Dan Pagendam

Dan MacKinlay, Russell Tsuchida, Dan Pagendam et al.

Efficient inference in high-dimensional models is a central challenge in machine learning. We introduce the Gaussian Ensemble Belief Propagation (GEnBP) algorithm, which combines the strengths of the Ensemble Kalman Filter (EnKF) and Gaussian Belief Propagation (GaBP) to address this challenge. GEnBP updates ensembles of prior samples into posterior samples by passing low-rank local messages over the edges of a graphical model, enabling efficient handling of high-dimensional states, parameters, and complex, noisy, black-box generation processes. By utilizing local message passing within a graphical model structure, GEnBP effectively manages complex dependency structures and remains computationally efficient even when the ensemble size is much smaller than the inference dimension -- a common scenario in spatiotemporal modeling, image processing, and physical model inversion. We demonstrate that GEnBP can be applied to various problem structures, including data assimilation, system identification, and hierarchical models, and show through experiments that it outperforms existing belief propagation methods in terms of accuracy and computational efficiency. Supporting code is available at https://github.com/danmackinlay/GEnBP

Conrad Sanderson, Dan Pagendam, Brendan Power et al.

With the underlying aim of increasing efficiency of computational modelling pertinent for managing & protecting the Great Barrier Reef, we perform a preliminary investigation on the use of deep neural networks for opportunistic model emulation of APSIM models by repurposing an existing large dataset containing outputs of APSIM model runs. The dataset has not been specifically tailored for the model emulation task. We employ two neural network architectures for the emulation task: densely connected feed-forward neural network (FFNN), and gated recurrent unit feeding into FFNN (GRU-FFNN), a type of a recurrent neural network. Various configurations of the architectures are trialled. A minimum correlation statistic is used to identify clusters of APSIM scenarios that can be aggregated to form training sets for model emulation. We focus on emulating 4 important outputs of the APSIM model: runoff, soil_loss, DINrunoff, Nleached. The GRU-FFNN architecture with three hidden layers and 128 units per layer provides good emulation of runoff and DINrunoff. However, soil_loss and Nleached were emulated relatively poorly under a wide range of the considered architectures; the emulators failed to capture variability at higher values of these two outputs. While the opportunistic data available from past modelling activities provides a large and useful dataset for exploring APSIM emulation, it may not be sufficiently rich enough for successful deep learning of more complex model dynamics. Design of Computer Experiments may be required to generate more informative data to emulate all output variables of interest. We also suggest the use of synthetic meteorology settings to allow the model to be fed a wide range of inputs. These need not all be representative of normal conditions, but can provide a denser, more informative dataset from which complex relationships between input and outputs can be learned.

Stephanie Clark, Rob J Hyndman, Dan Pagendam et al.

This paper discusses several modern approaches to regression analysis involving time series data where some of the predictor variables are also indexed by time. We discuss classical statistical approaches as well as methods that have been proposed recently in the machine learning literature. The approaches are compared and contrasted, and it will be seen that there are advantages and disadvantages to most currently available approaches. There is ample room for methodological developments in this area. The work is motivated by an application involving the prediction of water levels as a function of rainfall and other climate variables in an aquifer in eastern Australia.