Header logo is


2018


no image
Kernel Recursive ABC: Point Estimation with Intractable Likelihood

Kajihara, T., Kanagawa, M., Yamazaki, K., Fukumizu, K.

Proceedings of the 35th International Conference on Machine Learning, pages: 2405-2414, PMLR, July 2018 (conference)

Abstract
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We provide a theoretical explanation regarding why the approach works, showing (for the population setting) that, under a certain assumption, point estimates obtained with this method converge to the true parameter, as recursion proceeds. We have conducted a variety of numerical experiments, including parameter estimation for a real-world pedestrian flow simulator, and show that in most cases our method outperforms existing approaches.

pn

Paper [BibTex]

2018


Paper [BibTex]


Dissecting Adam: The Sign, Magnitude and Variance of Stochastic Gradients
Dissecting Adam: The Sign, Magnitude and Variance of Stochastic Gradients

Balles, L., Hennig, P.

In Proceedings of the 35th International Conference on Machine Learning (ICML), 2018 (inproceedings) Accepted

Abstract
The ADAM optimizer is exceedingly popular in the deep learning community. Often it works very well, sometimes it doesn't. Why? We interpret ADAM as a combination of two aspects: for each weight, the update direction is determined by the sign of stochastic gradients, whereas the update magnitude is determined by an estimate of their relative variance. We disentangle these two aspects and analyze them in isolation, gaining insight into the mechanisms underlying ADAM. This analysis also extends recent results on adverse effects of ADAM on generalization, isolating the sign aspect as the problematic one. Transferring the variance adaptation to SGD gives rise to a novel method, completing the practitioner's toolbox for problems where ADAM fails.

pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]


no image
Direct observations of sub-100 nm spin wave propagation in magnonic wave-guides

Träger, N., Gruszecki, P., Lisiecki, F., Förster, J., Weigand, M., Kuswik, P., Dubowik, J., Schütz, G., Krawczyk, M., Gräfe, J.

In 2018 IEEE International Magnetics Conference (INTERMAG 2018), IEEE, Singapore, 2018 (inproceedings)

mms

DOI [BibTex]

DOI [BibTex]


no image
Interpreting FORC diagrams beyond the Preisach model: an experimental permalloy micro array investigation

Gross, F., Ilse, S., Schütz, G., Gräfe, J., Goering, E.

In 2018 IEEE International Magnetics Conference (INTERMAG 2018), IEEE, Singapore, 2018 (inproceedings)

mms

DOI [BibTex]

DOI [BibTex]


Active Uncertainty Calibration in Bayesian ODE Solvers
Active Uncertainty Calibration in Bayesian ODE Solvers

Kersting, H., Hennig, P.

Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence (UAI), pages: 309-318, (Editors: Ihler, A. and Janzing, D.), AUAI Press, June 2016 (conference)

Abstract
There is resurging interest, in statistics and machine learning, in solvers for ordinary differential equations (ODEs) that return probability measures instead of point estimates. Recently, Conrad et al.~introduced a sampling-based class of methods that are `well-calibrated' in a specific sense. But the computational cost of these methods is significantly above that of classic methods. On the other hand, Schober et al.~pointed out a precise connection between classic Runge-Kutta ODE solvers and Gaussian filters, which gives only a rough probabilistic calibration, but at negligible cost overhead. By formulating the solution of ODEs as approximate inference in linear Gaussian SDEs, we investigate a range of probabilistic ODE solvers, that bridge the trade-off between computational cost and probabilistic calibration, and identify the inaccurate gradient measurement as the crucial source of uncertainty. We propose the novel filtering-based method Bayesian Quadrature filtering (BQF) which uses Bayesian quadrature to actively learn the imprecision in the gradient measurement by collecting multiple gradient evaluations.

ei pn

link (url) Project Page Project Page [BibTex]

link (url) Project Page Project Page [BibTex]


Automatic LQR Tuning Based on Gaussian Process Global Optimization
Automatic LQR Tuning Based on Gaussian Process Global Optimization

Marco, A., Hennig, P., Bohg, J., Schaal, S., Trimpe, S.

In Proceedings of the IEEE International Conference on Robotics and Automation (ICRA), pages: 270-277, IEEE, IEEE International Conference on Robotics and Automation, May 2016 (inproceedings)

Abstract
This paper proposes an automatic controller tuning framework based on linear optimal control combined with Bayesian optimization. With this framework, an initial set of controller gains is automatically improved according to a pre-defined performance objective evaluated from experimental data. The underlying Bayesian optimization algorithm is Entropy Search, which represents the latent objective as a Gaussian process and constructs an explicit belief over the location of the objective minimum. This is used to maximize the information gain from each experimental evaluation. Thus, this framework shall yield improved controllers with fewer evaluations compared to alternative approaches. A seven-degree- of-freedom robot arm balancing an inverted pole is used as the experimental demonstrator. Results of a two- and four- dimensional tuning problems highlight the method’s potential for automatic controller tuning on robotic platforms.

am ics pn

Video - Automatic LQR Tuning Based on Gaussian Process Global Optimization - ICRA 2016 Video - Automatic Controller Tuning on a Two-legged Robot PDF DOI Project Page [BibTex]

Video - Automatic LQR Tuning Based on Gaussian Process Global Optimization - ICRA 2016 Video - Automatic Controller Tuning on a Two-legged Robot PDF DOI Project Page [BibTex]


no image
Batch Bayesian Optimization via Local Penalization

González, J., Dai, Z., Hennig, P., Lawrence, N.

Proceedings of the 19th International Conference on Artificial Intelligence and Statistics (AISTATS), 51, pages: 648-657, JMLR Workshop and Conference Proceedings, (Editors: Gretton, A. and Robert, C. C.), May 2016 (conference)

ei pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]


Probabilistic Approximate Least-Squares
Probabilistic Approximate Least-Squares

Bartels, S., Hennig, P.

Proceedings of the 19th International Conference on Artificial Intelligence and Statistics (AISTATS), 51, pages: 676-684, JMLR Workshop and Conference Proceedings, (Editors: Gretton, A. and Robert, C. C. ), May 2016 (conference)

Abstract
Least-squares and kernel-ridge / Gaussian process regression are among the foundational algorithms of statistics and machine learning. Famously, the worst-case cost of exact nonparametric regression grows cubically with the data-set size; but a growing number of approximations have been developed that estimate good solutions at lower cost. These algorithms typically return point estimators, without measures of uncertainty. Leveraging recent results casting elementary linear algebra operations as probabilistic inference, we propose a new approximate method for nonparametric least-squares that affords a probabilistic uncertainty estimate over the error between the approximate and exact least-squares solution (this is not the same as the posterior variance of the associated Gaussian process regressor). This allows estimating the error of the least-squares solution on a subset of the data relative to the full-data solution. The uncertainty can be used to control the computational effort invested in the approximation. Our algorithm has linear cost in the data-set size, and a simple formal form, so that it can be implemented with a few lines of code in programming languages with linear algebra functionality.

ei pn

link (url) Project Page Project Page [BibTex]

link (url) Project Page Project Page [BibTex]

2015


Automatic LQR Tuning Based on Gaussian Process Optimization: Early Experimental Results
Automatic LQR Tuning Based on Gaussian Process Optimization: Early Experimental Results

Marco, A., Hennig, P., Bohg, J., Schaal, S., Trimpe, S.

Machine Learning in Planning and Control of Robot Motion Workshop at the IEEE/RSJ International Conference on Intelligent Robots and Systems (iROS), pages: , , Machine Learning in Planning and Control of Robot Motion Workshop, October 2015 (conference)

Abstract
This paper proposes an automatic controller tuning framework based on linear optimal control combined with Bayesian optimization. With this framework, an initial set of controller gains is automatically improved according to a pre-defined performance objective evaluated from experimental data. The underlying Bayesian optimization algorithm is Entropy Search, which represents the latent objective as a Gaussian process and constructs an explicit belief over the location of the objective minimum. This is used to maximize the information gain from each experimental evaluation. Thus, this framework shall yield improved controllers with fewer evaluations compared to alternative approaches. A seven-degree-of-freedom robot arm balancing an inverted pole is used as the experimental demonstrator. Preliminary results of a low-dimensional tuning problem highlight the method’s potential for automatic controller tuning on robotic platforms.

am ei ics pn

PDF DOI Project Page [BibTex]

2015


PDF DOI Project Page [BibTex]


no image
Inference of Cause and Effect with Unsupervised Inverse Regression

Sgouritsa, E., Janzing, D., Hennig, P., Schölkopf, B.

In Proceedings of the 18th International Conference on Artificial Intelligence and Statistics, 38, pages: 847-855, JMLR Workshop and Conference Proceedings, (Editors: Lebanon, G. and Vishwanathan, S.V.N.), JMLR.org, AISTATS, 2015 (inproceedings)

ei pn

Web PDF [BibTex]

Web PDF [BibTex]


Probabilistic Line Searches for Stochastic Optimization
Probabilistic Line Searches for Stochastic Optimization

Mahsereci, M., Hennig, P.

In Advances in Neural Information Processing Systems 28, pages: 181-189, (Editors: C. Cortes, N.D. Lawrence, D.D. Lee, M. Sugiyama and R. Garnett), Curran Associates, Inc., 29th Annual Conference on Neural Information Processing Systems (NIPS), 2015 (inproceedings)

Abstract
In deterministic optimization, line searches are a standard tool ensuring stability and efficiency. Where only stochastic gradients are available, no direct equivalent has so far been formulated, because uncertain gradients do not allow for a strict sequence of decisions collapsing the search space. We construct a probabilistic line search by combining the structure of existing deterministic methods with notions from Bayesian optimization. Our method retains a Gaussian process surrogate of the univariate optimization objective, and uses a probabilistic belief over the Wolfe conditions to monitor the descent. The algorithm has very low computational cost, and no user-controlled parameters. Experiments show that it effectively removes the need to define a learning rate for stochastic gradient descent. [You can find the matlab research code under `attachments' below. The zip-file contains a minimal working example. The docstring in probLineSearch.m contains additional information. A more polished implementation in C++ will be published here at a later point. For comments and questions about the code please write to mmahsereci@tue.mpg.de.]

ei pn

Matlab research code link (url) [BibTex]

Matlab research code link (url) [BibTex]


no image
A Random Riemannian Metric for Probabilistic Shortest-Path Tractography

Hauberg, S., Schober, M., Liptrot, M., Hennig, P., Feragen, A.

In 18th International Conference on Medical Image Computing and Computer Assisted Intervention, 9349, pages: 597-604, Lecture Notes in Computer Science, MICCAI, 2015 (inproceedings)

ei pn

PDF DOI [BibTex]

PDF DOI [BibTex]


no image
Combined FORC and x-ray microscopy study of magnetisation reversal in antidot lattices

Gräfe, J., Haering, F., Stahl, C., Weigand, M., Skripnik, M., Nowak, U., Ziemann, P., Wiedwald, U., Schütz, G., Goering, E.

In IEEE International Magnetics Conference (INTERMAG 2015), IEEE, Beijing, China, 2015 (inproceedings)

mms

DOI Project Page Project Page [BibTex]

DOI Project Page Project Page [BibTex]


no image
Local control of domain wall dynamics in ferromagnetic rings

Richter, K., Mawass, M., Krone, A., Krüger, B., Weigand, M., Stoll, H., Schütz, G., Kläui, M.

In IEEE International Magnetics Conference (INTERMAG 2015), IEEE, Beijing, China, 2015 (inproceedings)

mms

DOI [BibTex]

DOI [BibTex]


no image
Ultrafast demagnetization after laser pulse irradiation in Ni: Ab-initio electron-phonon scattering and phase space calculations

Illg, C., Haag, M., Fähnle, M.

In Ultrafast Magnetism I. Proceedings of the International Conference UMC 2013, 159, pages: 131-133, Springer Proceedings in Physics, Springer, Strasbourg, 2015 (inproceedings)

mms

DOI [BibTex]

DOI [BibTex]


no image
Automotive domain wall propagation in ferromagnetic rings

Richter, K., Mawass, M., Krone, A., Krüger, B., Weigand, M., Schütz, G., Stoll, H., Kläui, M.

In IEEE International Magnetics Conference (INTERMAG 2015), IEEE, Beijing, China, 2015 (inproceedings)

mms

DOI [BibTex]

DOI [BibTex]


no image
The third dimension: Vortex core reversal by interaction with \textquotesingleflexure modes’

Noske, M., Stoll, H., Fähnle, M., Weigand, M., Dieterle, G., Förster, J., Gangwar, A., Slavin, A., Back, C. H., Schütz, G.

In IEEE International Magnetics Conference (INTERMAG 2015), IEEE, Beijing, China, 2015 (inproceedings)

mms

DOI [BibTex]

DOI [BibTex]


no image
Skyrmions at room temperature in magnetic multilayers

Moreau-Luchaire, C., Reyren, N., Moutafis, C., Sampaio, J., Van Horne, N., Vaz, C. A., Warnicke, P., Garcia, K., Weigand, M., Bouzehouane, K., Deranlot, C., George, J., Raabe, J., Cros, V., Fert, A.

In IEEE International Magnetics Conference (INTERMAG 2015), IEEE, Beijing, China, 2015 (inproceedings)

mms

DOI [BibTex]

DOI [BibTex]

2007


no image

2005


no image
Magnetization reversal behavior of nanogranular CoCrPt alloy thin films studied with magnetic transmission X-ray microscopy

Fischer, P., Im, M., Eimüller, T., Schütz, G., Shin, S.

In 286, pages: 311-314, Boulder, CO, USA, 2005 (inproceedings)

mms

[BibTex]

2005


[BibTex]


no image
Defects distribution of Pr2Fe14B hard magnetic magnet from amorphous to nanostructures characterized by positron annihilation spectroscopy

Wu, Y. C., Sprengel, W., Reimann, K., Reichle, K. J., Goll, D., Würschum, R., Schaefer, H. E.

In PRICM 5. Proceedings of the Fifth Pacific RIM International Conference on Advanced Materials and Processing, 475-479, pages: 2123-2126, Materials Science Forum, Trans Tech, Beijing, China, 2005 (inproceedings)

mms

[BibTex]

[BibTex]


no image
Implementing sub-ns time resolution into magnetic X-ray microscopies

Puzic, A., Stoll, H., Fischer, P., Van Waeyenberge, B., Raabe, J., Denbeaux, G., Haug, T., Weiss, D., Schütz, G.

In T115, pages: 1029-1031, Malmö/Lund, Sweden, 2005 (inproceedings)

mms

[BibTex]

[BibTex]

2004


no image
High-speed dynamics of magnetization processes in hard magnetic particles and thin platelets

Goll, D., Kronmüller, H.

In Proceedings of the 18th International Workshop on Rare-Earth Magnets and their Applications, pages: 465-469, Laboratoire de Cristallographie/Laboratoire Louis Neel, CNRS, Grenoble, 2004 (inproceedings)

mms

[BibTex]

2004


[BibTex]


no image
High-speed dynamics of magnetization processes in hard magnetic particles and thin platelets

Goll, D., Kronmüller, H.

In Proceedings of the 18th International Workshop on Rare-Earth Magnets and their Applications, pages: 465-469, Laboratoire de Cristallographie/Laboratoire Louis Neel, CNRS, Grenoble, 2004 (inproceedings)

mms

[BibTex]

[BibTex]


no image
Modern nanocrystalline/nanostructured hard magnetic materials

Kronmüller, H., Goll, D.

In 272-276, pages: e319-e320, Rome [Italy], 2004 (inproceedings)

mms

[BibTex]

[BibTex]


no image
Modern nanostructured high-temperature permanent magnets

Goll, D., Kronmüller, H., Stadelmaier, H. H.

In Proceedings of the 18th International Workshop on Rare-Earth Magnets and their Applications, pages: 578-583, Laboratoire de Cristallographie/Laboratoire Louis Néel, CNRS, Grenoble, 2004 (inproceedings)

mms

[BibTex]

[BibTex]


no image
Imaging sub-ns spin dynamics in magnetic nanostructures with magnetic transmission X-ray microscopy

Fischer, P., Stoll, H., Puzic, A., Van Waeyenberge, B., Raabe, J., Haug, T., Denbeaux, G., Pearson, A., Höllinger, R., Back, C. H., Weiss, D., Schütz, G.

In Synchrotron Radiation Instrumentation, 705, pages: 1291-1294, AIP Conference Proceedings, American Institute of Physics, San Francisco, California (USA), 2004 (inproceedings)

mms

[BibTex]

[BibTex]


no image
Modern nanostructured high-temperature permanent magnets

Goll, D., Kronmüller, H., Stadelmaier, H. H.

In Proceedings of the 18th International Workshop on Rare-Earth Magnets and their Applications, pages: 578-583, Laboratoire de Cristallographie/Laboratoire Louis Néel, CNRS, Grenoble, 2004 (inproceedings)

mms

[BibTex]

[BibTex]


no image
Existence of transient temperature spike induced by SHI: evidence by ion beam analysis

Avasthi, D. K., Ghosh, S., Srivastava, S. K., Assmann, W.

In 219-220, pages: 206-214, Albuquerque, NM [USA], 2004 (inproceedings)

mms

[BibTex]

[BibTex]


no image
Hard magnetic hollow nanospheres

Goll, D., Berkowitz, A. E., Bertram, H. N.

In Proceedings of the 18th International Workshop on Rare-Earth Magnets and their Applications, pages: 704-707, Laboratoire de Cristallographie/Laboratoire Louis Neel, CNRS, Grenoble, 2004 (inproceedings)

mms

[BibTex]

[BibTex]