The brain's spatial orientation system uses different neuron ensembles to aid in environment-based navigation. One of the ways brains encode spatial information is through grid cells, layers of decked neurons that overlay to provide environment-based navigation. These neurons fire in ensembles where several neurons fire at once to activate a single grid. We want to capture this firing structure and use it to decode grid cell data. Understanding, representing, and decoding these neural structures require models that encompass higher order connectivity than traditional graph-based models may provide. To that end, in this work, we develop a topological deep learning framework for neural spike train decoding. Our framework combines unsupervised simplicial complex discovery with the power of deep learning via a new architecture we develop herein called a simplicial convolutional recurrent neural network (SCRNN). Simplicial complexes, topological spaces that use not only vertices and edges but also higher-dimensional objects, naturally generalize graphs and capture more than just pairwise relationships. Additionally, this approach does not require prior knowledge of the neural activity beyond spike counts, which removes the need for similarity measurements. The effectiveness and versatility of the SCRNN is demonstrated on head direction data to test its performance and then applied to grid cell datasets with the task to automatically predict trajectories.
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Detecting bugs in Deep Learning (DL) libraries is critical for almost all downstream DL systems in ensuring effectiveness and safety for the end users. As such, researchers have started developing various fuzzing or testing techniques targeting DL libraries. Previous work can be mainly classified into API-level fuzzing and model-level fuzzing. However, both types of techniques cannot detect bugs that can only be exposed by complex API sequences - API-level fuzzers cannot cover API sequences, while model-level fuzzers can only cover specific API sequence patterns and a small subset of APIs due to complicated input/shape constraints for tensor computations. To address these limitations, we propose LLMFuzz - the first automated approach to directly leveraging Large Pre-trained Language Models (LLMs) to generate input programs for fuzzing DL libraries. LLMs are trained on billions of code snippets and can autoregressively generate human-like code snippets. Our key insight is that modern LLMs can also include numerous code snippets invoking DL library APIs in their training corpora, and thus can implicitly learn the intricate DL API constraints and directly generate/mutate valid DL programs for fuzzing DL libraries. More specifically, we first directly use a generative LLM (e.g., Codex) to generate highquality seed programs based on input prompts. Then, we leverage an evolutionary fuzzing loop which applies an infilling LLM (e.g., InCoder) to further perform small mutations on the seed programs to generate more diverse API sequences for fuzzing DL libraries. Our experimental results on popular DL libraries demonstrate that LLMFuzz is able to cover 91.11% / 24.09% more APIs and achieve 30.38% / 50.84% higher code coverage than state-of-the-art fuzzers on TensorFlow / PyTorch. Furthermore, LLMFuzz is able to detect 65 bugs, with 41 already confirmed as previously unknown bugs.
It is a popular solution to convert events into dense frame-based representations to use the well-pretrained CNNs in hand. Although with appealing performance, this line of work sacrifices the sparsity/temporal precision of events and usually necessitates heavy-weight models, thereby largely weakening the advantages and real-life application potential of event cameras. A more application-friendly way is to design deep graph models for learning sparse point-based representations from events. Yet, the efficacy of these graph models is far behind the frame-based counterpart with two key limitations: ($i$) simple graph construction strategies without carefully integrating the variant attributes (i.e., semantics, spatial and temporal coordinates) for each vertex, leading to biased graph representation; ($ii$) deficient learning because the lack of well pretraining models available. Here we solve the first problem by introducing a new event-based graph CNN (EDGCN), with a dynamic aggregation module to integrate all attributes of vertices adaptively. To alleviate the learning difficulty, we propose to leverage the dense representation counterpart of events as a cross-representation auxiliary to supply additional supervision and prior knowledge for the event graph. To this end, we form a frame-to-graph transfer learning framework with a customized hybrid distillation loss to well respect the varying cross-representation gaps across layers. Extensive experiments on multiple vision tasks validate the effectiveness and high generalization ability of our proposed model and distillation strategy (Core components of our codes are submitted with supplementary material and will be made publicly available upon acceptance)
The adaptive processing of structured data is a long-standing research topic in machine learning that investigates how to automatically learn a mapping from a structured input to outputs of various nature. Recently, there has been an increasing interest in the adaptive processing of graphs, which led to the development of different neural network-based methodologies. In this thesis, we take a different route and develop a Bayesian Deep Learning framework for graph learning. The dissertation begins with a review of the principles over which most of the methods in the field are built, followed by a study on graph classification reproducibility issues. We then proceed to bridge the basic ideas of deep learning for graphs with the Bayesian world, by building our deep architectures in an incremental fashion. This framework allows us to consider graphs with discrete and continuous edge features, producing unsupervised embeddings rich enough to reach the state of the art on several classification tasks. Our approach is also amenable to a Bayesian nonparametric extension that automatizes the choice of almost all model's hyper-parameters. Two real-world applications demonstrate the efficacy of deep learning for graphs. The first concerns the prediction of information-theoretic quantities for molecular simulations with supervised neural models. After that, we exploit our Bayesian models to solve a malware-classification task while being robust to intra-procedural code obfuscation techniques. We conclude the dissertation with an attempt to blend the best of the neural and Bayesian worlds together. The resulting hybrid model is able to predict multimodal distributions conditioned on input graphs, with the consequent ability to model stochasticity and uncertainty better than most works. Overall, we aim to provide a Bayesian perspective into the articulated research field of deep learning for graphs.
This book develops an effective theory approach to understanding deep neural networks of practical relevance. Beginning from a first-principles component-level picture of networks, we explain how to determine an accurate description of the output of trained networks by solving layer-to-layer iteration equations and nonlinear learning dynamics. A main result is that the predictions of networks are described by nearly-Gaussian distributions, with the depth-to-width aspect ratio of the network controlling the deviations from the infinite-width Gaussian description. We explain how these effectively-deep networks learn nontrivial representations from training and more broadly analyze the mechanism of representation learning for nonlinear models. From a nearly-kernel-methods perspective, we find that the dependence of such models' predictions on the underlying learning algorithm can be expressed in a simple and universal way. To obtain these results, we develop the notion of representation group flow (RG flow) to characterize the propagation of signals through the network. By tuning networks to criticality, we give a practical solution to the exploding and vanishing gradient problem. We further explain how RG flow leads to near-universal behavior and lets us categorize networks built from different activation functions into universality classes. Altogether, we show that the depth-to-width ratio governs the effective model complexity of the ensemble of trained networks. By using information-theoretic techniques, we estimate the optimal aspect ratio at which we expect the network to be practically most useful and show how residual connections can be used to push this scale to arbitrary depths. With these tools, we can learn in detail about the inductive bias of architectures, hyperparameters, and optimizers.
We describe the new field of mathematical analysis of deep learning. This field emerged around a list of research questions that were not answered within the classical framework of learning theory. These questions concern: the outstanding generalization power of overparametrized neural networks, the role of depth in deep architectures, the apparent absence of the curse of dimensionality, the surprisingly successful optimization performance despite the non-convexity of the problem, understanding what features are learned, why deep architectures perform exceptionally well in physical problems, and which fine aspects of an architecture affect the behavior of a learning task in which way. We present an overview of modern approaches that yield partial answers to these questions. For selected approaches, we describe the main ideas in more detail.
In humans, Attention is a core property of all perceptual and cognitive operations. Given our limited ability to process competing sources, attention mechanisms select, modulate, and focus on the information most relevant to behavior. For decades, concepts and functions of attention have been studied in philosophy, psychology, neuroscience, and computing. For the last six years, this property has been widely explored in deep neural networks. Currently, the state-of-the-art in Deep Learning is represented by neural attention models in several application domains. This survey provides a comprehensive overview and analysis of developments in neural attention models. We systematically reviewed hundreds of architectures in the area, identifying and discussing those in which attention has shown a significant impact. We also developed and made public an automated methodology to facilitate the development of reviews in the area. By critically analyzing 650 works, we describe the primary uses of attention in convolutional, recurrent networks and generative models, identifying common subgroups of uses and applications. Furthermore, we describe the impact of attention in different application domains and their impact on neural networks' interpretability. Finally, we list possible trends and opportunities for further research, hoping that this review will provide a succinct overview of the main attentional models in the area and guide researchers in developing future approaches that will drive further improvements.
The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this work, we show that it suffices to perform inference over a small subset of model weights in order to obtain accurate predictive posteriors. The other weights are kept as point estimates. This subnetwork inference framework enables us to use expressive, otherwise intractable, posterior approximations over such subsets. In particular, we implement subnetwork linearized Laplace: We first obtain a MAP estimate of all weights and then infer a full-covariance Gaussian posterior over a subnetwork. We propose a subnetwork selection strategy that aims to maximally preserve the model's predictive uncertainty. Empirically, our approach is effective compared to ensembles and less expressive posterior approximations over full networks.
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.
Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social networks and recommendation systems. Despite the plethora of different models for deep learning on graphs, few approaches have been proposed thus far for dealing with graphs that present some sort of dynamic nature (e.g. evolving features or connectivity over time). In this paper, we present Temporal Graph Networks (TGNs), a generic, efficient framework for deep learning on dynamic graphs represented as sequences of timed events. Thanks to a novel combination of memory modules and graph-based operators, TGNs are able to significantly outperform previous approaches being at the same time more computationally efficient. We furthermore show that several previous models for learning on dynamic graphs can be cast as specific instances of our framework. We perform a detailed ablation study of different components of our framework and devise the best configuration that achieves state-of-the-art performance on several transductive and inductive prediction tasks for dynamic graphs.
Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its variables depend on one another but, upon looking closely, it is fair to say that existing methods fail to fully exploit latent spatial dependencies between pairs of variables. In recent years, meanwhile, graph neural networks (GNNs) have shown high capability in handling relational dependencies. GNNs require well-defined graph structures for information propagation which means they cannot be applied directly for multivariate time series where the dependencies are not known in advance. In this paper, we propose a general graph neural network framework designed specifically for multivariate time series data. Our approach automatically extracts the uni-directed relations among variables through a graph learning module, into which external knowledge like variable attributes can be easily integrated. A novel mix-hop propagation layer and a dilated inception layer are further proposed to capture the spatial and temporal dependencies within the time series. The graph learning, graph convolution, and temporal convolution modules are jointly learned in an end-to-end framework. Experimental results show that our proposed model outperforms the state-of-the-art baseline methods on 3 of 4 benchmark datasets and achieves on-par performance with other approaches on two traffic datasets which provide extra structural information.
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