Along with the practical success of the discovery of dynamics using deep learning, the theoretical analysis of this approach has attracted increasing attention. Prior works have established the grid error estimation with auxiliary conditions for the discovery of dynamics using linear multistep methods and deep learning. And we extend the existing error analysis in this work. We first introduce the concept of inverse modified differential equations (IMDE) for linear multistep methods and show that the learned model returns a close approximation of the IMDE. Based on the IMDE, we prove that the error between the discovered system and the target system is bounded by the sum of the LMM discretization error and the learning loss. Furthermore, the learning loss is quantified by combining the approximation and generalization theories of neural networks, and thereby we obtain the priori error estimates for the discovery of dynamics using linear multistep methods. Several numerical experiments are performed to verify the theoretical analysis.
相關內容
We consider the problem of learning Neural Ordinary Differential Equations (neural ODEs) within the context of Linear Parameter-Varying (LPV) systems in continuous-time. LPV systems contain bilinear systems which are known to be universal approximators for non-linear systems. Moreover, a large class of neural ODEs can be embedded into LPV systems. As our main contribution we provide Probably Approximately Correct (PAC) bounds under stability for LPV systems related to neural ODEs. The resulting bounds have the advantage that they do not depend on the integration interval.
Linear-quadratic regulator (LQR) is a landmark problem in the field of optimal control, which is the concern of this paper. Generally, LQR is classified into state-feedback LQR (SLQR) and output-feedback LQR (OLQR) based on whether the full state is obtained. It has been suggested in existing literature that both the SLQR and the OLQR could be viewed as \textit{constrained nonconvex matrix optimization} problems in which the only variable to be optimized is the feedback gain matrix. In this paper, we introduce a first-order accelerated optimization framework of handling the LQR problem, and give its convergence analysis for the cases of SLQR and OLQR, respectively. Specifically, a Lipschiz Hessian property of LQR performance criterion is presented, which turns out to be a crucial property for the application of modern optimization techniques. For the SLQR problem, a continuous-time hybrid dynamic system is introduced, whose solution trajectory is shown to converge exponentially to the optimal feedback gain with Nesterov-optimal order $1-\frac{1}{\sqrt{\kappa}}$ ($\kappa$ the condition number). Then, the symplectic Euler scheme is utilized to discretize the hybrid dynamic system, and a Nesterov-type method with a restarting rule is proposed that preserves the continuous-time convergence rate, i.e., the discretized algorithm admits the Nesterov-optimal convergence order. For the OLQR problem, a Hessian-free accelerated framework is proposed, which is a two-procedure method consisting of semiconvex function optimization and negative curvature exploitation. In a time $\mathcal{O}(\epsilon^{-7/4}\log(1/\epsilon))$, the method can find an $\epsilon$-stationary point of the performance criterion; this entails that the method improves upon the $\mathcal{O}(\epsilon^{-2})$ complexity of vanilla gradient descent. Moreover, our method provides the second-order guarantee of stationary point.
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only assumed to satisfy a one-sided Lipschitz condition and the diffusion term is assumed to be globally Lipschitz continuous. Our new strategy for time discretization is based on the Milstein method from stochastic differential equations. We use the energy method for its error analysis and show a strong convergence order of nearly $1$ for the approximate solution. The proof is based on new H\"older continuity estimates of the SPDE solution and the nonlinear term. For the general polynomial-type drift term, there are difficulties in deriving even the stability of the numerical solutions. We propose an interpolation-based finite element method for spatial discretization to overcome the difficulties. Then we obtain $H^1$ stability, higher moment $H^1$ stability, $L^2$ stability, and higher moment $L^2$ stability results using numerical and stochastic techniques. The nearly optimal convergence orders in time and space are hence obtained by coupling all previous results. Numerical experiments are presented to implement the proposed numerical scheme and to validate the theoretical results.
Generative models can be categorized into two types: explicit generative models that define explicit density forms and allow exact likelihood inference, such as score-based diffusion models (SDMs) and normalizing flows; implicit generative models that directly learn a transformation from the prior to the data distribution, such as generative adversarial nets (GANs). While these two types of models have shown great success, they suffer from respective limitations that hinder them from achieving fast sampling and high sample quality simultaneously. In this paper, we propose a unified theoretic framework for SDMs and GANs. We shown that: i) the learning dynamics of both SDMs and GANs can be described as a novel SDE named Discriminator Denoising Diffusion Flow (DiffFlow) where the drift can be determined by some weighted combinations of scores of the real data and the generated data; ii) By adjusting the relative weights between different score terms, we can obtain a smooth transition between SDMs and GANs while the marginal distribution of the SDE remains invariant to the change of the weights; iii) we prove the asymptotic optimality and maximal likelihood training scheme of the DiffFlow dynamics; iv) under our unified theoretic framework, we introduce several instantiations of the DiffFLow that provide new algorithms beyond GANs and SDMs with exact likelihood inference and have potential to achieve flexible trade-off between high sample quality and fast sampling speed.
Machine Learning methods belong to the group of most up-to-date approaches for solving partial differential equations. The current work investigates two classes, Neural FEM and Neural Operator Methods, for the use in elastostatics by means of numerical experiments. The Neural Operator methods require expensive training but then allow for solving multiple boundary value problems with the same Machine Learning model. Main differences between the two classes are the computational effort and accuracy. Especially the accuracy requires more research for practical applications.
In this work, we further investigate the application of the well-known Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for numerically solving initial-value problems of systems of ordinary differential equations. By extending the ideas of our previous paper, we now utilize some advanced versions of RE in the form of repeated RE (RRE). Assume that the underlying LMM -- the base method -- has order $p$ and RE is applied $l$ times. Then we prove that the accelerated sequence has convergence order $p+l$. The version we present here is global RE (GRE, also known as passive RE), since the terms of the linear combinations are calculated independently. Thus, the resulting higher-order LMM-RGRE methods can be implemented in a parallel fashion and existing LMM codes can directly be used without any modification. We also investigate how the linear stability properties of the base method (e.g. $A$- or $A(\alpha)$-stability) are preserved by the LMM-RGRE methods.
Understanding causality helps to structure interventions to achieve specific goals and enables predictions under interventions. With the growing importance of learning causal relationships, causal discovery tasks have transitioned from using traditional methods to infer potential causal structures from observational data to the field of pattern recognition involved in deep learning. The rapid accumulation of massive data promotes the emergence of causal search methods with brilliant scalability. Existing summaries of causal discovery methods mainly focus on traditional methods based on constraints, scores and FCMs, there is a lack of perfect sorting and elaboration for deep learning-based methods, also lacking some considers and exploration of causal discovery methods from the perspective of variable paradigms. Therefore, we divide the possible causal discovery tasks into three types according to the variable paradigm and give the definitions of the three tasks respectively, define and instantiate the relevant datasets for each task and the final causal model constructed at the same time, then reviews the main existing causal discovery methods for different tasks. Finally, we propose some roadmaps from different perspectives for the current research gaps in the field of causal discovery and point out future research directions.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able to recover non-identifiable DAGs, by estimating them together with some identifiable DAGs. Lastly, our analysis also shows the consistency of union support recovery of the structures. To allow practical implementation, we design a continuous optimization problem whose optimizer is the same as the joint estimator and can be approximated efficiently by an iterative algorithm. We validate the theoretical analysis and the effectiveness of the joint estimator in experiments.
Residual networks (ResNets) have displayed impressive results in pattern recognition and, recently, have garnered considerable theoretical interest due to a perceived link with neural ordinary differential equations (neural ODEs). This link relies on the convergence of network weights to a smooth function as the number of layers increases. We investigate the properties of weights trained by stochastic gradient descent and their scaling with network depth through detailed numerical experiments. We observe the existence of scaling regimes markedly different from those assumed in neural ODE literature. Depending on certain features of the network architecture, such as the smoothness of the activation function, one may obtain an alternative ODE limit, a stochastic differential equation or neither of these. These findings cast doubts on the validity of the neural ODE model as an adequate asymptotic description of deep ResNets and point to an alternative class of differential equations as a better description of the deep network limit.
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191