Alessio Quaglino

Alessio Quaglino, Simone Pezzuto, Rolf Krause

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the accuracy of the estimates. This approach has recently gained widespread attention in uncertainty quantification. This is partly due to the availability of optimal strategies for the estimation of the expectation of scalar quantities-of-interest. In practice, the optimal strategy for the expectation is also used for the estimation of variance and sensitivity indices. However, a general strategy is still lacking for vector-valued problems, nonlinearly statistically-dependent models, and estimators for which a closed-form expression of the error is unavailable. The focus of the present work is to generalize the standard multifidelity estimators to the above cases. The proposed generalized estimators lead to an optimization problem that can be solved analytically and whose coefficients can be estimated numerically with few runs of the high- and low-fidelity models. We analyze the performance of the proposed approach on a selected number of experiments, with a particular focus on cardiac electrophysiology, where a hierarchy of physics-based low-fidelity models is readily available.

Marco Favino, Alessio Quaglino, Sonia Pozzi et al.

Multiscale models allow for the treatment of complex phenomena involving different scales, such as remodeling and growth of tissues, muscular activation, and cardiac electrophysiology. Numerous numerical approaches have been developed to simulate multiscale problems. However, compared to the well-established methods for classical problems, many questions have yet to be answered. Here, we give an overview of existing models and methods, with particular emphasis on mechanical and bio-mechanical applications. Moreover, we discuss state-of-the-art techniques for multilevel and multifidelity uncertainty quantification. In particular, we focus on the similarities that can be found across multiscale models, discretizations, solvers, and statistical methods for uncertainty quantification. Similarly to the current trend of removing the segregation between discretizations and solution methods in scientific computing, we anticipate that the future of multiscale simulation will provide a closer interaction with also the models and the statistical methods. This will yield better strategies for transferring the information across different scales and for a more seamless transition in selecting and adapting the level of details in the models. Finally, we note that machine learning and Bayesian techniques have shown a promising capability to capture complex model dependencies and enrich the results with statistical information; therefore, they can complement traditional physics-based and numerical analysis approaches.

Giorgio Giannone, Asha Anoosheh, Alessio Quaglino et al.

Event-based cameras are novel, efficient sensors inspired by the human vision system, generating an asynchronous, pixel-wise stream of data. Learning from such data is generally performed through heavy preprocessing and event integration into images. This requires buffering of possibly long sequences and can limit the response time of the inference system. In this work, we instead propose to directly use events from a DVS camera, a stream of intensity changes and their spatial coordinates. This sequence is used as the input for a novel \emph{asynchronous} RNN-like architecture, the Input-filtering Neural ODEs (INODE). This is inspired by the dynamical systems and filtering literature. INODE is an extension of Neural ODEs (NODE) that allows for input signals to be continuously fed to the network, like in filtering. The approach naturally handles batches of time series with irregular time-stamps by implementing a batch forward Euler solver. INODE is trained like a standard RNN, it learns to discriminate short event sequences and to perform event-by-event online inference. We demonstrate our approach on a series of classification tasks, comparing against a set of LSTM baselines. We show that, independently of the camera resolution, INODE can outperform the baselines by a large margin on the ASL task and it's on par with a much larger LSTM for the NCALTECH task. Finally, we show that INODE is accurate even when provided with very few events.

Mayank Mittal, Marco Gallieri, Alessio Quaglino et al.

With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and industrial applications, it is typical to have an existing control strategy, for instance, execution from a human operator. The objective of this work is to improve upon this unknown, safe but suboptimal policy by learning a new controller that retains safety and stability. Learning how to be safe is achieved directly from data and from a knowledge of the system constraints. The proposed algorithm alternatively learns the terminal cost and updates the MPC parameters according to a stability metric. The terminal cost is constructed as a Lyapunov function neural network with the aim of recovering or extending the stable region of the initial demonstrator using a short prediction horizon. Theorems that characterize the stability and performance of the learned MPC in the bearing of model uncertainties and sub-optimality due to function approximation are presented. The efficacy of the proposed algorithm is demonstrated on non-linear continuous control tasks with soft constraints. The proposed approach can improve upon the initial demonstrator also in practice and achieve better stability than popular reinforcement learning baselines.

Marco Gallieri, Seyed Sina Mirrazavi Salehian, Nihat Engin Toklu et al.

Control applications present hard operational constraints. A violation of these can result in unsafe behavior. This paper introduces Safe Interactive Model Based Learning (SiMBL), a framework to refine an existing controller and a system model while operating on the real environment. SiMBL is composed of the following trainable components: a Lyapunov function, which determines a safe set; a safe control policy; and a Bayesian RNN forward model. A min-max control framework, based on alternate minimisation and backpropagation through the forward model, is used for the offline computation of the controller and the safe set. Safety is formally verified a-posteriori with a probabilistic method that utilizes the Noise Contrastive Priors (NPC) idea to build a Bayesian RNN forward model with an additive state uncertainty estimate which is large outside the training data distribution. Iterative refinement of the model and the safe set is achieved thanks to a novel loss that conditions the uncertainty estimates of the new model to be close to the current one. The learned safe set and model can also be used for safe exploration, i.e., to collect data within the safe invariant set, for which a simple one-step MPC is proposed. The single components are tested on the simulation of an inverted pendulum with limited torque and stability region, showing that iteratively adding more data can improve the model, the controller and the size of the safe region.

Alessio Quaglino, Marco Gallieri, Jonathan Masci et al.

This paper proposes the use of spectral element methods \citep{canuto_spectral_1988} for fast and accurate training of Neural Ordinary Differential Equations (ODE-Nets; \citealp{Chen2018NeuralOD}) for system identification. This is achieved by expressing their dynamics as a truncated series of Legendre polynomials. The series coefficients, as well as the network weights, are computed by minimizing the weighted sum of the loss function and the violation of the ODE-Net dynamics. The problem is solved by coordinate descent that alternately minimizes, with respect to the coefficients and the weights, two unconstrained sub-problems using standard backpropagation and gradient methods. The resulting optimization scheme is fully time-parallel and results in a low memory footprint. Experimental comparison to standard methods, such as backpropagation through explicit solvers and the adjoint technique \citep{Chen2018NeuralOD}, on training surrogate models of small and medium-scale dynamical systems shows that it is at least one order of magnitude faster at reaching a comparable value of the loss function. The corresponding testing MSE is one order of magnitude smaller as well, suggesting generalization capabilities increase.

Luca Messina, Alessio Quaglino, Alexandra Goryaeva et al.

The reliability of atomistic simulations depends on the quality of the underlying energy models providing the source of physical information, for instance for the calculation of migration barriers in atomistic Kinetic Monte Carlo simulations. Accurate (high-fidelity) methods are often available, but since they are usually computationally expensive, they must be replaced by less accurate (low-fidelity) models that introduce some degrees of approximation. Machine-learning techniques such as artificial neural networks are usually employed to work around this limitation and extract the needed parameters from large databases of high-fidelity data, but the latter are often computationally expensive to produce. This work introduces an alternative method based on the multifidelity approach, where correlations between high-fidelity and low-fidelity outputs are exploited to make an educated guess of the high-fidelity outcome based only on quick low-fidelity estimations, hence without the need of running full expensive high-fidelity calculations. With respect to neural networks, this approach is expected to require less training data because of the lower amount of fitting parameters involved. The method is tested on the prediction of ab initio formation and migration energies of vacancy diffusion in iron-copper alloys, and compared with the neural networks trained on the same database.