We consider the split-preconditioned FGMRES method in a mixed precision framework, in which four potentially different precisions can be used for computations with the coefficient matrix, application of the left preconditioner, application of the right preconditioner, and the working precision. Our analysis is applicable to general preconditioners. We obtain bounds on the backward and forward errors in split-preconditioned FGMRES. Our analysis further provides insight into how the various precisions should be chosen; under certain assumptions, a suitable selection guarantees a backward error on the order of the working precision.
Conformal inference is a fundamental and versatile tool that provides distribution-free guarantees for many machine learning tasks. We consider the transductive setting, where decisions are made on a test sample of $m$ new points, giving rise to $m$ conformal $p$-values. {While classical results only concern their marginal distribution, we show that their joint distribution follows a P\'olya urn model, and establish a concentration inequality for their empirical distribution function.} The results hold for arbitrary exchangeable scores, including {\it adaptive} ones that can use the covariates of the test+calibration samples at training stage for increased accuracy. We demonstrate the usefulness of these theoretical results through uniform, in-probability guarantees for two machine learning tasks of current interest: interval prediction for transductive transfer learning and novelty detection based on two-class classification.
In this paper we consider the finite element approximation of Maxwell's problem and analyse the prescription of essential boundary conditions in a weak sense using Nitsche's method. To avoid indefiniteness of the problem, the original equations are augmented with the gradient of a scalar field that allows one to impose the zero divergence of the magnetic induction, even if the exact solution for this scalar field is zero. Two finite element approximations are considered, namely, one in which the approximation spaces are assumed to satisfy the appropriate inf-sup condition that render the standard Galerkin method stable, and another augmented and stabilised one that permits the use of finite element interpolations of arbitrary order. Stability and convergence results are provided for the two finite element formulations considered.
Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples can be difficult through standard methods. Inference can also be highly sensitive to the choice of threshold. Too low a threshold choice leads to bias in the fit of the extreme value model, while too high a choice leads to unnecessary additional uncertainty in the estimation of model parameters. In this paper, we develop a novel methodology for automated threshold selection that directly tackles this bias-variance trade-off. We also develop a method to account for the uncertainty in this threshold choice and propagate this uncertainty through to high quantile inference. Through a simulation study, we demonstrate the effectiveness of our method for threshold selection and subsequent extreme quantile estimation. We apply our method to the well-known, troublesome example of the River Nidd dataset.
Based on the message-passing paradigm, there has been an amount of research proposing diverse and impressive feature propagation mechanisms to improve the performance of GNNs. However, less focus has been put on feature transformation, another major operation of the message-passing framework. In this paper, we first empirically investigate the performance of the feature transformation operation in several typical GNNs. Unexpectedly, we notice that GNNs do not completely free up the power of the inherent feature transformation operation. By this observation, we propose the Bi-directional Knowledge Transfer (BiKT), a plug-and-play approach to unleash the potential of the feature transformation operations without modifying the original architecture. Taking the feature transformation operation as a derived representation learning model that shares parameters with the original GNN, the direct prediction by this model provides a topological-agnostic knowledge feedback that can further instruct the learning of GNN and the feature transformations therein. On this basis, BiKT not only allows us to acquire knowledge from both the GNN and its derived model but promotes each other by injecting the knowledge into the other. In addition, a theoretical analysis is further provided to demonstrate that BiKT improves the generalization bound of the GNNs from the perspective of domain adaption. An extensive group of experiments on up to 7 datasets with 5 typical GNNs demonstrates that BiKT brings up to 0.5% - 4% performance gain over the original GNN, which means a boosted GNN is obtained. Meanwhile, the derived model also shows a powerful performance to compete with or even surpass the original GNN, enabling us to flexibly apply it independently to some other specific downstream tasks.
We present algorithms and a C code to decide quantum contextuality and evaluate the contextuality degree (a way to quantify contextuality) for a variety of point-line geometries located in binary symplectic polar spaces of small rank. With this code we were not only able to recover, in a more efficient way, all the results of a recent paper by de Boutray et al (J. Phys. A: Math. Theor. 55 475301, 2022), but also arrived at a bunch of new noteworthy results. The paper first describes the algorithms and the C code. Then it illustrates its power on a number of subspaces of symplectic polar spaces whose rank ranges from two to seven. The most interesting new results include: (i) non-contextuality of configurations whose contexts are subspaces of dimension two and higher, (ii) non-existence of negative subspaces of dimension three and higher, (iii) considerably improved bounds for the contextuality degree of both elliptic and hyperbolic quadrics for ranks four, as well as for a particular subgeometry of the three-qubit space whose contexts are the lines of this space, (iv) proof for the non-contextuality of perpsets and, last but not least, (v) contextual nature of a distinguished subgeometry of a multi-qubit doily, called a two-spread, and computation of its contextuality degree.
We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element discretizations of the coupled Stokes-Darcy flow problem. We analyze the spectrum of the preconditioned matrix and we show how the new preconditioner can be efficiently applied. Numerical experiments are reported to illustrate the effectiveness of the preconditioner in conjunction with flexible GMRES for solving linear systems of equations arising from a 3D test problem.
Confounder selection, namely choosing a set of covariates to control for confounding between a treatment and an outcome, is arguably the most important step in the design of observational studies. Previous methods, such as Pearl's celebrated back-door criterion, typically require pre-specifying a causal graph, which can often be difficult in practice. We propose an interactive procedure for confounder selection that does not require pre-specifying the graph or the set of observed variables. This procedure iteratively expands the causal graph by finding what we call "primary adjustment sets" for a pair of possibly confounded variables. This can be viewed as inverting a sequence of latent projections of the underlying causal graph. Structural information in the form of primary adjustment sets is elicited from the user, bit by bit, until either a set of covariates are found to control for confounding or it can be determined that no such set exists. Other information, such as the causal relations between confounders, is not required by the procedure. We show that if the user correctly specifies the primary adjustment sets in every step, our procedure is both sound and complete.
The proximal Galerkin finite element method is a high-order, low iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of pointwise bound constraints in infinite-dimensional function spaces. This paper introduces the proximal Galerkin method and applies it to solve free boundary problems, enforce discrete maximum principles, and develop a scalable, mesh-independent algorithm for optimal design problems with pointwise bound constraints. This paper also provides a derivation of the latent variable proximal point (LVPP) algorithm, an unconditionally stable alternative to the interior point method. LVPP is an infinite-dimensional optimization algorithm that may be viewed as having an adaptive barrier function that is updated with a new informative prior at each (outer loop) optimization iteration. One of its main benefits is witnessed when analyzing the classical obstacle problem. Therein, we find that the original variational inequality can be replaced by a sequence of partial differential equations (PDEs) that are readily discretized and solved with, e.g., high-order finite elements. Throughout this work, we arrive at several unexpected contributions that may be of independent interest. These include (1) a semilinear PDE we refer to as the entropic Poisson equation; (2) an algebraic/geometric connection between high-order positivity-preserving discretizations and certain infinite-dimensional Lie groups; and (3) a gradient-based, bound-preserving algorithm for two-field density-based topology optimization. The complete latent variable proximal Galerkin methodology combines ideas from nonlinear programming, functional analysis, tropical algebra, and differential geometry and can potentially lead to new synergies among these areas as well as within variational and numerical analysis.
Feature attribution is a fundamental task in both machine learning and data analysis, which involves determining the contribution of individual features or variables to a model's output. This process helps identify the most important features for predicting an outcome. The history of feature attribution methods can be traced back to General Additive Models (GAMs), which extend linear regression models by incorporating non-linear relationships between dependent and independent variables. In recent years, gradient-based methods and surrogate models have been applied to unravel complex Artificial Intelligence (AI) systems, but these methods have limitations. GAMs tend to achieve lower accuracy, gradient-based methods can be difficult to interpret, and surrogate models often suffer from stability and fidelity issues. Furthermore, most existing methods do not consider users' contexts, which can significantly influence their preferences. To address these limitations and advance the current state-of-the-art, we define a novel feature attribution framework called Context-Aware Feature Attribution Through Argumentation (CA-FATA). Our framework harnesses the power of argumentation by treating each feature as an argument that can either support, attack or neutralize a prediction. Additionally, CA-FATA formulates feature attribution as an argumentation procedure, and each computation has explicit semantics, which makes it inherently interpretable. CA-FATA also easily integrates side information, such as users' contexts, resulting in more accurate predictions.
We study the stability of randomized Taylor schemes for ODEs. We consider three notions of probabilistic stability: asymptotic stability, mean-square stability, and stability in probability. We prove fundamental properties of the probabilistic stability regions and benchmark them against the absolute stability regions for deterministic Taylor schemes.