Browse Source

Copy framework from previous paper

Markus Kaiser 5 months ago
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563bd15dd1

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.gitignore View File

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+## Core latex/pdflatex auxiliary files:
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+*.aux
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+*.lof
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+*.log
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+*.lot
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+*.fls
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+*.out
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+*.toc
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+*.fmt
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+*.fot
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+*.cb
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+*.cb2
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+
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+## Intermediate documents:
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+*.dvi
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+*-converted-to.*
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+# these rules might exclude image files for figures etc.
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+# *.ps
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+# *.eps
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+*.pdf
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+
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+## Bibliography auxiliary files (bibtex/biblatex/biber):
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+*.bbl
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+*.bcf
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+*.blg
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+*-blx.aux
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+*-blx.bib
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+*.run.xml
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+
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+## Build tool auxiliary files:
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+*.fdb_latexmk
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+*.synctex
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+*.synctex(busy)
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+*.synctex.gz
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+*.synctex.gz(busy)
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+*.pdfsync
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+
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+## Auxiliary and intermediate files from other packages:
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+# algorithms
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+*.alg
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+*.loa
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+
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+# achemso
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+acs-*.bib
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+
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+# amsthm
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+*.thm
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+
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+# beamer
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+*.nav
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+*.pre
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+*.snm
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+*.vrb
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+
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+# changes
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+*.soc
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+
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+# cprotect
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+*.cpt
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+
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+# elsarticle (documentclass of Elsevier journals)
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+*.spl
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+
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+# endnotes
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+*.ent
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+
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+# fixme
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+*.lox
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+
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+# feynmf/feynmp
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+*.mf
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+*.mp
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+*.t[1-9]
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+*.t[1-9][0-9]
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+*.tfm
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+
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+#(r)(e)ledmac/(r)(e)ledpar
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+*.end
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+*.?end
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+*.[1-9]
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+*.[1-9][0-9]
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+*.[1-9][0-9][0-9]
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+*.[1-9]R
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+*.[1-9][0-9]R
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+*.[1-9][0-9][0-9]R
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+*.eledsec[1-9]
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+*.eledsec[1-9]R
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+*.eledsec[1-9][0-9]
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+*.eledsec[1-9][0-9]R
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+*.eledsec[1-9][0-9][0-9]
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+*.eledsec[1-9][0-9][0-9]R
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+
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+# glossaries
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+*.acn
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+*.acr
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+*.glg
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+*.glo
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+*.gls
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+*.glsdefs
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+
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+# gnuplottex
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+*-gnuplottex-*
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+
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+# gregoriotex
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+*.gaux
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+*.gtex
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+
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+# hyperref
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+*.brf
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+
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+# knitr
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+*-concordance.tex
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+# TODO Comment the next line if you want to keep your tikz graphics files
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+*.tikz
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+*-tikzDictionary
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+
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+# listings
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+*.lol
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+
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+# makeidx
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+*.idx
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+*.ilg
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+*.ind
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+*.ist
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+
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+# minitoc
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+*.maf
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+*.mlf
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+*.mlt
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+*.mtc[0-9]*
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+*.slf[0-9]*
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+*.slt[0-9]*
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+*.stc[0-9]*
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+
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+# minted
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+_minted*
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+*.pyg
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+
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+# morewrites
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+*.mw
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+
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+# nomencl
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+*.nlo
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+
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+# pax
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+*.pax
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+
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+# pdfpcnotes
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+*.pdfpc
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+
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+# sagetex
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+*.sagetex.sage
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+*.sagetex.py
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+*.sagetex.scmd
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+
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+# scrwfile
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+*.wrt
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+
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+# sympy
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+*.sout
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+*.sympy
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+sympy-plots-for-*.tex/
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+
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+# pdfcomment
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+*.upa
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+*.upb
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+
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+# pythontex
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+*.pytxcode
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+pythontex-files-*/
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+
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+# thmtools
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+*.loe
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+
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+# TikZ & PGF
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+*.dpth
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+*.md5
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+*.auxlock
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+
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+# todonotes
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+*.tdo
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+
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+# easy-todo
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+*.lod
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+
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+# xindy
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+*.xdy
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+
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+# xypic precompiled matrices
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+*.xyc
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+
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+# endfloat
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+*.ttt
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+*.fff
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+
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+# Latexian
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+TSWLatexianTemp*
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+
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+## Editors:
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+# WinEdt
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+*.bak
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+*.sav
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+
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+# Texpad
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+.texpadtmp
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+
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+# Kile
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+*.backup
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+
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+# KBibTeX
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+*~[0-9]*
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+
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+# auto folder when using emacs and auctex
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+/auto/*
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+
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+# expex forward references with \gathertags
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+*-tags.tex

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+@default_files = ("dynamic_dirichlet_deep_gp.tex");
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+
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+$pdf_mode = 1;
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+$pdflatex="lualatex --shell-escape --file-line-error --interaction=nonstopmode %O %S";

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dynamic_dirichlet_deep_gp.tex View File

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+\input{preamble/packages.tex}
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+\input{preamble/abbreviations.tex}
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+
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+% We use precompiled images and do not add tikz for speed of compilation.
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+\newcommand{\includestandalonewithpath}[2][]{%
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+    \begingroup%
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+    \StrCount{#2}{/}[\matches]%
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+    \StrBefore[\matches]{#2}{/}[\figurepath]%
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+    \includestandalone[#1]{#2}%
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+    \endgroup%
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+}
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+% \input{figures/tikz_common.tex}
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+% \input{figures/tikz_colors.tex}
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+
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+\addbibresource{zotero_export.bib}
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+
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+% We set this for hyperref
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+\title{Dynamic Dirichlet Deep GP}
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+\author{\href{mailto:markus.kaiser@siemens.com}{Markus Kaiser}}
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+
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+\author{
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+    % Markus Kaiser\\
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+    % Siemens AG\\
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+    % Technical University of Munich\\
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+    % \texttt{markus.kaiser@siemens.com}\\
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+    % \And
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+    % Clemens Otte\\
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+    % Siemens AG\\
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+    % \texttt{clemens.otte@siemens.com}\\
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+    % \And
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+    % Thomas Runkler\\
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+    % Siemens AG\\
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+    % Technical University of Munich\\
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+    % \texttt{thomas.runkler@siemens.com}\\
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+    % \And
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+    % Carl Henrik Ek\\
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+    % University of Bristol\\
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+    % \texttt{carlhenrik.ek@bristol.ac.uk}\\
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+    % NOTE: Fix metadata.
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+    Anonymous\\
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+}
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+
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+\begin{document}
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+\maketitle
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+
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+\begin{abstract}
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+    We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information.
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+    We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines introduced by the underlying latent and turbulent wind field.
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+    The proposed model allows for both arbitrary alignments of the inputs and non-parametric output warpings to transform the observations.
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+    This gives rise to multiple deep Gaussian process models connected via latent generating processes.
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+    We present an efficient variational approximation based on nested variational compression and show how the model can be used to extract shared information between dependent time series, recovering an interpretable functional decomposition of the learning problem.
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+    We show results for an artificial data set and real-world data of two wind turbines.
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+\end{abstract}
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+
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+
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+\section{Introduction}
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+Many real-world systems are inherently hierarchical and connected.
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+Ideally, a machine learning method should model and recognize such dependencies.
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+Take wind power production, which is one of the major providers for renewable energy today, as an example:
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+To optimize the efficiency of a wind turbine the speed and pitch have to be controlled according to the local wind conditions (speed and direction).
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+In a wind farm turbines are typically equipped with sensors for wind speed and direction.
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+The goal is to use these sensor data to produce accurate estimates and forecasts of the wind conditions at every turbine in the farm.
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+For the ideal case of a homogeneous and very slowly changing wind field, the wind conditions at each geometrical position in a wind farm can be estimated using the propagation times (time warps) computed from geometry, wind speed, and direction \parencite{soleimanzadeh_controller_2011,bitar_coordinated_2013,schepers_improved_2007}.
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+In the real world, however, wind fields are not homogeneous, exhibit global and local turbulences, and interfere with the turbines and the terrain inside and outside the farm and further, breaking sensors can lead to data loss.
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+This makes it extremely difficult to construct accurate analytical models of wind propagation in a farm.
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+Also, standard approaches for extracting such information from data, e.g.\ generalized time warping  \parencite{zhou_generalized_2012}, fail at this task because they rely on a high signal to noise ratio.
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+Instead, we want to construct Bayesian nonlinear dynamic data based models for wind conditions and warpings which handle the stochastic nature of the system in a principled manner.
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+
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+\printbibliography
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+
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+\end{document}

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figures/.latexmkrc View File

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+../.latexmkrc

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figures/tikz_colors.tex View File

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+% Base Colors Corporate Design
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+\definecolor{tumblue}{HTML}{0065BD}
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+\definecolor{tumgreen}{HTML}{A2AD00}
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+\definecolor{tumorange}{HTML}{E37222}
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+\definecolor{tumivory}{HTML}{DAD7CB}
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+\definecolor{tumred}{HTML}{E53418} % not in Styleguide
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+\definecolor{tumviolet}{HTML}{69085A} % not in Styleguide
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+
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+% Derived Colors
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+% https://kuler.adobe.com/create/color-wheel/
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+% https://portal.mytum.de/corporatedesign/print/styleguide/
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+% Grays - TUM
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+\definecolor{tumgray0}{HTML}{000000}
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+\definecolor{tumgray1}{HTML}{58585A}
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+\definecolor{tumgray2}{HTML}{9C9D9F}
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+\definecolor{tumgray3}{HTML}{D9DADB}
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+\definecolor{tumgray4}{HTML}{FFFFFF}
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+
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+% Blues - TUM
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+\definecolor{tumblue0}{HTML}{003359}
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+\definecolor{tumblue1}{HTML}{005293}
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+\definecolor{tumblue2}{HTML}{0073CF}
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+\definecolor{tumblue3}{HTML}{64A0C8}
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+\definecolor{tumblue4}{HTML}{98C6EA}
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+
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+% Greens - Adobe
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+\definecolor{tumgreen0}{HTML}{EAF900}
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+\definecolor{tumgreen1}{HTML}{AEBA00}
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+\definecolor{tumgreen2}{HTML}{8A9300}
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+\definecolor{tumgreen3}{HTML}{525800}
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+
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+% Reds - Adobe
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+\definecolor{tumred0}{HTML}{F23719}
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+\definecolor{tumred1}{HTML}{CB2E15}
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+\definecolor{tumred2}{HTML}{90210F}
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+\definecolor{tumred3}{HTML}{65170B}
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+
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+% Oranges - Adobe
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+\definecolor{tumorange0}{HTML}{F07824}
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+\definecolor{tumorange1}{HTML}{C9651E}
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+\definecolor{tumorange2}{HTML}{8E4715}
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+\definecolor{tumorange3}{HTML}{63320F}
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+
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+% Sample colors
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+\definecolor{hannah0}{HTML}{d89d1c}
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+\definecolor{hannah1}{HTML}{d8801c}
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+\definecolor{hannah2}{HTML}{d8511c}
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+\definecolor{hannah3}{HTML}{d8bf1c}
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+\definecolor{hannah4}{HTML}{d8511c}

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figures/tikz_common.tex View File

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+\usepackage{tikz}
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+\usepackage{pgfplots}
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+\pgfplotsset{compat=1.14}
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+
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+\newcommand{\includestandalonewithpath}[2][]{%
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+    \begingroup%
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+    \StrCount{#2}{/}[\matches]%
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+    \StrBefore[\matches]{#2}{/}[\figurepath]%
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+    \includestandalone[#1]{#2}%
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+    \endgroup%
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+}
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+
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+% See
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+% https://tex.stackexchange.com/a/23583
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+\tikzset{onslide/.code args={<#1>#2}{%
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+  \only<#1>{\pgfkeysalso{#2}} % \pgfkeysalso doesn't change the path
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+}}
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+
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+\usetikzlibrary{angles}
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+\usetikzlibrary{backgrounds}
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+\usetikzlibrary{calc}
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+\usetikzlibrary{chains}
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+\usetikzlibrary{decorations}
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+\usetikzlibrary{fit}
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+\usetikzlibrary{graphs}
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+\usetikzlibrary{graphdrawing}
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+\usegdlibrary{layered,force,trees}
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+\usetikzlibrary{matrix}
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+\usetikzlibrary{patterns}
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+\usetikzlibrary{positioning}
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+\usetikzlibrary{quotes}
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+\usetikzlibrary{scopes}
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+\usetikzlibrary{shapes}
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+\usetikzlibrary{shapes.multipart}
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+
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+\usepgfplotslibrary{fillbetween}
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+\usepgfplotslibrary{units}
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+
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+\tikzstyle{wind data} = [thick, tumgray1]
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+\tikzstyle{latent function} = [semithick, dashed]
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+\tikzstyle{mean} = [semithick, smooth]
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+\tikzstyle{weak mean} = [thin, smooth]
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+\tikzstyle{std} = [very thin, smooth]
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+\tikzstyle{first} = [tumblue]
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+\tikzstyle{first fill} = [tumblue, opacity=0.20]
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+\tikzstyle{second} = [tumgreen]
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+\tikzstyle{second fill} = [tumgreen, opacity=0.20]
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+\tikzstyle{shared} = [tumviolet]
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+\tikzstyle{shared fill} = [tumviolet, opacity=0.20]
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+\tikzstyle{independent} = [tumviolet, densely dotted]
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+\tikzstyle{independent fill} = [tumviolet, opacity=0.20]
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+\tikzstyle{sample} = [tumviolet, semithick, smooth]
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+\tikzstyle{tiny sample} = [sample, very thin]
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+
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+\pgfplotsset{filter discard warning=false}
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+\pgfplotsset{unbounded coords=discard}
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+
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+\pgfplotsset{data/.style = {
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+    only marks,
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+    mark size=1pt,
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+    fill opacity=.5,
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+}}
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+\pgfplotsset{tiny data/.style = {
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+    only marks,
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+    mark=*,
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+    mark size=.35pt,
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+    draw opacity=0,
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+    fill opacity=.85,
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+}}
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+\pgfplotsset{qualitative/.style = {
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+    grid=major,
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+    enlarge x limits=false,
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+    ticks=none,
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+    width=420pt,
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+    height=140pt,
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+}}
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+\pgfplotsset{decomposition/.style = {
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+    % grid=major,
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+    enlarge x limits=false,
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+    ticks=none,
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+    % try min ticks=3,
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+    width=100pt,
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+    height=100pt,
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+}}
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+\pgfplotsset{paper decomposition/.style = {
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+    grid=major,
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+    try min ticks=3,
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+    enlarge x limits=false,
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+    width=110pt,
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+    height=75pt,
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+    ylabel style={at={(ticklabel* cs:0.5)},rotate=-90},
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+    xlabel style={at={(ticklabel* cs:0.5)}},
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+    tick label style={font=\small},
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+    label style={font=\small},
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+}}
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+\pgfplotsset{paper true decomposition/.style = {
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+    paper decomposition,
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+    height=65pt,
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+}}
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+\pgfplotsset{decomposition joint plot/.style = {
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+    grid=major,
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+    height=75pt,
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+    enlarge x limits=false,
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+    ylabel style={rotate=-90},
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+    ytick pos=left,
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+    xmin=0, xmax=1,
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+    xtick={0, 0.5, 1},
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+    xticklabels={0, , 1},
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+    ymin=-1.5, ymax=1.5,
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+    ytick={-1, 0, 1},
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+    yticklabels={-1, , 1},
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+    ylabel style={at={(ticklabel* cs:0.5)}},
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+    xlabel style={at={(ticklabel* cs:0.5)}},
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+    tick label style={font=\small},
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+    label style={font=\small},
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+}}
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+
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+\pgfplotsset{model plot/.style = {
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+    grid=major,
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+    height=100pt,
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+    enlarge x limits=false,
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+    ylabel style={rotate=-90},
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+}}
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+\pgfplotsset{appendix model plot/.style = {
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+    grid=major,
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+    height=150pt,
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+    enlarge x limits=false,
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+    ylabel style={rotate=-90},
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+}}
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+
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+\tikzstyle{edge} = [draw, thick, shorten >=2pt, shorten <=2pt]
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+\tikzstyle{directed} = [arrows={-latex}, shorten >=2pt, shorten <=0pt]
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+\tikzstyle{inverse directed} = [arrows={latex-}, shorten >=0pt, shorten <=2pt]
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+
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+\tikzstyle{random variable} = [draw, very thick, circle, inner sep=1pt, minimum size=20pt, font=\small]
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+\tikzstyle{implicit} = [rectangle, inner sep=3pt]
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+\tikzstyle{observed} = [fill=tumred!40]
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+% \tikzstyle{variational} = [fill=tumblue!40]
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+% Do not print the text in variational nodes to save space
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+\tikzstyle{variational} = [fill=tumblue!40, text opacity=0, inner sep=-8pt, minimum size=12pt]
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+\tikzstyle{latent} = [fill=tumgreen!40]
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+
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+\tikzstyle{alignment node} = [draw=black, thick, rectangle, inner sep=0pt, minimum size=6pt]
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+\tikzstyle{alignment connection} = [draw=black, thick]
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+
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+\makeatletter
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+\DeclareRobustCommand{\rvdots}{%
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+  \vbox{
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+    \baselineskip4\p@\lineskiplimit\z@
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+    \kern-\p@
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+    \hbox{.}\hbox{.}\hbox{.}
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+  }}
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+\makeatother

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figures/tikz_jumping.tex View File

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+% See http://tex.stackexchange.com/a/51638
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+
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+\newcounter{jumping}
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+\resetcounteronoverlays{jumping}
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+
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+\makeatletter
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+\tikzset{
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+  stop jumping/.style={
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+    execute at end picture={%
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+      \stepcounter{jumping}%
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+      \immediate\write\pgfutil@auxout{%
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+        \noexpand\jump@setbb{\the\value{jumping}}{\noexpand\pgfpoint{\the\pgf@picminx}{\the\pgf@picminy}}{\noexpand\pgfpoint{\the\pgf@picmaxx}{\the\pgf@picmaxy}}
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+      },
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+      \csname jump@\the\value{jumping}@maxbb\endcsname
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+      \path (\the\pgf@x,\the\pgf@y);
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+      \csname jump@\the\value{jumping}@minbb\endcsname
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+      \path (\the\pgf@x,\the\pgf@y);
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+    },
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+  }
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+}
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+\def\jump@setbb#1#2#3{%
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+  \@ifundefined{jump@#1@maxbb}{%
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+    \expandafter\gdef\csname jump@#1@maxbb\endcsname{#3}%
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+  }{%
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+    \csname jump@#1@maxbb\endcsname
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+    \pgf@xa=\pgf@x
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+    \pgf@ya=\pgf@y
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+    #3
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+    \pgfmathsetlength\pgf@x{max(\pgf@x,\pgf@xa)}%
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+    \pgfmathsetlength\pgf@y{max(\pgf@y,\pgf@ya)}%
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+    \expandafter\xdef\csname jump@#1@maxbb\endcsname{\noexpand\pgfpoint{\the\pgf@x}{\the\pgf@y}}%
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+  }
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+  \@ifundefined{jump@#1@minbb}{%
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+    \expandafter\gdef\csname jump@#1@minbb\endcsname{#2}%
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+  }{%
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+    \csname jump@#1@minbb\endcsname
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+    \pgf@xa=\pgf@x
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+    \pgf@ya=\pgf@y
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+    #2
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+    \pgfmathsetlength\pgf@x{min(\pgf@x,\pgf@xa)}%
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+    \pgfmathsetlength\pgf@y{min(\pgf@y,\pgf@ya)}%
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+    \expandafter\xdef\csname jump@#1@minbb\endcsname{\noexpand\pgfpoint{\the\pgf@x}{\the\pgf@y}}%
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+  }
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+}
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+\makeatother

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figures/tikz_standalone.tex View File

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+% Fix for standalone with lualatex
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+\usepackage{luatex85} % Fix for standalone with lualatex
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+
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+% Path magic
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+\providecommand{\figurepath}{.}
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+
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+% Locale
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+\usepackage[T1]{fontenc}
9
+\usepackage[utf8]{inputenc}
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+\usepackage{csquotes}
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+\usepackage[english]{babel}
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+\selectlanguage{english}
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+
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+% Fonts
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+\usepackage{textcomp}
16
+\usepackage{microtype}
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+
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+% Stuff
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+\usepackage{amsmath}
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+\usepackage{amssymb}
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+\usepackage{amsfonts}
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+\usepackage{mathtools}
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+\usepackage{bm}

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preamble/abbreviations.tex View File

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+% Sets
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+\newcommand{\N}{\mathbb{N}}
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+\newcommand{\Z}{\mathbb{Z}}
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+\newcommand{\R}{\mathbb{R}}
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+\newcommand{\D}{\mathcal{D}}
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+\newcommand{\T}{\mathcal{T}}
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+\newcommand{\Ell}{\mathcal{L}}
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+
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+% Random Variable
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+\newcommand{\rv}[1]{\bm{#1}}
11
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preamble/bristol.pdf View File


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