Michael Tiemann

LG
h-index10
8papers
80citations
Novelty54%
AI Score46

8 Papers

CLMay 26
BhashaSetu: A Data-Centric Approach to Low-Resource Machine Translation

Param Thakkar, Anushka Yadav, Michael Tiemann et al.

We present BhashaSetu, a linguistically enriched English--Marathi parallel dataset addressing persistent data limitations in low-resource neural machine translation (NMT). Marathi, spoken by over 95 million people, remains underrepresented in high-quality parallel corpora across diverse domains. Our dataset comprises 2.78 million sentence pairs from heterogeneous sources including news, politics, healthcare, literature, and culture, with stemmed and lemmatized representations to support morphology-aware analysis. We benchmark multiple state-of-the-art translation models using BLEU, spBLEU, chrF++, and TER metrics, and conduct parameter-efficient fine-tuning of NLLB-200-distilled-600M using LoRA. A key finding from our ablation: corpus-level deduplication is the single largest preprocessing contributor to downstream quality (removing it reduces performance by 1.17 BLEU and 2.21 chrF++), demonstrating that disciplined cross-source corpus hygiene is a low-cost, high-impact intervention for low-resource, morphologically rich languages. The dataset is publicly released to promote reproducible and linguistically informed low-resource NMT research.

LGFeb 27, 2023
Combining Slow and Fast: Complementary Filtering for Dynamics Learning

Katharina Ensinger, Sebastian Ziesche, Barbara Rakitsch et al.

Modeling an unknown dynamical system is crucial in order to predict the future behavior of the system. A standard approach is training recurrent models on measurement data. While these models typically provide exact short-term predictions, accumulating errors yield deteriorated long-term behavior. In contrast, models with reliable long-term predictions can often be obtained, either by training a robust but less detailed model, or by leveraging physics-based simulations. In both cases, inaccuracies in the models yield a lack of short-time details. Thus, different models with contrastive properties on different time horizons are available. This observation immediately raises the question: Can we obtain predictions that combine the best of both worlds? Inspired by sensor fusion tasks, we interpret the problem in the frequency domain and leverage classical methods from signal processing, in particular complementary filters. This filtering technique combines two signals by applying a high-pass filter to one signal, and low-pass filtering the other. Essentially, the high-pass filter extracts high-frequencies, whereas the low-pass filter extracts low frequencies. Applying this concept to dynamics model learning enables the construction of models that yield accurate long- and short-term predictions. Here, we propose two methods, one being purely learning-based and the other one being a hybrid model that requires an additional physics-based simulator.

LGJan 29
CORDS: Continuous Representations of Discrete Structures

Tin Hadži Veljković, Erik Bekkers, Michael Tiemann et al.

Many learning problems require predicting sets of objects when the number of objects is not known beforehand. Examples include object detection, molecular modeling, and scientific inference tasks such as astrophysical source detection. Existing methods often rely on padded representations or must explicitly infer the set size, which often poses challenges. We present a novel strategy for addressing this challenge by casting prediction of variable-sized sets as a continuous inference problem. Our approach, CORDS (Continuous Representations of Discrete Structures), provides an invertible mapping that transforms a set of spatial objects into continuous fields: a density field that encodes object locations and count, and a feature field that carries their attributes over the same support. Because the mapping is invertible, models operate entirely in field space while remaining exactly decodable to discrete sets. We evaluate CORDS across molecular generation and regression, object detection, simulation-based inference, and a mathematical task involving recovery of local maxima, demonstrating robust handling of unknown set sizes with competitive accuracy.

LGMay 22, 2023
Uncertainty and Structure in Neural Ordinary Differential Equations

Katharina Ott, Michael Tiemann, Philipp Hennig

Neural ordinary differential equations (ODEs) are an emerging class of deep learning models for dynamical systems. They are particularly useful for learning an ODE vector field from observed trajectories (i.e., inverse problems). We here consider aspects of these models relevant for their application in science and engineering. Scientific predictions generally require structured uncertainty estimates. As a first contribution, we show that basic and lightweight Bayesian deep learning techniques like the Laplace approximation can be applied to neural ODEs to yield structured and meaningful uncertainty quantification. But, in the scientific domain, available information often goes beyond raw trajectories, and also includes mechanistic knowledge, e.g., in the form of conservation laws. We explore how mechanistic knowledge and uncertainty quantification interact on two recently proposed neural ODE frameworks - symplectic neural ODEs and physical models augmented with neural ODEs. In particular, uncertainty reflects the effect of mechanistic information more directly than the predictive power of the trained model could. And vice versa, structure can improve the extrapolation abilities of neural ODEs, a fact that can be best assessed in practice through uncertainty estimates. Our experimental analysis demonstrates the effectiveness of the Laplace approach on both low dimensional ODE problems and a high dimensional partial differential equation.

MLMay 22, 2023
Bayesian Numerical Integration with Neural Networks

Katharina Ott, Michael Tiemann, Philipp Hennig et al.

Bayesian probabilistic numerical methods for numerical integration offer significant advantages over their non-Bayesian counterparts: they can encode prior information about the integrand, and can quantify uncertainty over estimates of an integral. However, the most popular algorithm in this class, Bayesian quadrature, is based on Gaussian process models and is therefore associated with a high computational cost. To improve scalability, we propose an alternative approach based on Bayesian neural networks which we call Bayesian Stein networks. The key ingredients are a neural network architecture based on Stein operators, and an approximation of the Bayesian posterior based on the Laplace approximation. We show that this leads to orders of magnitude speed-ups on the popular Genz functions benchmark, and on challenging problems arising in the Bayesian analysis of dynamical systems, and the prediction of energy production for a large-scale wind farm.

LGFeb 2, 2021
Structure-preserving Gaussian Process Dynamics

Katharina Ensinger, Friedrich Solowjow, Sebastian Ziesche et al.

Most physical processes posses structural properties such as constant energies, volumes, and other invariants over time. When learning models of such dynamical systems, it is critical to respect these invariants to ensure accurate predictions and physically meaningful behavior. Strikingly, state-of-the-art methods in Gaussian process (GP) dynamics model learning are not addressing this issue. On the other hand, classical numerical integrators are specifically designed to preserve these crucial properties through time. We propose to combine the advantages of GPs as function approximators with structure preserving numerical integrators for dynamical systems, such as Runge-Kutta methods. These integrators assume access to the ground truth dynamics and require evaluations of intermediate and future time steps that are unknown in a learning-based scenario. This makes direct inference of the GP dynamics, with embedded numerical scheme, intractable. Our key technical contribution is the evaluation of the implicitly defined Runge-Kutta transition probability. In a nutshell, we introduce an implicit layer for GP regression, which is embedded into a variational inference-based model learning scheme.

LGJul 30, 2020
ResNet After All? Neural ODEs and Their Numerical Solution

Katharina Ott, Prateek Katiyar, Philipp Hennig et al.

A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models actually depend on the specific numerical method used during training. If the trained model is supposed to be a flow generated from an ODE, it should be possible to choose another numerical solver with equal or smaller numerical error without loss of performance. We observe that if training relies on a solver with overly coarse discretization, then testing with another solver of equal or smaller numerical error results in a sharp drop in accuracy. In such cases, the combination of vector field and numerical method cannot be interpreted as a flow generated from an ODE, which arguably poses a fatal breakdown of the Neural ODE concept. We observe, however, that there exists a critical step size beyond which the training yields a valid ODE vector field. We propose a method that monitors the behavior of the ODE solver during training to adapt its step size, aiming to ensure a valid ODE without unnecessarily increasing computational cost. We verify this adaptation algorithm on a common bench mark dataset as well as a synthetic dataset.

MLFeb 21, 2020
Differentiable Likelihoods for Fast Inversion of 'Likelihood-Free' Dynamical Systems

Hans Kersting, Nicholas Krämer, Martin Schiegg et al.

Likelihood-free (a.k.a. simulation-based) inference problems are inverse problems with expensive, or intractable, forward models. ODE inverse problems are commonly treated as likelihood-free, as their forward map has to be numerically approximated by an ODE solver. This, however, is not a fundamental constraint but just a lack of functionality in classic ODE solvers, which do not return a likelihood but a point estimate. To address this shortcoming, we employ Gaussian ODE filtering (a probabilistic numerical method for ODEs) to construct a local Gaussian approximation to the likelihood. This approximation yields tractable estimators for the gradient and Hessian of the (log-)likelihood. Insertion of these estimators into existing gradient-based optimization and sampling methods engenders new solvers for ODE inverse problems. We demonstrate that these methods outperform standard likelihood-free approaches on three benchmark-systems.