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This paper studies robust nonparametric regression, in which an adversarial attacker can modify the values of up to $q$ samples from a training dataset of size $N$. Our initial solution is an M-estimator based on Huber loss minimization. Compared with simple kernel regression, i.e. the Nadaraya-Watson estimator, this method can significantly weaken the impact of malicious samples on the regression performance. We provide the convergence rate as well as the corresponding minimax lower bound. The result shows that, with proper bandwidth selection, $\ell_\infty$ error is minimax optimal. The $\ell_2$ error is optimal if $q\lesssim \sqrt{N/\ln^2 N}$, but is suboptimal with larger $q$. The reason is that this estimator is vulnerable if there are many attacked samples concentrating in a small region. To address this issue, we propose a correction method by projecting the initial estimate to the space of Lipschitz functions. The final estimate is nearly minimax optimal for arbitrary $q$, up to a $\ln N$ factor.

Many machine learning approaches for decision making, such as reinforcement learning, rely on simulators or predictive models to forecast the time-evolution of quantities of interest, e.g., the state of an agent or the reward of a policy. Forecasts of such complex phenomena are commonly described by highly nonlinear dynamical systems, making their use in optimization-based decision-making challenging. Koopman operator theory offers a beneficial paradigm for addressing this problem by characterizing forecasts via linear dynamical systems. This makes system analysis and long-term predictions simple -- involving only matrix multiplications. However, the transformation to a linear system is generally non-trivial and unknown, requiring learning-based approaches. While there exists a variety of approaches, they usually lack crucial learning-theoretic guarantees, such that the behavior of the obtained models with increasing data and dimensionality is often unclear. We address the aforementioned by deriving a novel reproducing kernel Hilbert space (RKHS) that solely spans transformations into linear dynamical systems. The resulting Koopman Kernel Regression (KKR) framework enables the use of statistical learning tools from function approximation for novel convergence results and generalization risk bounds under weaker assumptions than existing work. Our numerical experiments indicate advantages over state-of-the-art statistical learning approaches for Koopman-based predictors.

The logistic regression estimator is known to inflate the magnitude of its coefficients if the sample size $n$ is small, the dimension $p$ is (moderately) large or the signal-to-noise ratio $1/\sigma$ is large (probabilities of observing a label are close to 0 or 1). With this in mind, we study the logistic regression estimator with $p\ll n/\log n$, assuming Gaussian covariates and labels generated by the Gaussian link function, with a mild optimization constraint on the estimator's length to ensure existence. We provide finite sample guarantees for its direction, which serves as a classifier, and its Euclidean norm, which is an estimator for the signal-to-noise ratio. We distinguish between two regimes. In the low-noise/small-sample regime ($n\sigma\lesssim p\log n$), we show that the estimator's direction (and consequentially the classification error) achieve the rate $(p\log n)/n$ - as if the problem was noiseless. In this case, the norm of the estimator is at least of order $n/(p\log n)$. If instead $n\sigma\gtrsim p\log n$, the estimator's direction achieves the rate $\sqrt{\sigma p\log n/n}$, whereas its norm converges to the true norm at the rate $\sqrt{p\log n/(n\sigma^3)}$. As a corollary, the data are not linearly separable with high probability in this regime. The logistic regression estimator allows to conclude which regime occurs with high probability. Therefore, inference for logistic regression is possible in the regime $n\sigma\gtrsim p\log n$. In either case, logistic regression provides a competitive classifier.

Modern information communications use cryptography to keep the contents of communications confidential. RSA (Rivest-Shamir-Adleman) cryptography and elliptic curve cryptography, which are public-key cryptosystems, are widely used cryptographic schemes. However, it is known that these cryptographic schemes can be deciphered in a very short time by Shor's algorithm when a quantum computer is put into practical use. Therefore, several methods have been proposed for quantum computer-resistant cryptosystems that cannot be cracked even by a quantum computer. A simple implementation of LWE-based lattice cryptography based on the LWE (Learning With Errors) problem requires a key length of $O(n^2)$ to ensure the same level of security as existing public-key cryptography schemes such as RSA and elliptic curve cryptography. In this paper, we attacked the Ring-LWE (RLWE) scheme, which can be implemented with a short key length, with a modified LLL (Lenstra-Lenstra-Lov\'asz) basis reduction algorithm and investigated the trend in the degree of field extension required to generate a secure and small key. Results showed that the lattice-based cryptography may be strengthened by employing Cullen or Mersenne prime numbers as the degree of field extension.

One way to interpret the reasoning power of transformer-based language models is to describe the types of logical rules they can resolve over some input text. Recently, Chiang et al. (2023) showed that finite-precision transformers can be equivalently expressed in a generalization of first-order logic. However, finite-precision transformers are a weak transformer variant because, as we show, a single head can only attend to a constant number of tokens and, in particular, cannot represent uniform attention. Since attending broadly is a core capability for transformers, we ask whether a minimally more expressive model that can attend universally can also be characterized in logic. To this end, we analyze transformers whose forward pass is computed in $\log n$ precision on contexts of length $n$. We prove that any log-precision transformer can be equivalently expressed as a first-order logic sentence that, in addition to standard universal and existential quantifiers, may also contain majority-vote quantifiers. This is the tightest known upper bound and first logical characterization of log-precision transformers.

Goal-oriented error estimation provides the ability to approximate the discretization error in a chosen functional quantity of interest. Adaptive mesh methods provide the ability to control this discretization error to obtain accurate quantity of interest approximations while still remaining computationally feasible. Traditional discrete goal-oriented error estimates incur linearization errors in their derivation. In this paper, we investigate the role of linearization errors in adaptive goal-oriented error simulations. In particular, we develop a novel two-level goal-oriented error estimate that is free of linearization errors. Additionally, we highlight how linearization errors can facilitate the verification of the adjoint solution used in goal-oriented error estimation. We then verify the newly proposed error estimate by applying it to a model nonlinear problem for several quantities of interest and further highlight its asymptotic effectiveness as mesh sizes are reduced. In an adaptive mesh context, we then compare the newly proposed estimate to a more traditional two-level goal-oriented error estimate. We highlight that accounting for linearization errors in the error estimate can improve its effectiveness in certain situations and demonstrate that localizing linearization errors can lead to more optimal adapted meshes.

Discounting is an important dimension in multi-agent systems as long as we want to reason about strategies and time. It is a key aspect in economics as it captures the intuition that the far-away future is not as important as the near future. Traditional verification techniques allow to check whether there is a winning strategy for a group of agents but they do not take into account the fact that satisfying a goal sooner is different from satisfying it after a long wait. In this paper, we augment Strategy Logic with future discounting over a set of discounted functions D, denoted SLdisc[D]. We consider "until" operators with discounting functions: the satisfaction value of a specification in SLdisc[D] is a value in [0, 1], where the longer it takes to fulfill requirements, the smaller the satisfaction value is. We motivate our approach with classical examples from Game Theory and study the complexity of model-checking SLdisc[D]-formulas.

Probabilistic solvers provide a flexible and efficient framework for simulation, uncertainty quantification, and inference in dynamical systems. However, like standard solvers, they suffer performance penalties for certain stiff systems, where small steps are required not for reasons of numerical accuracy but for the sake of stability. This issue is greatly alleviated in semi-linear problems by the probabilistic exponential integrators developed in this paper. By including the fast, linear dynamics in the prior, we arrive at a class of probabilistic integrators with favorable properties. Namely, they are proven to be L-stable, and in a certain case reduce to a classic exponential integrator -- with the added benefit of providing a probabilistic account of the numerical error. The method is also generalized to arbitrary non-linear systems by imposing piece-wise semi-linearity on the prior via Jacobians of the vector field at the previous estimates, resulting in probabilistic exponential Rosenbrock methods. We evaluate the proposed methods on multiple stiff differential equations and demonstrate their improved stability and efficiency over established probabilistic solvers. The present contribution thus expands the range of problems that can be effectively tackled within probabilistic numerics.

The relationship between the number of training data points, the number of parameters in a statistical model, and the generalization capabilities of the model has been widely studied. Previous work has shown that double descent can occur in the over-parameterized regime, and believe that the standard bias-variance trade-off holds in the under-parameterized regime. In this paper, we present a simple example that provably exhibits double descent in the under-parameterized regime. For simplicity, we look at the ridge regularized least squares denoising problem with data on a line embedded in high-dimension space. By deriving an asymptotically accurate formula for the generalization error, we observe sample-wise and parameter-wise double descent with the peak in the under-parameterized regime rather than at the interpolation point or in the over-parameterized regime. Further, the peak of the sample-wise double descent curve corresponds to a peak in the curve for the norm of the estimator, and adjusting $\mu$, the strength of the ridge regularization, shifts the location of the peak. We observe that parameter-wise double descent occurs for this model for small $\mu$. For larger values of $\mu$, we observe that the curve for the norm of the estimator has a peak but that this no longer translates to a peak in the generalization error. Moreover, we study the training error for this problem. The considered problem setup allows for studying the interaction between two regularizers. We provide empirical evidence that the model implicitly favors using the ridge regularizer over the input data noise regularizer. Thus, we show that even though both regularizers regularize the same quantity, i.e., the norm of the estimator, they are not equivalent.

Hypergeometric sequences are rational-valued sequences that satisfy first-order linear recurrence relations with polynomial coefficients; that is, a hypergeometric sequence $\langle u_n \rangle_{n=0}^{\infty}$ is one that satisfies a recurrence of the form $f(n)u_n = g(n)u_{n-1}$ where $f,g \in \mathbb{Z}[x]$. In this paper, we consider the Membership Problem for hypergeometric sequences: given a hypergeometric sequence $\langle u_n \rangle_{n=0}^{\infty}$ and a target value $t\in \mathbb{Q}$, determine whether $u_n=t$ for some index $n$. We establish decidability of the Membership Problem under the assumption that either (i) $f$ and $g$ have distinct splitting fields or (ii) $f$ and $g$ are monic polynomials that both split over a quadratic extension of $\mathbb{Q}$. Our results are based on an analysis of the prime divisors of polynomial sequences $\langle f(n) \rangle_{n=1}^\infty$ and $\langle g(n) \rangle_{n=1}^\infty$ appearing in the recurrence relation.