Organizations: the Hangzhou International Innovation Institute, Beihang University, Hangzhou 311115, China · the State Key Laboratory of Industrial Control Technology, College of Control science and Engineering, Zhejiang University, Hangzhou 310027, Zhejiang, China · the College of Electrical Engineering and Automation, Fuzhou University, Fuzhou 350108, China · the School of Data Science, The Chinese University of Hong Kong, Shenzhen 518172, China · the Zhejiang Key Laboratory of Industrial Solid Waste Thermal Hydrolysis Technology and Intelligent Equipment, Huzhou Key Laboratory of Intelligent Sensing and Optimal Control for Industrial Systems, School of Engineering, Huzhou University, Huzhou 313000, China · MOE of the Key Laboratory of Bioinorganic and Synthetic Chemistry, the Key Lab of Low-Carbon Chem & Energy Conservation of Guangdong Province, School of Chemistry, Sun Yat-Sen University, Guangzhou 510275, China · the National Key Lab of General AI, School of Intelligence Science and Technology, Peking University, Beijing 100871, China
Nonlinear Probabilistic Latent Variable Models (NPLVMs) are a cornerstone of soft sensor modeling due to their capacity for uncertainty delineation. However, conventional NPLVMs are trained using amortized variational inference, where neural networks parameterize the variational posterior. While facilitating model implementation, this parameterization converts the distributional optimization problem within an infinite-dimensional function space to parameter optimization within a finite-dimensional parameter space, which introduces an approximation error gap, thereby degrading soft sensor modeling accuracy. To alleviate this issue, we introduce KProxNPLVM, a novel NPLVM that pivots to relaxing the objective itself and improving the NPLVM's performance. Specifically, we first prove the approximation error induced by the conventional approach. Based on this, we design the Wasserstein distance as the proximal operator to relax the learning objective, yielding a new variational inference strategy derived from solving this relaxed optimization problem. Based on this foundation, we provide a rigorous derivation of KProxNPLVM's optimization implementation, prove the convergence of our algorithm can finally sidestep the approximation error, and propose the KProxNPLVM by summarizing the abovementioned content. Finally, extensive experiments on synthetic and real-world industrial datasets are conducted to demonstrate the efficacy of the proposed KProxNPLVM.
Figures & tables
Fig. 1: Posterior distribution approximation comparison.
Fig. 2: The overall workflow of KProxNPLVM.
Fig. 3: The evolution trajectory of the Qt(z) estimated by the kernel density estimation (KDE), and the 2-Wasserstein distance W2(Qt(z),P(z∣D)) .
Model
DBC
CAC
CSC
R2
RMSE
MAE
MAPE
R2
RMSE
MAE
MAPE
R2
RMSE
MAE
MAPE
SNPLVR
-1.02E-1 †
2.11E-1 †
1.71E-1 †
2.89E2 †
-2.29E-1 †
7.90E-3 †
5.94E-3 †
2.03E0 †
-3.13E-1 †
6.76E-1 †
5.42E-1 †
2.76E-1 †
DBPSFA
2.51E-1 †
1.75E-1 †
1.43E-1 †
2.80E2 †
-6.78E-2
7.36E-3
5.63E-3
1.93E0
-3.73E4 †
1.15E2 †
1.15E2 †
5.85E1 †
MUDVAE-SDVAE
-1.04E-2 †
2.03E-1 †
1.62E-1 †
2.75E2 †
-5.29E-3 †
7.14E-3 †
5.23E-3 †
1.78E0 †
-1.64E-1 †
6.41E-1 †
5.13E-1 †
2.61E-1 †
GMM-VAE
7.93E-1 †
8.15E-2 †
6.50E-2 †
8.99E1 †
2.89E-1 †
6.14E-3 †
4.66E-3 †
1.59E0 †
7.83E-1 †
2.75E-1 †
2.19E-1 †
1.11E-1 †
GSTAE
9.70E-1 †
3.52E-2 †
1.48E-2 †
2.56E1 †
7.40E-1 †
3.63E-3 †
2.72E-3 †
9.30E-1 †
8.93E-1 †
1.93E-1 †
1.53E-1 †
7.77E-2 †
TABLE I: Soft Sensor Accuracy Comparison
Fig. 4: The sensitivity analysis results vary proximal operator coefficient ε , batch size B , inference network η , and particle number ℓ on the DBC dataset. The shaded area indicates the ±0.5 standard deviation error.
Dataset
KProx
Wass
R2 ( ↓ )
RMSE ( ↑ )
MAE ( ↑ )
MAPE ( ↑ )
DBC
✗
✓
2.73E3%
1.53E3%
1.59E3%
1.43E3%
✓
✗
4.20E0%
2.34E2%
2.50E2%
3.22E2%
✗
✗
2.44E3%
1.53E3%
1.59E3%
1.42E3%
CAC
✗
✓
1.86E5%
1.00E2%
8.79E1%
8.64E1%
✓
✗
7.51E1%
5.14E1%
4.86E1%
4.82E1%
✗
✗
7.87E4%
1.01E2%
8.85E1%
8.71E1%
TABLE II: Ablation Study Results
Fig. 5: The convergence results of the training process of KProx algorithm on three datasets. The shaded area indicates ± 0.25 times the standard deviation.
Fig. S1: The flowsheet of DBC
Process variables
Unit
Description
U1
℃
Top temperature
U2
kg⋅cm−2
Top pressure
U3
m3⋅h−1
Reflux flow rate
U4
m3⋅h−1
Top distillate rate
U5
℃
Temperature of the 9th tray
U6
℃
Bottom temperature A
TABLE S1: The process variables in the DBC
Fig. S2: The flowsheet of CAC
Input Variables
Description
U1
Pressure of inlet gas
U2
Liquid level of buffer vessel
U3
Temperature of inlet barren liquor
U4
Flowrate of inlet lean solution
U5
Flowrate of inlet semi-lean solution
U6
Temperature of inlet gas
TABLE S2: Process variables for CAC
Fig. S3: The flowsheet of CSC
Process variables
Description
U1
High temperature bed temperature 1
U2
High temperature bed temperature 2
U3
High temperature bed temperature 3
U4
Outlet temperature of high temperature bed
U5
Outlet temperature of cooling water
U6
Split-gas temperature
TABLE S3: The process variables in the CSC process
Dataset
CAC
DCB
CSC
Hyper-parameters
B
η
B
η
B
η
SNPLVR
128
0.01
128
0.01
128
0.01
DBPSFA
128
0.05
128
0.05
128
0.05
MUDVAE-SDVAE
32
0.005
32
0.005
32
0.005
GMM-VAE
128
0.0001
128
0.0001
128
0.0001
GSTAE
64
0.01
64
0.01
64
0.01
TABLE S4: Hyper-parameter Settings for Baseline Comparison Experiment
Model
DBC
CAC
CSC
R2
RMSE
MAE
MAPE
R2
RMSE
MAE
MAPE
R2
RMSE
MAE
MAPE
SNPLVR
1.39E-1
1.34E-2
1.10E-2
4.92E1
2.20E-2
7.06E-5
9.47E-5
3.92E-2
3.24E-1
7.85E-2
6.54E-2
3.35E-2
DBPSFA
9.13E-3
1.07E-3
7.68E-4
1.90E0
4.12E-4
1.42E-6
1.40E-6
5.16E-4
2.46E1
3.80E-2
3.80E-2
1.93E-2
MUDVAE-SDVAE
3.21E-2
3.24E-3
2.27E-3
2.42E0
4.57E-3
1.62E-5
1.38E-5
5.00E-3
5.39E-2
1.48E-2
1.28E-2
6.55E-3
GMM-VAE
2.02E-2
3.98E-3
3.05E-3
9.84E0
1.30E-2
5.61E-5
5.01E-5
1.66E-2
1.84E-2
1.16E-2
9.65E-3
4.90E-3
GSTAE
3.42E-3
1.92E-3
1.67E-3
5.44E0
3.05E-3
2.13E-5
3.35E-5
1.14E-2
2.09E-2
1.90E-2
1.42E-2
7.25E-3
TABLE S5: Standard Deviation Error for Baseline Model Comparison Experiment
Model
DBC
CAC
CSC
Training (s)
Testing (s)
Memory (MB)
Training (s)
Testing (s)
Memory (MB)
Training (s)
Testing (s)
Memory (MB)
SNPLVR
60.835 ±3.420E0
0.016 ±5.355E-4
535
144.920 ±7.871E0
0.036 ±4.506E-4
535
159.527 ±6.549E0
0.041 ±9.631E-4
535
DBPSFA
86.948 ±6.550E-1
0.003 ±8.059E-4
579
182.223 ±6.572E1
0.003 ±2.037E-3
579
347.915 ±8.032E-1
0.045 ±5.891E-2
579
MUDVAE-SDVAE
75.004 ±4.467E-1
0.016 ±5.822E-4
535
160.677 ±9.567E0
0.038 ±8.933E-4
535
181.304 ±6.022E0
0.042 ±5.934E-4
535
GMM-VAE
49.870 ±3.536E0
0.026 ±6.005E-4
534
126.370 ±3.685E0
0.062 ±8.111E-4
534
143.606 ±6.681E0
0.073 ±1.717E-3
534
GSTAE
63.405 ±1.247E0
0.012 ±1.631E-4
535
151.798 ±6.928E0
0.030 ±2.865E-4
535
163.265 ±2.299E0
0.035 ±2.552E-4
535
TABLE S6: Empirical Spatial Temporal Complexity
Fig. S4: Convergence analysis for generative network, .
Fig. S5: Convergence analysis for inference network, .
Variational inference (VI) is a core engine of modern AI, enabling scalable approximate Bayesian learning and uncertainty-aware training of large probabilistic and generative models. In this paper, we propose Structured Nonparametric Variational Inference (SN-VI), a novel framework for modeling complex dependencies among latent variables in posterior approximation, leveraging multivariate spline techniques. Unlike traditional methods that rely on the mean-field assumption, SN-VI preserves intricate latent variable dependencies, providing a flexible and accurate approximation of posteriors with arbitrary shapes. We establish rigorous theoretical guarantees, including the derivation of the lower bound for the variational objective and proof of asymptotic consistency in posterior estimation. To facilitate practical implementation, we develop an algorithm that automatically identifies dependent latent variables and their underlying dependence structure, without requiring manual specification. Simulation studies validate the effectiveness of SN-VI in approximating posterior distributions with bounded support and complex dependencies. The proposed method has been successfully applied to high-dimensional structured data, including computer vision datasets and spatial transcriptomics. In these applications, SN-VI demonstrates improved generative model performance and effectively uncovers coupled biological signals through the learned dependency structure.
Yuda Shao, Zhiling Gu, Shan Yu
Department of Statistics, University of Virginia · Department of Biostatistics, Yale University
Nonlinear Mixed Effects (NLME) models are widely used in pharmacometrics and related fields to analyze hierarchical and longitudinal data. However, as the number of parameters and random effects increases, traditional methods for maximizing the marginal likelihood become computationally expensive. This paper explores the Variational Expectation Maximization (VEM) algorithm, a scalable alternative for fitting NLME models. Originally introduced in the context of probabilistic graphical models and later popularized through variational autoencoders, VEM has not been extensively applied to NLME modeling. By leveraging flexible variational families and reverse-mode automatic differentiation, VEM can efficiently maximize the marginal likelihood, scaling to NLME models with over 15,000 population parameters. This work provides a detailed description of VEM, compares it to other NLME fitting algorithms, and highlights its scalability through computational experiments. Using the Pumas statistical software, we fit two test models: 1) a standard warfarin model, and 2) an unnecessarily over-parameterized DeepNLME Friberg model with 15,410 population parameters and 16 random effects. The warfarin model was fitted to completion to demonstrate the correctness of VEM, while the DeepNLME Friberg model instead demonstrates VEM's scalability on a toy but large model. VEM improves the log likelihood steadily over hundreds of iterations at a practical per-iteration cost, while FOCE fails to complete even one iteration within a day. The model is deliberately over-parameterized for its small dataset and over-fits it, so what this experiment establishes is that VEM optimizes the objective of a model of this size at a practical cost. Applying VEM to large models that are genuinely useful is left to future work.
Many machine learning methods aim to approximate the lower-dimensional manifold on which the data lives. A desirable feature of such methods is that they should capture the epistemic uncertainty of this learned manifold. One model that achieves this is the Gaussian Process Latent Variable Model, in which a Gaussian Process (GP) mapping from the latent space provides an estimate of the uncertainty of the manifold. However, the effectiveness of this uncertainty estimation is limited by the mean-field variational approximation between the GP inducing points and the latent variables. In this work, we apply Amortized Structured Stochastic Variational Inference to allow the variational posterior for the latent space to be conditionally dependent on the value of the inducing points. We demonstrate that this more flexible variational posterior improves several metrics relating to the reconstruction of points on the data manifold.
Maksym Tretiakov, Sarah Filippi, Vincent Fortuin +3
LMU Munich · Munich Center for Machine Learning (MCML) · Imperial College London +3