Many problems in robotics, such as estimating the state from noisy sensor data or aligning two point clouds, can be posed and solved as least-squares problems. Unfortunately, vanilla nonminimal solvers for least-squares problems are notoriously sensitive to outliers. As such, various robust loss functions have been proposed to reduce the sensitivity to outliers. Examples of loss functions include pseudo-Huber, Cauchy, and Geman-McClure. Recently, these loss functions have been generalized into a single loss function that enables the best loss function to be found adaptively based on the distribution of the residuals. However, even with the generalized robust loss function, most nonminimal solvers can only be solved locally given a prior state estimate due to the nonconvexity of the problem. The first contribution of this paper is to combine graduated nonconvexity (GNC) with the generalized robust loss function to solve least-squares problems without a prior state estimate and without the need to specify a loss function. Moreover, existing loss functions, including the generalized loss function, are based on Gaussian-like distribution. However, residuals are often defined as the squared norm of a multivariate error and distributed in a Chi-like fashion. The second contribution of this paper is to apply a norm-aware adaptive robust loss function within a GNC framework. The proposed approach enables a GNC formulation of a generalized loss function such that GNC can be readily applied to a wider family of loss functions. Furthermore, simulations and experiments demonstrate that the proposed method is more robust compared to non-GNC counterparts, and yields faster convergence times compared to other GNC formulations.
Obtaining sparse, interpretable representations of observable data is crucial in many machine learning and signal processing tasks. For data representing flows along the edges of a graph, an intuitively interpretable way to obtain such representations is to lift the graph structure to a simplicial complex: The eigenvectors of the associated Hodge-Laplacian, respectively the incidence matrices of the corresponding simplicial complex then induce a Hodge decomposition, which can be used to represent the observed data in terms of gradient, curl, and harmonic flows. In this paper, we generalize this approach to cellular complexes and introduce the cell inference optimization problem, i.e., the problem of augmenting the observed graph by a set of cells, such that the eigenvectors of the associated Hodge Laplacian provide a sparse, interpretable representation of the observed edge flows on the graph. We show that this problem is NP-hard and introduce an efficient approximation algorithm for its solution. Experiments on real-world and synthetic data demonstrate that our algorithm outperforms current state-of-the-art methods while being computationally efficient.
Many modern datasets, from areas such as neuroimaging and geostatistics, come in the form of a random sample of tensor-valued data which can be understood as noisy observations of a smooth multidimensional random function. Most of the traditional techniques from functional data analysis are plagued by the curse of dimensionality and quickly become intractable as the dimension of the domain increases. In this paper, we propose a framework for learning continuous representations from a sample of multidimensional functional data that is immune to several manifestations of the curse. These representations are constructed using a set of separable basis functions that are defined to be optimally adapted to the data. We show that the resulting estimation problem can be solved efficiently by the tensor decomposition of a carefully defined reduction transformation of the observed data. Roughness-based regularization is incorporated using a class of differential operator-based penalties. Relevant theoretical properties are also established. The advantages of our method over competing methods are demonstrated in a simulation study. We conclude with a real data application in neuroimaging.
Stochastic volatility models, where the volatility is a stochastic process, can capture most of the essential stylized facts of implied volatility surfaces and give more realistic dynamics of the volatility smile or skew. However, they come with the significant issue that they take too long to calibrate. Alternative calibration methods based on Deep Learning (DL) techniques have been recently used to build fast and accurate solutions to the calibration problem. Huge and Savine developed a Differential Deep Learning (DDL) approach, where Machine Learning models are trained on samples of not only features and labels but also differentials of labels to features. The present work aims to apply the DDL technique to price vanilla European options (i.e. the calibration instruments), more specifically, puts when the underlying asset follows a Heston model and then calibrate the model on the trained network. DDL allows for fast training and accurate pricing. The trained neural network dramatically reduces Heston calibration's computation time. In this work, we also introduce different regularisation techniques, and we apply them notably in the case of the DDL. We compare their performance in reducing overfitting and improving the generalisation error. The DDL performance is also compared to the classical DL (without differentiation) one in the case of Feed-Forward Neural Networks. We show that the DDL outperforms the DL.
In the presence of heterogeneous data, where randomly rotated objects fall into multiple underlying categories, it is challenging to simultaneously classify them into clusters and synchronize them based on pairwise relations. This gives rise to the joint problem of community detection and synchronization. We propose a series of semidefinite relaxations, and prove their exact recovery when extending the celebrated stochastic block model to this new setting where both rotations and cluster identities are to be determined. Numerical experiments demonstrate the efficacy of our proposed algorithms and confirm our theoretical result which indicates a sharp phase transition for exact recovery.
Symbolic regression, as one of the most crucial tasks in AI for science, discovers governing equations from experimental data. Popular approaches based on genetic programming, Monte Carlo tree search, or deep reinforcement learning learn symbolic regression from a fixed dataset. They require massive datasets and long training time especially when learning complex equations involving many variables. Recently, Control Variable Genetic Programming (CVGP) has been introduced which accelerates the regression process by discovering equations from designed control variable experiments. However, the set of experiments is fixed a-priori in CVGP and we observe that sub-optimal selection of experiment schedules delay the discovery process significantly. To overcome this limitation, we propose Racing Control Variable Genetic Programming (Racing-CVGP), which carries out multiple experiment schedules simultaneously. A selection scheme similar to that used in selecting good symbolic equations in the genetic programming process is implemented to ensure that promising experiment schedules eventually win over the average ones. The unfavorable schedules are terminated early to save time for the promising ones. We evaluate Racing-CVGP on several synthetic and real-world datasets corresponding to true physics laws. We demonstrate that Racing-CVGP outperforms CVGP and a series of symbolic regressors which discover equations from fixed datasets.
Neural implicit modeling permits to achieve impressive 3D reconstruction results on small objects, while it exhibits significant limitations in large indoor scenes. In this work, we propose a novel neural implicit modeling method that leverages multiple regularization strategies to achieve better reconstructions of large indoor environments, while relying only on images. A sparse but accurate depth prior is used to anchor the scene to the initial model. A dense but less accurate depth prior is also introduced, flexible enough to still let the model diverge from it to improve the estimated geometry. Then, a novel self-supervised strategy to regularize the estimated surface normals is presented. Finally, a learnable exposure compensation scheme permits to cope with challenging lighting conditions. Experimental results show that our approach produces state-of-the-art 3D reconstructions in challenging indoor scenarios.
The idea of enumeration algorithms with polynomial delay is to polynomially bound the running time between any two subsequent solutions output by the enumeration algorithm. While it is open for more than four decades if all minimal dominating sets of a graph can be enumerated in output-polynomial time, it has recently been proven that pointwise-minimal Roman dominating functions can be enumerated even with polynomial delay. The idea of the enumeration algorithm was to use polynomial-time solvable extension problems. We use this as a motivation to prove that also two variants of Roman dominating functions studied in the literature, named perfect and unique response, can be enumerated with polynomial delay. This is interesting since Extension Perfect Roman Domination is W[1]-complete if parameterized by the weight of the given function and even W[2]-complete if parameterized by the number vertices assigned 0 in the pre-solution, as we prove. Otherwise, efficient solvability of extension problems and enumerability with polynomial delay tend to go hand-in-hand. We achieve our enumeration result by constructing a bijection to Roman dominating functions, where the corresponding extension problem is polynomimaltime solvable. Furthermore, we show that Unique Response Roman Domination is solvable in polynomial time on split graphs, while Perfect Roman Domination is NP-complete on this graph class, which proves that both variations, albeit coming with a very similar definition, do differ in some complexity aspects. This way, we also solve an open problem from the literature.
Neural fields, which represent signals as a function parameterized by a neural network, are a promising alternative to traditional discrete vector or grid-based representations. Compared to discrete representations, neural representations both scale well with increasing resolution, are continuous, and can be many-times differentiable. However, given a dataset of signals that we would like to represent, having to optimize a separate neural field for each signal is inefficient, and cannot capitalize on shared information or structures among signals. Existing generalization methods view this as a meta-learning problem and employ gradient-based meta-learning to learn an initialization which is then fine-tuned with test-time optimization, or learn hypernetworks to produce the weights of a neural field. We instead propose a new paradigm that views the large-scale training of neural representations as a part of a partially-observed neural process framework, and leverage neural process algorithms to solve this task. We demonstrate that this approach outperforms both state-of-the-art gradient-based meta-learning approaches and hypernetwork approaches.
We consider the problem of explaining the predictions of graph neural networks (GNNs), which otherwise are considered as black boxes. Existing methods invariably focus on explaining the importance of graph nodes or edges but ignore the substructures of graphs, which are more intuitive and human-intelligible. In this work, we propose a novel method, known as SubgraphX, to explain GNNs by identifying important subgraphs. Given a trained GNN model and an input graph, our SubgraphX explains its predictions by efficiently exploring different subgraphs with Monte Carlo tree search. To make the tree search more effective, we propose to use Shapley values as a measure of subgraph importance, which can also capture the interactions among different subgraphs. To expedite computations, we propose efficient approximation schemes to compute Shapley values for graph data. Our work represents the first attempt to explain GNNs via identifying subgraphs explicitly and directly. Experimental results show that our SubgraphX achieves significantly improved explanations, while keeping computations at a reasonable level.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis, thereby allowing manual manipulation in predicting the final answer.