Bayesian Sparse Regression for Mixed Multi-Responses with Application to
Runtime Metrics Prediction in Fog Manufacturing
- URL: http://arxiv.org/abs/2210.04811v2
- Date: Tue, 11 Oct 2022 00:51:29 GMT
- Title: Bayesian Sparse Regression for Mixed Multi-Responses with Application to
Runtime Metrics Prediction in Fog Manufacturing
- Authors: Xiaoyu Chen, Xiaoning Kang, Ran Jin, and Xinwei Deng
- Abstract summary: Fog manufacturing can greatly enhance traditional manufacturing systems through distributed computation Fog units.
It is known that the predictive offloading methods highly depend on accurate prediction and uncertainty quantification of runtime performance metrics.
We propose a Bayesian sparse regression for multivariate mixed responses to enhance the prediction of runtime performance metrics.
- Score: 6.288767115532775
- License: http://creativecommons.org/licenses/by-sa/4.0/
- Abstract: Fog manufacturing can greatly enhance traditional manufacturing systems
through distributed Fog computation units, which are governed by predictive
computational workload offloading methods under different Industrial Internet
architectures. It is known that the predictive offloading methods highly depend
on accurate prediction and uncertainty quantification of runtime performance
metrics, containing multivariate mixed-type responses (i.e., continuous,
counting, binary). In this work, we propose a Bayesian sparse regression for
multivariate mixed responses to enhance the prediction of runtime performance
metrics and to enable the statistical inferences. The proposed method considers
both group and individual variable selection to jointly model the mixed types
of runtime performance metrics. The conditional dependency among multiple
responses is described by a graphical model using the precision matrix, where a
spike-and-slab prior is used to enable the sparse estimation of the graph. The
proposed method not only achieves accurate prediction, but also makes the
predictive model more interpretable with statistical inferences on model
parameters and prediction in the Fog manufacturing. A simulation study and a
real case example in a Fog manufacturing are conducted to demonstrate the
merits of the proposed model.
Related papers
- Structured Radial Basis Function Network: Modelling Diversity for
Multiple Hypotheses Prediction [51.82628081279621]
Multi-modal regression is important in forecasting nonstationary processes or with a complex mixture of distributions.
A Structured Radial Basis Function Network is presented as an ensemble of multiple hypotheses predictors for regression problems.
It is proved that this structured model can efficiently interpolate this tessellation and approximate the multiple hypotheses target distribution.
arXiv Detail & Related papers (2023-09-02T01:27:53Z) - Quantification of Predictive Uncertainty via Inference-Time Sampling [57.749601811982096]
We propose a post-hoc sampling strategy for estimating predictive uncertainty accounting for data ambiguity.
The method can generate different plausible outputs for a given input and does not assume parametric forms of predictive distributions.
arXiv Detail & Related papers (2023-08-03T12:43:21Z) - Online machine-learning forecast uncertainty estimation for sequential
data assimilation [0.0]
Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems.
In this work a machine learning method is presented based on convolutional neural networks that estimates the state-dependent forecast uncertainty.
The hybrid data assimilation method shows similar performance to the ensemble Kalman filter outperforming it when the ensembles are relatively small.
arXiv Detail & Related papers (2023-05-12T19:23:21Z) - Generative machine learning methods for multivariate ensemble
post-processing [2.266704492832475]
We present a novel class of nonparametric data-driven distributional regression models based on generative machine learning.
In two case studies, our generative model shows significant improvements over state-of-the-art methods.
arXiv Detail & Related papers (2022-09-26T09:02:30Z) - Distributional Gradient Boosting Machines [77.34726150561087]
Our framework is based on XGBoost and LightGBM.
We show that our framework achieves state-of-the-art forecast accuracy.
arXiv Detail & Related papers (2022-04-02T06:32:19Z) - TACTiS: Transformer-Attentional Copulas for Time Series [76.71406465526454]
estimation of time-varying quantities is a fundamental component of decision making in fields such as healthcare and finance.
We propose a versatile method that estimates joint distributions using an attention-based decoder.
We show that our model produces state-of-the-art predictions on several real-world datasets.
arXiv Detail & Related papers (2022-02-07T21:37:29Z) - Autoregressive Quantile Flows for Predictive Uncertainty Estimation [7.184701179854522]
We propose Autoregressive Quantile Flows, a flexible class of probabilistic models over high-dimensional variables.
These models are instances of autoregressive flows trained using a novel objective based on proper scoring rules.
arXiv Detail & Related papers (2021-12-09T01:11:26Z) - Multivariate Probabilistic Regression with Natural Gradient Boosting [63.58097881421937]
We propose a Natural Gradient Boosting (NGBoost) approach based on nonparametrically modeling the conditional parameters of the multivariate predictive distribution.
Our method is robust, works out-of-the-box without extensive tuning, is modular with respect to the assumed target distribution, and performs competitively in comparison to existing approaches.
arXiv Detail & Related papers (2021-06-07T17:44:49Z) - Probabilistic Gradient Boosting Machines for Large-Scale Probabilistic
Regression [51.770998056563094]
Probabilistic Gradient Boosting Machines (PGBM) is a method to create probabilistic predictions with a single ensemble of decision trees.
We empirically demonstrate the advantages of PGBM compared to existing state-of-the-art methods.
arXiv Detail & Related papers (2021-06-03T08:32:13Z) - A similarity-based Bayesian mixture-of-experts model [0.5156484100374058]
We present a new non-parametric mixture-of-experts model for multivariate regression problems.
Using a conditionally specified model, predictions for out-of-sample inputs are based on similarities to each observed data point.
Posterior inference is performed on the parameters of the mixture as well as the distance metric.
arXiv Detail & Related papers (2020-12-03T18:08:30Z) - Nonparametric Conditional Density Estimation In A Deep Learning
Framework For Short-Term Forecasting [0.34410212782758043]
Many machine learning techniques give a single-point prediction of the conditional distribution of the target variable.
We propose a technique that simultaneously estimates the entire conditional distribution and flexibly allows for machine learning techniques to be incorporated.
arXiv Detail & Related papers (2020-08-17T22:31:19Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.