Artificial Intelligence, Machine Learning, and Intelligent Decision Support Systems: Iterative “Learning” SQG-based procedures for Distributed Models’ Linkage.

Ermolieva, T., Ermoliev, Y., Zagorodny, A., Bogdanov, V., Borodina, O., Havlik, P. ORCID: https://orcid.org/0000-0001-5551-5085, Komendantova, N. ORCID: https://orcid.org/0000-0003-2568-6179, Knopov, P., Gorbacuk, V., & Zaslavskyi, V. (2022). Artificial Intelligence, Machine Learning, and Intelligent Decision Support Systems: Iterative “Learning” SQG-based procedures for Distributed Models’ Linkage. Artificial Intelligence Journal 94 (2) 10.15407/jai2022.02.092.

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Abstract

In this paper we discuss the on-going joint work contributing to the IIASA (International Institute for Applied Systems Analysis, Laxenburg, Austria) and National Academy of Science of Ukraine projects on “Modeling and management of dynamic stochastic interdependent systems for food-water-energy-health security nexus” (see [1-2] and references therein). The project develops methodological and modeling tools aiming to create Intelligent multimodel Decision Support System (IDSS) and Platform (IDSP), which can integrate national Food, Water, Energy, Social models with the models operating at the global scale (e.g., IIASA GLOBIOM and MESSAGE), in some cases ‘downscaling’ the results of the latter to a national level. Data harmonization procedures rely on new type non-smooth stochastic optimization and stochastic quasigradient (SQG) [3-4] methods for robust of-line and on-line decisions involving large-scale machine learning and Artificial Intelligence (AI) problems in particular, Deep Learning (DL) including deep neural learning or deep artificial neural network (ANN). Among the methodological aims of the project is the development of “Models’ Linkage” algorithms which are in the core of the IDSS as they enable distributed models’ linkage and data integration into one system on a platform [5-8]. The linkage algorithms solve the problem of linking distributed models, e.g., sectorial and/or regional, into an inter-sectorial inter-regional integrated models. The linkage problem can be viewed as a general endogenous reinforced learning problem of how software agents (models) take decisions in order to maximize the “cumulative reward". Based on novel ideas of systems’ linkage under asymmetric information and other uncertainties, nested strategic-operational and local-global models are being developed and used in combination with, in general, non-Bayesian probabilistic downscaling procedures. In this paper we illustrate the importance of the iterative “learning” solution algorithms based on stochastic quasigradient (SQG) procedures for robust of-line and on-line decisions involving large-scale Machine Learning, Big Data analysis, Distributed Models Linkage, and robust decision-making problems. Advanced robust statistical analysis and machine learning models of, in general, nonstationary stochastic optimization allow to account for potential distributional shifts, heavy tails, and nonstationarities in data streams that can mislead traditional statistical and machine learning models, in particular, deep neural learning or deep artificial neural network (ANN). Proposed models and methods rely on probabilistic and non-probabilistic (explicitly given or simulated) distributions combining measures of chances, experts’ beliefs and similarity measures (for example, compressed form of the kernel estimators). For highly nonconvex models such as the deep ANN network, the SQGs allow to avoid local solutions. In cases of nonstationary data, the SQGs allow for sequential revisions and adaptation of parameters to the changing environment, possibly, based on of-line adaptive simulations. The non-smooth STO approaches and SQG-based iterative solution procedures are illustrated with examples of robust estimation, models’ linkage, machine learning, adaptive Monte Carlo optimization for cat risks (floods, earthquakes, etc.) modeling and management.

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