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Forecasting is crucial for both system planning and operations in the energy sector. With increasing penetration of renewable energy sources, increasing fluctuations in the power generation need to be taken into account. Probabilistic load forecasting is a young, but emerging research topic focusing on the prediction of future uncertainties. However, the majority of publications so far focus on techniques like quantile regression, ensemble, or scenario-based methods, which generate discrete quantiles or sets of possible load curves. The conditioned probability distribution remains unknown and can only be estimated when the output is post-processed using a statistical method like kernel density estimation.
Instead, the proposed probabilistic deep learning model uses a cascade of transformation functions, known as normalizing flow, to model the conditioned density function from a smart meter dataset containing electricity demand information for over 4,000 buildings in Ireland. Since the whole probability density function is tractable, the parameters of the model can be obtained by minimizing the negative loglikelihood through the state of the art gradient descent. This leads to the model with the best representation of the data distribution.
Two different deep learning models have been compared, a simple three-layer fully connected neural network and a more advanced convolutional neural network for sequential data processing inspired by the WaveNet architecture. These models have been used to parametrize three different probabilistic models, a simple normal distribution, a Gaussian mixture model, and the normalizing flow model. The prediction horizon is set to one day with a resolution of 30 minutes, hence the models predict 48 conditioned probability distributions.
The normalizing flow model outperforms the two other variants for both architectures and proves its ability to capture the complex structures and dependencies causing the variations in the data. Understanding the stochastic nature of the task in such detail makes the methodology applicable for other use cases apart from forecasting. It is shown how it can be used to detect anomalies in the power grid or generate synthetic scenarios for grid planning.
Die Frage „Wozu braucht man das?“ vonseiten der Studierenden oder Aussagen wie „Das habe ich im Beruf später nie mehr benötigt.“ von ehemaligen Studierenden ist den meisten Mathematikdozierenden sehr vertraut. Im Projekt BiLeSA wird dem Wunsch nach Integration von Praxisnähe im Mathematikunterricht mithilfe einer Smartphone-App, welche ausgewählte Themen in der Mathematik anhand von digitalen Bildern sichtbar macht, umgesetzt. Bei den ausgewählten Themen handelt es sich um (affin) lineare Abbildungen, Ableitungen in höheren Raumdimensionen und Potenzen von Komplexen Zahlen. Die Konzeptionierung des Lernobjekts erfolgte mit dem Design Based Research (DBR) Ansatz, welches im Basisprojekt des IBH-Labs „Seamless Learning“ konzipiert und entwickelt wurde.
We analyse the results of a finite element simulation of a macroscopic model, which describes the movement of a crowd, that is considered as a continuum. A new formulation based on the macroscopic model from Hughes [2] is given. We present a stable numerical algorithm by approximating with a viscosity solution. The fundamental setting is given by an arbitrary domain that can contain several obstacles, several entries and must have at least one exit. All pedestrians have the goal to leave the room as quickly as possible. Nobody prefers a particular exit.
Wer schon einmal dicht gedrängt vor der Konzertbühne stand kann sich die aussichtslose Lage, wenn die Stimmung kippt und Panik aufkommt, gut vorstellen. Es ist sehr wichtig, Räume und Events, die zeitweise von sehr vielen Menschen aufgesucht werden, so zu gestalten und zu planen, dass maximale Sicherheit gewährleistet ist. Damit eine öffentliche Veranstaltung reibungslos verläuft ist eine gründliche Planung, also ein qualitativ hochwertiges Crowd Management unabdingbar.
Deep neural networks (DNNs) are known for their high prediction performance, especially in perceptual tasks such as object recognition or autonomous driving. Still, DNNs are prone to yield unreliable predictions when encountering completely new situations without indicating their uncertainty. Bayesian variants of DNNs (BDNNs), such as MC dropout BDNNs, do provide uncertainty measures. However, BDNNs are slow during test time because they rely on a sampling approach. Here we present a single shot MC dropout approximation that preserves the advantages of BDNNs without being slower than a DNN. Our approach is to analytically approximate for each layer in a fully connected network the expected value and the variance of the MC dropout signal. We evaluate our approach on different benchmark datasets and a simulated toy example. We demonstrate that our single shot MC dropout approximation resembles the point estimate and the uncertainty estimate of the predictive distribution that is achieved with an MC approach, while being fast enough for real-time deployments of BDNNs.
Using multi-camera matching techniques for 3d reconstruction there is usually the trade-off between the quality of the computed depth map and the speed of the computations. Whereas high quality matching methods take several seconds to several minutes to compute a depth map for one set of images, real-time methods achieve only low quality results. In this paper we present a multi-camera matching method that runs in real-time and yields high resolution depth maps. Our method is based on a novel multi-level combination of normalized cross correlation, deformed matching windows based on the multi-level depth map information, and sub-pixel precise disparity maps. The whole process is implemented completely on the GPU. With this approach we can process four 0.7 megapixel images in 129 milliseconds to a full resolution 3d depth map. Our technique is tailored for the recognition of non-technical shapes, because our target application is face recognition.
Know when you don't know
(2018)
Deep convolutional neural networks show outstanding performance in image-based phenotype classification given that all existing phenotypes are presented during the training of the network. However, in real-world high-content screening (HCS) experiments, it is often impossible to know all phenotypes in advance. Moreover, novel phenotype discovery itself can be an HCS outcome of interest. This aspect of HCS is not yet covered by classical deep learning approaches. When presenting an image with a novel phenotype to a trained network, it fails to indicate a novelty discovery but assigns the image to a wrong phenotype. To tackle this problem and address the need for novelty detection, we use a recently developed Bayesian approach for deep neural networks called Monte Carlo (MC) dropout to define different uncertainty measures for each phenotype prediction. With real HCS data, we show that these uncertainty measures allow us to identify novel or unclear phenotypes. In addition, we also found that the MC dropout method results in a significant improvement of classification accuracy. The proposed procedure used in our HCS case study can be easily transferred to any existing network architecture and will be beneficial in terms of accuracy and novelty detection.
Probabilistic Deep Learning
(2020)
Probabilistic Deep Learning is a hands-on guide to the principles that support neural networks. Learn to improve network performance with the right distribution for different data types, and discover Bayesian variants that can state their own uncertainty to increase accuracy. This book provides easy-to-apply code and uses popular frameworks to keep you focused on practical applications.
Three-dimensional ship localization with only one camera is a challenging task due to the loss of depth information caused by perspective projection. In this paper, we propose a method to measure distances based on the assumption that ships lie on a flat surface. This assumption allows to recover depth from a single image using the principle of inverse perspective. For the 3D ship detection task, we use a hybrid approach that combines image detection with a convolutional neural network, camera geometry and inverse perspective. Furthermore, a novel calculation of object height is introduced. Experiments show that the monocular distance computation works well in comparison to a Velodyne lidar. Due to its robustness, this could be an easy-to-use baseline method for detection tasks in navigation systems.
Motion estimation is an essential element for autonomous vessels. It is used e.g. for lidar motion compensation as well as mapping and detection tasks in a maritime environment. Because the use of gyroscopes is not reliable and a high performance inertial measurement unit is quite expensive, we present an approach for visual pitch and roll estimation that utilizes a convolutional neural network for water segmentation, a stereo system for reconstruction and simple geometry to estimate pitch and roll. The algorithm is validated on a novel, publicly available dataset recorded at Lake Constance. Our experiments show that the pitch and roll estimator provides accurate results in comparison to an Xsens IMU sensor. We can further improve the pitch and roll estimation by sensor fusion with a gyroscope. The algorithm is available in its implementation as a ROS node.
Simon Grimm examines new multi-microphone signal processing strategies that aim to achieve noise reduction and dereverberation. Therefore, narrow-band signal enhancement approaches are combined with broad-band processing in terms of directivity based beamforming. Previously introduced formulations of the multichannel Wiener filter rely on the second order statistics of the speech and noise signals. The author analyses how additional knowledge about the location of a speaker as well as the microphone arrangement can be used to achieve further noise reduction and dereverberation.
Optical surface inspection: A novelty detection approach based on CNN-encoded texture features
(2018)
In inspection systems for textured surfaces, a reference texture is typically known before novel examples are inspected. Mostly, the reference is only available in a digital format. As a consequence, there is no dataset of defective examples available that could be used to train a classifier. We propose a texture model approach to novelty detection. The texture model uses features encoded by a convolutional neural network (CNN) trained on natural image data. The CNN activations represent the specific characteristics of the digital reference texture which are learned by a one-class classifier. We evaluate our novelty detector in a digital print inspection scenario. The inspection unit is based on a camera array and a flashing light illumination which allows for inline capturing of multichannel images at a high rate. In order to compare our results to manual inspection, we integrated our inspection unit into an industrial single-pass printing system.
Targetless Lidar-camera registration is a repeating task in many computer vision and robotics applications and requires computing the extrinsic pose of a point cloud with respect to a camera or vice-versa. Existing methods based on learning or optimization lack either generalization capabilities or accuracy. Here, we propose a combination of pre-training and optimization using a neural network-based mutual information estimation technique (MINE [1]). This construction allows back-propagating the gradient to the calibration parameters and enables stochastic gradient descent. To ensure orthogonality constraints with respect to the rotation matrix we incorporate Lie-group techniques. Furthermore, instead of optimizing on entire images, we operate on local patches that are extracted from the temporally synchronized projected Lidar points and camera frames. Our experiments show that this technique not only improves over existing techniques in terms of accuracy, but also shows considerable generalization capabilities towards new Lidar-camera configurations.
Image novelty detection is a repeating task in computer vision and describes the detection of anomalous images based on a training dataset consisting solely of normal reference data. It has been found that, in particular, neural networks are well-suited for the task. Our approach first transforms the training and test images into ensembles of patches, which enables the assessment of mean-shifts between normal data and outliers. As mean-shifts are only detectable when the outlier ensemble and inlier distribution are spatially separate from each other, a rich feature space, such as a pre-trained neural network, needs to be chosen to represent the extracted patches. For mean-shift estimation, the Hotelling T2 test is used. The size of the patches turned out to be a crucial hyperparameter that needs additional domain knowledge about the spatial size of the expected anomalies (local vs. global). This also affects model selection and the chosen feature space, as commonly used Convolutional Neural Networks or Vision Image Transformers have very different receptive field sizes. To showcase the state-of-the-art capabilities of our approach, we compare results with classical and deep learning methods on the popular dataset CIFAR-10, and demonstrate its real-world applicability in a large-scale industrial inspection scenario using the MVTec dataset. Because of the inexpensive design, our method can be implemented by a single additional 2D-convolution and pooling layer and allows particularly fast prediction times while being very data-efficient.
At present, the majority of the proposed Deep Learning (DL) methods provide point predictions without quantifying the model's uncertainty. However, a quantification of the reliability of automated image analysis is essential, in particular in medicine when physicians rely on the results for making critical treatment decisions. In this work, we provide an entire framework to diagnose ischemic stroke patients incorporating Bayesian uncertainty into the analysis procedure. We present a Bayesian Convolutional Neural Network (CNN) yielding a probability for a stroke lesion on 2D Magnetic Resonance (MR) images with corresponding uncertainty information about the reliability of the prediction. For patient-level diagnoses, different aggregation methods are proposed and evaluated, which combine the individual image-level predictions. Those methods take advantage of the uncertainty in the image predictions and report model uncertainty at the patient-level. In a cohort of 511 patients, our Bayesian CNN achieved an accuracy of 95.33% at the image-level representing a significant improvement of 2% over a non-Bayesian counterpart. The best patient aggregation method yielded 95.89% of accuracy. Integrating uncertainty information about image predictions in aggregation models resulted in higher uncertainty measures to false patient classifications, which enabled to filter critical patient diagnoses that are supposed to be closer examined by a medical doctor. We therefore recommend using Bayesian approaches not only for improved image-level prediction and uncertainty estimation but also for the detection of uncertain aggregations at the patient-level.
Random matrices are used to filter the center of gravity (CoG) and the covariance matrix of measurements. However, these quantities do not always correspond directly to the position and the extent of the object, e.g. when a lidar sensor is used.In this paper, we propose a Gaussian processes regression model (GPRM) to predict the position and extension of the object from the filtered CoG and covariance matrix of the measurements. Training data for the GPRM are generated by a sampling method and a virtual measurement model (VMM). The VMM is a function that generates artificial measurements using ray tracing and allows us to obtain the CoG and covariance matrix that any object would cause. This enables the GPRM to be trained without real data but still be applied to real data due to the precise modeling in the VMM. The results show an accurate extension estimation as long as the reality behaves like the modeling and e.g. lidar measurements only occur on the side facing the sensor.
The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural networks, variational inference is widely used to approximate difficult-to-compute posteriors by variational distributions. Usually, Gaussians are used as variational distributions (Gaussian-VI) which limits the quality of the approximation due to their limited flexibility. Transformation models on the other hand are flexible enough to fit any distribution. Here we present transformation model-based variational inference (TM-VI) and demonstrate that it allows to accurately approximate complex posteriors in models with one parameter and also works in a mean-field fashion for multi-parameter models like neural networks.
Lidar sensors are widely used for environmental perception on autonomous robot vehicles (ARV). The field of view (FOV) of Lidar sensors can be reshaped by positioning plane mirrors in their vicinity. Mirror setups can especially improve the FOV for ground detection of ARVs with 2D-Lidar sensors. This paper presents an overview of several geometric designs and their strengths for certain vehicle types. Additionally, a new and easy-to-implement calibration procedure for setups of 2D-Lidar sensors with mirrors is presented to determine precise mirror orientations and positions, using a single flat calibration object with a pre-aligned simple fiducial marker. Measurement data from a prototype vehicle with a 2D-Lidar with a 2 m range using this new calibration procedure are presented. We show that the calibrated mirror orientations are accurate to less than 0.6° in this short range, which is a significant improvement over the orientation angles taken directly from the CAD. The accuracy of the point cloud data improved, and no significant decrease in distance noise was introduced. We deduced general guidelines for successful calibration setups using our method. In conclusion, a 2D-Lidar sensor and two plane mirrors calibrated with this method are a cost-effective and accurate way for robot engineers to improve the environmental perception of ARVs.