One of the main theoretical challenges in learning dynamical systems from data is providing upper bounds on the generalization error, that is, the difference between the expected prediction error and the empirical prediction error measured on some finite sample. In machine learning, a popular class of such bounds are the so-called Probably Approximately Correct (PAC) bounds. In this paper, we derive a PAC bound for stable continuous-time linear parameter-varying (LPV) systems. Our bound depends on the H2 norm of the chosen class of the LPV systems, but does not depend on the time interval for which the signals are considered.
Current physics-informed (standard or deep operator) neural networks still rely on accurately learning the initial and/or boundary conditions of the system of differential equations they are solving. In contrast, standard numerical methods involve such conditions in computations without needing to learn them. In this study, we propose to improve current physics-informed deep learning strategies such that initial and/or boundary conditions do not need to be learned and are represented exactly in the predicted solution. Moreover, this method guarantees that when a deep operator network is applied multiple times to time-step a solution of an initial value problem, the resulting function is at least continuous.
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established research area. It has also been established previously that these techniques are, in general, not robust to perturbations in the data in the form of temporal correlations. While the subject is relatively well understood and appropriate modifications have been suggested in the context of multi-scale diffusion processes and their reduced model equations, we consider here an alternative setting where a second-order diffusion process in positions and velocities is only observed via its positions. In this note, we propose a simple modification to standard stochastic gradient descent and Kalman filter formulations, which eliminates the arising systematic estimation biases. The modification can be extended to standard maximum likelihood approaches and avoids computation of previously proposed correction terms.
Dynamical behaviors of complex interacting systems, including brain activities, financial price movements, and physical collective phenomena, are associated with underlying interactions between the system's components. The issue of uncovering interaction relations in such systems using observable dynamics is called relational inference. In this study, we propose a Diffusion model for Relational Inference (DiffRI), inspired by a self-supervised method for probabilistic time series imputation. DiffRI learns to infer the probability of the presence of connections between components through conditional diffusion modeling.
Precision matrices are crucial in many fields such as social networks, neuroscience, and economics, representing the edge structure of Gaussian graphical models (GGMs), where a zero in an off-diagonal position of the precision matrix indicates conditional independence between nodes. In high-dimensional settings where the dimension of the precision matrix $p$ exceeds the sample size $n$ and the matrix is sparse, methods like graphical Lasso, graphical SCAD, and CLIME are popular for estimating GGMs. While frequentist methods are well-studied, Bayesian approaches for (unstructured) sparse precision matrices are less explored. The graphical horseshoe estimate by \citet{li2019graphical}, applying the global-local horseshoe prior, shows superior empirical performance, but theoretical work for sparse precision matrix estimations using shrinkage priors is limited. This paper addresses these gaps by providing concentration results for the tempered posterior with the fully specified horseshoe prior in high-dimensional settings. Moreover, we also provide novel theoretical results for model misspecification, offering a general oracle inequality for the posterior.
Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many cases, their tightest stability condition is coming from a linear term. Exponential time differencing (ETD) is known to produce highly stable numerical schemes by treating the linear term in an exact fashion. In particular, for stiff problems, ETD methods are a method of choice. We propose an extension of the class of ETD algorithms to matrix-valued dynamical equations. This allows us to produce highly efficient and stable integration schemes. We show their efficiency and applicability for a variety of real-world problems, from geophysical applications to dynamical problems in machine learning.
The approximation properties of infinitely wide shallow neural networks heavily depend on the choice of the activation function. To understand this influence, we study embeddings between Barron spaces with different activation functions. These embeddings are proven by providing push-forward maps on the measures $\mu$ used to represent functions $f$. An activation function of particular interest is the rectified power unit ($\operatorname{RePU}$) given by $\operatorname{RePU}_s(x)=\max(0,x)^s$. For many commonly used activation functions, the well-known Taylor remainder theorem can be used to construct a push-forward map, which allows us to prove the embedding of the associated Barron space into a Barron space with a $\operatorname{RePU}$ as activation function. Moreover, the Barron spaces associated with the $\operatorname{RePU}_s$ have a hierarchical structure similar to the Sobolev spaces $H^m$.
PEPit is a Python package aiming at simplifying the access to worst-case analyses of a large family of first-order optimization methods possibly involving gradient, projection, proximal, or linear optimization oracles, along with their approximate, or Bregman variants. In short, PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods. The key underlying idea is to cast the problem of performing a worst-case analysis, often referred to as a performance estimation problem (PEP), as a semidefinite program (SDP) which can be solved numerically. To do that, the package users are only required to write first-order methods nearly as they would have implemented them. The package then takes care of the SDP modeling parts, and the worst-case analysis is performed numerically via a standard solver.
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for the multi-dimensional variable-order fractional Laplacian defined by a hypersingular integral. We prove that the scheme is of second-order convergence and apply the developed finite difference scheme to solve various equations with the variable-order fractional Laplacian. We present a fast solver with quasi-linear complexity of the scheme for computing variable-order fractional Laplacian and corresponding PDEs. Several numerical examples demonstrate the accuracy and efficiency of our algorithm and verify our theory.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
Deep learning is usually described as an experiment-driven field under continuous criticizes of lacking theoretical foundations. This problem has been partially fixed by a large volume of literature which has so far not been well organized. This paper reviews and organizes the recent advances in deep learning theory. The literature is categorized in six groups: (1) complexity and capacity-based approaches for analyzing the generalizability of deep learning; (2) stochastic differential equations and their dynamic systems for modelling stochastic gradient descent and its variants, which characterize the optimization and generalization of deep learning, partially inspired by Bayesian inference; (3) the geometrical structures of the loss landscape that drives the trajectories of the dynamic systems; (4) the roles of over-parameterization of deep neural networks from both positive and negative perspectives; (5) theoretical foundations of several special structures in network architectures; and (6) the increasingly intensive concerns in ethics and security and their relationships with generalizability.