In Nonequilibrium Thermodynamics and Information Theory, the relative entropy (or, KL divergence) plays a very important role. Consider a H\"older Jacobian $J$ and the Ruelle (transfer) operator $\mathcal{L}_{\log J}.$ Two equilibrium probabilities $\mu_1$ and $\mu_2$, can interact via a discrete-time {\it Thermodynamic Operation} described by the action {\it of the dual of the Ruelle operator} $ \mathcal{L}_{\log J}^*$. We argue that the law $\mu \to \mathcal{L}_{\log J}^*(\mu)$, producing nonequilibrium, can be seen as a Thermodynamic Operation after showing that it's a manifestation of the Second Law of Thermodynamics. We also show that the change of relative entropy satisfies $$ D_{K L} (\mu_1,\mu_2) - D_{K L} (\mathcal{L}_{\log J}^*(\mu_1),\mathcal{L}_{\log J}^*(\mu_2))= 0.$$ Furthermore, we describe sufficient conditions on $J,\mu_1$ for getting $h(\mathcal{L}_{\log J}^*(\mu_1))\geq h(\mu_1)$, where $h$ is entropy. Recalling a natural Riemannian metric in the Banach manifold of H\"older equilibrium probabilities we exhibit the second-order Taylor formula for an infinitesimal tangent change of KL divergence; a crucial estimate in Information Geometry. We introduce concepts like heat, work, volume, pressure, and internal energy, which play here the role of the analogous ones in Thermodynamics of gases. We briefly describe the MaxEnt method.
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We propose the homotopic policy mirror descent (HPMD) method for solving discounted, infinite horizon MDPs with finite state and action space, and study its policy convergence. We report three properties that seem to be new in the literature of policy gradient methods: (1) The policy first converges linearly, then superlinearly with order $\gamma^{-2}$ to the set of optimal policies, after $\mathcal{O}(\log(1/\Delta^*))$ number of iterations, where $\Delta^*$ is defined via a gap quantity associated with the optimal state-action value function; (2) HPMD also exhibits last-iterate convergence, with the limiting policy corresponding exactly to the optimal policy with the maximal entropy for every state. No regularization is added to the optimization objective and hence the second observation arises solely as an algorithmic property of the homotopic policy gradient method. (3) For the stochastic HPMD method, we further demonstrate a better than $\mathcal{O}(|\mathcal{S}| |\mathcal{A}| / \epsilon^2)$ sample complexity for small optimality gap $\epsilon$, when assuming a generative model for policy evaluation.
We revisit the Ravine method of Gelfand and Tsetlin from a dynamical system perspective, study its convergence properties, and highlight its similarities and differences with the Nesterov accelerated gradient method. The two methods are closely related. They can be deduced from each other by reversing the order of the extrapolation and gradient operations in their definitions. They benefit from similar fast convergence of values and convergence of iterates for general convex objective functions. We will also establish the high resolution ODE of the Ravine and Nesterov methods, and reveal an additional geometric damping term driven by the Hessian for both methods. This will allow us to prove fast convergence towards zero of the gradients not only for the Ravine method but also for the Nesterov method for the first time. We also highlight connections to other algorithms stemming from more subtle discretization schemes, and finally describe a Ravine version of the proximal-gradient algorithms for general structured smooth + non-smooth convex optimization problems.
We introduce a neural implicit framework that bridges discrete differential geometry of triangle meshes and continuous differential geometry of neural implicit surfaces. It exploits the differentiable properties of neural networks and the discrete geometry of triangle meshes to approximate them as the zero-level sets of neural implicit functions. To train a neural implicit function, we propose a loss function that allows terms with high-order derivatives, such as the alignment between the principal directions, to learn more geometric details. During training, we consider a non-uniform sampling strategy based on the discrete curvatures of the triangle mesh to access points with more geometric details. This sampling implies faster learning while preserving geometric accuracy. We present the analytical differential geometry formulas for neural surfaces, such as normal vectors and curvatures. We use them to render the surfaces using sphere tracing. Additionally, we propose a network optimization based on singular value decomposition to reduce the number of parameters.
We introduce a novel, probabilistic binary latent variable model to detect noisy or approximate repeats of patterns in sparse binary data. The model is based on the "Noisy-OR model" (Heckerman, 1990), used previously for disease and topic modelling. The model's capability is demonstrated by extracting structure in recordings from retinal neurons, but it can be widely applied to discover and model latent structure in noisy binary data. In the context of spiking neural data, the task is to "explain" spikes of individual neurons in terms of groups of neurons, "Cell Assemblies" (CAs), that often fire together, due to mutual interactions or other causes. The model infers sparse activity in a set of binary latent variables, each describing the activity of a cell assembly. When the latent variable of a cell assembly is active, it reduces the probabilities of neurons belonging to this assembly to be inactive. The conditional probability kernels of the latent components are learned from the data in an expectation maximization scheme, involving inference of latent states and parameter adjustments to the model. We thoroughly validate the model on synthesized spike trains constructed to statistically resemble recorded retinal responses to white noise stimulus and natural movie stimulus in data. We also apply our model to spiking responses recorded in retinal ganglion cells (RGCs) during stimulation with a movie and discuss the found structure.
We consider the problem of finding nearly optimal solutions of optimization problems with random objective functions. Two concrete problems we consider are (a) optimizing the Hamiltonian of a spherical or Ising $p$-spin glass model, and (b) finding a large independent set in a sparse Erd\H{o}s-R\'{e}nyi graph. The following families of algorithms are considered: (a) low-degree polynomials of the input; (b) low-depth Boolean circuits; (c) the Langevin dynamics algorithm. We show that these families of algorithms fail to produce nearly optimal solutions with high probability. For the case of Boolean circuits, our results improve the state-of-the-art bounds known in circuit complexity theory (although we consider the search problem as opposed to the decision problem). Our proof uses the fact that these models are known to exhibit a variant of the overlap gap property (OGP) of near-optimal solutions. Specifically, for both models, every two solutions whose objectives are above a certain threshold are either close or far from each other. The crux of our proof is that the classes of algorithms we consider exhibit a form of stability. We show by an interpolation argument that stable algorithms cannot overcome the OGP barrier. The stability of Langevin dynamics is an immediate consequence of the well-posedness of stochastic differential equations. The stability of low-degree polynomials and Boolean circuits is established using tools from Gaussian and Boolean analysis -- namely hypercontractivity and total influence, as well as a novel lower bound for random walks avoiding certain subsets. In the case of Boolean circuits, the result also makes use of Linal-Mansour-Nisan's classical theorem. Our techniques apply more broadly to low influence functions and may apply more generally.
In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the minimization over any conforming triple of finite element spaces for velocities, pressure and stress tensor gives a quasi-best approximation from that triple. The formulation is practical in the sense that all norms in the least squares functional can be efficiently evaluated. Being of least squares type, the formulation comes with an efficient and reliable a posteriori error estimator. In addition, a priori error estimates are derived, and numerical results are presented.
A generalization of L{\"u}roth's theorem expresses that every transcendence degree 1 subfield of the rational function field is a simple extension. In this note we show that a classical proof of this theorem also holds to prove this generalization.
Average precision (AP), the area under the recall-precision (RP) curve, is the standard performance measure for object detection. Despite its wide acceptance, it has a number of shortcomings, the most important of which are (i) the inability to distinguish very different RP curves, and (ii) the lack of directly measuring bounding box localization accuracy. In this paper, we propose 'Localization Recall Precision (LRP) Error', a new metric which we specifically designed for object detection. LRP Error is composed of three components related to localization, false negative (FN) rate and false positive (FP) rate. Based on LRP, we introduce the 'Optimal LRP', the minimum achievable LRP error representing the best achievable configuration of the detector in terms of recall-precision and the tightness of the boxes. In contrast to AP, which considers precisions over the entire recall domain, Optimal LRP determines the 'best' confidence score threshold for a class, which balances the trade-off between localization and recall-precision. In our experiments, we show that, for state-of-the-art object (SOTA) detectors, Optimal LRP provides richer and more discriminative information than AP. We also demonstrate that the best confidence score thresholds vary significantly among classes and detectors. Moreover, we present LRP results of a simple online video object detector which uses a SOTA still image object detector and show that the class-specific optimized thresholds increase the accuracy against the common approach of using a general threshold for all classes. We provide the source code that can compute LRP for the PASCAL VOC and MSCOCO datasets in //github.com/cancam/LRP. Our source code can easily be adapted to other datasets as well.
In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective function, and (2) the Lipschitz continuity of local individual functions. Under the local regularity assumption, we provide the first optimal first-order decentralized algorithm called multi-step primal-dual (MSPD) and its corresponding optimal convergence rate. A notable aspect of this result is that, for non-smooth functions, while the dominant term of the error is in $O(1/\sqrt{t})$, the structure of the communication network only impacts a second-order term in $O(1/t)$, where $t$ is time. In other words, the error due to limits in communication resources decreases at a fast rate even in the case of non-strongly-convex objective functions. Under the global regularity assumption, we provide a simple yet efficient algorithm called distributed randomized smoothing (DRS) based on a local smoothing of the objective function, and show that DRS is within a $d^{1/4}$ multiplicative factor of the optimal convergence rate, where $d$ is the underlying dimension.
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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