Single-parameter summaries of variable effects are desirable for ease of interpretation, but linear models, which would deliver these, may fit poorly to the data. A modern approach is to estimate the average partial effect -- the average slope of the regression function with respect to the predictor of interest -- using a doubly robust semiparametric procedure. Most existing work has focused on specific forms of nuisance function estimators. We extend the scope to arbitrary plug-in nuisance function estimation, allowing for the use of modern machine learning methods which in particular may deliver non-differentiable regression function estimates. Our procedure involves resmoothing a user-chosen first-stage regression estimator to produce a differentiable version, and modelling the conditional distribution of the predictors through a location-scale model. We show that our proposals lead to a semiparametric efficient estimator under relatively weak assumptions. Our theory makes use of a new result on the sub-Gaussianity of Lipschitz score functions that may be of independent interest. We demonstrate the attractive numerical performance of our approach in a variety of settings including ones with misspecification.
We propose a finite element discretization for the steady, generalized Navier-Stokes equations for fluids with shear-dependent viscosity, completed with inhomogeneous Dirichlet boundary conditions and an inhomogeneous divergence constraint. We establish (weak) convergence of discrete solutions as well as a priori error estimates for the velocity vector field and the scalar kinematic pressure. Numerical experiments complement the theoretical findings.
We present a multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty. The algorithm is based on a collective smoother that at each iteration sweeps over the nodes of the computational mesh, and solves a reduced saddle-point system whose size depends on the number $N$ of samples used to discretized the probability space. We show that this reduced system can be solved with optimal $O(N)$ complexity. We test the multigrid method on three problems: a linear-quadratic problem, possibly with a local or a boundary control, for which the multigrid method is used to solve directly the linear optimality system; a nonsmooth problem with box constraints and $L^1$-norm penalization on the control, in which the multigrid scheme is used within a semismooth Newton iteration; a risk-adverse problem with the smoothed CVaR risk measure where the multigrid method is called within a preconditioned Newton iteration. In all cases, the multigrid algorithm exhibits excellent performances and robustness with respect to the parameters of interest.
The spectral clustering algorithm is often used as a binary clustering method for unclassified data by applying the principal component analysis. To study theoretical properties of the algorithm, the assumption of conditional homoscedasticity is often supposed in existing studies. However, this assumption is restrictive and often unrealistic in practice. Therefore, in this paper, we consider the allometric extension model, that is, the directions of the first eigenvectors of two covariance matrices and the direction of the difference of two mean vectors coincide, and we provide a non-asymptotic bound of the error probability of the spectral clustering algorithm for the allometric extension model. As a byproduct of the result, we obtain the consistency of the clustering method in high-dimensional settings.
Subspace clustering methods which embrace a self-expressive model that represents each data point as a linear combination of other data points in the dataset provide powerful unsupervised learning techniques. However, when dealing with large datasets, representation of each data point by referring to all data points via a dictionary suffers from high computational complexity. To alleviate this issue, we introduce a parallelizable multi-subset based self-expressive model (PMS) which represents each data point by combining multiple subsets, with each consisting of only a small proportion of the samples. The adoption of PMS in subspace clustering (PMSSC) leads to computational advantages because the optimization problems decomposed over each subset are small, and can be solved efficiently in parallel. Furthermore, PMSSC is able to combine multiple self-expressive coefficient vectors obtained from subsets, which contributes to an improvement in self-expressiveness. Extensive experiments on synthetic and real-world datasets show the efficiency and effectiveness of our approach in comparison to other methods.
We introduce a proof-theoretic method for showing nondefinability of second-order intuitionistic connectives by quantifier-free schemata. We apply the method to confirm that Taranovsky's "realizability disjunction" connective does not admit a quantifier-free definition, and use it to obtain new results and more nuanced information about the nondefinability of Kreisel's and Po{\l}acik's unary connectives. The finitary and combinatorial nature of our method makes it more resilient to changes in metatheory than common semantic approaches, whose robustness tends to waver once we pass to non-classical and especially anti-classical settings. Furthermore, we can easily transcribe the problem-specific subproofs into univalent type theory and check them using the Agda proof assistant.
Deep learning-based numerical schemes for solving high-dimensional backward stochastic differential equations (BSDEs) have recently raised plenty of scientific interest. While they enable numerical methods to approximate very high-dimensional BSDEs, their reliability has not been studied and is thus not understood. In this work, we study uncertainty quantification (UQ) for a class of deep learning-based BSDE schemes. More precisely, we review the sources of uncertainty involved in the schemes and numerically study the impact of different sources. Usually, the standard deviation (STD) of the approximate solutions obtained from multiple runs of the algorithm with different datasets is calculated to address the uncertainty. This approach is computationally quite expensive, especially for high-dimensional problems. Hence, we develop a UQ model that efficiently estimates the STD of the approximate solution using only a single run of the algorithm. The model also estimates the mean of the approximate solution, which can be leveraged to initialize the algorithm and improve the optimization process. Our numerical experiments show that the UQ model produces reliable estimates of the mean and STD of the approximate solution for the considered class of deep learning-based BSDE schemes. The estimated STD captures multiple sources of uncertainty, demonstrating its effectiveness in quantifying the uncertainty. Additionally, the model illustrates the improved performance when comparing different schemes based on the estimated STD values. Furthermore, it can identify hyperparameter values for which the scheme achieves good approximations.
We present a priori error estimates for a multirate time-stepping scheme for coupled differential equations. The discretization is based on Galerkin methods in time using two different time meshes for two parts of the problem. We aim at surface coupled multiphysics problems like two-phase flows. Special focus is on the handling of the interface coupling to guarantee a coercive formulation as key to optimal order error estimates. In a sequence of increasing complexity, we begin with the coupling of two ordinary differential equations, coupled heat conduction equation, and finally a coupled Stokes problem. For this we show optimal multi-rate estimates in velocity and a suboptimal result in pressure. The a priori estimates prove that the multirate method decouples the two subproblems exactly. This is the basis for adaptive methods which can choose optimal lattices for the respective subproblems.
Point process models are widely used for continuous asynchronous event data, where each data point includes time and additional information called "marks", which can be locations, nodes, or event types. In this paper, we present a novel point process model for discrete event data over graphs, where the event interaction occurs within a latent graph structure. Our model builds upon the classic influence kernel-based formulation by Hawkes in the original self-exciting point processes work to capture the influence of historical events on future events' occurrence. The key idea is to represent the influence kernel by Graph Neural Networks (GNN) to capture the underlying graph structure while harvesting the strong representation power of GNN. Compared with prior works that focus on directly modeling the conditional intensity function using neural networks, our kernel presentation herds the repeated event influence patterns more effectively by combining statistical and deep models, achieving better model estimation/learning efficiency and superior predictive performance. Our work significantly extends the existing deep spatio-temporal kernel for point process data, which is inapplicable to our setting due to the fundamental difference in the nature of the observation space being Euclidean rather than a graph. We present comprehensive experiments on synthetic and real-world data to show the superior performance of the proposed approach against the state-of-the-art in predicting future events and uncovering the relational structure among data.
Most state-of-the-art machine learning techniques revolve around the optimisation of loss functions. Defining appropriate loss functions is therefore critical to successfully solving problems in this field. We present a survey of the most commonly used loss functions for a wide range of different applications, divided into classification, regression, ranking, sample generation and energy based modelling. Overall, we introduce 33 different loss functions and we organise them into an intuitive taxonomy. Each loss function is given a theoretical backing and we describe where it is best used. This survey aims to provide a reference of the most essential loss functions for both beginner and advanced machine learning practitioners.
Graph-centric artificial intelligence (graph AI) has achieved remarkable success in modeling interacting systems prevalent in nature, from dynamical systems in biology to particle physics. The increasing heterogeneity of data calls for graph neural architectures that can combine multiple inductive biases. However, combining data from various sources is challenging because appropriate inductive bias may vary by data modality. Multimodal learning methods fuse multiple data modalities while leveraging cross-modal dependencies to address this challenge. Here, we survey 140 studies in graph-centric AI and realize that diverse data types are increasingly brought together using graphs and fed into sophisticated multimodal models. These models stratify into image-, language-, and knowledge-grounded multimodal learning. We put forward an algorithmic blueprint for multimodal graph learning based on this categorization. The blueprint serves as a way to group state-of-the-art architectures that treat multimodal data by choosing appropriately four different components. This effort can pave the way for standardizing the design of sophisticated multimodal architectures for highly complex real-world problems.