO↗

arXiv2017

The Recycling Gibbs Sampler for Efficient Learning

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from complicated high-dimensional posterior distributions. The key point for the successful application of the Gibbs sampler is the ability to draw efficiently samples from the full-conditional probability density functions. Since in the general case this is not possible, in order to speed up the convergence of the chain, it is required to generate auxiliary samples whose information is eventually disregarded. In this work, we show that these auxiliary samples can be recycled within the Gibbs estimators, improving their efficiency with no extra cost. This novel scheme arises naturally after pointing out the relationship between the standard Gibbs sampler and the chain rule used for sampling purposes. Numerical simulations involving simple and real inference problems confirm the excellent performance of the proposed scheme in terms of accuracy and computational efficiency. In particular we give empirical evidence of performance in a toy example, inference of Gaussian processes hyperparameters, and learning dependence graphs through regression.

stat.CO↗

arXiv2017

Joint Gaussian Processes for Biophysical Parameter Retrieval

Solving inverse problems is central to geosciences and remote sensing. Radiative transfer models (RTMs) represent mathematically the physical laws which govern the phenomena in remote sensing applications (forward models). The numerical inversion of the RTM equations is a challenging and computationally demanding problem, and for this reason, often the application of a nonlinear statistical regression is preferred. In general, regression models predict the biophysical parameter of interest from the corresponding received radiance. However, this approach does not employ the physical information encoded in the RTMs. An alternative strategy, which attempts to include the physical knowledge, consists in learning a regression model trained using data simulated by an RTM code. In this work, we introduce a nonlinear nonparametric regression model which combines the benefits of the two aforementioned approaches. The inversion is performed taking into account jointly both real observations and RTM-simulated data. The proposed Joint Gaussian Process (JGP) provides a solid framework for exploiting the regularities between the two types of data. The JGP automatically detects the relative quality of the simulated and real data, and combines them accordingly. This occurs by learning an additional hyper-parameter w.r.t. a standard GP model, and fitting parameters through maximizing the pseudo-likelihood of the real observations. The resulting scheme is both simple and robust, i.e., capable of adapting to different scenarios. The advantages of the JGP method compared to benchmark strategies are shown considering RTM-simulated and real observations in different experiments. Specifically, we consider leaf area index (LAI) retrieval from Landsat data combined with simulated data generated by the PROSAIL model.

stat.ML↗

arXiv2017

Parsimonious Adaptive Rejection Sampling

Monte Carlo (MC) methods have become very popular in signal processing during the past decades. The adaptive rejection sampling (ARS) algorithms are well-known MC technique which draw efficiently independent samples from univariate target densities. The ARS schemes yield a sequence of proposal functions that converge toward the target, so that the probability of accepting a sample approaches one. However, sampling from the proposal pdf becomes more computationally demanding each time it is updated. We propose the Parsimonious Adaptive Rejection Sampling (PARS) method, where an efficient trade-off between acceptance rate and proposal complexity is obtained. Thus, the resulting algorithm is faster than the standard ARS approach.

stat.CO↗

arXiv2017

Metropolis Sampling

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with the desired invariant distribution. In this document, we focus on the Metropolis-Hastings (MH) sampler, which can be considered as the atom of the MCMC techniques, introducing the basic notions and different properties. We describe in details all the elements involved in the MH algorithm and the most relevant variants. Several improvements and recent extensions proposed in the literature are also briefly discussed, providing a quick but exhaustive overview of the current Metropolis-based sampling's world.

stat.ME↗

arXiv2016

Multi-label Methods for Prediction with Sequential Data

The number of methods available for classification of multi-label data has increased rapidly over recent years, yet relatively few links have been made with the related task of classification of sequential data. If labels indices are considered as time indices, the problems can often be seen as equivalent. In this paper we detect and elaborate on connections between multi-label methods and Markovian models, and study the suitability of multi-label methods for prediction in sequential data. From this study we draw upon the most suitable techniques from the area and develop two novel competitive approaches which can be applied to either kind of data. We carry out an empirical evaluation investigating performance on real-world sequential-prediction tasks: electricity demand, and route prediction. As well as showing that several popular multi-label algorithms are in fact easily applicable to sequencing tasks, our novel approaches, which benefit from a unified view of these areas, prove very competitive against established methods.

cs.LG↗

arXiv2016

Cooperative Parallel Particle Filters for online model selection and applications to Urban Mobility

We design a sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection. We consider the application context of urban mobility, where several modalities of transport and different measurement devices can be employed. Therefore, we address the joint problem of online tracking and detection of the current modality. For this purpose, we use interacting parallel particle filters, each one addressing a different model. They cooperate for providing a global estimator of the variable of interest and, at the same time, an approximation of the posterior density of each model given the data. The interaction occurs by a parsimonious distribution of the computational effort, with online adaptation for the number of particles of each filter according to the posterior probability of the corresponding model. The resulting scheme is simple and flexible. We have tested the novel technique in different numerical experiments with artificial and real data, which confirm the robustness of the proposed scheme.

stat.CO↗