There has been a great deal of recent interest in the development of spatial prediction algorithms for very large datasets and/or prediction domains. These methods have primarily been developed in the spatial statistics community, but there has been growing interest in the machine learning community for such methods, primarily driven by the success of deep Gaussian process regression approaches and deep convolutional neural networks. These methods are often computationally expensive to train and implement and consequently, there has been a resurgence of interest in random projections and deep learning models based on random weights—so called reservoir computing methods. Here, we combine several of these ideas to develop the random ensemble deep spatial (REDS) approach to predict spatial data. The procedure uses random Fourier features as inputs to an extreme learning machine (a deep neural model with random weights), and with calibrated ensembles of outputs from this model based on different random weights, it provides a simple uncertainty quantification. The REDS method is demonstrated on simulated data and on a classic large satellite data set.
Statistical Mechanics of Deep Learning
The recent striking success of deep neural networks in machine learning raises profound questions about the theoretical principles underlying their success. For example, what can such deep networks compute? How can we train them? How does information propagate through them? Why can they generalize? And how can we teach them to imagine? We review recent work in which methods of physical analysis rooted in statistical mechanics have begun to provide conceptual insights into these questions. These insights yield connections between deep learning and diverse physical and mathematical topics, including random landscapes, spin glasses, jamming, dynamical phase transitions, chaos, Riemannian geometry, random matrix theory, free probability, and nonequilibrium statistical mechanics. Indeed, the fields of statistical mechanics and machine learning have long enjoyed a rich history of strongly coupled interactions, and recent advances at the intersection of statistical mechanics and deep learning suggest these interactions will only deepen going forward.
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- Award ID(s):
- 1845166
- PAR ID:
- 10291285
- Date Published:
- Journal Name:
- Annual Review of Condensed Matter Physics
- Volume:
- 11
- Issue:
- 1
- ISSN:
- 1947-5454
- Page Range / eLocation ID:
- 501 to 528
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1146/annurev-conmatphys-031119-050745
