Analysis of relative error in perturbation Monte Carlo simulations of radiative transport.

Significance: Perturbation and differential Monte Carlo (pMC/dMC) methods, used in conjunction with nonlinear optimization methods, have been successfully applied to solve inverse problems in diffuse optics. Application of pMC to systems over a large range of optical properties requires optimal "placement" of baseline conventional Monte Carlo (cMC) simulations to minimize the pMC variance. The inability to predict the growth in pMC solution uncertainty with perturbation size limits the application of pMC, especially for multispectral datasets where the variation of optical properties can be substantial. Aim: We aim to predict the variation of pMC variance with perturbation size without explicit computation of perturbed photon weights. Our proposed method can be used to determine the range of optical properties over which pMC predictions provide sufficient accuracy. This method can be used to specify the optical properties for the reference cMC simulations that pMC utilizes to provide accurate predictions over a desired optical property range. Approach: We utilize a conventional error propagation methodology to calculate changes in pMC relative error for Monte Carlo simulations. We demonstrate this methodology for spatially resolved diffuse reflectance measurements with ±20% scattering perturbations. We examine the performance of our method for reference simulations spanning a broad range of optical properties relevant for diffuse optical imaging of biological tissues. Our predictions are computed using the variance, covariance, and skewness of the photon weight, path length, and collision distributions generated by the reference simulation. Results: We find that our methodology performs best when used in conjunction with reference cMC simulations that utilize Russian Roulette (RR) method. Specifically, we demonstrate that for a proximal detector placed immediately adjacent to the source, we can estimate the pMC relative error within 5% of the true value for scattering perturbations in the range of [-15%,+20%]. For a distal detector placed at ∼3 transport mean free paths relative to the source, our method provides relative error estimates within 20% for scattering perturbations in the range of [-8%,+15%]. Moreover, reference simulations performed at lower (µs'/µa) values showed better performance for both proximal and distal detectors. Conclusions: These findings indicate that reference simulations utilizing continuous absorption weighting (CAW) with the Russian Roulette method and executed using optical properties with a low (µs'/µa) ratio spanning the desired range of µs values, are highly advantageous for the deployment of pMC to obtain radiative transport estimates over a wide range of optical properties.

Online Learning With Uncertain Feedback Graphs.

Online learning with expert advice is widely used in various machine learning tasks. It considers the problem where a learner chooses one from a set of experts to take advice and make a decision. In many learning problems, experts may be related, henceforth the learner can observe the losses associated with a subset of experts that are related to the chosen one. In this context, the relationship among experts can be captured by a feedback graph, which can be used to assist the learner's decision-making. However, in practice, the nominal feedback graph often entails uncertainties, which renders it impossible to reveal the actual relationship among experts. To cope with this challenge, the present work studies various cases of potential uncertainties and develops novel online learning algorithms to deal with uncertainties while making use of the uncertain feedback graph. The proposed algorithms are proved to enjoy sublinear regret under mild conditions. Experiments on real datasets are presented to demonstrate the effectiveness of the novel algorithms.

Demystifying and Mitigating Bias for Node Representation Learning.

Node representation learning has attracted increasing attention due to its efficacy for various applications on graphs. However, fairness is a largely under-explored territory within the field, although it is shown that the use of graph structure in learning amplifies bias. To this end, this work theoretically explains the sources of bias in node representations obtained via graph neural networks (GNNs). It is revealed that both nodal features and graph structure lead to bias in the obtained representations. Building upon the analysis, fairness-aware data augmentation frameworks are developed to reduce the intrinsic bias. Our theoretical analysis and proposed schemes can be readily employed in understanding and mitigating bias for various GNN-based learning mechanisms. Extensive experiments on node classification and link prediction over multiple real networks are carried out, and it is shown that the proposed augmentation strategies can improve fairness while providing comparable utility to state-of-the-art methods.

Online Multi-Agent Forecasting With Interpretable Collaborative Graph Neural Networks.

This article considers predicting future statuses of multiple agents in an online fashion by exploiting dynamic interactions in the system. We propose a novel collaborative prediction unit (CoPU), which aggregates the predictions from multiple collaborative predictors according to a collaborative graph. Each collaborative predictor is trained to predict the agent status by integrating the impact of another agent. The edge weights of the collaborative graph reflect the importance of each predictor. The collaborative graph is adjusted online by multiplicative update, which can be motivated by minimizing an explicit objective. With this objective, we also conduct regret analysis to indicate that, along with training, our CoPU achieves similar performance with the best individual collaborative predictor in hindsight. This theoretical interpretability distinguishes our method from many other graph networks. To progressively refine predictions, multiple CoPUs are stacked to form a collaborative graph neural network. Extensive experiments are conducted on three tasks: online simulated trajectory prediction, online human motion prediction, and online traffic speed prediction, and our methods outperform state-of-the-art works on the three tasks by 28.6%, 17.4%, and 21.0% on average, respectively; in addition, the proposed CoGNNs have lower average time costs in one online training/testing iteration than most previous methods.

Graph-based Learning under Perturbations via Total Least-Squares.

Graphs are pervasive in different fields unveiling complex relationships between data. Two major graph-based learning tasks are topology identification and inference of signals over graphs. Among the possible models to explain data interdependencies, structural equation models (SEMs) accommodate a gamut of applications involving topology identification. Obtaining conventional SEMs though requires measurements across nodes. On the other hand, typical signal inference approaches 'blindly trust' a given nominal topology. In practice however, signal or topology perturbations may be present in both tasks, due to model mismatch, outliers, outages or adversarial behavior. To cope with such perturbations, this work introduces a regularized total least-squares (TLS) approach and iterative algorithms with convergence guarantees to solve both tasks. Further generalizations are also considered relying on structured and/or weighted TLS when extra prior information on the perturbation is available. Analyses with simulated and real data corroborate the effectiveness of the novel TLS-based approaches.

Nonlinear Structural Vector Autoregressive Models with Application to Directed Brain Networks.

Structural equation models (SEMs) and vector autoregressive models (VARMs) are two broad families of approaches that have been shown useful in effective brain connectivity studies. While VARMs postulate that a given region of interest in the brain is directionally connected to another one by virtue of time-lagged influences, SEMs assert that directed dependencies arise due to instantaneous effects, and may even be adopted when nodal measurements are not necessarily multivariate time series. To unify these complementary perspectives, linear structural vector autoregressive models (SVARMs) that leverage both instantaneous and time-lagged nodal data have recently been put forth. Albeit simple and tractable, linear SVARMs are quite limited since they are incapable of modeling nonlinear dependencies between neuronal time series. To this end, the overarching goal of the present paper is to considerably broaden the span of linear SVARMs by capturing nonlinearities through kernels, which have recently emerged as a powerful nonlinear modeling framework in canonical machine learning tasks, e.g., regression, classification, and dimensionality reduction. The merits of kernel-based methods are extended here to the task of learning the effective brain connectivity, and an efficient regularized estimator is put forth to leverage the edge sparsity inherent to real-world complex networks. Judicious kernel choice from a preselected dictionary of kernels is also addressed using a data-driven approach. Numerical tests on ECoG data captured through a study on epileptic seizures demonstrate that it is possible to unveil previously unknown directed links between brain regions of interest.