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Many numerical methods for evaluating matrix functions can be naturally viewed as computational graphs. Rephrasing these methods as directed acyclic graphs (DAGs) is a particularly effective approach to study existing techniques, improve them, and eventually derive new ones. The accuracy of these matrix techniques can be characterized by the accuracy of their scalar counterparts, thus designing algorithms for matrix functions can be regarded as a scalar-valued optimization problem. The derivatives needed during the optimization can be calculated automatically by exploiting the structure of the DAG, in a fashion analogous to backpropagation. This paper describes GraphMatFun.jl, a Julia package that offers the means to generate and manipulate computational graphs, optimize their coefficients, and generate Julia, MATLAB, and C code to evaluate them efficiently at a matrix argument. The software also provides tools to estimate the accuracy of a graph-based algorithm and thus obtain numerically reliable methods. For the exponential, for example, using a particular form (degree-optimal) of polynomials produces implementations that in many cases are cheaper, in terms of computational cost, than the Pad\'e-based techniques typically used in mathematical software. The optimized graphs and the corresponding generated code are available online.

Gaussian processes that can be decomposed into a smooth mean function and a stationary autocorrelated noise process are considered and a fully automatic nonparametric method to simultaneous estimation of mean and auto-covariance functions of such processes is developed. Our empirical Bayes approach is data-driven, numerically efficient and allows for the construction of confidence sets for the mean function. Performance is demonstrated in simulations and real data analysis. The method is implemented in the R package eBsc that accompanies the paper.

We consider the problem of predicting a response $Y$ from a set of covariates $X$ when test and training distributions differ. Since such differences may have causal explanations, we consider test distributions that emerge from interventions in a structural causal model, and focus on minimizing the worst-case risk. Causal regression models, which regress the response on its direct causes, remain unchanged under arbitrary interventions on the covariates, but they are not always optimal in the above sense. For example, for linear models and bounded interventions, alternative solutions have been shown to be minimax prediction optimal. We introduce the formal framework of distribution generalization that allows us to analyze the above problem in partially observed nonlinear models for both direct interventions on $X$ and interventions that occur indirectly via exogenous variables $A$. It takes into account that, in practice, minimax solutions need to be identified from data. Our framework allows us to characterize under which class of interventions the causal function is minimax optimal. We prove sufficient conditions for distribution generalization and present corresponding impossibility results. We propose a practical method, NILE, that achieves distribution generalization in a nonlinear IV setting with linear extrapolation. We prove consistency and present empirical results.

The label shift problem refers to the supervised learning setting where the train and test label distributions do not match. Existing work addressing label shift usually assumes access to an \emph{unlabelled} test sample. This sample may be used to estimate the test label distribution, and to then train a suitably re-weighted classifier. While approaches using this idea have proven effective, their scope is limited as it is not always feasible to access the target domain; further, they require repeated retraining if the model is to be deployed in \emph{multiple} test environments. Can one instead learn a \emph{single} classifier that is robust to arbitrary label shifts from a broad family? In this paper, we answer this question by proposing a model that minimises an objective based on distributionally robust optimisation (DRO). We then design and analyse a gradient descent-proximal mirror ascent algorithm tailored for large-scale problems to optimise the proposed objective. %, and establish its convergence. Finally, through experiments on CIFAR-100 and ImageNet, we show that our technique can significantly improve performance over a number of baselines in settings where label shift is present.

Two-sample tests utilizing a similarity graph on observations are useful for high-dimensional data and non-Euclidean data due to their flexibility and good performance under a wide range of alternatives. Existing works mainly focused on sparse graphs, such as graphs with the number of edges in the order of the number of observations. However, the tests have better performance with denser graphs under many settings. In this work, we establish the theoretical ground for graph-based tests with graphs that are much denser than those in existing works.

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.

The problem of Approximate Nearest Neighbor (ANN) search is fundamental in computer science and has benefited from significant progress in the past couple of decades. However, most work has been devoted to pointsets whereas complex shapes have not been sufficiently treated. Here, we focus on distance functions between discretized curves in Euclidean space: they appear in a wide range of applications, from road segments to time-series in general dimension. For $\ell_p$-products of Euclidean metrics, for any $p$, we design simple and efficient data structures for ANN, based on randomized projections, which are of independent interest. They serve to solve proximity problems under a notion of distance between discretized curves, which generalizes both discrete Fr\'echet and Dynamic Time Warping distances. These are the most popular and practical approaches to comparing such curves. We offer the first data structures and query algorithms for ANN with arbitrarily good approximation factor, at the expense of increasing space usage and preprocessing time over existing methods. Query time complexity is comparable or significantly improved by our algorithms, our algorithm is especially efficient when the length of the curves is bounded.

Matter evolved under influence of gravity from minuscule density fluctuations. Non-perturbative structure formed hierarchically over all scales, and developed non-Gaussian features in the Universe, known as the Cosmic Web. To fully understand the structure formation of the Universe is one of the holy grails of modern astrophysics. Astrophysicists survey large volumes of the Universe and employ a large ensemble of computer simulations to compare with the observed data in order to extract the full information of our own Universe. However, to evolve trillions of galaxies over billions of years even with the simplest physics is a daunting task. We build a deep neural network, the Deep Density Displacement Model (hereafter D$^3$M), to predict the non-linear structure formation of the Universe from simple linear perturbation theory. Our extensive analysis, demonstrates that D$^3$M outperforms the second order perturbation theory (hereafter 2LPT), the commonly used fast approximate simulation method, in point-wise comparison, 2-point correlation, and 3-point correlation. We also show that D$^3$M is able to accurately extrapolate far beyond its training data, and predict structure formation for significantly different cosmological parameters. Our study proves, for the first time, that deep learning is a practical and accurate alternative to approximate simulations of the gravitational structure formation of the Universe.

This work focuses on combining nonparametric topic models with Auto-Encoding Variational Bayes (AEVB). Specifically, we first propose iTM-VAE, where the topics are treated as trainable parameters and the document-specific topic proportions are obtained by a stick-breaking construction. The inference of iTM-VAE is modeled by neural networks such that it can be computed in a simple feed-forward manner. We also describe how to introduce a hyper-prior into iTM-VAE so as to model the uncertainty of the prior parameter. Actually, the hyper-prior technique is quite general and we show that it can be applied to other AEVB based models to alleviate the {\it collapse-to-prior} problem elegantly. Moreover, we also propose HiTM-VAE, where the document-specific topic distributions are generated in a hierarchical manner. HiTM-VAE is even more flexible and can generate topic distributions with better variability. Experimental results on 20News and Reuters RCV1-V2 datasets show that the proposed models outperform the state-of-the-art baselines significantly. The advantages of the hyper-prior technique and the hierarchical model construction are also confirmed by experiments.

We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates the number of topics K from the observed data. We derive new finite sample minimax lower bounds for the estimation of A, as well as new upper bounds for our proposed estimator. We describe the scenarios where our estimator is minimax adaptive. Our finite sample analysis is valid for any number of documents (n), individual document length (N_i), dictionary size (p) and number of topics (K), and both p and K are allowed to increase with n, a situation not handled well by previous analyses. We complement our theoretical results with a detailed simulation study. We illustrate that the new algorithm is faster and more accurate than the current ones, although we start out with a computational and theoretical disadvantage of not knowing the correct number of topics K, while we provide the competing methods with the correct value in our simulations.