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The use of neural networks has been very successful in a wide variety of applications. However, it has recently been observed that it is difficult to generalize the performance of neural networks under the condition of distributional shift. Several efforts have been made to identify potential out-of-distribution inputs. Although existing literature has made significant progress with regard to images and textual data, finance has been overlooked. The aim of this paper is to investigate the distribution shift in the credit scoring problem, one of the most important applications of finance. For the potential distribution shift problem, we propose a novel two-stage model. Using the out-of-distribution detection method, data is first separated into confident and unconfident sets. As a second step, we utilize the domain knowledge with a mean-variance optimization in order to provide reliable bounds for unconfident samples. Using empirical results, we demonstrate that our model offers reliable predictions for the vast majority of datasets. It is only a small portion of the dataset that is inherently difficult to judge, and we leave them to the judgment of human beings. Based on the two-stage model, highly confident predictions have been made and potential risks associated with the model have been significantly reduced.

We compare the solutions of two systems of partial differential equations (PDE), seen as two different interpretations of the same model that describes formation of complex biological networks. Both approaches take into account the time evolution of the medium flowing through the network, and we compute the solution of an elliptic-parabolic PDE system for the conductivity vector $m$, the conductivity tensor $\mathbb{C}$ and the pressure $p$. We use finite differences schemes in a uniform Cartesian grid in the spatially two-dimensional setting to solve the two systems, where the parabolic equation is solved by a semi-implicit scheme in time. Since the conductivity vector and tensor appear also in the Poisson equation for the pressure $p$, the elliptic equation depends implicitly on time. For this reason we compute the solution of three linear systems in the case of the conductivity vector $m\in\mathbb{R}^2$, and four linear systems in the case of the symmetric conductivity tensor $\mathbb{C}\in\mathbb{R}^{2\times 2}$, at each time step. To accelerate the simulations, we make use of the Alternating Direction Implicit (ADI) method. The role of the parameters is important for obtaining detailed solutions. We provide numerous tests with various values of the parameters involved, to see the differences in the solutions of the two systems.

We investigate the possibility of solving continuous non-convex optimization problems using a network of interacting quantum optical oscillators. We propose a native encoding of continuous variables in analog signals associated with the quadrature operators of a set of quantum optical modes. Optical coupling of the modes and noise introduced by vacuum fluctuations from external reservoirs or by weak measurements of the modes are used to optically simulate a diffusion process on a set of continuous random variables. The process is run sufficiently long for it to relax into the steady state of an energy potential defined on a continuous domain. As a first demonstration, we numerically benchmark solving box-constrained quadratic programming (BoxQP) problems using these settings. We consider delay-line and measurement-feedback variants of the experiment. Our benchmarking results demonstrate that in both cases the optical network is capable of solving BoxQP problems over three orders of magnitude faster than a state-of-the-art classical heuristic.

As a special infinite-order vector autoregressive (VAR) model, the vector autoregressive moving average (VARMA) model can capture much richer temporal patterns than the widely used finite-order VAR model. However, its practicality has long been hindered by its non-identifiability, computational intractability, and relative difficulty of interpretation. This paper introduces a novel infinite-order VAR model which, with only a little sacrifice of generality, inherits the essential temporal patterns of the VARMA model but avoids all of the above drawbacks. As another attractive feature, the temporal and cross-sectional dependence structures of this model can be interpreted separately, since they are characterized by different sets of parameters. For high-dimensional time series, this separation motivates us to impose sparsity on the parameters determining the cross-sectional dependence. As a result, greater statistical efficiency and interpretability can be achieved, while no loss of temporal information is incurred by the imposed sparsity. We introduce an $\ell_1$-regularized estimator for the proposed model and derive the corresponding nonasymptotic error bounds. An efficient block coordinate descent algorithm and a consistent model order selection method are developed. The merit of the proposed approach is supported by simulation studies and a real-world macroeconomic data analysis.

The method of common lines is a well-established reconstruction technique in cryogenic electron microscopy (cryo-EM), which can be used to extract the relative orientations of an object in tomographic projection images from different directions. In this paper, we deal with an analogous problem in optical diffraction tomography. Based on the Fourier diffraction theorem, we show that rigid motions, i.e., a map composed of rotations and translations, can be determined by detecting common circles in the Fourier-transformed data. We introduce two methods based on the idea of identifying common circles to reconstruct the object motion: While the first one is motivated by the common line approach for projection images and detects the relative orientation by the shape of the common circles in the two images, the second one assumes a smooth motion over time and calculates the angular velocity of the rotational motion from an infinitesimal version of the common circle method. Interestingly, using the stereographic projection, both methods can be reformulated as common line methods, but these lines are, in contrast to those used in cryo-EM, not confined to pass through the origin and allow for a full reconstruction of the relative orientation. Numerical proof-of-the-concept examples demonstrate the performance of our reconstruction methods.

Bayesian Neural Networks with Latent Variables (BNN+LVs) capture predictive uncertainty by explicitly modeling model uncertainty (via priors on network weights) and environmental stochasticity (via a latent input noise variable). In this work, we first show that BNN+LV suffers from a serious form of non-identifiability: explanatory power can be transferred between the model parameters and latent variables while fitting the data equally well. We demonstrate that as a result, in the limit of infinite data, the posterior mode over the network weights and latent variables is asymptotically biased away from the ground-truth. Due to this asymptotic bias, traditional inference methods may in practice yield parameters that generalize poorly and misestimate uncertainty. Next, we develop a novel inference procedure that explicitly mitigates the effects of likelihood non-identifiability during training and yields high-quality predictions as well as uncertainty estimates. We demonstrate that our inference method improves upon benchmark methods across a range of synthetic and real data-sets.

Many scientific problems require to process data in the form of geometric graphs. Unlike generic graph data, geometric graphs exhibit symmetries of translations, rotations, and/or reflections. Researchers have leveraged such inductive bias and developed geometrically equivariant Graph Neural Networks (GNNs) to better characterize the geometry and topology of geometric graphs. Despite fruitful achievements, it still lacks a survey to depict how equivariant GNNs are progressed, which in turn hinders the further development of equivariant GNNs. To this end, based on the necessary but concise mathematical preliminaries, we analyze and classify existing methods into three groups regarding how the message passing and aggregation in GNNs are represented. We also summarize the benchmarks as well as the related datasets to facilitate later researches for methodology development and experimental evaluation. The prospect for future potential directions is also provided.

Graphs, which describe pairwise relations between objects, are essential representations of many real-world data such as social networks. In recent years, graph neural networks, which extend the neural network models to graph data, have attracted increasing attention. Graph neural networks have been applied to advance many different graph related tasks such as reasoning dynamics of the physical system, graph classification, and node classification. Most of the existing graph neural network models have been designed for static graphs, while many real-world graphs are inherently dynamic. For example, social networks are naturally evolving as new users joining and new relations being created. Current graph neural network models cannot utilize the dynamic information in dynamic graphs. However, the dynamic information has been proven to enhance the performance of many graph analytical tasks such as community detection and link prediction. Hence, it is necessary to design dedicated graph neural networks for dynamic graphs. In this paper, we propose DGNN, a new {\bf D}ynamic {\bf G}raph {\bf N}eural {\bf N}etwork model, which can model the dynamic information as the graph evolving. In particular, the proposed framework can keep updating node information by capturing the sequential information of edges, the time intervals between edges and information propagation coherently. Experimental results on various dynamic graphs demonstrate the effectiveness of the proposed framework.

Recent years have witnessed the enormous success of low-dimensional vector space representations of knowledge graphs to predict missing facts or find erroneous ones. Currently, however, it is not yet well-understood how ontological knowledge, e.g. given as a set of (existential) rules, can be embedded in a principled way. To address this shortcoming, in this paper we introduce a framework based on convex regions, which can faithfully incorporate ontological knowledge into the vector space embedding. Our technical contribution is two-fold. First, we show that some of the most popular existing embedding approaches are not capable of modelling even very simple types of rules. Second, we show that our framework can represent ontologies that are expressed using so-called quasi-chained existential rules in an exact way, such that any set of facts which is induced using that vector space embedding is logically consistent and deductively closed with respect to the input ontology.

Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue, we propose to smooth the max operator in the dynamic programming recursion, using a strongly convex regularizer. This allows to relax both the optimal value and solution of the original combinatorial problem, and turns a broad class of DP algorithms into differentiable operators. Theoretically, we provide a new probabilistic perspective on backpropagating through these DP operators, and relate them to inference in graphical models. We derive two particular instantiations of our framework, a smoothed Viterbi algorithm for sequence prediction and a smoothed DTW algorithm for time-series alignment. We showcase these instantiations on two structured prediction tasks and on structured and sparse attention for neural machine translation.