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The fundamental principle of Graph Neural Networks (GNNs) is to exploit the structural information of the data by aggregating the neighboring nodes using a `graph convolution' in conjunction with a suitable choice for the network architecture, such as depth and activation functions. Therefore, understanding the influence of each of the design choice on the network performance is crucial. Convolutions based on graph Laplacian have emerged as the dominant choice with the symmetric normalization of the adjacency matrix as the most widely adopted one. However, some empirical studies show that row normalization of the adjacency matrix outperforms it in node classification. Despite the widespread use of GNNs, there is no rigorous theoretical study on the representation power of these convolutions, that could explain this behavior. Similarly, the empirical observation of the linear GNNs performance being on par with non-linear ReLU GNNs lacks rigorous theory. In this work, we theoretically analyze the influence of different aspects of the GNN architecture using the Graph Neural Tangent Kernel in a semi-supervised node classification setting. Under the population Degree Corrected Stochastic Block Model, we prove that: (i) linear networks capture the class information as good as ReLU networks; (ii) row normalization preserves the underlying class structure better than other convolutions; (iii) performance degrades with network depth due to over-smoothing, but the loss in class information is the slowest in row normalization; (iv) skip connections retain the class information even at infinite depth, thereby eliminating over-smoothing. We finally validate our theoretical findings numerically and on real datasets such as Cora and Citeseer.

Prior knowledge and symbolic rules in machine learning are often expressed in the form of label constraints, especially in structured prediction problems. In this work, we compare two common strategies for encoding label constraints in a machine learning pipeline, regularization with constraints and constrained inference, by quantifying their impact on model performance. For regularization, we show that it narrows the generalization gap by precluding models that are inconsistent with the constraints. However, its preference for small violations introduces a bias toward a suboptimal model. For constrained inference, we show that it reduces the population risk by correcting a model's violation, and hence turns the violation into an advantage. Given these differences, we further explore the use of two approaches together and propose conditions for constrained inference to compensate for the bias introduced by regularization, aiming to improve both the model complexity and optimal risk.

We study the logit evolutionary dynamics in population games. For general population games, we prove that, on the one hand strict Nash equilibria are locally asymptotically stable under the logit dynamics in the low noise regime, on the other hand a globally exponentially stable fixed point exists in the high noise regime. This suggests the emergence of bifurcations in population games admitting multiple strict Nash equilibria, as verified numerically in previous publications. We then prove sufficient conditions on the game structure for global asymptotic stability of the logit dynamics in every noise regime. Our results find application in particular to heterogeneous routing games, a class of non-potential population games modelling strategic decision-making of users having heterogeneous preferences in transportation networks. In this setting, preference heterogeneities are due, e.g., to access to different sources of information or to different trade-offs between time and money. We show that if the transportation network has parallel routes, then the unique equilibrium of the game is globally asymptotically stable.

In this work, we present a method for simulating the large-scale deformation and crumpling of thin, elastoplastic sheets. Motivated by the physical behavior of thin sheets during crumpling, two different formulations of the governing equations of motion are used: (1) a quasistatic formulation that effectively describes smooth deformations, and (2) a fully dynamic formulation that captures large changes in the sheet's velocity. The former is a differential-algebraic system of equations integrated implicitly in time, while the latter is a set of ordinary differential equations (ODEs) integrated explicitly. We adopt a hybrid integration scheme to adaptively alternate between the quasistatic and dynamic representations as appropriate. We demonstrate the capacity of this method to effectively simulate a variety of crumpling phenomena. Finally, we show that statistical properties, notably the accumulation of creases under repeated loading, as well as the area distribution of facets, are consistent with experimental observations.

Traditionally, robots are regarded as universal motion generation machines. They are designed mainly by kinematics considerations while the desired dynamics is imposed by strong actuators and high-rate control loops. As an alternative, one can first consider the robot's intrinsic dynamics and optimize it in accordance with the desired tasks. Therefore, one needs to better understand intrinsic, uncontrolled dynamics of robotic systems. In this paper we focus on periodic orbits, as fundamental dynamic properties with many practical applications. Algebraic topology and differential geometry provide some fundamental statements about existence of periodic orbits. As an example, we present periodic orbits of the simplest multi-body system: the double-pendulum in gravity. This simple system already displays a rich variety of periodic orbits. We classify these into three classes: toroidal orbits, disk orbits and nonlinear normal modes. Some of these we found by geometrical insights and some by numerical simulation and sampling.

Time-series datasets are central in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs), which are powerful mathematical tools that allow for probabilistic and interpretable learning on time series. Estimating the model parameters in SSMs is arguably one of the most complicated tasks, and the inclusion of prior knowledge is known to both ease the interpretation but also to complicate the inferential tasks. Very recent works have attempted to incorporate a graphical perspective on some of those model parameters, but they present notable limitations that this work addresses. More generally, existing graphical modeling tools are designed to incorporate either static information, focusing on statistical dependencies among independent random variables (e.g., graphical Lasso approach), or dynamic information, emphasizing causal relationships among time series samples (e.g., graphical Granger approaches). However, there are no joint approaches combining static and dynamic graphical modeling within the context of SSMs. This work proposes a novel approach to fill this gap by introducing a joint graphical modeling framework that bridges the static graphical Lasso model and a causal-based graphical approach for the linear-Gaussian SSM. We present DGLASSO (Dynamic Graphical Lasso), a new inference method within this framework that implements an efficient block alternating majorization-minimization algorithm. The algorithm's convergence is established by departing from modern tools from nonlinear analysis. Experimental validation on synthetic and real weather variability data showcases the effectiveness of the proposed model and inference algorithm.

Dynamic graph embedding has emerged as a very effective technique for addressing diverse temporal graph analytic tasks (i.e., link prediction, node classification, recommender systems, anomaly detection, and graph generation) in various applications. Such temporal graphs exhibit heterogeneous transient dynamics, varying time intervals, and highly evolving node features throughout their evolution. Hence, incorporating long-range dependencies from the historical graph context plays a crucial role in accurately learning their temporal dynamics. In this paper, we develop a graph embedding model with uncertainty quantification, TransformerG2G, by exploiting the advanced transformer encoder to first learn intermediate node representations from its current state ($t$) and previous context (over timestamps [$t-1, t-l$], $l$ is the length of context). Moreover, we employ two projection layers to generate lower-dimensional multivariate Gaussian distributions as each node's latent embedding at timestamp $t$. We consider diverse benchmarks with varying levels of ``novelty" as measured by the TEA plots. Our experiments demonstrate that the proposed TransformerG2G model outperforms conventional multi-step methods and our prior work (DynG2G) in terms of both link prediction accuracy and computational efficiency, especially for high degree of novelty. Furthermore, the learned time-dependent attention weights across multiple graph snapshots reveal the development of an automatic adaptive time stepping enabled by the transformer. Importantly, by examining the attention weights, we can uncover temporal dependencies, identify influential elements, and gain insights into the complex interactions within the graph structure. For example, we identified a strong correlation between attention weights and node degree at the various stages of the graph topology evolution.

The growing energy and performance costs of deep learning have driven the community to reduce the size of neural networks by selectively pruning components. Similarly to their biological counterparts, sparse networks generalize just as well, if not better than, the original dense networks. Sparsity can reduce the memory footprint of regular networks to fit mobile devices, as well as shorten training time for ever growing networks. In this paper, we survey prior work on sparsity in deep learning and provide an extensive tutorial of sparsification for both inference and training. We describe approaches to remove and add elements of neural networks, different training strategies to achieve model sparsity, and mechanisms to exploit sparsity in practice. Our work distills ideas from more than 300 research papers and provides guidance to practitioners who wish to utilize sparsity today, as well as to researchers whose goal is to push the frontier forward. We include the necessary background on mathematical methods in sparsification, describe phenomena such as early structure adaptation, the intricate relations between sparsity and the training process, and show techniques for achieving acceleration on real hardware. We also define a metric of pruned parameter efficiency that could serve as a baseline for comparison of different sparse networks. We close by speculating on how sparsity can improve future workloads and outline major open problems in the field.

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.

Few-shot learning aims to learn novel categories from very few samples given some base categories with sufficient training samples. The main challenge of this task is the novel categories are prone to dominated by color, texture, shape of the object or background context (namely specificity), which are distinct for the given few training samples but not common for the corresponding categories (see Figure 1). Fortunately, we find that transferring information of the correlated based categories can help learn the novel concepts and thus avoid the novel concept being dominated by the specificity. Besides, incorporating semantic correlations among different categories can effectively regularize this information transfer. In this work, we represent the semantic correlations in the form of structured knowledge graph and integrate this graph into deep neural networks to promote few-shot learning by a novel Knowledge Graph Transfer Network (KGTN). Specifically, by initializing each node with the classifier weight of the corresponding category, a propagation mechanism is learned to adaptively propagate node message through the graph to explore node interaction and transfer classifier information of the base categories to those of the novel ones. Extensive experiments on the ImageNet dataset show significant performance improvement compared with current leading competitors. Furthermore, we construct an ImageNet-6K dataset that covers larger scale categories, i.e, 6,000 categories, and experiments on this dataset further demonstrate the effectiveness of our proposed model.