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Implicit neural representations (INR) have gained increasing attention in representing 3D scenes and images, and have been recently applied to encode videos (e.g., NeRV, E-NeRV). While achieving promising results, existing INR-based methods are limited to encoding a handful of short videos (e.g., seven 5-second videos in the UVG dataset) with redundant visual content, leading to a model design that fits individual video frames independently and is not efficiently scalable to a large number of diverse videos. This paper focuses on developing neural representations for a more practical setup -- encoding long and/or a large number of videos with diverse visual content. We first show that instead of dividing videos into small subsets and encoding them with separate models, encoding long and diverse videos jointly with a unified model achieves better compression results. Based on this observation, we propose D-NeRV, a novel neural representation framework designed to encode diverse videos by (i) decoupling clip-specific visual content from motion information, (ii) introducing temporal reasoning into the implicit neural network, and (iii) employing the task-oriented flow as intermediate output to reduce spatial redundancies. Our new model largely surpasses NeRV and traditional video compression techniques on UCF101 and UVG datasets on the video compression task. Moreover, when used as an efficient data-loader, D-NeRV achieves 3%-10% higher accuracy than NeRV on action recognition tasks on the UCF101 dataset under the same compression ratios.

A common issue in graph learning under the semi-supervised setting is referred to as gradient scarcity. That is, learning graphs by minimizing a loss on a subset of nodes causes edges between unlabelled nodes that are far from labelled ones to receive zero gradients. The phenomenon was first described when optimizing the graph and the weights of a Graph Neural Network (GCN) with a joint optimization algorithm. In this work, we give a precise mathematical characterization of this phenomenon, and prove that it also emerges in bilevel optimization, where additional dependency exists between the parameters of the problem. While for GCNs gradient scarcity occurs due to their finite receptive field, we show that it also occurs with the Laplacian regularization model, in the sense that gradients amplitude decreases exponentially with distance to labelled nodes. To alleviate this issue, we study several solutions: we propose to resort to latent graph learning using a Graph-to-Graph model (G2G), graph regularization to impose a prior structure on the graph, or optimizing on a larger graph than the original one with a reduced diameter. Our experiments on synthetic and real datasets validate our analysis and prove the efficiency of the proposed solutions.

Generalization is the ability of quantum machine learning models to make accurate predictions on new data by learning from training data. Here, we introduce the data quantum Fisher information metric (DQFIM) to determine when a model can generalize. For variational learning of unitaries, the DQFIM quantifies the amount of circuit parameters and training data needed to successfully train and generalize. We apply the DQFIM to explain when a constant number of training states and polynomial number of parameters are sufficient for generalization. Further, we can improve generalization by removing symmetries from training data. Finally, we show that out-of-distribution generalization, where training and testing data are drawn from different data distributions, can be better than using the same distribution. Our work opens up new approaches to improve generalization in quantum machine learning.

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary differential equations (NODEs). Solving systems with fine temporal and spatial grid scales is an ongoing computational challenge, and closure models are generally difficult to tune. Machine learning approaches have increased the accuracy and efficiency of computational fluid dynamics solvers. In this approach neural networks are used to learn the coarse- to fine-grid map, which can be viewed as subgrid-scale parameterization. We propose a strategy that uses the NODE and partial knowledge to learn the source dynamics at a continuous level. Our method inherits the advantages of NODEs and can be used to parameterize subgrid scales, approximate coupling operators, and improve the efficiency of low-order solvers. Numerical results with the two-scale Lorenz 96 ODE, the convection-diffusion PDE, and the viscous Burgers' PDE are used to illustrate this approach.

We investigate the convergence and convergence rate of stochastic training algorithms for Neural Networks (NNs) that have been inspired by Dropout (Hinton et al., 2012). With the goal of avoiding overfitting during training of NNs, dropout algorithms consist in practice of multiplying the weight matrices of a NN componentwise by independently drawn random matrices with $\{0, 1 \}$-valued entries during each iteration of Stochastic Gradient Descent (SGD). This paper presents a probability theoretical proof that for fully-connected NNs with differentiable, polynomially bounded activation functions, if we project the weights onto a compact set when using a dropout algorithm, then the weights of the NN converge to a unique stationary point of a projected system of Ordinary Differential Equations (ODEs). After this general convergence guarantee, we go on to investigate the convergence rate of dropout. Firstly, we obtain generic sample complexity bounds for finding $\epsilon$-stationary points of smooth nonconvex functions using SGD with dropout that explicitly depend on the dropout probability. Secondly, we obtain an upper bound on the rate of convergence of Gradient Descent (GD) on the limiting ODEs of dropout algorithms for NNs with the shape of arborescences of arbitrary depth and with linear activation functions. The latter bound shows that for an algorithm such as Dropout or Dropconnect (Wan et al., 2013), the convergence rate can be impaired exponentially by the depth of the arborescence. In contrast, we experimentally observe no such dependence for wide NNs with just a few dropout layers. We also provide a heuristic argument for this observation. Our results suggest that there is a change of scale of the effect of the dropout probability in the convergence rate that depends on the relative size of the width of the NN compared to its depth.

This paper addresses the problem of constrained multi-objective optimization over black-box objective functions with practitioner-specified preferences over the objectives when a large fraction of the input space is infeasible (i.e., violates constraints). This problem arises in many engineering design problems including analog circuits and electric power system design. Our overall goal is to approximate the optimal Pareto set over the small fraction of feasible input designs. The key challenges include the huge size of the design space, multiple objectives and large number of constraints, and the small fraction of feasible input designs which can be identified only after performing expensive simulations. We propose a novel and efficient preference-aware constrained multi-objective Bayesian optimization approach referred to as PAC-MOO to address these challenges. The key idea is to learn surrogate models for both output objectives and constraints, and select the candidate input for evaluation in each iteration that maximizes the information gained about the optimal constrained Pareto front while factoring in the preferences over objectives. Our experiments on two real-world analog circuit design optimization problems demonstrate the efficacy of PAC-MOO over prior methods.

State-space models (SSMs) are a common tool for modeling multi-variate discrete-time signals. The linear-Gaussian (LG) SSM is widely applied as it allows for a closed-form solution at inference, if the model parameters are known. However, they are rarely available in real-world problems and must be estimated. Promoting sparsity of these parameters favours both interpretability and tractable inference. In this work, we propose GraphIT, a majorization-minimization (MM) algorithm for estimating the linear operator in the state equation of an LG-SSM under sparse prior. A versatile family of non-convex regularization potentials is proposed. The MM method relies on tools inherited from the expectation-maximization methodology and the iterated reweighted-l1 approach. In particular, we derive a suitable convex upper bound for the objective function, that we then minimize using a proximal splitting algorithm. Numerical experiments illustrate the benefits of the proposed inference technique.

Recently, several studies consider the stochastic optimization problem but in a heavy-tailed noise regime, i.e., the difference between the stochastic gradient and the true gradient is assumed to have a finite $p$-th moment (say being upper bounded by $\sigma^{p}$ for some $\sigma\geq0$) where $p\in(1,2]$, which not only generalizes the traditional finite variance assumption ($p=2$) but also has been observed in practice for several different tasks. Under this challenging assumption, lots of new progress has been made for either convex or nonconvex problems, however, most of which only consider smooth objectives. In contrast, people have not fully explored and well understood this problem when functions are nonsmooth. This paper aims to fill this crucial gap by providing a comprehensive analysis of stochastic nonsmooth convex optimization with heavy-tailed noises. We revisit a simple clipping-based algorithm, whereas, which is only proved to converge in expectation but under the additional strong convexity assumption. Under appropriate choices of parameters, for both convex and strongly convex functions, we not only establish the first high-probability rates but also give refined in-expectation bounds compared with existing works. Remarkably, all of our results are optimal (or nearly optimal up to logarithmic factors) with respect to the time horizon $T$ even when $T$ is unknown in advance. Additionally, we show how to make the algorithm parameter-free with respect to $\sigma$, in other words, the algorithm can still guarantee convergence without any prior knowledge of $\sigma$.

In this paper, we propose a deep reinforcement learning framework called GCOMB to learn algorithms that can solve combinatorial problems over large graphs. GCOMB mimics the greedy algorithm in the original problem and incrementally constructs a solution. The proposed framework utilizes Graph Convolutional Network (GCN) to generate node embeddings that predicts the potential nodes in the solution set from the entire node set. These embeddings enable an efficient training process to learn the greedy policy via Q-learning. Through extensive evaluation on several real and synthetic datasets containing up to a million nodes, we establish that GCOMB is up to 41% better than the state of the art, up to seven times faster than the greedy algorithm, robust and scalable to large dynamic networks.

The key issue of few-shot learning is learning to generalize. In this paper, we propose a large margin principle to improve the generalization capacity of metric based methods for few-shot learning. To realize it, we develop a unified framework to learn a more discriminative metric space by augmenting the softmax classification loss function with a large margin distance loss function for training. Extensive experiments on two state-of-the-art few-shot learning models, graph neural networks and prototypical networks, show that our method can improve the performance of existing models substantially with very little computational overhead, demonstrating the effectiveness of the large margin principle and the potential of our method.