Symbolic regression is a machine learning technique that can learn the governing formulas of data and thus has the potential to transform scientific discovery. However, symbolic regression is still limited in the complexity and dimensionality of the systems that it can analyze. Deep learning on the other hand has transformed machine learning in its ability to analyze extremely complex and high-dimensional datasets. We propose a neural network architecture to extend symbolic regression to parametric systems where some coefficient may vary but the structure of the underlying governing equation remains constant. We demonstrate our method on various analytic expressions, ODEs, and PDEs with varying coefficients and show that it extrapolates well outside of the training domain. The neural network-based architecture can also integrate with other deep learning architectures so that it can analyze high-dimensional data while being trained end-to-end. To this end we integrate our architecture with convolutional neural networks to analyze 1D images of varying spring systems.
Discovering the governing equations of evolving systems from available observations is essential and challenging. In this paper, we consider a new scenario: discovering governing equations from streaming data. Current methods struggle to discover governing differential equations with considering measurements as a whole, leading to failure to handle this task. We propose an online modeling method capable of handling samples one by one sequentially by modeling streaming data instead of processing the entire dataset. The proposed method performs well in discovering ordinary differential equations (ODEs) and partial differential equations (PDEs) from streaming data. Evolving systems are changing over time, which invariably changes with system status. Thus, finding the exact change points is critical. The measurement generated from a changed system is distributed dissimilarly to before; hence, the difference can be identified by the proposed method. Our proposal is competitive in identifying the change points and discovering governing differential equations in three hybrid systems and two switching linear systems.
In recent years, the integration of Machine Learning (ML) models with Operation Research (OR) tools has gained popularity across diverse applications, including cancer treatment, algorithmic configuration, and chemical process optimization. In this domain, the combination of ML and OR often relies on representing the ML model output using Mixed Integer Programming (MIP) formulations. Numerous studies in the literature have developed such formulations for many ML predictors, with a particular emphasis on Artificial Neural Networks (ANNs) due to their significant interest in many applications. However, ANNs frequently contain a large number of parameters, resulting in MIP formulations that are impractical to solve, thereby impeding scalability. In fact, the ML community has already introduced several techniques to reduce the parameter count of ANNs without compromising their performance, since the substantial size of modern ANNs presents challenges for ML applications as it significantly impacts computational efforts during training and necessitates significant memory resources for storage. In this paper, we showcase the effectiveness of pruning, one of these techniques, when applied to ANNs prior to their integration into MIPs. By pruning the ANN, we achieve significant improvements in the speed of the solution process. We discuss why pruning is more suitable in this context compared to other ML compression techniques, and we identify the most appropriate pruning strategies. To highlight the potential of this approach, we conduct experiments using feed-forward neural networks with multiple layers to construct adversarial examples. Our results demonstrate that pruning offers remarkable reductions in solution times without hindering the quality of the final decision, enabling the resolution of previously unsolvable instances.
We introduce a Parametric Information Maximization (PIM) model for the Generalized Category Discovery (GCD) problem. Specifically, we propose a bi-level optimization formulation, which explores a parameterized family of objective functions, each evaluating a weighted mutual information between the features and the latent labels, subject to supervision constraints from the labeled samples. Our formulation mitigates the class-balance bias encoded in standard information maximization approaches, thereby handling effectively both short-tailed and long-tailed data sets. We report extensive experiments and comparisons demonstrating that our PIM model consistently sets new state-of-the-art performances in GCD across six different datasets, more so when dealing with challenging fine-grained problems.
Choice Modeling is at the core of many economics, operations, and marketing problems. In this paper, we propose a fundamental characterization of choice functions that encompasses a wide variety of extant choice models. We demonstrate how nonparametric estimators like neural nets can easily approximate such functionals and overcome the curse of dimensionality that is inherent in the non-parametric estimation of choice functions. We demonstrate through extensive simulations that our proposed functionals can flexibly capture underlying consumer behavior in a completely data-driven fashion and outperform traditional parametric models. As demand settings often exhibit endogenous features, we extend our framework to incorporate estimation under endogenous features. Further, we also describe a formal inference procedure to construct valid confidence intervals on objects of interest like price elasticity. Finally, to assess the practical applicability of our estimator, we utilize a real-world dataset from S. Berry, Levinsohn, and Pakes (1995). Our empirical analysis confirms that the estimator generates realistic and comparable own- and cross-price elasticities that are consistent with the observations reported in the existing literature.
Over the past few years, the rapid development of deep learning technologies for computer vision has greatly promoted the performance of medical image segmentation (MedISeg). However, the recent MedISeg publications usually focus on presentations of the major contributions (e.g., network architectures, training strategies, and loss functions) while unwittingly ignoring some marginal implementation details (also known as "tricks"), leading to a potential problem of the unfair experimental result comparisons. In this paper, we collect a series of MedISeg tricks for different model implementation phases (i.e., pre-training model, data pre-processing, data augmentation, model implementation, model inference, and result post-processing), and experimentally explore the effectiveness of these tricks on the consistent baseline models. Compared to paper-driven surveys that only blandly focus on the advantages and limitation analyses of segmentation models, our work provides a large number of solid experiments and is more technically operable. With the extensive experimental results on both the representative 2D and 3D medical image datasets, we explicitly clarify the effect of these tricks. Moreover, based on the surveyed tricks, we also open-sourced a strong MedISeg repository, where each of its components has the advantage of plug-and-play. We believe that this milestone work not only completes a comprehensive and complementary survey of the state-of-the-art MedISeg approaches, but also offers a practical guide for addressing the future medical image processing challenges including but not limited to small dataset learning, class imbalance learning, multi-modality learning, and domain adaptation. The code has been released at: //github.com/hust-linyi/MedISeg
Classic algorithms and machine learning systems like neural networks are both abundant in everyday life. While classic computer science algorithms are suitable for precise execution of exactly defined tasks such as finding the shortest path in a large graph, neural networks allow learning from data to predict the most likely answer in more complex tasks such as image classification, which cannot be reduced to an exact algorithm. To get the best of both worlds, this thesis explores combining both concepts leading to more robust, better performing, more interpretable, more computationally efficient, and more data efficient architectures. The thesis formalizes the idea of algorithmic supervision, which allows a neural network to learn from or in conjunction with an algorithm. When integrating an algorithm into a neural architecture, it is important that the algorithm is differentiable such that the architecture can be trained end-to-end and gradients can be propagated back through the algorithm in a meaningful way. To make algorithms differentiable, this thesis proposes a general method for continuously relaxing algorithms by perturbing variables and approximating the expectation value in closed form, i.e., without sampling. In addition, this thesis proposes differentiable algorithms, such as differentiable sorting networks, differentiable renderers, and differentiable logic gate networks. Finally, this thesis presents alternative training strategies for learning with algorithms.
The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
Over the past few years, we have seen fundamental breakthroughs in core problems in machine learning, largely driven by advances in deep neural networks. At the same time, the amount of data collected in a wide array of scientific domains is dramatically increasing in both size and complexity. Taken together, this suggests many exciting opportunities for deep learning applications in scientific settings. But a significant challenge to this is simply knowing where to start. The sheer breadth and diversity of different deep learning techniques makes it difficult to determine what scientific problems might be most amenable to these methods, or which specific combination of methods might offer the most promising first approach. In this survey, we focus on addressing this central issue, providing an overview of many widely used deep learning models, spanning visual, sequential and graph structured data, associated tasks and different training methods, along with techniques to use deep learning with less data and better interpret these complex models --- two central considerations for many scientific use cases. We also include overviews of the full design process, implementation tips, and links to a plethora of tutorials, research summaries and open-sourced deep learning pipelines and pretrained models, developed by the community. We hope that this survey will help accelerate the use of deep learning across different scientific domains.
Recently, ensemble has been applied to deep metric learning to yield state-of-the-art results. Deep metric learning aims to learn deep neural networks for feature embeddings, distances of which satisfy given constraint. In deep metric learning, ensemble takes average of distances learned by multiple learners. As one important aspect of ensemble, the learners should be diverse in their feature embeddings. To this end, we propose an attention-based ensemble, which uses multiple attention masks, so that each learner can attend to different parts of the object. We also propose a divergence loss, which encourages diversity among the learners. The proposed method is applied to the standard benchmarks of deep metric learning and experimental results show that it outperforms the state-of-the-art methods by a significant margin on image retrieval tasks.