We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent sampling-based approaches that leverage controlled stochastic processes to model approximate samples from these target densities. The main drawback of these approaches is that the training objective requires full trajectories to compute, resulting in sluggish credit assignment issues due to use of entire trajectories and a learning signal present only at the terminal time. In this work, we present Diffusion Generative Flow Samplers (DGFS), a sampling-based framework where the learning process can be tractably broken down into short partial trajectory segments, via parameterizing an additional "flow function". Our method takes inspiration from the theory developed for generative flow networks (GFlowNets), allowing us to make use of intermediate learning signals and benefit from off-policy exploration capabilities. Through a variety of challenging experiments, we demonstrate that DGFS results in more accurate estimates of the normalization constant than closely-related prior methods.
Partial differential equations with highly oscillatory input terms are hardly ever solvable analytically and their numerical treatment is difficult. Modulated Fourier expansion used as an {\it ansatz} is a well known and extensively investigated tool in asymptotic numerical approach for this kind of problems. Although the efficiency of this approach has been recognised, its error analysis has not been investigated rigorously for general forms of linear PDEs. In this paper, we start such kind of investigations for a general form of linear PDEs with an input term characterised by a single high frequency. More precisely we derive an analytical form of such an expansion and provide a formula for the error of its truncation. Theoretical investigations are illustrated by computational simulations.
The strong convergence of the semi-implicit Euler-Maruyama (EM) method for stochastic differential equations with non-linear coefficients driven by a class of L\'evy processes is investigated. The dependence of the convergence order of the numerical scheme on the parameters of the class of L\'evy processes is discovered, which is different from existing results. In addition, the existence and uniqueness of numerical invariant measure of the semi-implicit EM method is studied and its convergence to the underlying invariant measure is also proved. Numerical examples are provided to confirm our theoretical results.
Despite the widespread use and success of machine-learning techniques for detecting phase transitions from data, their working principle and fundamental limits remain elusive. Here, we explain the inner workings and identify potential failure modes of these techniques by rooting popular machine-learning indicators of phase transitions in information-theoretic concepts. Using tools from information geometry, we prove that several machine-learning indicators of phase transitions approximate the square root of the system's (quantum) Fisher information from below -- a quantity that is known to indicate phase transitions but is often difficult to compute from data. We numerically demonstrate the quality of these bounds for phase transitions in classical and quantum systems.
Human motion trajectory prediction is a very important functionality for human-robot collaboration, specifically in accompanying, guiding, or approaching tasks, but also in social robotics, self-driving vehicles, or security systems. In this paper, a novel trajectory prediction model, Social Force Generative Adversarial Network (SoFGAN), is proposed. SoFGAN uses a Generative Adversarial Network (GAN) and Social Force Model (SFM) to generate different plausible people trajectories reducing collisions in a scene. Furthermore, a Conditional Variational Autoencoder (CVAE) module is added to emphasize the destination learning. We show that our method is more accurate in making predictions in UCY or BIWI datasets than most of the current state-of-the-art models and also reduces collisions in comparison to other approaches. Through real-life experiments, we demonstrate that the model can be used in real-time without GPU's to perform good quality predictions with a low computational cost.
Finding the distribution of the velocities and pressures of a fluid (by solving the Navier-Stokes equations) is a principal task in the chemical, energy, and pharmaceutical industries, as well as in mechanical engineering and the design of pipeline systems. With existing solvers, such as OpenFOAM and Ansys, simulations of fluid dynamics in intricate geometries are computationally expensive and require re-simulation whenever the geometric parameters or the initial and boundary conditions are altered. Physics-informed neural networks are a promising tool for simulating fluid flows in complex geometries, as they can adapt to changes in the geometry and mesh definitions, allowing for generalization across different shapes. We present a hybrid quantum physics-informed neural network that simulates laminar fluid flows in 3D Y-shaped mixers. Our approach combines the expressive power of a quantum model with the flexibility of a physics-informed neural network, resulting in a 21% higher accuracy compared to a purely classical neural network. Our findings highlight the potential of machine learning approaches, and in particular hybrid quantum physics-informed neural network, for complex shape optimization tasks in computational fluid dynamics. By improving the accuracy of fluid simulations in complex geometries, our research using hybrid quantum models contributes to the development of more efficient and reliable fluid dynamics solvers.
Learning distance functions between complex objects, such as the Wasserstein distance to compare point sets, is a common goal in machine learning applications. However, functions on such complex objects (e.g., point sets and graphs) are often required to be invariant to a wide variety of group actions e.g. permutation or rigid transformation. Therefore, continuous and symmetric product functions (such as distance functions) on such complex objects must also be invariant to the product of such group actions. We call these functions symmetric and factor-wise group invariant (or SFGI functions in short). In this paper, we first present a general neural network architecture for approximating SFGI functions. The main contribution of this paper combines this general neural network with a sketching idea to develop a specific and efficient neural network which can approximate the $p$-th Wasserstein distance between point sets. Very importantly, the required model complexity is independent of the sizes of input point sets. On the theoretical front, to the best of our knowledge, this is the first result showing that there exists a neural network with the capacity to approximate Wasserstein distance with bounded model complexity. Our work provides an interesting integration of sketching ideas for geometric problems with universal approximation of symmetric functions. On the empirical front, we present a range of results showing that our newly proposed neural network architecture performs comparatively or better than other models (including a SOTA Siamese Autoencoder based approach). In particular, our neural network generalizes significantly better and trains much faster than the SOTA Siamese AE. Finally, this line of investigation could be useful in exploring effective neural network design for solving a broad range of geometric optimization problems (e.g., $k$-means in a metric space).
Compartmental models provide simple and efficient tools to analyze the relevant transmission processes during an outbreak, to produce short-term forecasts or transmission scenarios, and to assess the impact of vaccination campaigns. However, their calibration is not straightforward, since many factors contribute to the rapid change of the transmission dynamics during an epidemic. For example, there might be changes in the individual awareness, the imposition of non-pharmacological interventions and the emergence of new variants. As a consequence, model parameters such as the transmission rate are doomed to change in time, making their assessment more challenging. Here, we propose to use Physics-Informed Neural Networks (PINNs) to track the temporal changes in the model parameters and provide an estimate of the model state variables. PINNs recently gained attention in many engineering applications thanks to their ability to consider both the information from data (typically uncertain) and the governing equations of the system. The ability of PINNs to identify unknown model parameters makes them particularly suitable to solve ill-posed inverse problems, such as those arising in the application of epidemiological models. Here, we develop a reduced-split approach for the implementation of PINNs to estimate the temporal changes in the state variables and transmission rate of an epidemic based on the SIR model equation and infectious data. The main idea is to split the training first on the epidemiological data, and then on the residual of the system equations. The proposed method is applied to five synthetic test cases and two real scenarios reproducing the first months of the COVID-19 Italian pandemic. Our results show that the split implementation of PINNs outperforms the standard approach in terms of accuracy (up to one order of magnitude) and computational times (speed up of 20%).
Redundant information transfer in a neural network can increase the complexity of the deep learning model, thus increasing its power consumption. We introduce in this paper a novel spiking neuron, termed Variable Spiking Neuron (VSN), which can reduce the redundant firing using lessons from biological neuron inspired Leaky Integrate and Fire Spiking Neurons (LIF-SN). The proposed VSN blends LIF-SN and artificial neurons. It garners the advantage of intermittent firing from the LIF-SN and utilizes the advantage of continuous activation from the artificial neuron. This property of the proposed VSN makes it suitable for regression tasks, which is a weak point for the vanilla spiking neurons, all while keeping the energy budget low. The proposed VSN is tested against both classification and regression tasks. The results produced advocate favorably towards the efficacy of the proposed spiking neuron, particularly for regression tasks.
Artificial neural networks thrive in solving the classification problem for a particular rigid task, acquiring knowledge through generalized learning behaviour from a distinct training phase. The resulting network resembles a static entity of knowledge, with endeavours to extend this knowledge without targeting the original task resulting in a catastrophic forgetting. Continual learning shifts this paradigm towards networks that can continually accumulate knowledge over different tasks without the need to retrain from scratch. We focus on task incremental classification, where tasks arrive sequentially and are delineated by clear boundaries. Our main contributions concern 1) a taxonomy and extensive overview of the state-of-the-art, 2) a novel framework to continually determine the stability-plasticity trade-off of the continual learner, 3) a comprehensive experimental comparison of 11 state-of-the-art continual learning methods and 4 baselines. We empirically scrutinize method strengths and weaknesses on three benchmarks, considering Tiny Imagenet and large-scale unbalanced iNaturalist and a sequence of recognition datasets. We study the influence of model capacity, weight decay and dropout regularization, and the order in which the tasks are presented, and qualitatively compare methods in terms of required memory, computation time, and storage.
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.