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We present a new finite-sample analysis of M-estimators of locations in $\mathbb{R}^d$ using the tool of the influence function. In particular, we show that the deviations of an M-estimator can be controlled thanks to its influence function (or its score function) and then, we use concentration inequality on M-estimators to investigate the robust estimation of the mean in high dimension in a corrupted setting (adversarial corruption setting) for bounded and unbounded score functions. For a sample of size $n$ and covariance matrix $\Sigma$, we attain the minimax speed $\sqrt{Tr(\Sigma)/n}+\sqrt{\|\Sigma\|_{op}\log(1/\delta)/n}$ with probability larger than $1-\delta$ in a heavy-tailed setting. One of the major advantages of our approach compared to others recently proposed is that our estimator is tractable and fast to compute even in very high dimension with a complexity of $O(nd\log(Tr(\Sigma)))$ where $n$ is the sample size and $\Sigma$ is the covariance matrix of the inliers. In practice, the code that we make available for this article proves to be very fast.

The two squares theorem of Fermat is a gem in number theory, with a spectacular one-sentence "proof from the Book". Here is a formalisation of this proof, with an interpretation using windmill patterns. The theory behind involves involutions on a finite set, especially the parity of the number of fixed points in the involutions. Starting as an existence proof that is non-constructive, there is an ingenious way to turn it into a constructive one. This gives an algorithm to compute the two squares by iterating the two involutions alternatively from a known fixed point.

A connected dominating set is a widely adopted model for the virtual backbone of a wireless sensor network. In this paper, we design an evolutionary algorithm for the minimum connected dominating set problem (MinCDS), whose performance is theoretically guaranteed in terms of both computation time and approximation ratio. Given a connected graph $G=(V,E)$, a connected dominating set (CDS) is a subset $C\subseteq V$ such that every vertex in $V\setminus C$ has a neighbor in $C$, and the subgraph of $G$ induced by $C$ is connected. The goal of MinCDS is to find a CDS of $G$ with the minimum cardinality. We show that our evolutionary algorithm can find a CDS in expected $O(n^3)$ time which approximates the optimal value within factor $(2+\ln\Delta)$, where $n$ and $\Delta$ are the number of vertices and the maximum degree of graph $G$, respectively.

We consider a class of statistical estimation problems in which we are given a random data matrix ${\boldsymbol X}\in {\mathbb R}^{n\times d}$ (and possibly some labels ${\boldsymbol y}\in{\mathbb R}^n$) and would like to estimate a coefficient vector ${\boldsymbol \theta}\in{\mathbb R}^d$ (or possibly a constant number of such vectors). Special cases include low-rank matrix estimation and regularized estimation in generalized linear models (e.g., sparse regression). First order methods proceed by iteratively multiplying current estimates by ${\boldsymbol X}$ or its transpose. Examples include gradient descent or its accelerated variants. Celentano, Montanari, Wu proved that for any constant number of iterations (matrix vector multiplications), the optimal first order algorithm is a specific approximate message passing algorithm (known as `Bayes AMP'). The error of this estimator can be characterized in the high-dimensional asymptotics $n,d\to\infty$, $n/d\to\delta$, and provides a lower bound to the estimation error of any first order algorithm. Here we present a simpler proof of the same result, and generalize it to broader classes of data distributions and of first order algorithms, including algorithms with non-separable nonlinearities. Most importantly, the new proof technique does not require to construct an equivalent tree-structured estimation problem, and is therefore susceptible of a broader range of applications.

DeepONets have recently been proposed as a framework for learning nonlinear operators mapping between infinite dimensional Banach spaces. We analyze DeepONets and prove estimates on the resulting approximation and generalization errors. In particular, we extend the universal approximation property of DeepONets to include measurable mappings in non-compact spaces. By a decomposition of the error into encoding, approximation and reconstruction errors, we prove both lower and upper bounds on the total error, relating it to the spectral decay properties of the covariance operators, associated with the underlying measures. We derive almost optimal error bounds with very general affine reconstructors and with random sensor locations as well as bounds on the generalization error, using covering number arguments. We illustrate our general framework with four prototypical examples of nonlinear operators, namely those arising in a nonlinear forced ODE, an elliptic PDE with variable coefficients and nonlinear parabolic and hyperbolic PDEs. While the approximation of arbitrary Lipschitz operators by DeepONets to accuracy $\epsilon$ is argued to suffer from a "curse of dimensionality" (requiring a neural networks of exponential size in $1/\epsilon$), in contrast, for all the above concrete examples of interest, we rigorously prove that DeepONets can break this curse of dimensionality (achieving accuracy $\epsilon$ with neural networks of size that can grow algebraically in $1/\epsilon$). Thus, we demonstrate the efficient approximation of a potentially large class of operators with this machine learning framework.

This paper uses the concept of algorithmic efficiency to present a unified theory of intelligence. Intelligence is defined informally, formally, and computationally. I introduce the concept of Dimensional complexity in algorithmic efficiency and deduce that an optimally efficient algorithm has zero Time complexity, zero Space complexity, and an infinite Dimensional complexity. This algorithm is then used to generate the number line.

Influence maximization is the task of selecting a small number of seed nodes in a social network to maximize the spread of the influence from these seeds, and it has been widely investigated in the past two decades. In the canonical setting, the whole social network as well as its diffusion parameters is given as input. In this paper, we consider the more realistic sampling setting where the network is unknown and we only have a set of passively observed cascades that record the set of activated nodes at each diffusion step. We study the task of influence maximization from these cascade samples (IMS), and present constant approximation algorithms for this task under mild conditions on the seed set distribution. To achieve the optimization goal, we also provide a novel solution to the network inference problem, that is, learning diffusion parameters and the network structure from the cascade data. Comparing with prior solutions, our network inference algorithm requires weaker assumptions and does not rely on maximum-likelihood estimation and convex programming. Our IMS algorithms enhance the learning-and-then-optimization approach by allowing a constant approximation ratio even when the diffusion parameters are hard to learn, and we do not need any assumption related to the network structure or diffusion parameters.

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We design a novel model-based algorithm EB-SSP that carefully skews the empirical transitions and perturbs the empirical costs with an exploration bonus to guarantee both optimism and convergence of the associated value iteration scheme. We prove that EB-SSP achieves the minimax regret rate $\widetilde{O}(B_{\star} \sqrt{S A K})$, where $K$ is the number of episodes, $S$ is the number of states, $A$ is the number of actions and $B_{\star}$ bounds the expected cumulative cost of the optimal policy from any state, thus closing the gap with the lower bound. Interestingly, EB-SSP obtains this result while being parameter-free, i.e., it does not require any prior knowledge of $B_{\star}$, nor of $T_{\star}$ which bounds the expected time-to-goal of the optimal policy from any state. Furthermore, we illustrate various cases (e.g., positive costs, or general costs when an order-accurate estimate of $T_{\star}$ is available) where the regret only contains a logarithmic dependence on $T_{\star}$, thus yielding the first horizon-free regret bound beyond the finite-horizon MDP setting.

Deep neural networks have revolutionized many machine learning tasks in power systems, ranging from pattern recognition to signal processing. The data in these tasks is typically represented in Euclidean domains. Nevertheless, there is an increasing number of applications in power systems, where data are collected from non-Euclidean domains and represented as the graph-structured data with high dimensional features and interdependency among nodes. The complexity of graph-structured data has brought significant challenges to the existing deep neural networks defined in Euclidean domains. Recently, many studies on extending deep neural networks for graph-structured data in power systems have emerged. In this paper, a comprehensive overview of graph neural networks (GNNs) in power systems is proposed. Specifically, several classical paradigms of GNNs structures (e.g., graph convolutional networks, graph recurrent neural networks, graph attention networks, graph generative networks, spatial-temporal graph convolutional networks, and hybrid forms of GNNs) are summarized, and key applications in power systems such as fault diagnosis, power prediction, power flow calculation, and data generation are reviewed in detail. Furthermore, main issues and some research trends about the applications of GNNs in power systems are discussed.

Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require knowledge of the form of the likelihood function or any derived quantities, but can be shown to be equivalent to maximizing likelihood under some conditions. Our result holds in the non-asymptotic parametric setting, where both the capacity of the model and the number of data examples are finite. We also demonstrate encouraging experimental results.