Normalizing flows are a promising tool for modeling probability distributions in physical systems. While state-of-the-art flows accurately approximate distributions and energies, applications in physics additionally require smooth energies to compute forces and higher-order derivatives. Furthermore, such densities are often defined on non-trivial topologies. A recent example are Boltzmann Generators for generating 3D-structures of peptides and small proteins. These generative models leverage the space of internal coordinates (dihedrals, angles, and bonds), which is a product of hypertori and compact intervals. In this work, we introduce a class of smooth mixture transformations working on both compact intervals and hypertori. Mixture transformations employ root-finding methods to invert them in practice, which has so far prevented bi-directional flow training. To this end, we show that parameter gradients and forces of such inverses can be computed from forward evaluations via the inverse function theorem. We demonstrate two advantages of such smooth flows: they allow training by force matching to simulation data and can be used as potentials in molecular dynamics simulations.
Normalizing flows, diffusion normalizing flows and variational autoencoders are powerful generative models. In this paper, we provide a unified framework to handle these approaches via Markov chains. Indeed, we consider stochastic normalizing flows as pair of Markov chains fulfilling some properties and show that many state-of-the-art models for data generation fit into this framework. The Markov chains point of view enables us to couple both deterministic layers as invertible neural networks and stochastic layers as Metropolis-Hasting layers, Langevin layers and variational autoencoders in a mathematically sound way. Besides layers with densities as Langevin layers, diffusion layers or variational autoencoders, also layers having no densities as deterministic layers or Metropolis-Hasting layers can be handled. Hence our framework establishes a useful mathematical tool to combine the various approaches.
Autoregressive models have proven to be very powerful in NLP text generation tasks and lately have gained popularity for image generation as well. However, they have seen limited use for the synthesis of 3D shapes so far. This is mainly due to the lack of a straightforward way to linearize 3D data as well as to scaling problems with the length of the resulting sequences when describing complex shapes. In this work we address both of these problems. We use octrees as a compact hierarchical shape representation that can be sequentialized by traversal ordering. Moreover, we introduce an adaptive compression scheme, that significantly reduces sequence lengths and thus enables their effective generation with a transformer, while still allowing fully autoregressive sampling and parallel training. We demonstrate the performance of our model by comparing against the state-of-the-art in shape generation.
The gradients of convex functions are expressive models of non-trivial vector fields. For example, Brenier's theorem yields that the optimal transport map between any two measures on Euclidean space under the squared distance is realized as a convex gradient, which is a key insight used in recent generative flow models. In this paper, we study how to model convex gradients by integrating a Jacobian-vector product parameterized by a neural network, which we call the Input Convex Gradient Network (ICGN). We theoretically study ICGNs and compare them to taking the gradient of an Input-Convex Neural Network (ICNN), empirically demonstrating that a single layer ICGN can fit a toy example better than a single layer ICNN. Lastly, we explore extensions to deeper networks and connections to constructions from Riemannian geometry.
We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by the currently best-performing worker (leader). Our method differs from the parameter-averaging scheme EASGD in a number of ways: (i) our objective formulation does not change the location of stationary points compared to the original optimization problem; (ii) we avoid convergence decelerations caused by pulling local workers descending to different local minima to each other (i.e. to the average of their parameters); (iii) our update by design breaks the curse of symmetry (the phenomenon of being trapped in poorly generalizing sub-optimal solutions in symmetric non-convex landscapes); and (iv) our approach is more communication efficient since it broadcasts only parameters of the leader rather than all workers. We provide theoretical analysis of the batch version of the proposed algorithm, which we call Leader Gradient Descent (LGD), and its stochastic variant (LSGD). Finally, we implement an asynchronous version of our algorithm and extend it to the multi-leader setting, where we form groups of workers, each represented by its own local leader (the best performer in a group), and update each worker with a corrective direction comprised of two attractive forces: one to the local, and one to the global leader (the best performer among all workers). The multi-leader setting is well-aligned with current hardware architecture, where local workers forming a group lie within a single computational node and different groups correspond to different nodes. For training convolutional neural networks, we empirically demonstrate that our approach compares favorably to state-of-the-art baselines.
We propose a general and scalable approximate sampling strategy for probabilistic models with discrete variables. Our approach uses gradients of the likelihood function with respect to its discrete inputs to propose updates in a Metropolis-Hastings sampler. We show empirically that this approach outperforms generic samplers in a number of difficult settings including Ising models, Potts models, restricted Boltzmann machines, and factorial hidden Markov models. We also demonstrate the use of our improved sampler for training deep energy-based models on high dimensional discrete data. This approach outperforms variational auto-encoders and existing energy-based models. Finally, we give bounds showing that our approach is near-optimal in the class of samplers which propose local updates.
In order to overcome the expressive limitations of graph neural networks (GNNs), we propose the first method that exploits vector flows over graphs to develop globally consistent directional and asymmetric aggregation functions. We show that our directional graph networks (DGNs) generalize convolutional neural networks (CNNs) when applied on a grid. Whereas recent theoretical works focus on understanding local neighbourhoods, local structures and local isomorphism with no global information flow, our novel theoretical framework allows directional convolutional kernels in any graph. First, by defining a vector field in the graph, we develop a method of applying directional derivatives and smoothing by projecting node-specific messages into the field. Then we propose the use of the Laplacian eigenvectors as such vector field, and we show that the method generalizes CNNs on an n-dimensional grid, and is provably more discriminative than standard GNNs regarding the Weisfeiler-Lehman 1-WL test. Finally, we bring the power of CNN data augmentation to graphs by providing a means of doing reflection, rotation and distortion on the underlying directional field. We evaluate our method on different standard benchmarks and see a relative error reduction of 8\% on the CIFAR10 graph dataset and 11% to 32% on the molecular ZINC dataset. An important outcome of this work is that it enables to translate any physical or biological problems with intrinsic directional axes into a graph network formalism with an embedded directional field.
Graph structured data are abundant in the real world. Among different graph types, directed acyclic graphs (DAGs) are of particular interest to machine learning researchers, as many machine learning models are realized as computations on DAGs, including neural networks and Bayesian networks. In this paper, we study deep generative models for DAGs, and propose a novel DAG variational autoencoder (D-VAE). To encode DAGs into the latent space, we leverage graph neural networks. We propose an asynchronous message passing scheme that allows encoding the computations on DAGs, rather than using existing simultaneous message passing schemes to encode local graph structures. We demonstrate the effectiveness of our proposed D-VAE through two tasks: neural architecture search and Bayesian network structure learning. Experiments show that our model not only generates novel and valid DAGs, but also produces a smooth latent space that facilitates searching for DAGs with better performance through Bayesian optimization.
The availability of large microarray data has led to a growing interest in biclustering methods in the past decade. Several algorithms have been proposed to identify subsets of genes and conditions according to different similarity measures and under varying constraints. In this paper we focus on the exclusive row biclustering problem for gene expression data sets, in which each row can only be a member of a single bicluster while columns can participate in multiple ones. This type of biclustering may be adequate, for example, for clustering groups of cancer patients where each patient (row) is expected to be carrying only a single type of cancer, while each cancer type is associated with multiple (and possibly overlapping) genes (columns). We present a novel method to identify these exclusive row biclusters through a combination of existing biclustering algorithms and combinatorial auction techniques. We devise an approach for tuning the threshold for our algorithm based on comparison to a null model in the spirit of the Gap statistic approach. We demonstrate our approach on both synthetic and real-world gene expression data and show its power in identifying large span non-overlapping rows sub matrices, while considering their unique nature. The Gap statistic approach succeeds in identifying appropriate thresholds in all our examples.
While Generative Adversarial Networks (GANs) have empirically produced impressive results on learning complex real-world distributions, recent work has shown that they suffer from lack of diversity or mode collapse. The theoretical work of Arora et al.~\cite{AroraGeLiMaZh17} suggests a dilemma about GANs' statistical properties: powerful discriminators cause overfitting, whereas weak discriminators cannot detect mode collapse. In contrast, we show in this paper that GANs can in principle learn distributions in Wasserstein distance (or KL-divergence in many cases) with polynomial sample complexity, if the discriminator class has strong distinguishing power against the particular generator class (instead of against all possible generators). For various generator classes such as mixture of Gaussians, exponential families, and invertible neural networks generators, we design corresponding discriminators (which are often neural nets of specific architectures) such that the Integral Probability Metric (IPM) induced by the discriminators can provably approximate the Wasserstein distance and/or KL-divergence. This implies that if the training is successful, then the learned distribution is close to the true distribution in Wasserstein distance or KL divergence, and thus cannot drop modes. Our preliminary experiments show that on synthetic datasets the test IPM is well correlated with KL divergence, indicating that the lack of diversity may be caused by the sub-optimality in optimization instead of statistical inefficiency.
This paper introduces the Hawkes skeleton and the Hawkes graph. These objects summarize the branching structure of a multivariate Hawkes point process in a compact, yet meaningful way. We demonstrate how graph-theoretic vocabulary (`ancestor sets', `parent sets', `connectivity', `walks', `walk weights', ...) is very convenient for the discussion of multivariate Hawkes processes. For example, we reformulate the classic eigenvalue-based subcriticality criterion of multitype branching processes in graph terms. Next to these more terminological contributions, we show how the graph view may be used for the specification and estimation of Hawkes models from large, multitype event streams. Based on earlier work, we give a nonparametric statistical procedure to estimate the Hawkes skeleton and the Hawkes graph from data. We show how the graph estimation may then be used for specifying and fitting parametric Hawkes models. Our estimation method avoids the a priori assumptions on the model from a straighforward MLE-approach and is numerically more flexible than the latter. Our method has two tuning parameters: one controlling numerical complexity, the other one controlling the sparseness of the estimated graph. A simulation study confirms that the presented procedure works as desired. We pay special attention to computational issues in the implementation. This makes our results applicable to high-dimensional event-stream data, such as dozens of event streams and thousands of events per component.