arXiv subjects

Zhiyuan Huang

Publications and source records attributed to Zhiyuan Huang.

54 records · Page 3Linked to original sources

arXiv2021

Certifiable Deep Importance Sampling for Rare-Event Simulation of Black-Box Systems

Rare-event simulation techniques, such as importance sampling (IS), constitute powerful tools to speed up challenging estimation of rare catastrophic events. These techniques often leverage the knowledge and analysis on underlying system structures to endow desirable efficiency guarantees. However, black-box problems, especially those arising from recent safety-critical applications of AI-driven physical systems, can fundamentally undermine their efficiency guarantees and lead to dangerous under-estimation without diagnostically detected. We propose a framework called Deep Probabilistic Accelerated Evaluation (Deep-PrAE) to design statistically guaranteed IS, by converting black-box samplers that are versatile but could lack guarantees, into one with what we call a relaxed efficiency certificate that allows accurate estimation of bounds on the rare-event probability. We present the theory of Deep-PrAE that combines the dominating point concept with rare-event set learning via deep neural network classifiers, and demonstrate its effectiveness in numerical examples including the safety-testing of intelligent driving algorithms.

stat.ME↗

arXiv2021

Superior Photo-carrier Diffusion Dynamics in Organic-inorganic Hybrid Perovskites Revealed by Spatiotemporal Conductivity Imaging

The outstanding performance of organic-inorganic metal trihalide solar cells benefits from the exceptional photo-physical properties of both electrons and holes in the material. Here, we directly probe the free-carrier dynamics in Cs-doped FAPbI3 thin films by spatiotemporal photoconductivity imaging. Using charge transport layers to selectively quench one type of carriers, we show that the two relaxation times on the order of 1 microsecond and 10 microseconds correspond to the lifetimes of electrons and holes in FACsPbI3, respectively. Strikingly, the diffusion mapping indicates that the difference in electron/hole lifetimes is largely compensated by their disparate mobility. Consequently, the long diffusion lengths (3 ~ 5 micrometers) of both carriers are comparable to each other, a feature closely related to the unique charge trapping and de-trapping processes in hybrid trihalide perovskites. Our results unveil the origin of superior diffusion dynamics in this material, crucially important for solar-cell applications.

cond-mat.mes-hall↗

arXiv2021

Deep Probabilistic Accelerated Evaluation: A Robust Certifiable Rare-Event Simulation Methodology for Black-Box Safety-Critical Systems

Evaluating the reliability of intelligent physical systems against rare safety-critical events poses a huge testing burden for real-world applications. Simulation provides a useful platform to evaluate the extremal risks of these systems before their deployments. Importance Sampling (IS), while proven to be powerful for rare-event simulation, faces challenges in handling these learning-based systems due to their black-box nature that fundamentally undermines its efficiency guarantee, which can lead to under-estimation without diagnostically detected. We propose a framework called Deep Probabilistic Accelerated Evaluation (Deep-PrAE) to design statistically guaranteed IS, by converting black-box samplers that are versatile but could lack guarantees, into one with what we call a relaxed efficiency certificate that allows accurate estimation of bounds on the safety-critical event probability. We present the theory of Deep-PrAE that combines the dominating point concept with rare-event set learning via deep neural network classifiers, and demonstrate its effectiveness in numerical examples including the safety-testing of an intelligent driving algorithm.

cs.LG↗

arXiv2021

Model Calibration via Distributionally Robust Optimization: On the NASA Langley Uncertainty Quantification Challenge

We study a methodology to tackle the NASA Langley Uncertainty Quantification Challenge, a model calibration problem under both aleatory and epistemic uncertainties. Our methodology is based on an integration of robust optimization, more specifically a recent line of research known as distributionally robust optimization, and importance sampling in Monte Carlo simulation. The main computation machinery in this integrated methodology amounts to solving sampled linear programs. We present theoretical statistical guarantees of our approach via connections to nonparametric hypothesis testing, and numerical performances including parameter calibration and downstream decision and risk evaluation tasks.

stat.ME↗

arXiv2021

Photoionization-induced broadband dispersive wave generated in an Ar-filled hollow-core photonic crystal fiber

The resonance band in hollow-core photonic crystal fiber (HC-PCF), while leading to high-loss region in the fiber transmission spectrum, has been successfully used for generating phase-matched dispersive wave (DW). Here, we report that the spectral width of the resonance-induced DW can be largely broadened due to plasma-driven blueshifting soliton. In the experiment, we observed that in a short length of Ar-filled single-ring HC-PCF the soliton self-compression and photoionization effects caused a strong spectral blueshift of the pump pulse, changing the phase-matching condition of the DW emission process. Therefore, broadening of DW spectrum to the longer-wavelength side was obtained with several spectral peaks, which correspond to the generation of DW at different positions along the fiber. In the simulation, we used super-Gauss windows with different central wavelengths to filter out these DW spectral peaks, and studied the time-domain characteristics of these peaks respectively using Fourier transform method. The simulation results verified that these multiple-peaks on the DW spectrum have different delays in the time domain, agreeing well with our theoretical prediction. Remarkably, we found that the whole time-domain DW trace can be compressed to ~29 fs using proper chirp compensation. The experimental and numerical results reported here provide some insight into the resonance-induced DW generation process in gas-filled HC-PCFs, they could also pave the way to ultrafast pulse generation using DW-emission mechanism.

physics.optics↗

arXiv2020

Rare-Event Simulation for Neural Network and Random Forest Predictors

We study rare-event simulation for a class of problems where the target hitting sets of interest are defined via modern machine learning tools such as neural networks and random forests. This problem is motivated from fast emerging studies on the safety evaluation of intelligent systems, robustness quantification of learning models, and other potential applications to large-scale simulation in which machine learning tools can be used to approximate complex rare-event set boundaries. We investigate an importance sampling scheme that integrates the dominating point machinery in large deviations and sequential mixed integer programming to locate the underlying dominating points. Our approach works for a range of neural network architectures including fully connected layers, rectified linear units, normalization, pooling and convolutional layers, and random forests built from standard decision trees. We provide efficiency guarantees and numerical demonstration of our approach using a classification model in the UCI Machine Learning Repository.

cs.LG↗

arXiv2020

Single-scan, dual-functional interferometer for fast spatiotemporal characterization of few-cycle pulses

Accurate and fast characterization of spatiotemporal information of high-intensity, ultrashort pulses is crucial in the field of strong-field laser science and technology. While conventional self-referenced interferometers were widely used to retrieve the spatial profile of the relative spectral phase of pulses, additional measurements of temporal and spectral information at a particular position of the laser beam were, however, necessary to remove the indeterminacy, which increases the system complexity. Here we report an advanced, dual-functional interferometer that is able to reconstruct the complete spatiotemporal information of ultrashort pulses with a single scan of the interferometer arm. The set-up integrates an interferometric frequency-resolved optical gating (FROG) with a radial shearing Michelson interferometer. Trough scanning one arm of the interferometer, both cross-correlated FROG trace at the central part of the laser beam and delay-dependent interferograms of the entire laser profile are simultaneously obtained, allowing a fast 3-dimensional reconstruction of few-cycle laser pulses.

physics.optics↗

arXiv2020

A Distributionally Robust Optimization Approach to the NASA Langley Uncertainty Quantification Challenge

We study a methodology to tackle the NASA Langley Uncertainty Quantification Challenge problem, based on an integration of robust optimization, more specifically a recent line of research known as distributionally robust optimization, and importance sampling in Monte Carlo simulation. The main computation machinery in this integrated methodology boils down to solving sampled linear programs. We will illustrate both our numerical performances and theoretical statistical guarantees obtained via connections to nonparametric hypothesis testing.

stat.ME↗

arXiv2020

Learning-based Robust Optimization: Procedures and Statistical Guarantees

Robust optimization (RO) is a common approach to tractably obtain safeguarding solutions for optimization problems with uncertain constraints. In this paper, we study a statistical framework to integrate data into RO, based on learning a prediction set using (combinations of) geometric shapes that are compatible with established RO tools, and a simple data-splitting validation step that achieves finite-sample nonparametric statistical guarantees on feasibility. We demonstrate how our required sample size to achieve feasibility at a given confidence level is independent of the dimensions of both the decision space and the probability space governing the stochasticity, and discuss some approaches to improve the objective performances while maintaining these dimension-free statistical feasibility guarantees.

math.OC↗

arXiv2020

Photoionization-assisted, high-efficiency emission of dispersive wave in gas-filled hollow-core photonic crystal fibers

We demonstrate that the phase-matched dispersive wave (DW) emission within the resonance band of a 25-cm-long gas-filled hollow-core photonic crystal fiber (HC-PCF) can be strongly enhanced by the photoionization effect of the pump pulse. In the experiments we observe that as the pulse energy increases, the pump pulse gradually shifts to shorter wavelengths due to soliton-plasma interactions. When the central wavelength of the blueshifting soliton is close to the resonance band of the HC-PCF, high-efficiency energy transfer from the pump light to the DW in the visible region can be obtained. During this DW emission process, we also observe that the spectral center of the DW gradually shifts to longer wavelengths leading to a slightly-increased DW bandwidth, which can be well explained as the consequence of phase-matched coupling between the pump pulse and the DW. In particular, at an input pulse energy of 6 uJ, the spectral ratio of the DW at the fiber output is measured to be as high as ~53% together with a conversion efficiency of ~19%. These experimental results, explained by numerical simulations, pave the way to high-brightness light sources based on high-efficiency frequency-upconversion processes in gas-filled HC-PCFs.

physics.optics↗

arXiv2019

Evaluation Uncertainty in Data-Driven Self-Driving Testing

Safety evaluation of self-driving technologies has been extensively studied. One recent approach uses Monte Carlo based evaluation to estimate the occurrence probabilities of safety-critical events as safety measures. These Monte Carlo samples are generated from stochastic input models constructed based on real-world data. In this paper, we propose an approach to assess the impact on the probability estimates from the evaluation procedures due to the estimation error caused by data variability. Our proposed method merges the classical bootstrap method for estimating input uncertainty with a likelihood ratio based scheme to reuse experiment outputs. This approach is economical and efficient in terms of implementation costs in assessing input uncertainty for the evaluation of self-driving technology. We use an example in autonomous vehicle (AV) safety evaluation to demonstrate the proposed approach as a diagnostic tool for the quality of the fitted input model.

stat.ME↗

arXiv2018

Synthesis of Different Autonomous Vehicles Test Approaches

Currently, the most prevalent way to evaluate an autonomous vehicle is to directly test it on the public road. However, because of recent accidents caused by autonomous vehicles, it becomes controversial about whether on-road tests should be the best approach. Alternatively, people use test tracks or simulation to assess the safety of autonomous vehicles. These approaches are time-efficient and less costly, however, their credibility varies. In this paper, we propose to use a co-Kriging model to synthesize the results from different evaluation approaches, which allows us to fully utilize the information and provides an accurate, affordable, and safe way to assess a design of an autonomous vehicle.

stat.AP↗

arXiv2017

A Versatile Approach to Evaluating and Testing Automated Vehicles based on Kernel Methods

Evaluation and validation of complicated control systems are crucial to guarantee usability and safety. Usually, failure happens in some very rarely encountered situations, but once triggered, the consequence is disastrous. Accelerated Evaluation is a methodology that efficiently tests those rarely-occurring yet critical failures via smartly-sampled test cases. The distribution used in sampling is pivotal to the performance of the method, but building a suitable distribution requires case-by-case analysis. This paper proposes a versatile approach for constructing sampling distribution using kernel method. The approach uses statistical learning tools to approximate the critical event sets and constructs distributions based on the unique properties of Gaussian distributions. We applied the method to evaluate the automated vehicles. Numerical experiments show proposed approach can robustly identify the rare failures and significantly reduce the evaluation time.

cs.LG↗

arXiv2017

An Accelerated Testing Approach for Automated Vehicles with Background Traffic Described by Joint Distributions

This paper proposes a new framework based on joint statistical models for evaluating risks of automated vehicles in a naturalistic driving environment. The previous studies on the Accelerated Evaluation for automated vehicles are extended from multi-independent-variate models to joint statistics. The proposed toolkit includes exploration of the rare event (e.g. crash) sets and construction of accelerated distributions for Gaussian Mixture models using Importance Sampling techniques. Furthermore, the monotonic property is used to avoid the curse of dimensionality introduced by the joint distributions. Simulation results show that the procedure is effective and has a great potential to reduce the test cost for automated vehicles.

eess.SY↗

arXiv2017

Towards Affordable On-track Testing for Autonomous Vehicle - A Kriging-based Statistical Approach

This paper discusses the use of Kriging model in Automated Vehicle evaluation. We explore how a Kriging model can help reduce the number of experiments or simulations in the Accelerated Evaluation procedure. We also propose an adaptive sampling scheme for selecting samples to construct the Kriging model. Application examples in the lane change scenario are presented to illustrate the proposed methods.

eess.SY↗

arXiv2017

Sequential Experimentation to Efficiently Test Automated Vehicles

Automated vehicles have been under heavy developments in major auto and tech companies and are expected to release into market in the foreseeable future. However, the road safety of these vehicles remains a concern. One approach to evaluate their safety is via on-track experimentation, but this requires gigantic costs and time investments. This paper discusses a sequential learning approach based on kriging models to reduce the experimental runs and economize on-track experimentation. The approach relies on a heuristic simulation-based gradient descent procedure to search for the best next test scenario. We demonstrate our approach with some numerical test cases.

eess.SY↗

arXiv2017

Accelerated Evaluation of Automated Vehicles Using Piecewise Mixture Models

The process to certify highly Automated Vehicles has not yet been defined by any country in the world. Currently, companies test Automated Vehicles on public roads, which is time-consuming and inefficient. We proposed the Accelerated Evaluation concept, which uses a modified statistics of the surrounding vehicles and the Importance Sampling theory to reduce the evaluation time by several orders of magnitude, while ensuring the evaluation results are statistically accurate. In this paper, we further improve the accelerated evaluation concept by using Piecewise Mixture Distribution models, instead of Single Parametric Distribution models. We developed and applied this idea to forward collision control system reacting to vehicles making cut-in lane changes. The behavior of the cut-in vehicles was modeled based on more than 403,581 lane changes collected by the University of Michigan Safety Pilot Model Deployment Program. Simulation results confirm that the accuracy and efficiency of the Piecewise Mixture Distribution method outperformed single parametric distribution methods in accuracy and efficiency, and accelerated the evaluation process by almost four orders of magnitude.

eess.SY↗

arXiv2017

Evaluation of Automated Vehicles in the Frontal Cut-in Scenario - an Enhanced Approach using Piecewise Mixture Models

Evaluation and testing are critical for the development of Automated Vehicles (AVs). Currently, companies test AVs on public roads, which is very time-consuming and inefficient. We proposed the Accelerated Evaluation concept which uses a modified statistics of the surrounding vehicles and the Importance Sampling theory to reduce the evaluation time by several orders of magnitude, while ensuring the final evaluation results are accurate. In this paper, we further extend this idea by using Piecewise Mixture Distribution models instead of Single Distribution models. We demonstrate this idea to evaluate vehicle safety in lane change scenarios. The behavior of the cut-in vehicles was modeled based on more than 400,000 naturalistic driving lane changes collected by the University of Michigan Safety Pilot Model Deployment Program. Simulation results confirm that the accuracy and efficiency of the Piecewise Mixture Distribution method are better than the single distribution.

eess.SY↗