Spectral methods are an important part of scientific computing's arsenal for solving partial differential equations (PDEs). However, their applicability and effectiveness depend crucially on the choice of basis functions used to expand the solution of a PDE. The last decade has seen the emergence of deep learning as a strong contender in providing efficient representations of complex functions. In the current work, we present an approach for combining deep neural networks with spectral methods to solve PDEs. In particular, we use a deep learning technique known as the Deep Operator Network (DeepONet), to identify candidate functions on which to expand the solution of PDEs. We have devised an approach which uses the candidate functions provided by the DeepONet as a starting point to construct a set of functions which have the following properties: i) they constitute a basis, 2) they are orthonormal, and 3) they are hierarchical i.e., akin to Fourier series or orthogonal polynomials. We have exploited the favorable properties of our custom-made basis functions to both study their approximation capability and use them to expand the solution of linear and nonlinear time-dependent PDEs.
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The goal of this paper is to investigate a control theoretic analysis of linear stochastic iterative algorithm and temporal difference (TD) learning. TD-learning is a linear stochastic iterative algorithm to estimate the value function of a given policy for a Markov decision process, which is one of the most popular and fundamental reinforcement learning algorithms. While there has been a series of successful works in theoretical analysis of TD-learning, it was not until recently that researchers found some guarantees on its statistical efficiency. In this paper, we propose a control theoretic finite-time analysis TD-learning, which exploits standard notions in linear system control communities. Therefore, the proposed work provides additional insights on TD-learning and reinforcement learning with simple concepts and analysis tools in control theory.
Differential co-expression analysis has been widely applied by scientists in understanding the biological mechanisms of diseases. However, the unknown differential patterns are often complicated; thus, models based on simplified parametric assumptions can be ineffective in identifying the differences. Meanwhile, the gene expression data involved in such analysis are in extremely high dimensions by nature, whose correlation matrices may not even be computable. Such a large scale seriously limits the application of most well-studied statistical methods. This paper introduces a simple yet powerful approach to the differential correlation analysis problem called compressed spectral screening. By leveraging spectral structures and random sampling techniques, our approach could achieve a highly accurate screening of features with complicated differential patterns while maintaining the scalability to analyze correlation matrices of $10^4$--$10^5$ variables within a few minutes on a standard personal computer. We have applied this screening approach in comparing a TCGA data set about Glioblastoma with normal subjects. Our analysis successfully identifies multiple functional modules of genes that exhibit different co-expression patterns. The findings reveal new insights about Glioblastoma's evolving mechanism. The validity of our approach is also justified by a theoretical analysis, showing that the compressed spectral analysis can achieve variable screening consistency.
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby "modified" equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the differential equation has a geometric property then the modified equation may share it. In this way, known properties of differential equations can be applied to the approximation. But for partial differential equations, the known modified equations are of higher order, limiting applicability of the theory. Therefore, we study symmetric solutions of discretized partial differential equations that arise from a discrete variational principle. These symmetric solutions obey infinite-dimensional functional equations. We show that these equations admit second-order modified equations which are Hamiltonian and also possess first-order Lagrangians in modified coordinates. The modified equation and its associated structures are computed explicitly for the case of rotating travelling waves in the nonlinear wave equation.
In this article, we propose a higher order approximation to Caputo fractional (C-F) derivative using graded mesh and standard central difference approximation for space derivatives, in order to obtain the approximate solution of time fractional partial differential equations (TFPDE). The proposed approximation for C-F derivative tackles the singularity at origin effectively and is easily applicable to diverse problems. The stability analysis and truncation error bounds of the proposed scheme are discussed, along with this, analyzed the required regularity of the solution. Few numerical examples are presented to support the theory.
The field of artificial neural networks is expected to strongly benefit from recent developments of quantum computers. In particular, quantum machine learning, a class of quantum algorithms which exploit qubits for creating trainable neural networks, will provide more power to solve problems such as pattern recognition, clustering and machine learning in general. The building block of feed-forward neural networks consists of one layer of neurons connected to an output neuron that is activated according to an arbitrary activation function. The corresponding learning algorithm goes under the name of Rosenblatt perceptron. Quantum perceptrons with specific activation functions are known, but a general method to realize arbitrary activation functions on a quantum computer is still lacking. Here we fill this gap with a quantum algorithm which is capable to approximate any analytic activation functions to any given order of its power series. Unlike previous proposals providing irreversible measurement--based and simplified activation functions, here we show how to approximate any analytic function to any required accuracy without the need to measure the states encoding the information. Thanks to the generality of this construction, any feed-forward neural network may acquire the universal approximation properties according to Hornik's theorem. Our results recast the science of artificial neural networks in the architecture of gate-model quantum computers.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
We present a continuous formulation of machine learning, as a problem in the calculus of variations and differential-integral equations, very much in the spirit of classical numerical analysis and statistical physics. We demonstrate that conventional machine learning models and algorithms, such as the random feature model, the shallow neural network model and the residual neural network model, can all be recovered as particular discretizations of different continuous formulations. We also present examples of new models, such as the flow-based random feature model, and new algorithms, such as the smoothed particle method and spectral method, that arise naturally from this continuous formulation. We discuss how the issues of generalization error and implicit regularization can be studied under this framework.
Graphical causal inference as pioneered by Judea Pearl arose from research on artificial intelligence (AI), and for a long time had little connection to the field of machine learning. This article discusses where links have been and should be established, introducing key concepts along the way. It argues that the hard open problems of machine learning and AI are intrinsically related to causality, and explains how the field is beginning to understand them.
Alternating Direction Method of Multipliers (ADMM) is a widely used tool for machine learning in distributed settings, where a machine learning model is trained over distributed data sources through an interactive process of local computation and message passing. Such an iterative process could cause privacy concerns of data owners. The goal of this paper is to provide differential privacy for ADMM-based distributed machine learning. Prior approaches on differentially private ADMM exhibit low utility under high privacy guarantee and often assume the objective functions of the learning problems to be smooth and strongly convex. To address these concerns, we propose a novel differentially private ADMM-based distributed learning algorithm called DP-ADMM, which combines an approximate augmented Lagrangian function with time-varying Gaussian noise addition in the iterative process to achieve higher utility for general objective functions under the same differential privacy guarantee. We also apply the moments accountant method to bound the end-to-end privacy loss. The theoretical analysis shows that DP-ADMM can be applied to a wider class of distributed learning problems, is provably convergent, and offers an explicit utility-privacy tradeoff. To our knowledge, this is the first paper to provide explicit convergence and utility properties for differentially private ADMM-based distributed learning algorithms. The evaluation results demonstrate that our approach can achieve good convergence and model accuracy under high end-to-end differential privacy guarantee.
Deep learning is the mainstream technique for many machine learning tasks, including image recognition, machine translation, speech recognition, and so on. It has outperformed conventional methods in various fields and achieved great successes. Unfortunately, the understanding on how it works remains unclear. It has the central importance to lay down the theoretic foundation for deep learning. In this work, we give a geometric view to understand deep learning: we show that the fundamental principle attributing to the success is the manifold structure in data, namely natural high dimensional data concentrates close to a low-dimensional manifold, deep learning learns the manifold and the probability distribution on it. We further introduce the concepts of rectified linear complexity for deep neural network measuring its learning capability, rectified linear complexity of an embedding manifold describing the difficulty to be learned. Then we show for any deep neural network with fixed architecture, there exists a manifold that cannot be learned by the network. Finally, we propose to apply optimal mass transportation theory to control the probability distribution in the latent space.
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