Discrete Differential Equations (DDEs) are functional equations that relate polynomially a power series $F(t,u)$ in $t$ with polynomial coefficients in a "catalytic" variable $u$ and the specializations, say at $u=1$, of $F(t,u)$ and of some of its partial derivatives in $u$. DDEs occur frequently in combinatorics, especially in map enumeration. If a DDE is of fixed-point type then its solution $F(t,u)$ is unique, and a general result by Popescu (1986) implies that $F(t,u)$ is an algebraic power series. Constructive proofs of algebraicity for solutions of fixed-point type DDEs were proposed by Bousquet-M\'elou and Jehanne (2006). Bostan et. al (2022) initiated a systematic algorithmic study of such DDEs of order 1. We generalize this study to DDEs of arbitrary order. First, we propose nontrivial extensions of algorithms based on polynomial elimination and on the guess-and-prove paradigm. Second, we design two brand-new algorithms that exploit the special structure of the underlying polynomial systems. Last, but not least, we report on implementations that are able to solve highly challenging DDEs with a combinatorial origin.
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The logistics industry in Japan is facing a severe shortage of labor. Therefore, there is an increasing need for joint transportation allowing large amounts of cargo to be transported using fewer trucks. In recent years, the use of artificial intelligence and other new technologies has gained wide attention for improving matching efficiency. However, it is difficult to develop a system that can instantly respond to requests because browsing through enormous combinations of two transport lanes is time consuming. In this study, we focus on a form of joint transportation called triangular transportation and enumerate the combinations with high cooperation effects. The proposed algorithm makes good use of hidden inequalities, such as the distance axiom, to narrow down the search range without sacrificing accuracy. Numerical experiments show that the proposed algorithm is thousands of times faster than simple brute force. With this technology as the core engine, we developed a joint transportation matching system. The system has already been in use by over 150 companies as of October 2022, and was featured in a collection of logistics digital transformation cases published by Japan's Ministry of Land, Infrastructure, Transport and Tourism.
In this contribution, a wave equation with a time-dependent variable-order fractional damping term and a nonlinear source is considered. Avoiding the circumstances of expressing the nonlinear variable-order fractional wave equations via closed-form expressions in terms of special functions, we investigate the existence and uniqueness of this problem with Rothe's method. First, the weak formulation for the considered wave problem is proposed. Then, the uniqueness of a solution is established by employing Gr\"onwall's lemma. The Rothe scheme's basic idea is to use Rothe functions to extend the solutions on single-time steps over the entire time frame. Inspired by that, we next introduce a uniform mesh time-discrete scheme based on a discrete convolution approximation in the backward sense. By applying some reasonable assumptions to the given data, we can predict a priori estimates for the time-discrete solution. Employing these estimates side by side with Rothe functions leads to proof of the solution's existence over the whole time interval. Finally, the full discretisation of the problem is introduced by invoking Galerkin spectral techniques in the spatial direction, and numerical examples are given.
Data-driven offline model-based optimization (MBO) is an established practical approach to black-box computational design problems for which the true objective function is unknown and expensive to query. However, the standard approach which optimizes designs against a learned proxy model of the ground truth objective can suffer from distributional shift. Specifically, in high-dimensional design spaces where valid designs lie on a narrow manifold, the standard approach is susceptible to producing out-of-distribution, invalid designs that "fool" the learned proxy model into outputting a high value. Using an ensemble rather than a single model as the learned proxy can help mitigate distribution shift, but naive formulations for combining gradient information from the ensemble, such as minimum or mean gradient, are still suboptimal and often hampered by non-convergent behavior. In this work, we explore alternate approaches for combining gradient information from the ensemble that are robust to distribution shift without compromising optimality of the produced designs. More specifically, we explore two functions, formulated as convex optimization problems, for combining gradient information: multiple gradient descent algorithm (MGDA) and conflict-averse gradient descent (CAGrad). We evaluate these algorithms on a diverse set of five computational design tasks. We compare performance of ensemble MBO with MGDA and ensemble MBO with CAGrad with three naive baseline algorithms: (a) standard single-model MBO, (b) ensemble MBO with mean gradient, and (c) ensemble MBO with minimum gradient. Our results suggest that MGDA and CAGrad strike a desirable balance between conservatism and optimality and can help robustify data-driven offline MBO without compromising optimality of designs.
The variety of complex algorithmic approaches for tackling time-series classification problems has grown considerably over the past decades, including the development of sophisticated but challenging-to-interpret deep-learning-based methods. But without comparison to simpler methods it can be difficult to determine when such complexity is required to obtain strong performance on a given problem. Here we evaluate the performance of an extremely simple classification approach -- a linear classifier in the space of two simple features that ignore the sequential ordering of the data: the mean and standard deviation of time-series values. Across a large repository of 128 univariate time-series classification problems, this simple distributional moment-based approach outperformed chance on 69 problems, and reached 100% accuracy on two problems. With a neuroimaging time-series case study, we find that a simple linear model based on the mean and standard deviation performs better at classifying individuals with schizophrenia than a model that additionally includes features of the time-series dynamics. Comparing the performance of simple distributional features of a time series provides important context for interpreting the performance of complex time-series classification models, which may not always be required to obtain high accuracy.
Graph algorithms are widely used for decision making and knowledge discovery. To ensure their effectiveness, it is essential that their output remains stable even when subjected to small perturbations to the input because frequent output changes can result in costly decisions, reduced user trust, potential security concerns, and lack of replicability. In this study, we consider the Lipschitz continuity of algorithms as a stability measure and initiate a systematic study of the Lipschitz continuity of algorithms for (weighted) graph problems. Depending on how we embed the output solution to a metric space, we can think of several Lipschitzness notions. We mainly consider the one that is invariant under scaling of weights, and we provide Lipschitz continuous algorithms and lower bounds for the minimum spanning tree problem, the shortest path problem, and the maximum weight matching problem. In particular, our shortest path algorithm is obtained by first designing an algorithm for unweighted graphs that are robust against edge contractions and then applying it to the unweighted graph constructed from the original weighted graph. Then, we consider another Lipschitzness notion induced by a natural mapping that maps the output solution to its characteristic vector. It turns out that no Lipschitz continuous algorithm exists for this Lipschitz notion, and we instead design algorithms with bounded pointwise Lipschitz constants for the minimum spanning tree problem and the maximum weight bipartite matching problem. Our algorithm for the latter problem is based on an LP relaxation with entropy regularization.
Building on a classification of zeros of cubic equations due to the $12$-th century Persian mathematician Sharaf al-Din Tusi, together with Smale's theory of {\it point estimation}, we derive an efficient recipe for computing high-precision approximation to a real root of an arbitrary real cubic equation. First, via reversible transformations we reduce any real cubic equation into one of four canonical forms with $0$, $\pm 1$ coefficients, except for the constant term as $\pm q$, $q \geq 0$. Next, given any form, if $\rho_q$ is an approximation to $\sqrt[3]{q}$ to within a relative error of five percent, we prove a {\it seed} $x_0$ in $\{ \rho_q, \pm .95 \rho_q, -\frac{1}{3}, 1 \}$ can be selected such that in $t$ Newton iterations $|x_t - \theta_q| \leq \sqrt[3]{q}\cdot 2^{-2^{t}}$ for some real root $\theta_q$. While computing a good seed, even for approximation of $\sqrt[3]{q}$, is considered to be ``somewhat of black art'' (see Wikipedia), as we justify, $\rho_q$ is readily computable from {\it mantissa} and {\it exponent} of $q$. It follows that the above approach gives a simple recipe for numerical approximation of solutions of real cubic equations independent of Cardano's formula.
Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes have been constructed for conservation laws. For multidimensional problems, they offer high order accuracy at a fraction of the cost of a finite volume WENO or DG scheme of comparable accuracy. This makes them quite attractive for several science and engineering applications. But, to the best of our knowledge, such schemes have not been extended to non-linear hyperbolic systems with non-conservative products. In this paper, we perform such an extension which improves the domain of applicability of such schemes. The extension is carried out by writing the scheme in fluctuation form. We use the HLLI Riemann solver of Dumbser and Balsara (2016) as a building block for carrying out this extension. Because of the use of an HLL building block, the resulting scheme has a proper supersonic limit. The use of anti-diffusive fluxes ensures that stationary discontinuities can be preserved by the scheme, thus expanding its domain of applicability. Our new finite difference WENO formulation uses the same WENO reconstruction that was used in classical versions, making it very easy for users to transition over to the present formulation.
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 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.
Recommender systems have been widely applied in different real-life scenarios to help us find useful information. Recently, Reinforcement Learning (RL) based recommender systems have become an emerging research topic. It often surpasses traditional recommendation models even most deep learning-based methods, owing to its interactive nature and autonomous learning ability. Nevertheless, there are various challenges of RL when applying in recommender systems. Toward this end, we firstly provide a thorough overview, comparisons, and summarization of RL approaches for five typical recommendation scenarios, following three main categories of RL: value-function, policy search, and Actor-Critic. Then, we systematically analyze the challenges and relevant solutions on the basis of existing literature. Finally, under discussion for open issues of RL and its limitations of recommendation, we highlight some potential research directions in this field.
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