Learning Latent Fractional dynamics with Unknown Unknowns

Despite significant effort in understanding complex systems (CS), we lack a theory for modeling, inference, analysis and efficient control of time-varying complex networks (TVCNs) in uncertain environments. From brain activity dynamics to microbiome, and even chromatin interactions within the genome architecture, many such TVCNs exhibits a pronounced spatio-temporal fractality. Moreover, for many TVCNs only limited information (e.g., few variables) is accessible for modeling, which hampers the capabilities of analytical tools to uncover the true degrees of freedom and infer the CS model, the hidden states and their parameters. Another fundamental limitation is that of understanding and unveiling of unknown drivers of the dynamics that could sporadically excite the network in ways that straightforward modeling does not work due to our inability to model non-stationary processes. Towards addressing these challenges, in this paper, we consider the problem of learning the fractional dynamical complex networks under unknown unknowns (i.e., hidden drivers) and partial observability (i.e., only partial data is available). More precisely, we consider a generalized modeling approach of TVCNs consisting of discrete-time fractional dynamical equations and propose an iterative framework to determine the network parameterization and predict the state of the system. We showcase the performance of the proposed framework in the context of task classification using real electroencephalogram data.

Dealing with Unknown Unknowns: Identification and Selection of Minimal Sensing for Fractional Dynamics with Unknown Inputs

This paper focuses on analysis and design of time-varying complex networks having fractional order dynamics. These systems are key in modeling the complex dynamical processes arising in several natural and man made systems. Notably, examples include neurophysiological signals such as electroencephalogram (EEG) that captures the variation in potential fields, and blood oxygenation level dependent (BOLD) signal, which serves as a proxy for neuronal activity. Notwithstanding, the complex networks originated by locally measuring EEG and BOLD are often treated as isolated networks and do not capture the dependency from external stimuli, e.g., originated in subcortical structures such as the thalamus and the brain stem. Therefore, we propose a paradigm-shift towards the analysis of such complex networks under unknown unknowns (i.e., excitations). Consequently, the main contributions of the present paper are threefold: (i) we present an alternating scheme that enables to determine the best estimate of the model parameters and unknown stimuli; (ii) we provide necessary and sufficient conditions to ensure that it is possible to retrieve the state and unknown stimuli; and (iii) upon these conditions we determine a small subset of variables that need to be measured to ensure that both state and input can be recovered, while establishing sub-optimality guarantees with respect to the smallest possible subset. Finally, we present several pedagogical examples of the main results using real data collected from an EEG wearable device.

Approximate Submodular Functions and Performance Guarantees

We consider the problem of maximizing non-negative non-decreasing set functions. Although most of the recent work focus on exploiting submodularity, it turns out that several objectives we encounter in practice are not submodular. Nonetheless, often we leverage the greedy algorithms used in submodular functions to determine a solution to the non-submodular functions. Hereafter, we propose to address the original problem by \emph{approximating} the non-submodular function and analyze the incurred error, as well as the performance trade-offs. To quantify the approximation error, we introduce a novel concept of $\delta$-approximation of a function, which we used to define the space of submodular functions that lie within an approximation error. We provide necessary conditions on the existence of such $\delta$-approximation functions, which might not be unique. Consequently, we characterize this subspace which we refer to as \emph{region of submodularity}. Furthermore, submodular functions are known to lead to different sub-optimality guarantees, so we generalize those dependencies upon a $\delta$-approximation into the notion of \emph{greedy curvature}. Finally, we used this latter notion to simplify some of the existing results and efficiently (i.e., linear complexity) determine tightened bounds on the sub-optimality guarantees using objective functions commonly used in practical setups and validate them using real data.