Daily Papers

Training modern neural networks often relies on large learning rates, operating at the edge of stability, where the optimization dynamics exhibit oscillatory and chaotic behavior. Empirically, this regime often yields improved generalization performance, yet the underlying mechanism remains poorly understood. In this work, we represent stochastic optimizers as random dynamical systems, which often converge to a fractal attractor set (rather than a point) with a smaller intrinsic dimension. Building on this connection and inspired by Lyapunov dimension theory, we introduce a novel notion of dimension, coined the `sharpness dimension', and prove a generalization bound based on this dimension. Our results show that generalization in the chaotic regime depends on the complete Hessian spectrum and the structure of its partial determinants, highlighting a complexity that cannot be captured by the trace or spectral norm considered in prior work. Experiments across various MLPs and transformers validate our theory while also providing new insights into the recently observed phenomenon of grokking.

This thesis is divided into three parts. The first part deals with cylindric plane partitions. The second with lambda-determinants and the third with commutators in semi-circular systems. For more detailed abstract please see inside. Cylindric plane partitions may be thought of as a natural generalization of reverse plane partitions. A generating series for the enumeration of cylindric plane partitions was recently given by Borodin. The first result of section one is a new bijective proof of Borodin's identity which makes use of Fomin's growth diagram framework for generalized RSK correspondences. The second result is a (q,t)-analog of Borodin's identity which extends previous work by Okada in the reverse plane partition case. The third result is an explicit combinatorial interpretation of the Macdonald weight occurring in the (q,t)-analog using the non-intersecting lattice path model for cylindric plane partitions. Alternating sign matrices were discovered by Robbins and Rumsey whilst studying λ-determinants. In the second part of this thesis we prove a multi-parameter generalization of the λ-determinant, generalizing a recent result by di Francesco. Like the original λ-determinant, our formula exhibits the Laurent phenomenon. Semicircular systems were first introduced by Voiculescu as a part of his study of von Neumann algebras. In the third part of this thesis we study certain commutator subalgebras of the semicircular system. We find a projection matrix with an interesting self-similar structure. Making use of our projection formula we given an alternative, elementary proof that the semicircular system is a factor.

We study the complexity of sampling from a distribution over all index subsets of the set {1,...,n} with the probability of a subset S proportional to the determinant of the submatrix L_S of some ntimes n p.s.d. matrix L, where L_S corresponds to the entries of L indexed by S. Known as a determinantal point process, this distribution is used in machine learning to induce diversity in subset selection. In practice, we often wish to sample multiple subsets S with small expected size k = E[|S|] ll n from a very large matrix L, so it is important to minimize the preprocessing cost of the procedure (performed once) as well as the sampling cost (performed repeatedly). For this purpose, we propose a new algorithm which, given access to L, samples exactly from a determinantal point process while satisfying the following two properties: (1) its preprocessing cost is n cdot poly(k), i.e., sublinear in the size of L, and (2) its sampling cost is poly(k), i.e., independent of the size of L. Prior to our results, state-of-the-art exact samplers required O(n^3) preprocessing time and sampling time linear in n or dependent on the spectral properties of L. We also give a reduction which allows using our algorithm for exact sampling from cardinality constrained determinantal point processes with ncdotpoly(k) time preprocessing.

Gross, Mansour, and Tucker introduced the partial-duality polynomial of a ribbon graph [Distributions, European J. Combin. 86, 1--20, 2020], the generating function enumerating partial duals by the Euler genus. Chmutov and Vignes-Tourneret wondered if this polynomial and its conjectured properties would hold for general delta-matroids, which are combinatorial abstractions of ribbon graphs. Yan and Jin contributed to this inquiry by identifying a subset of delta-matroids-specifically, even normal binary ones-whose twist polynomials are characterized by a singular term. Building upon this foundation, the current paper expands the scope of the investigation to encompass even non-binary delta-matroids, revealing that none of them have width-changing twists.

Determinantal point processes (DPPs) are a useful probabilistic model for selecting a small diverse subset out of a large collection of items, with applications in summarization, stochastic optimization, active learning and more. Given a kernel function and a subset size k, our goal is to sample k out of n items with probability proportional to the determinant of the kernel matrix induced by the subset (a.k.a. k-DPP). Existing k-DPP sampling algorithms require an expensive preprocessing step which involves multiple passes over all n items, making it infeasible for large datasets. A naïve heuristic addressing this problem is to uniformly subsample a fraction of the data and perform k-DPP sampling only on those items, however this method offers no guarantee that the produced sample will even approximately resemble the target distribution over the original dataset. In this paper, we develop an algorithm which adaptively builds a sufficiently large uniform sample of data that is then used to efficiently generate a smaller set of k items, while ensuring that this set is drawn exactly from the target distribution defined on all n items. We show empirically that our algorithm produces a k-DPP sample after observing only a small fraction of all elements, leading to several orders of magnitude faster performance compared to the state-of-the-art.

If h is a ring-valued function on a simplicial complex G we can define two matrices L and g, where the matrix entries are the h energy of homoclinic intersections. We know that the sum over all h values on G is equal to the sum of the Green matrix entries g(x,y). We also have already seen that that the determinants of L or g are both the product of the h(x). In the case where h(x) is the parity of dimension, the sum of the energy values was the standard Euler characteristic and the determinant was a unit. If h(x) was the unit in the ring then L,g are integral quadratic forms which are isospectral and inverse matrices of each other. We prove here that the quadratic energy expression summing over all pairs h(x)^* h(y) of intersecting sets is a signed sum of squares of Green function entries. The quadratic energy expression is Wu characteristic in the case when h is dimension parity. For general h, the quadratic energy expression resembles an Ising Heisenberg type interaction. The conjugate of g is the inverse of L if h takes unit values in a normed ring or in the group of unitary operators in an operator algebra.

Determinantal point processes (DPPs) are distributions over sets of items that model diversity using kernels. Their applications in machine learning include summary extraction and recommendation systems. Yet, the cost of sampling from a DPP is prohibitive in large-scale applications, which has triggered an effort towards efficient approximate samplers. We build a novel MCMC sampler that combines ideas from combinatorial geometry, linear programming, and Monte Carlo methods to sample from DPPs with a fixed sample cardinality, also called projection DPPs. Our sampler leverages the ability of the hit-and-run MCMC kernel to efficiently move across convex bodies. Previous theoretical results yield a fast mixing time of our chain when targeting a distribution that is close to a projection DPP, but not a DPP in general. Our empirical results demonstrate that this extends to sampling projection DPPs, i.e., our sampler is more sample-efficient than previous approaches which in turn translates to faster convergence when dealing with costly-to-evaluate functions, such as summary extraction in our experiments.

We reformulate the Landau analysis of Feynman integrals with the aim of advancing the state of the art in modern particle-physics computations. We contribute new algorithms for computing Landau singularities, using tools from polyhedral geometry and symbolic/numerical elimination. Inspired by the work of Gelfand, Kapranov, and Zelevinsky (GKZ) on generalized Euler integrals, we define the principal Landau determinant of a Feynman diagram. We illustrate with a number of examples that this algebraic formalism allows to compute many components of the Landau singular locus. We adapt the GKZ framework by carefully specializing Euler integrals to Feynman integrals. For instance, ultraviolet and infrared singularities are detected as irreducible components of an incidence variety, which project dominantly to the kinematic space. We compute principal Landau determinants for the infinite families of one-loop and banana diagrams with different mass configurations, and for a range of cutting-edge Standard Model processes. Our algorithms build on the Julia package Landau.jl and are implemented in the new open-source package PLD.jl available at https://mathrepo.mis.mpg.de/PLD/.

We consider in this work quantities that can be obtained as limits of powers of parametrized matrices, for instance the inverse matrix or the logarithm of the determinant. Under the assumption of affine dependence in the parameters, we use the Empirical Interpolation Method (EIM) to derive an approximation for powers of these matrices, from which we derive a nonintrusive approximation for the aforementioned limits. We derive upper bounds of the error made by the obtained formula. Finally, numerical comparisons with classical intrusive and nonintrusive approximation techniques are provided: in the considered test-cases, our algorithm performs well compared to the nonintrusive ones.

Partial correlations quantify linear association between two variables adjusting for the influence of the remaining variables. They form the backbone for graphical models and are readily obtained from the inverse of the covariance matrix. For compositional data, the covariance structure is specified from log ratios of variables, so unless we try to "open" the data via a normalization, this implies changes in the definition and interpretation of partial correlations. In the present work, we elucidate how results derived by Aitchison (1986) lead to a natural definition of partial correlation that has a number of advantages over current measures of association. For this, we show that the residuals of log-ratios between a variable with a reference, when adjusting for all remaining variables including the reference, are reference-independent. Since the reference itself can be controlled for, correlations between residuals are defined for the variables directly without the necessity to recur to ratios except when specifying which variables are partialled out. Thus, perhaps surprisingly, partial correlations do not have the problems commonly found with measures of pairwise association on compositional data. They are well-defined between two variables, are properly scaled, and allow for negative association. By design, they are subcompositionally incoherent, but they share this property with conventional partial correlations (where results change when adjusting for the influence of fewer variables). We discuss the equivalence with normalization-based approaches whenever the normalizing variables are controlled for. We also discuss the partial variances and correlations we obtain from a previously studied data set of Roman glass cups.

We develop a data-driven information-theoretic framework for sharp partial identification of causal effects under unmeasured confounding. Existing approaches often rely on restrictive assumptions, such as bounded or discrete outcomes; require external inputs (for example, instrumental variables, proxies, or user-specified sensitivity parameters); necessitate full structural causal model specifications; or focus solely on population-level averages while neglecting covariate-conditional effects. We overcome all four limitations simultaneously by establishing novel information-theoretic, data-driven divergence bounds. Our key theoretical contribution shows that the f-divergence between the observational distribution P(Y | A = a, X = x) and the interventional distribution P(Y | do(A = a), X = x) is upper bounded by a function of the propensity score alone. This result enables sharp partial identification of conditional causal effects directly from observational data, without requiring external sensitivity parameters, auxiliary variables, full structural specifications, or outcome boundedness assumptions. For practical implementation, we develop a semiparametric estimator satisfying Neyman orthogonality (Chernozhukov et al., 2018), which ensures root-n consistent inference even when nuisance functions are estimated via flexible machine learning methods. Simulation studies and real-world data applications, implemented in the GitHub repository (https://github.com/yonghanjung/Information-Theretic-Bounds), demonstrate that our framework provides tight and valid causal bounds across a wide range of data-generating processes.

This paper makes a formal connection between two families of widely used matrix factorization algorithms in numerical linear algebra. One family consists of the Jacobi eigenvalue algorithm and its variants for computing the Hermitian eigendecomposition and singular value decomposition. The other consists of Gaussian elimination and the Gram-Schmidt procedure with various pivoting rules for computing the Cholesky decomposition and QR decomposition respectively. Both families are cast as special cases of a more general class of factorization algorithms. We provide a randomized pivoting rule that applies to this general class (which differs substantially from the usual pivoting rules for Gaussian elimination / Gram-Schmidt) which results in the same linear rate of convergence for each algorithm, irrespective of which factorization it computes. A second important consequence of this randomized pivoting rule is a provable, effective bound on the numerical stability of the Jacobi eigenvalue algorithm, which addresses a longstanding open problem of Demmel and Veseli\'c `92.

Causal disentanglement seeks a representation of data involving latent variables that relate to one another via a causal model. A representation is identifiable if both the latent model and the transformation from latent to observed variables are unique. In this paper, we study observed variables that are a linear transformation of a linear latent causal model. Data from interventions are necessary for identifiability: if one latent variable is missing an intervention, we show that there exist distinct models that cannot be distinguished. Conversely, we show that a single intervention on each latent variable is sufficient for identifiability. Our proof uses a generalization of the RQ decomposition of a matrix that replaces the usual orthogonal and upper triangular conditions with analogues depending on a partial order on the rows of the matrix, with partial order determined by a latent causal model. We corroborate our theoretical results with a method for causal disentanglement that accurately recovers a latent causal model.

We introduce a framework for automatically defining and learning deep generative models with problem-specific structure. We tackle problem domains that are more traditionally solved by algorithms such as sorting, constraint satisfaction for Sudoku, and matrix factorization. Concretely, we train diffusion models with an architecture tailored to the problem specification. This problem specification should contain a graphical model describing relationships between variables, and often benefits from explicit representation of subcomputations. Permutation invariances can also be exploited. Across a diverse set of experiments we improve the scaling relationship between problem dimension and our model's performance, in terms of both training time and final accuracy. Our code can be found at https://github.com/plai-group/gsdm.

We propose a new partial-observability model for online learning problems where the learner, besides its own loss, also observes some noisy feedback about the other actions, depending on the underlying structure of the problem. We represent this structure by a weighted directed graph, where the edge weights are related to the quality of the feedback shared by the connected nodes. Our main contribution is an efficient algorithm that guarantees a regret of O(α^* T) after T rounds, where α^* is a novel graph property that we call the effective independence number. Our algorithm is completely parameter-free and does not require knowledge (or even estimation) of α^*. For the special case of binary edge weights, our setting reduces to the partial-observability models of Mannor and Shamir (2011) and Alon et al. (2013) and our algorithm recovers the near-optimal regret bounds.

Given a set of K probability densities, we consider the multimarginal generative modeling problem of learning a joint distribution that recovers these densities as marginals. The structure of this joint distribution should identify multi-way correspondences among the prescribed marginals. We formalize an approach to this task within a generalization of the stochastic interpolant framework, leading to efficient learning algorithms built upon dynamical transport of measure. Our generative models are defined by velocity and score fields that can be characterized as the minimizers of simple quadratic objectives, and they are defined on a simplex that generalizes the time variable in the usual dynamical transport framework. The resulting transport on the simplex is influenced by all marginals, and we show that multi-way correspondences can be extracted. The identification of such correspondences has applications to style transfer, algorithmic fairness, and data decorruption. In addition, the multimarginal perspective enables an efficient algorithm for reducing the dynamical transport cost in the ordinary two-marginal setting. We demonstrate these capacities with several numerical examples.

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two observations for M-matrices lauritzen2019maximum,slawski2015estimation and even one observation for diagonally dominant M-matrices truell2021maximum. We propose an adaptive multiple-stage estimation method that refines the estimate by solving a weighted ell_1-regularized problem at each stage. Furthermore, we develop a unified framework based on the gradient projection method to solve the regularized problem, incorporating distinct projections to handle the constraints of M-matrices and diagonally dominant M-matrices. A theoretical analysis of the estimation error is provided. Our method outperforms state-of-the-art methods in precision matrix estimation and graph edge identification, as evidenced by synthetic and financial time-series data sets.

Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include the prominent generalized method of moments (GMM) which has recently gained attention in causal inference. GMM is a special case of the broader family of empirical likelihood estimators which are based on approximating a population distribution by means of minimizing a varphi-divergence to an empirical distribution. However, the use of varphi-divergences effectively limits the candidate distributions to reweightings of the data samples. We lift this long-standing limitation and provide a method of moments that goes beyond data reweighting. This is achieved by defining an empirical likelihood estimator based on maximum mean discrepancy which we term the kernel method of moments (KMM). We provide a variant of our estimator for conditional moment restrictions and show that it is asymptotically first-order optimal for such problems. Finally, we show that our method achieves competitive performance on several conditional moment restriction tasks.

Determinantal point processes (DPPs) are specific probability distributions over clouds of points that are used as models and computational tools across physics, probability, statistics, and more recently machine learning. Sampling from DPPs is a challenge and therefore we present DPPy, a Python toolbox that gathers known exact and approximate sampling algorithms for both finite and continuous DPPs. The project is hosted on GitHub and equipped with an extensive documentation.

Projection maintenance is one of the core data structure tasks. Efficient data structures for projection maintenance have led to recent breakthroughs in many convex programming algorithms. In this work, we further extend this framework to the Kronecker product structure. Given a constraint matrix {sf A} and a positive semi-definite matrix Win R^{ntimes n} with a sparse eigenbasis, we consider the task of maintaining the projection in the form of {sf B}^top({sf B}{sf B}^top)^{-1}{sf B}, where {sf B}={sf A}(Wotimes I) or {sf B}={sf A}(W^{1/2}otimes W^{1/2}). At each iteration, the weight matrix W receives a low rank change and we receive a new vector h. The goal is to maintain the projection matrix and answer the query {sf B}^top({sf B}{sf B}^top)^{-1}{sf B}h with good approximation guarantees. We design a fast dynamic data structure for this task and it is robust against an adaptive adversary. Following the beautiful and pioneering work of [Beimel, Kaplan, Mansour, Nissim, Saranurak and Stemmer, STOC'22], we use tools from differential privacy to reduce the randomness required by the data structure and further improve the running time.

We consider online learning problems under a partial observability model capturing situations where the information conveyed to the learner is between full information and bandit feedback. In the simplest variant, we assume that in addition to its own loss, the learner also gets to observe losses of some other actions. The revealed losses depend on the learner's action and a directed observation system chosen by the environment. For this setting, we propose the first algorithm that enjoys near-optimal regret guarantees without having to know the observation system before selecting its actions. Along similar lines, we also define a new partial information setting that models online combinatorial optimization problems where the feedback received by the learner is between semi-bandit and full feedback. As the predictions of our first algorithm cannot be always computed efficiently in this setting, we propose another algorithm with similar properties and with the benefit of always being computationally efficient, at the price of a slightly more complicated tuning mechanism. Both algorithms rely on a novel exploration strategy called implicit exploration, which is shown to be more efficient both computationally and information-theoretically than previously studied exploration strategies for the problem.

In training neural networks, it is common practice to use partial gradients computed over batches, mostly very small subsets of the training set. This approach is motivated by the argument that such a partial gradient is close to the true one, with precision growing only with the square root of the batch size. A theoretical justification is with the help of stochastic approximation theory. However, the conditions for the validity of this theory are not satisfied in the usual learning rate schedules. Batch processing is also difficult to combine with efficient second-order optimization methods. This proposal is based on another hypothesis: the loss minimum of the training set can be expected to be well-approximated by the minima of its subsets. Such subset minima can be computed in a fraction of the time necessary for optimizing over the whole training set. This hypothesis has been tested with the help of the MNIST, CIFAR-10, and CIFAR-100 image classification benchmarks, optionally extended by training data augmentation. The experiments have confirmed that results equivalent to conventional training can be reached. In summary, even small subsets are representative if the overdetermination ratio for the given model parameter set sufficiently exceeds unity. The computing expense can be reduced to a tenth or less.

In recent years, many large directed networks such as online social networks are collected with the help of powerful data engineering and data storage techniques. Analyses of such networks attract significant attention from both the academics and industries. However, analyses of large directed networks are often time-consuming and expensive because the complexities of a lot of graph algorithms are often polynomial with the size of the graph. Hence, sampling algorithms that can generate graphs preserving properties of original graph are of great importance because they can speed up the analysis process. We propose a promising framework to sample directed graphs: Construct a sample graph with linearly rescaled Joint Degree Matrix (JDM) and Degree Correlation Matrix (DCM). Previous work shows that graphs with the same JDM and DCM will have a range of very similar graph properties. We also conduct experiments on real-world datasets to show that the numbers of non-zero entries in JDM and DCM are quite small compared to the number of edges and nodes. Adopting this framework, we propose a novel graph sampling algorithm that can provably preserves in-degree and out-degree distributions, which are two most fundamental properties of a graph. We also prove the upper bound for deviations in the joint degree distribution and degree correlation distribution, which correspond to JDM and DCM. Besides, we prove that the deviations in these distributions are negatively correlated with the sparsity of the JDM and DCM. Considering that these two matrices are always quite sparse, we believe that proposed algorithm will have a better-than-theory performance on real-world large directed networks.

We investigate the entanglement properties in the symmetric subspace of N-partite d-dimensional systems (qudits). For diagonal symmetric states, we show that there is no bound entanglement for d = 3,4 and N = 3. Further, we present a constructive algorithm to map multipartite diagonal symmetric states of qudits onto bipartite symmetric states of larger local dimension. This technique greatly simplifies the analysis of multipartite states and allows to infer entanglement properties for any even N geq 4 due to the fact that the PPT conditions that arise from the bipartite symmetric state correspond to the same PPT conditions that appear in the multipartite diagonal symmetric state.

We study simplified bootstrap problems for probability distributions on the infinite line and the circle. We show that the rapid convergence of the bootstrap method for problems on the infinite line is related to the fact that the smallest eigenvalue of the positive matrices in the exact solution becomes exponentially small for large matrices, while the moments grow factorially. As a result, the positivity condition is very finely tuned. For problems on the circle we show instead that the entries of the positive matrix of Fourier modes of the distribution depend linearly on the initial data of the recursion, with factorially growing coefficients. By positivity, these matrix elements are bounded in absolute value by one, so the initial data must also be fine-tuned. Additionally, we find that we can largely bypass the semi-definite program (SDP) nature of the problem on a circle by recognizing that these Fourier modes must be asymptotically exponentially small. With a simple ansatz, which we call the shoestring bootstrap, we can efficiently identify an interior point of the set of allowed matrices with much higher precision than conventional SDP bounds permit. We apply this method to solving unitary matrix model integrals by numerically constructing the orthogonal polynomials associated with the circle distribution.

In this article, we continue the development of the Riemann-Hilbert formalism for studying the asymptotics of Toeplitz+Hankel determinants with non-identical symbols, which we initiated in GI. In GI, we showed that the Riemann-Hilbert problem we formulated admits the Deift-Zhou nonlinear steepest descent analysis, but with a special restriction on the winding numbers of the associated symbols. In particular, the most natural case, namely zero winding numbers, is not allowed. A principal goal of this paper is to develop a framework that extends the asymptotic analysis of Toeplitz+Hankel determinants to a broader range of winding-number configurations. As an application, we consider the case in which the winding numbers of the Szego-type Toeplitz and Hankel symbols are zero and one, respectively, and compute the asymptotics of the norms of the corresponding system of orthogonal polynomials.

Given a matrix Ain R^{ntimes d} and a vector bin R^n, we consider the regression problem with ell_infty guarantees: finding a vector x'in R^d such that |x'-x^*|_infty leq epsilon{d}cdot |Ax^*-b|_2cdot |A^dagger| where x^*=argmin_{xin R^d}|Ax-b|_2. One popular approach for solving such ell_2 regression problem is via sketching: picking a structured random matrix Sin R^{mtimes n} with mll n and SA can be quickly computed, solve the ``sketched'' regression problem argmin_{xin R^d} |SAx-Sb|_2. In this paper, we show that in order to obtain such ell_infty guarantee for ell_2 regression, one has to use sketching matrices that are dense. To the best of our knowledge, this is the first user case in which dense sketching matrices are necessary. On the algorithmic side, we prove that there exists a distribution of dense sketching matrices with m=epsilon^{-2}dlog^3(n/delta) such that solving the sketched regression problem gives the ell_infty guarantee, with probability at least 1-delta. Moreover, the matrix SA can be computed in time O(ndlog n). Our row count is nearly-optimal up to logarithmic factors, and significantly improves the result in [Price, Song and Woodruff, ICALP'17], in which a super-linear in d rows, m=Omega(epsilon^{-2}d^{1+gamma}) for gamma=Theta(frac{loglog n{log d}}) is required. We also develop a novel analytical framework for ell_infty guarantee regression that utilizes the Oblivious Coordinate-wise Embedding (OCE) property introduced in [Song and Yu, ICML'21]. Our analysis is arguably much simpler and more general than [Price, Song and Woodruff, ICALP'17], and it extends to dense sketches for tensor product of vectors.

We show that there is a general, informative and reliable procedure for discovering causal relations when, for all the investigator knows, both latent variables and selection bias may be at work. Given information about conditional independence and dependence relations between measured variables, even when latent variables and selection bias may be present, there are sufficient conditions for reliably concluding that there is a causal path from one variable to another, and sufficient conditions for reliably concluding when no such causal path exists.

We study the problem of optimally projecting the transition matrix of a finite ergodic multivariate Markov chain onto a lower-dimensional state space. Specifically, we seek to construct a projected Markov chain that optimizes various information-theoretic criteria under cardinality constraints. These criteria include entropy rate, information-theoretic distance to factorizability, independence, and stationarity. We formulate these tasks as best subset selection problems over multivariate Markov chains and leverage the submodular (or supermodular) structure of the objective functions to develop efficient greedy-based algorithms with theoretical guarantees. We extend our analysis to k-submodular settings and introduce a generalized version of the distorted greedy algorithm, which may be of independent interest. Finally, we illustrate the theory and algorithms through extensive numerical experiments with publicly available code on multivariate Markov chains associated with the Bernoulli-Laplace and Curie-Weiss model.

We consider the problem of approximating a function from L^2 by an element of a given m-dimensional space V_m, associated with some feature map varphi, using evaluations of the function at random points x_1,dots,x_n. After recalling some results on optimal weighted least-squares using independent and identically distributed points, we consider weighted least-squares using projection determinantal point processes (DPP) or volume sampling. These distributions introduce dependence between the points that promotes diversity in the selected features varphi(x_i). We first provide a generalized version of volume-rescaled sampling yielding quasi-optimality results in expectation with a number of samples n = O(mlog(m)), that means that the expected L^2 error is bounded by a constant times the best approximation error in L^2. Also, further assuming that the function is in some normed vector space H continuously embedded in L^2, we further prove that the approximation is almost surely bounded by the best approximation error measured in the H-norm. This includes the cases of functions from L^infty or reproducing kernel Hilbert spaces. Finally, we present an alternative strategy consisting in using independent repetitions of projection DPP (or volume sampling), yielding similar error bounds as with i.i.d. or volume sampling, but in practice with a much lower number of samples. Numerical experiments illustrate the performance of the different strategies.

A promising class of generative models maps points from a simple distribution to a complex distribution through an invertible neural network. Likelihood-based training of these models requires restricting their architectures to allow cheap computation of Jacobian determinants. Alternatively, the Jacobian trace can be used if the transformation is specified by an ordinary differential equation. In this paper, we use Hutchinson's trace estimator to give a scalable unbiased estimate of the log-density. The result is a continuous-time invertible generative model with unbiased density estimation and one-pass sampling, while allowing unrestricted neural network architectures. We demonstrate our approach on high-dimensional density estimation, image generation, and variational inference, achieving the state-of-the-art among exact likelihood methods with efficient sampling.

We study the matrix models pi:C(S_N^+)to M_N(C(X)) which are flat, in the sense that the standard generators of C(S_N^+) are mapped to rank 1 projections. Our first result is a generalization of the Pauli matrix construction at N=4, using finite groups and 2-cocycles. Our second result is the construction of a universal representation of C(S_N^+), inspired from the Sinkhorn algorithm, that we conjecture to be inner faithful.

Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix X in R^{N times d} and measurements or labels {y} in R^N where {y} = {X} {w}^* + {xi}, and {xi} is the noise in the measurements. Importantly, we have the additional constraint that the unknown signal vector {w}^* is sparse: it has k non-zero entries where k is much smaller than the ambient dimension. Our goal is to output a prediction vector {w} that has small prediction error: 1{N}cdot |{X} {w}^* - {X} {w}|^2_2. Information-theoretically, we know what is best possible in terms of measurements: under most natural noise distributions, we can get prediction error at most epsilon with roughly N = O(k log d/epsilon) samples. Computationally, this currently needs d^{Omega(k)} run-time. Alternately, with N = O(d), we can get polynomial-time. Thus, there is an exponential gap (in the dependence on d) between the two and we do not know if it is possible to get d^{o(k)} run-time and o(d) samples. We give the first generic positive result for worst-case design matrices {X}: For any {X}, we show that if the support of {w}^* is chosen at random, we can get prediction error epsilon with N = poly(k, log d, 1/epsilon) samples and run-time poly(d,N). This run-time holds for any design matrix {X} with condition number up to 2^{poly(d)}. Previously, such results were known for worst-case {w}^*, but only for random design matrices from well-behaved families, matrices that have a very low condition number (poly(log d); e.g., as studied in compressed sensing), or those with special structural properties.

State-of-the-art methods for conditional average treatment effect (CATE) estimation make widespread use of representation learning. Here, the idea is to reduce the variance of the low-sample CATE estimation by a (potentially constrained) low-dimensional representation. However, low-dimensional representations can lose information about the observed confounders and thus lead to bias, because of which the validity of representation learning for CATE estimation is typically violated. In this paper, we propose a new, representation-agnostic framework for estimating bounds on the representation-induced confounding bias that comes from dimensionality reduction (or other constraints on the representations) in CATE estimation. First, we establish theoretically under which conditions CATEs are non-identifiable given low-dimensional (constrained) representations. Second, as our remedy, we propose to perform partial identification of CATEs or, equivalently, aim at estimating of lower and upper bounds of the representation-induced confounding bias. We demonstrate the effectiveness of our bounds in a series of experiments. In sum, our framework is of direct relevance in practice where the validity of CATE estimation is of importance.

We study sampling algorithms for β-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a random Jacobi matrix. First, we provide a unifying and elementary treatment of the tridiagonal models associated to the three classical Hermite, Laguerre and Jacobi ensembles. For this purpose, we use simple changes of variables between successive reparametrizations of the coefficients defining the tridiagonal matrix. Second, we derive an approximate sampler for the simulation of β-ensembles, and illustrate how fast it can be for polynomial potentials. This method combines a Gibbs sampler on Jacobi matrices and the diagonalization of these matrices. In practice, even for large ensembles, only a few Gibbs passes suffice for the marginal distribution of the eigenvalues to fit the expected theoretical distribution. When the conditionals in the Gibbs sampler can be simulated exactly, the same fast empirical convergence is observed for the fluctuations of the largest eigenvalue. Our experimental results support a conjecture by Krishnapur et al. (2016), that the Gibbs chain on Jacobi matrices of size N mixes in O(log(N)).

Uniform random rotations are a useful primitive in applications such as fast Johnson-Lindenstrauss embeddings, kernel approximation, communication-efficient learning, and recent AI compression pipelines, but they are computationally expensive to generate and apply in high dimensions. A common practical replacement is repeated structured random rotations built from Walsh-Hadamard transforms and random sign diagonals. Applying the structured random rotation twice has been shown empirically to be useful, but the supporting theory is still limited. In this paper we study the approximation quality achieved when using this two-block structured Hadamard rotation. Our results are both positive and negative. On the positive side, we prove that every fixed coordinate of the two-block transform converges uniformly, over all inputs, to the corresponding coordinate of a uniformly rotated vector, with an explicit Kolmogorov-distance bound of order d^{-1/5}. On the negative side, we prove an explicit lower bound on the Wasserstein distance between the full vector distributions, showing that the two-block transform is not a globally accurate surrogate for a uniform random rotation in the worst case. For the extremal input used in the lower bound, we also prove a matching asymptotic upper bound, showing that the lower-bound scale is sharp for that input. Taken together, the results identify a clear separation between one-dimensional marginal behavior, where approximation improves with dimension, and full high-dimensional geometry, where a nonvanishing discrepancy remains. This provides a partial theoretical explanation for the empirical success of structured Hadamard rotations in some algorithms, while also clarifying the limitations of treating them as drop-in replacements for true uniform random rotations.

Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or unitarily invariant, i.e., they depend only on the eigenvalues or singular values of the matrix. This paper investigates how spectral matrix cones -- cones defined from epigraphs and perspectives of spectral or unitarily invariant functions -- can be used to enhance first-order conic solvers for semidefinite programs. Our main result shows that projecting a matrix can be reduced to projecting its eigenvalues or singular values, which we demonstrate can be done at a negligible cost compared to the eigenvalue or singular value decomposition itself. We have integrated support for spectral matrix cone projections into the Splitting Conic Solver (SCS). Numerical experiments show that SCS with this enhancement can achieve speedups of up to an order of magnitude for solving semidefinite programs arising in experimental design, robust principal component analysis, and graph partitioning.

Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph G=(V, D,B) is parameterized by a rational function with parameters for each vertex and edge in G. This rational parametrization naturally allows for the study of these models from an algebraic and combinatorial point of view. Indeed, this point of view has led to a collection of results in the literature, mainly focusing on questions related to identifiability and determining relationships between covariances (i.e., finding polynomials in the Gaussian vanishing ideal). So far, a large proportion of these results has focused on the case when D, the directed part of the mixed graph G, is acyclic. This is due to the fact that in the acyclic case, the parametrization becomes polynomial and there is a description of the entries of the covariance matrices in terms of a finite sum. We move beyond the acyclic case and give a closed form expression for the entries of the covariance matrices in terms of the one-connections in a graph obtained from D through some small operations. This closed form expression then allows us to show that if G is simple, then the parametrization map is generically finite-to-one. Finally, having a closed form expression for the covariance matrices allows for the development of an algorithm for systematically exploring possible polynomials in the Gaussian vanishing ideal.

Let F be a field, and n geq r>0 be integers, with r even. Denote by A_n(F) the space of all n-by-n alternating matrices with entries in F. We consider the problem of determining the greatest possible dimension for an affine subspace of A_n(F) in which every matrix has rank equal to r (or rank at least r). Recently Rubei has solved this problem over the field of real numbers. We extend her result to all fields with large enough cardinality. Provided that n geq r+3 and |F|geq minbigl(r-1,r{2}+2bigr), we also determine the affine subspaces of rank r matrices in A_n(F) that have the greatest possible dimension, and we point to difficulties for the corresponding problem in the case nleq r+2.

We study the Stochastic Boolean Function Certification (SBFC) problem, where we are given n Bernoulli random variables {X_e: e in U} on a ground set U of n elements with joint distribution p, a Boolean function f: 2^U to {0, 1}, and an (unknown) scenario S = {e in U: X_e = 1} of active elements sampled from p. We seek to probe the elements one-at-a-time to reveal if they are active until we can certify f(S) = 1, while minimizing the expected number of probes. Unlike most previous results that assume independence, we study correlated distributions p and give approximation algorithms for several classes of functions f. When f(S) is the indicator function for whether S is the spanning set of a given matroid, our problem reduces to finding a basis of active elements of a matroid by probing elements. We give a non-adaptive O(log n)-approximation algorithm for arbitrary distributions p, and show that this is tight up to constants unless P = NP, even for partition matroids. For uniform matroids, we give constant factor 4.642-approximation ([BBFT20]) that can be further improved to a 2-approximation if additionally the random variables are negatively correlated for the case of 1-uniform matroid. We also give an adaptive O(log k)-approximation algorithm for SBFC for k-uniform matroids for the Graph Probing problem, where we seek to probe the edges of a graph one-at-a-time until we find k active edges. The underlying distribution on edges arises from (hidden) independent vertex random variables, with an edge being active if at least one of its endpoints is active. This significantly improves over the information-theoretic lower bound on Ω(poly(n)) ([JGM19]) for adaptive algorithms for k-uniform matroids with arbitrary distributions.

This note describes the development of an exact solver for Minimal Directed Feedback Vertex Set as part of the PACE 2022 competition. The solver is powered largely by aggressively trying to reduce the DFVS problem to a Minimal Cover problem, and applying reduction rules adapted from Vertex Cover literature. The resulting problem is solved as an Integer Linear Program (ILP) using SCIP. The resulting solver performed the second-best in the competition, although a bug at submission time disqualified it. As an additional note, we describe a new vertex cover reduction generalizing the Desk reduction rule.

This article presents Individual Conditional Expectation (ICE) plots, a tool for visualizing the model estimated by any supervised learning algorithm. Classical partial dependence plots (PDPs) help visualize the average partial relationship between the predicted response and one or more features. In the presence of substantial interaction effects, the partial response relationship can be heterogeneous. Thus, an average curve, such as the PDP, can obfuscate the complexity of the modeled relationship. Accordingly, ICE plots refine the partial dependence plot by graphing the functional relationship between the predicted response and the feature for individual observations. Specifically, ICE plots highlight the variation in the fitted values across the range of a covariate, suggesting where and to what extent heterogeneities might exist. In addition to providing a plotting suite for exploratory analysis, we include a visual test for additive structure in the data generating model. Through simulated examples and real data sets, we demonstrate how ICE plots can shed light on estimated models in ways PDPs cannot. Procedures outlined are available in the R package ICEbox.

The lottery ticket hypothesis (LTH) has increased attention to pruning neural networks at initialization. We study this problem in the linear setting. We show that finding a sparse mask at initialization is equivalent to the sketching problem introduced for efficient matrix multiplication. This gives us tools to analyze the LTH problem and gain insights into it. Specifically, using the mask found at initialization, we bound the approximation error of the pruned linear model at the end of training. We theoretically justify previous empirical evidence that the search for sparse networks may be data independent. By using the sketching perspective, we suggest a generic improvement to existing algorithms for pruning at initialization, which we show to be beneficial in the data-independent case.

We consider N classical particles interacting via the Coulomb potential in spatial dimension d and in the presence of an external trap, at equilibrium at inverse temperature beta. In the large N limit, the particles are confined within a droplet of finite size. We study smooth linear statistics, i.e. the fluctuations of sums of the form {cal L}_N = sum_{i=1}^N f({bf x}_i), where {bf x}_i's are the positions of the particles and where f({bf x}_i) is a sufficiently regular function. There exists at present standard results for the first and second moments of {cal L}_N in the large N limit, as well as associated Central Limit Theorems in general dimension and for a wide class of confining potentials. Here we obtain explicit expressions for the higher order cumulants of {cal L}_N at large N, when the function f({bf x})=f(|{bf x}|) and the confining potential are both rotationnally invariant. A remarkable feature of our results is that these higher cumulants depend only on the value of f'(|{bf x}|) and its higher order derivatives evaluated exactly at the boundary of the droplet, which in this case is a d-dimensional sphere. In the particular two-dimensional case d=2 at the special value beta=2, a connection to the Ginibre ensemble allows us to derive these results in an alternative way using the tools of determinantal point processes. Finally we also obtain the large deviation form of the full probability distribution function of {cal L}_N.

Subspace segmentation or subspace learning is a challenging and complicated task in machine learning. This paper builds a primary frame and solid theoretical bases for the minimal subspace segmentation (MSS) of finite samples. Existence and conditional uniqueness of MSS are discussed with conditions generally satisfied in applications. Utilizing weak prior information of MSS, the minimality inspection of segments is further simplified to the prior detection of partitions. The MSS problem is then modeled as a computable optimization problem via self-expressiveness of samples. A closed form of representation matrices is first given for the self-expressiveness, and the connection of diagonal blocks is then addressed. The MSS model uses a rank restriction on the sum of segment ranks. Theoretically, it can retrieve the minimal sample subspaces that could be heavily intersected. The optimization problem is solved via a basic manifold conjugate gradient algorithm, alternative optimization and hybrid optimization, taking into account of solving both the primal MSS problem and its pseudo-dual problem. The MSS model is further modified for handling noisy data, and solved by an ADMM algorithm. The reported experiments show the strong ability of the MSS method on retrieving minimal sample subspaces that are heavily intersected.

We aim to select data subsets for the fine-tuning of large language models to more effectively follow instructions. Prior work has emphasized the importance of diversity in dataset curation but relied on heuristics such as the number of tasks. In this paper, we use determinantal point processes to capture the diversity and quality of instruction tuning datasets for subset selection. We propose to measure dataset diversity with log determinant distance that is the distance between the dataset of interest and a maximally diverse reference dataset. Our experiments demonstrate that the proposed diversity measure in the normalized weight gradient space is correlated with downstream instruction-following performance. Consequently, it can be used to inform when data selection is the most helpful and to analyze dataset curation strategies. We demonstrate the utility of our approach on various instruction tuning datasets.

In this article, we develop an asymptotic method for constructing confidence regions for the set of all linear subspaces arising from PCA, from which we derive hypothesis tests on this set. Our method is based on the geometry of Riemannian manifolds with which some sets of linear subspaces are endowed.

A new generalized matrix inverse is derived which is consistent with respect to arbitrary nonsingular diagonal transformations, e.g., it preserves units associated with variables under state space transformations, thus providing a general solution to a longstanding open problem relevant to a wide variety of applications in robotics, tracking, and control systems. The new inverse complements the Drazin inverse (which is consistent with respect to similarity transformations) and the Moore-Penrose inverse (which is consistent with respect to unitary/orthonormal transformations) to complete a trilogy of generalized matrix inverses that exhausts the standard family of analytically-important linear system transformations. Results are generalized to obtain unit-consistent and unit-invariant matrix decompositions and examples of their use are described.

We present a novel approach for generating minority samples that live on low-density regions of a data manifold. Our framework is built upon diffusion models, leveraging the principle of guided sampling that incorporates an arbitrary energy-based guidance during inference time. The key defining feature of our sampler lies in its self-contained nature, \ie, implementable solely with a pretrained model. This distinguishes our sampler from existing techniques that require expensive additional components (like external classifiers) for minority generation. Specifically, we first estimate the likelihood of features within an intermediate latent sample by evaluating a reconstruction loss w.r.t. its posterior mean. The generation then proceeds with the minimization of the estimated likelihood, thereby encouraging the emergence of minority features in the latent samples of subsequent timesteps. To further improve the performance of our sampler, we provide several time-scheduling techniques that properly manage the influence of guidance over inference steps. Experiments on benchmark real datasets demonstrate that our approach can greatly improve the capability of creating realistic low-likelihood minority instances over the existing techniques without the reliance on costly additional elements. Code is available at https://github.com/soobin-um/sg-minority.

We show how to obtain improved active learning methods in the agnostic (adversarial noise) setting by combining marginal leverage score sampling with non-independent sampling strategies that promote spatial coverage. In particular, we propose an easily implemented method based on the pivotal sampling algorithm, which we test on problems motivated by learning-based methods for parametric PDEs and uncertainty quantification. In comparison to independent sampling, our method reduces the number of samples needed to reach a given target accuracy by up to 50%. We support our findings with two theoretical results. First, we show that any non-independent leverage score sampling method that obeys a weak one-sided ell_{infty} independence condition (which includes pivotal sampling) can actively learn d dimensional linear functions with O(dlog d) samples, matching independent sampling. This result extends recent work on matrix Chernoff bounds under ell_{infty} independence, and may be of interest for analyzing other sampling strategies beyond pivotal sampling. Second, we show that, for the important case of polynomial regression, our pivotal method obtains an improved bound of O(d) samples.

Most existing causal discovery methods rely on the assumption of no latent confounders, limiting their applicability in solving real-life problems. In this paper, we introduce a novel, versatile framework for causal discovery that accommodates the presence of causally-related hidden variables almost everywhere in the causal network (for instance, they can be effects of observed variables), based on rank information of covariance matrix over observed variables. We start by investigating the efficacy of rank in comparison to conditional independence and, theoretically, establish necessary and sufficient conditions for the identifiability of certain latent structural patterns. Furthermore, we develop a Rank-based Latent Causal Discovery algorithm, RLCD, that can efficiently locate hidden variables, determine their cardinalities, and discover the entire causal structure over both measured and hidden ones. We also show that, under certain graphical conditions, RLCD correctly identifies the Markov Equivalence Class of the whole latent causal graph asymptotically. Experimental results on both synthetic and real-world personality data sets demonstrate the efficacy of the proposed approach in finite-sample cases.

The standard Monte Carlo estimator I_N^{MC} of int fdω relies on independent samples from ω and has variance of order 1/N. Replacing the samples with a determinantal point process (DPP), a repulsive distribution, makes the estimator consistent, with variance rates that depend on how the DPP is adapted to f and ω. We examine two existing DPP-based estimators: one by Bardenet & Hardy (2020) with a rate of O(N^{-(1+1/d)}) for smooth f, but relying on a fixed DPP. The other, by Ermakov & Zolotukhin (1960), is unbiased with rate of order 1/N, like Monte Carlo, but its DPP is tailored to f. We revisit these estimators, generalize them to continuous settings, and provide sampling algorithms.

Given a (machine learning) classifier and a collection of unlabeled data, how can we efficiently identify misclassification patterns presented in this dataset? To address this problem, we propose a human-machine collaborative framework that consists of a team of human annotators and a sequential recommendation algorithm. The recommendation algorithm is conceptualized as a stochastic sampler that, in each round, queries the annotators a subset of samples for their true labels and obtains the feedback information on whether the samples are misclassified. The sampling mechanism needs to balance between discovering new patterns of misclassification (exploration) and confirming the potential patterns of classification (exploitation). We construct a determinantal point process, whose intensity balances the exploration-exploitation trade-off through the weighted update of the posterior at each round to form the generator of the stochastic sampler. The numerical results empirically demonstrate the competitive performance of our framework on multiple datasets at various signal-to-noise ratios.

This paper presents a new state-of-the-art algorithm for exact 3times3 matrix multiplication over general non-commutative rings, achieving a rank-23 scheme with only 58 scalar additions. This improves the previous best additive complexity of 60 additions without a change of basis. The result was discovered through an automated search combining ternary-restricted flip-graph exploration with greedy intersection reduction for common subexpression elimination. The resulting scheme uses only coefficients from {-1, 0, 1}, ensuring both efficiency and portability across arbitrary fields. The total scalar operation count is reduced from 83 to 81.

We revisit the well-studied problem of approximating a matrix product, A^TB, based on small space sketches S(A) and S(B) of A in R^{n times d} and Bin R^{n times m}. We are interested in the setting where the sketches must be computed independently of each other, except for the use of a shared random seed. We prove that, when A and B are sparse, methods based on coordinated random sampling can outperform classical linear sketching approaches, like Johnson-Lindenstrauss Projection or CountSketch. For example, to obtain Frobenius norm error epsilon|A|_F|B|_F, coordinated sampling requires sketches of size O(s/epsilon^2) when A and B have at most s leq d,m non-zeros per row. In contrast, linear sketching leads to sketches of size O(d/epsilon^2) and O(m/epsilon^2) for A and B. We empirically evaluate our approach on two applications: 1) distributed linear regression in databases, a problem motivated by tasks like dataset discovery and augmentation, and 2) approximating attention matrices in transformer-based language models. In both cases, our sampling algorithms yield an order of magnitude improvement over linear sketching.

Starting from the Mellin-Barnes integral representation of a Feynman integral depending on set of kinematic variables z_i, we derive a system of partial differential equations w.r.t.\ new variables x_j, which parameterize the differentiable constraints z_i=y_i(x_j). In our algorithm, the powers of propagators can be considered as arbitrary parameters. Our algorithm can also be used for the reduction of multiple hypergeometric sums to sums of lower dimension, finding special values and reduction equations of hypergeometric functions in a singular locus of continuous variables, or finding systems of partial differential equations for master integrals with arbitrary powers of propagators. As an illustration, we produce a differential equation of fourth order in one variable for the one-loop two-point Feynman diagram with two different masses and arbitrary propagator powers.

We introduce a simple algorithm that efficiently computes tensor products of Pauli matrices. This is done by tailoring the calculations to this specific case, which allows to avoid unnecessary calculations. The strength of this strategy is benchmarked against state-of-the-art techniques, showing a remarkable acceleration. As a side product, we provide an optimized method for one key calculus in quantum simulations: the Pauli basis decomposition of Hamiltonians.

Reverse derivative categories (RDCs) have recently been shown to be a suitable semantic framework for studying machine learning algorithms. Whereas emphasis has been put on training methodologies, less attention has been devoted to particular model classes: the concrete categories whose morphisms represent machine learning models. In this paper we study presentations by generators and equations of classes of RDCs. In particular, we propose polynomial circuits as a suitable machine learning model. We give an axiomatisation for these circuits and prove a functional completeness result. Finally, we discuss the use of polynomial circuits over specific semirings to perform machine learning with discrete values.

This paper is an extended and reworked version of a short course given by the author at ''Uzbekistan-Ukrainian readings in stochastic processes'', Tashkent-Kyiv, 2022, and was prepared for a special issue of ''Theory of stochastic processes'', devoted to publishing lecture notes from the aforementioned workshop. The survey is devoted to operator splitting methods in the abstract formulation and their applications in probability. While the survey is focused on multiplicative methods, the BCH formula is used to discuss exponential splitting methods and a short informal introduction to additive splitting is presented. We introduce frameworks and available deterministic and probabilistic results and concentrate on constructing a wide picture of the field of operator splitting methods, providing a rigorous description in the setting of abstract Cauchy problems and an informal discussion for further and parallel advances. Some limitations and common difficulties are listed, as well as examples of works that provide solutions or hints. No new results are given. The bibliography contains illustrative deterministic examples and a selection of probability-related works.

We propose a new bound for generalization of neural networks using Koopman operators. Whereas most of existing works focus on low-rank weight matrices, we focus on full-rank weight matrices. Our bound is tighter than existing norm-based bounds when the condition numbers of weight matrices are small. Especially, it is completely independent of the width of the network if the weight matrices are orthogonal. Our bound does not contradict to the existing bounds but is a complement to the existing bounds. As supported by several existing empirical results, low-rankness is not the only reason for generalization. Furthermore, our bound can be combined with the existing bounds to obtain a tighter bound. Our result sheds new light on understanding generalization of neural networks with full-rank weight matrices, and it provides a connection between operator-theoretic analysis and generalization of neural networks.

According to the generalized Polya theorem, the Gaussian distribution on the real line is characterized by the property of equidistribution of a monomial and a linear form of independent identically distributed random variables. We give a complete description of a-adic solenoids for which an analog of this theorem is true. The proof of the main theorem is reduced to solving some functional equation in the class of continuous positive definite functions on the character group of an a-adic solenoid

We establish explicit means via which natural dilations of completely positive (CP) maps can be constructed à la Kraus's IInd representation theorem. To obtain this, we rely on the Choi-Jamiołkowski correspondence and develop a Cholesky algorithm for bi-partite systems. This enables a canonical construction of adjoint actions which recover the behaviour of the original CP-maps. Our results hold under separability assumptions and the requirement that the maps are completely bounded and preserve the subideal of finite rank operators.

A directed acyclic graph (DAG) provides valuable prior knowledge that is often discarded in regression tasks in machine learning. We show that the independences arising from the presence of collider structures in DAGs provide meaningful inductive biases, which constrain the regression hypothesis space and improve predictive performance. We introduce collider regression, a framework to incorporate probabilistic causal knowledge from a collider in a regression problem. When the hypothesis space is a reproducing kernel Hilbert space, we prove a strictly positive generalisation benefit under mild assumptions and provide closed-form estimators of the empirical risk minimiser. Experiments on synthetic and climate model data demonstrate performance gains of the proposed methodology.

Ensuring equitable treatment (fairness) across protected attributes (such as gender or ethnicity) is a critical issue in machine learning. Most existing literature focuses on binary classification, but achieving fairness in regression tasks-such as insurance pricing or hiring score assessments-is equally important. Moreover, anti-discrimination laws also apply to continuous attributes, such as age, for which many existing methods are not applicable. In practice, multiple protected attributes can exist simultaneously; however, methods targeting fairness across several attributes often overlook so-called "fairness gerrymandering", thereby ignoring disparities among intersectional subgroups (e.g., African-American women or Hispanic men). In this paper, we propose a distance covariance regularisation framework that mitigates the association between model predictions and protected attributes, in line with the fairness definition of demographic parity, and that captures both linear and nonlinear dependencies. To enhance applicability in the presence of multiple protected attributes, we extend our framework by incorporating two multivariate dependence measures based on distance covariance: the previously proposed joint distance covariance (JdCov) and our novel concatenated distance covariance (CCdCov), which effectively address fairness gerrymandering in both regression and classification tasks involving protected attributes of various types. We discuss and illustrate how to calibrate regularisation strength, including a method based on Jensen-Shannon divergence, which quantifies dissimilarities in prediction distributions across groups. We apply our framework to the COMPAS recidivism dataset and a large motor insurance claims dataset.

Causal representation learning aims to unveil latent high-level causal representations from observed low-level data. One of its primary tasks is to provide reliable assurance of identifying these latent causal models, known as identifiability. A recent breakthrough explores identifiability by leveraging the change of causal influences among latent causal variables across multiple environments liu2022identifying. However, this progress rests on the assumption that the causal relationships among latent causal variables adhere strictly to linear Gaussian models. In this paper, we extend the scope of latent causal models to involve nonlinear causal relationships, represented by polynomial models, and general noise distributions conforming to the exponential family. Additionally, we investigate the necessity of imposing changes on all causal parameters and present partial identifiability results when part of them remains unchanged. Further, we propose a novel empirical estimation method, grounded in our theoretical finding, that enables learning consistent latent causal representations. Our experimental results, obtained from both synthetic and real-world data, validate our theoretical contributions concerning identifiability and consistency.

In a recent paper Juodis and Reese (2022) (JR) show that the application of the CD test proposed by Pesaran (2004) to residuals from panels with latent factors results in over-rejection. They propose a randomized test statistic to correct for over-rejection, and add a screening component to achieve power. This paper considers the same problem but from a different perspective, and shows that the standard CD test remains valid if the latent factors are weak in the sense the strength is less than half. In the case where latent factors are strong, we propose a bias-corrected version, CD*, which is shown to be asymptotically standard normal under the null of error cross-sectional independence and have power against network type alternatives. This result is shown to hold for pure latent factor models as well as for panel regression models with latent factors. The case where the errors are serially correlated is also considered. Small sample properties of the CD* test are investigated by Monte Carlo experiments and are shown to have the correct size for strong and weak factors as well as for Gaussian and non-Gaussian errors. In contrast, it is found that JR's test tends to over-reject in the case of panels with non-Gaussian errors, and has low power against spatial network alternatives. In an empirical application, using the CD* test, it is shown that there remains spatial error dependence in a panel data model for real house price changes across 377 Metropolitan Statistical Areas in the U.S., even after the effects of latent factors are filtered out.

Consider the following process: Take any four-digit number which has at least two distinct digits. Then, rearrange the digits of the original number in ascending and descending order, take these two numbers, and find the difference between the two. Finally, repeat this routine using the difference as the new four-digit number. In 1949, D. R. Kaprekar became the first to discover that this process, known as the Kaprekar Routine, would always yield 6174 within 7 iterations. Since this number remains unchanged after an application of the Kaprekar Routine, it became known as Kaprekar's Constant. Previous works have shown that the only base 10 Kaprekar's Constants are 495 and 6174, the 3-digit and 4-digit case. However, little attention has been given to other bases or determining which digit cases and which bases have a Kaprekar's Constant. This paper analyzes the behavior of the Kaprekar Routine in the 3-digit case, deriving an expression for all 3-digit Kaprekar Constants. In addition, the author developed a series of C++ programs to analyze the paths integers followed to their respective Kaprekar's Constant. Surprisingly, it was determined from this program that the most commonly required number of iterations required to reach Kaprekar's Constant for 3-digit integers was consistently 3, regardless of base. When loaded as a matrix, the iteration requirement data demonstrates a precise recurring relationship reminiscent of Pascal's Triangle.

We consider the problem of linear estimation, and establish an extension of the Gauss-Markov theorem, in which the bias operator is allowed to be non-zero but bounded with respect to a matrix norm of Schatten type. We derive simple and explicit formulas for the optimal estimator in the cases of Nuclear and Spectral norms (with the Frobenius case recovering ridge regression). Additionally, we analytically derive the generalization error in multiple random matrix ensembles, and compare with Ridge regression. Finally, we conduct an extensive simulation study, in which we show that the cross-validated Nuclear and Spectral regressors can outperform Ridge in several circumstances.

We examine the geometry of neural network training using the Jacobian of trained network parameters with respect to their initial values. Our analysis reveals low-dimensional structure in the training process which is dependent on the input data but largely independent of the labels. We find that the singular value spectrum of the Jacobian matrix consists of three distinctive regions: a "chaotic" region of values orders of magnitude greater than one, a large "bulk" region of values extremely close to one, and a "stable" region of values less than one. Along each bulk direction, the left and right singular vectors are nearly identical, indicating that perturbations to the initialization are carried through training almost unchanged. These perturbations have virtually no effect on the network's output in-distribution, yet do have an effect far out-of-distribution. While the Jacobian applies only locally around a single initialization, we find substantial overlap in bulk subspaces for different random seeds. Our code is available at https://github.com/EleutherAI/training-jacobian

Generating functions, which are widely used in combinatorics and probability theory, encode function values into the coefficients of a polynomial. In this paper, we explore their use as a tractable probabilistic model, and propose probabilistic generating circuits (PGCs) for their efficient representation. PGCs are strictly more expressive efficient than many existing tractable probabilistic models, including determinantal point processes (DPPs), probabilistic circuits (PCs) such as sum-product networks, and tractable graphical models. We contend that PGCs are not just a theoretical framework that unifies vastly different existing models, but also show great potential in modeling realistic data. We exhibit a simple class of PGCs that are not trivially subsumed by simple combinations of PCs and DPPs, and obtain competitive performance on a suite of density estimation benchmarks. We also highlight PGCs' connection to the theory of strongly Rayleigh distributions.

The algebraic diversity framework generalizes temporal averaging over multiple observations to algebraic group action on a single observation for second-order statistical estimation. The central open problem in this framework is group selection: given an M-dimensional observation with unknown covariance structure, find the finite group whose spectral decomposition best matches the covariance. Naive enumeration of all subgroups of the symmetric group S_M requires exponential time in M. We prove that this combinatorial problem reduces to a generalized eigenvalue problem derived from the double commutator of the covariance matrix, yielding a polynomial-time algorithm with complexity O(d^2M^2 + d^3), where d is the dimension of a generator basis. The minimum eigenvector of the double-commutator matrix directly constructs the optimal group generator in closed form, with no iterative optimization. The reduction is exact: the double-commutator minimum eigenvalue is zero if and only if the optimal generator lies in the span of the basis, and its magnitude provides a certifiable optimality gap when it does not. This problem does not appear in the standard catalogs of computational complexity (Garey and Johnson, 1979) and represents a new class linking group theory, matrix analysis, and statistical estimation. We establish connections to independent component analysis (JADE), structured matrix nearness problems, and simultaneous matrix diagonalization, and we show that the double-commutator formulation is the unique approach that is simultaneously polynomial-time, closed-form, and certifiable. We extend the framework to non-Abelian symmetry recovery via a Sequential GEVP with deflation, and add two identifiability theorems characterizing the commutant-lattice ambiguity and the dichotomy on whether Aut(R) recovers a generative subgroup or only a supergroup.

When rows of an n times d matrix A are given in a stream, we study algorithms for approximating the top eigenvector of the matrix {A}^TA (equivalently, the top right singular vector of A). We consider worst case inputs A but assume that the rows are presented to the streaming algorithm in a uniformly random order. We show that when the gap parameter R = σ_1(A)^2/σ_2(A)^2 = Ω(1), then there is a randomized algorithm that uses O(h cdot d cdot polylog(d)) bits of space and outputs a unit vector v that has a correlation 1 - O(1/R) with the top eigenvector v_1. Here h denotes the number of heavy rows in the matrix, defined as the rows with Euclidean norm at least |{A}|_F/d cdot operatorname{polylog(d)}. We also provide a lower bound showing that any algorithm using O(hd/R) bits of space can obtain at most 1 - Ω(1/R^2) correlation with the top eigenvector. Thus, parameterizing the space complexity in terms of the number of heavy rows is necessary for high accuracy solutions. Our results improve upon the R = Ω(log n cdot log d) requirement in a recent work of Price and Xun (FOCS 2024). We note that the algorithm of Price and Xun works for arbitrary order streams whereas our algorithm requires a stronger assumption that the rows are presented in a uniformly random order. We additionally show that the gap requirements in their analysis can be brought down to R = Ω(log^2 d) for arbitrary order streams and R = Ω(log d) for random order streams. The requirement of R = Ω(log d) for random order streams is nearly tight for their analysis as we obtain a simple instance with R = Ω(log d/loglog d) for which their algorithm, with any fixed learning rate, cannot output a vector approximating the top eigenvector v_1.

Let mathbb H be the finite direct sums of H^2(mathbb D). In this paper, we give a characterization of the closed subspaces of mathbb H which are invariant under the shift, thus obtaining a concrete Beurling-type theorem for the finite index shift. This characterization presents any such a subspace as the finite intersection, up to an inner function, of pre-images of a closed shift-invariant subspace of H^2(mathbb D) under ``determinantal operators'' from mathbb H to H^2(mathbb D), that is, continuous linear operators which intertwine the shifts and appear as determinants of matrices with entries given by bounded holomorphic functions. With simple algebraic manipulations we provide a direct proof that every invariant closed subspace of codimension at least two sits into a non-trivial closed invariant subspace. As a consequence every bounded linear operator with finite defect has a nontrivial closed invariant subspace.

We provide a concise framework for generalized ensemble theory through a matrix-based approach. By introducing an observation matrix, any discrete probability distribution, including those for non-equilibrium steady states, can be expressed as a generalized Boltzmann distribution, with observables and conjugate variables as the basis and coordinates in a linear space. In this framework, we identify the minimal sufficient statistics required for inferring the Boltzmann distribution. Furthermore, we show that the Hadamard and Vandermonde matrices are suitable observation matrices for spin systems and random walks. In master equation systems, the probability flux observation matrix facilitates the identification of detailed balance violations. Our findings provide a new approach to developing generalized ensemble theory for non-equilibrium steady-state systems.

This paper provides a non-asymptotic analysis of linear stochastic approximation (LSA) algorithms with fixed stepsize. This family of methods arises in many machine learning tasks and is used to obtain approximate solutions of a linear system Atheta = b for which A and b can only be accessed through random estimates {({bf A}_n, {bf b}_n): n in N^*}. Our analysis is based on new results regarding moments and high probability bounds for products of matrices which are shown to be tight. We derive high probability bounds on the performance of LSA under weaker conditions on the sequence {({bf A}_n, {bf b}_n): n in N^*} than previous works. However, in contrast, we establish polynomial concentration bounds with order depending on the stepsize. We show that our conclusions cannot be improved without additional assumptions on the sequence of random matrices {{bf A}_n: n in N^*}, and in particular that no Gaussian or exponential high probability bounds can hold. Finally, we pay a particular attention to establishing bounds with sharp order with respect to the number of iterations and the stepsize and whose leading terms contain the covariance matrices appearing in the central limit theorems.

We develop a framework for non-asymptotic analysis of deterministic samplers used for diffusion generative modeling. Several recent works have analyzed stochastic samplers using tools like Girsanov's theorem and a chain rule variant of the interpolation argument. Unfortunately, these techniques give vacuous bounds when applied to deterministic samplers. We give a new operational interpretation for deterministic sampling by showing that one step along the probability flow ODE can be expressed as two steps: 1) a restoration step that runs gradient ascent on the conditional log-likelihood at some infinitesimally previous time, and 2) a degradation step that runs the forward process using noise pointing back towards the current iterate. This perspective allows us to extend denoising diffusion implicit models to general, non-linear forward processes. We then develop the first polynomial convergence bounds for these samplers under mild conditions on the data distribution.

In this paper, we study the ideas of composition and decomposition in the context of vector spaces, graphs and matroids. For vector spaces V_{AB}, treated as collection of row vectors, with specified column set Auplus B, we define V_{SP}lrarv V_{PQ}, Scap Q= emptyset, to be the collection of all vectors (f_S,f_Q) such that (f_S,f_P)in V_{SP}, (f_P,f_Q)in V_{PQ}. An analogous operation G_{SP}lrarg G_{PQ}equivd G_{PQ} can be defined in relation to graphs G_{SP}, G_{PQ}, on edge sets Suplus P, Puplus Q, respectively in terms of an overlapping subgraph G_P which gets deleted in the right side graph (see for instance the notion of k-sum oxley). For matroids we define the `linking' M_{SP}lrarm M_{PQ} equivd (M_{SP}vee M_{PQ})times (Suplus Q), denoting the contraction operation by 'times'. In each case, we examine how to minimize the size of the `overlap' set P, without affecting the right side entity. In the case of vector spaces, there is a polynomial time algorithm for achieving the minimum, which we present. Similar ideas work for graphs and for matroids under appropriate conditions. Next we consider the problem of decomposition. Here, in the case of vector spaces, the problem is to decompose V_{SQ} as V_{SP}lrarv V_{PQ}, with minimum size P. We give a polynomial time algorithm for this purpose. In the case of graphs and matroids we give a solution to this problem under certain restrictions.

The higher-order correlation clustering problem is an expressive model, and recently, local search heuristics have been proposed for several applications. Certifying optimality, however, is NP-hard and practically hampered already by the complexity of the problem statement. Here, we focus on establishing partial optimality conditions for the special case of complete graphs and cubic objective functions. In addition, we define and implement algorithms for testing these conditions and examine their effect numerically, on two datasets.

Let F in S_{k_1}(Gamma^{(2)}(N_1)) and G in S_{k_2}(Gamma^{(2)}(N_2)) be two Siegel cusp forms over the congruence subgroups Gamma^{(2)}(N_1) and Gamma^{(2)}(N_2) respectively. Assume that they are Hecke eigenforms in different eigenspaces and satisfy the Generalized Ramanujan Conjecture. Let lambda_F(p) denote the eigenvalue of F with respect to the Hecke operator T(p). In this article, we compute a lower bound for the density of the set of primes, { p : lambda_F(p) lambda_G(p) < 0 }.

The algorithm of Shor for prime factorization is a hybrid algorithm consisting of a quantum part and a classical part. The main focus of the classical part is a continued fraction analysis. The presentation of this is often short, pointing to text books on number theory. In this contribution, we present the relevant results and proofs from the theory of continued fractions in detail (even in more detail than in text books) filling the gap to allow a complete comprehension of the algorithm of Shor. Similarly, we provide a detailed computation of the estimation of the probability that convergents will provide the period required for determining a prime factor.

We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of the matrix scales like n^γ for some γin(0,1], where n is the matrix size, and the variance profile of the matrix is only assumed to be doubly stochastic with no additional assumption on its specific mixing properties. We prove that the circular law limit holds either (1) when γ>5{6} and the entries are independent Gaussians, (2) or when γ>8{9} and the entries are independent subgaussian random variables. This new threshold improves the previous threshold γ>32{33} which was only proven for block band matrices and periodic band matrices. After the initial version of this paper, the author further extended the range of circular law for much smaller values of γ in 2508.18143 and 2511.01744 when the variance profile has specific mixing properties, but not for an arbitrary doubly stochastic variance profile. Thus the main contribution of this paper is the circular law for a genuine power law bandwidth for any doubly stochastic variance profile. We also prove an extended form of product circular law with a growing number of matrices. Weak delocalization estimates on eigenvectors are also derived. The new technical input is new polynomial lower bounds on some intermediate small singular values, and this estimate does not depend on the specific structure of the variance profile beyond the fact that it is doubly stochastic.

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to estimate the Kullback Leibler divergence between two densities as a difference between their score functions. As a by-product, our method also enables the estimation of the entropy of random variables. Armed with such building blocks, we present a general recipe to measure MI, which unfolds in two directions: one uses conditional diffusion process, whereas the other uses joint diffusion processes that allow simultaneous modelling of two random variables. Our results, which derive from a thorough experimental protocol over all the variants of our approach, indicate that our method is more accurate than the main alternatives from the literature, especially for challenging distributions. Furthermore, our methods pass MI self-consistency tests, including data processing and additivity under independence, which instead are a pain-point of existing methods.

This paper explores the relationship between matrix factorizations and linear matrix equations. It shows that every matrix factorization defines two hidden projectors, one for the column space and one for the row space of a matrix, and how to calculate them. The projectors can be applied to solve linear matrix equations, generate low-rank approximations, or design randomized matrix algorithms. But also, as demonstrated, they can be applied in cryptography to encrypt and decrypt messages. The paper discusses some of the security implications of this application and leaves some questions open for further investigation. The basic concepts are illustrated with source code listings. Finally, this work shares some personal reflections on the meaning and importance of understanding in the time of the artificial intelligence revolution.

We present a new method for constructing Hadamard matrices that combines transformer neural networks with local search in the PatternBoost framework. Our approach is designed for extremely sparse combinatorial search problems and is particularly effective for Hadamard matrices of Goethals--Seidel type, where Fourier methods permit fast scoring and optimisation. For orders between 100 and 200, it produces large numbers of inequivalent Hadamard matrices, and for larger orders, it succeeds where local search from random initialisation fails. The largest example found by our method has order 252. In addition to these new constructions, our experiments reveal that the transformer can discover and exploit useful hidden symmetry in the search space.

The analysis of the spectral features of a Toeplitz matrix-sequence left{T_{n}(f)right}_{ninmathbb N}, generated by a symbol fin L^1([-π,π]), real-valued almost everywhere (a.e.), has been provided in great detail in the last century, as well as the study of the conditioning, when f is nonnegative a.e. Here we consider a novel type of problem arising in the numerical approximation of distributed-order fractional differential equations (FDEs), where the matrices under consideration take the form \[ T_{n}=c_0T_{n}(f_0)+c_{1} h^h T_{n}(f_{1})+c_{2} h^{2h} T_{n}(f_{2})+\cdots+c_{n-1} h^{(n-1)h}T_{n}(f_{n-1}), \] c_0,c_{1},ldots, c_{n-1} in [c_*,c^*], c^*ge c_*>0, independent of n, h=1{n}, f_jsim g_j, g_j=|θ|^{2-jh}, j=0,ldots,n-1. Since the resulting generating function depends on n, the standard theory cannot be applied and the analysis has to be performed using new ideas. Few selected numerical experiments are presented, also in connection with matrices that come from distributed-order FDE problems, and the adherence with the theoretical analysis is discussed together with open questions and future investigations.

Studies of density matrices for random quantum states lead naturally to the fixed trace Laguerre ensemble in random matrix theory. Previous studies have uncovered explicit rational function formulas for moments of purity statistic (trace of the squared density matrix), and also a third order linear differential equation satisfied by the eigenvalue density. We further probe the origin of these results from the viewpoint of integrability, which is taken here to mean wider classes of recursions and differential equations, and give extensions. Prominent in our study are first order linear matrix differential equations. One application given is to the derivation of the third order scalar equation for the density. Another is to obtain the explicit rational function formula for the variance of the purity statistic in the β generalised fixed trace Laguerre ensemble. In the original case (β= 2), the purity cumulants are expressed in terms of the large argument expansion of a particular σ-Painlevé IV transcendent. In a different but related direction, the exact computation of the two-point correlation for the fixed determinant circular unitary ensemble SU(N) is given the Appendix.

This paper investigates whether large language models (LLMs) utilize numerical attributes encoded in a low-dimensional subspace of the embedding space when answering logical comparison questions (e.g., Was Cristiano born before Messi?). We first identified these subspaces using partial least squares regression, which effectively encodes the numerical attributes associated with the entities in comparison prompts. Further, we demonstrate causality by intervening in these subspaces to manipulate hidden states, thereby altering the LLM's comparison outcomes. Experimental results show that our findings hold for different numerical attributes, indicating that LLMs utilize the linearly encoded information for numerical reasoning.

We study a variant of the equidistribution of mass conjecture on the sphere posed by Böcherer, Sarnak, and Schulze-Pillot: quantum unique ergodicity in shrinking sets. Conditionally on the generalized Lindelöf hypothesis, we show that quantum unique ergodicity holds on every shrinking spherical cap whose radius is considerably larger than the Planck scale, and that it holds on almost every shrinking spherical cap whose radius is larger than the Planck scale. Additionally, conditionally on GLH, we provide explicit upper bounds for the 1-Wasserstein distance and the spherical cap discrepancy between the involved measures.

We introduce a novel class of sample-based explanations we term high-dimensional representers, that can be used to explain the predictions of a regularized high-dimensional model in terms of importance weights for each of the training samples. Our workhorse is a novel representer theorem for general regularized high-dimensional models, which decomposes the model prediction in terms of contributions from each of the training samples: with positive (negative) values corresponding to positive (negative) impact training samples to the model's prediction. We derive consequences for the canonical instances of ell_1 regularized sparse models, and nuclear norm regularized low-rank models. As a case study, we further investigate the application of low-rank models in the context of collaborative filtering, where we instantiate high-dimensional representers for specific popular classes of models. Finally, we study the empirical performance of our proposed methods on three real-world binary classification datasets and two recommender system datasets. We also showcase the utility of high-dimensional representers in explaining model recommendations.

For a graph G with n vertices and m edges, Lin et al. Lin define the atom--bond sum-connectivity (ABS) matrix of G such that the (i,j)^{th} entry is \[ 1 - \frac{2{d_i + d_j}} \] if vertex v_i is adjacent to the vertex v_j, and 0 otherwise. In this article, we determine the characteristic polynomial of the ABS matrix for certain specific classes of graphs. Furthermore, we compute the ABS eigenvalues and the ABS energy for these classes.

The clustering problem, and more generally, latent factor discovery --or latent space inference-- is formulated in terms of the Wasserstein barycenter problem from optimal transport. The objective proposed is the maximization of the variability attributable to class, further characterized as the minimization of the variance of the Wasserstein barycenter. Existing theory, which constrains the transport maps to rigid translations, is extended to affine transformations. The resulting non-parametric clustering algorithms include k-means as a special case and exhibit more robust performance. A continuous version of these algorithms discovers continuous latent variables and generalizes principal curves. The strength of these algorithms is demonstrated by tests on both artificial and real-world data sets.

Recently, partial Bayesian neural networks (pBNNs), which only consider a subset of the parameters to be stochastic, were shown to perform competitively with full Bayesian neural networks. However, pBNNs are often multi-modal in the latent-variable space and thus challenging to approximate with parametric models. To address this problem, we propose an efficient sampling-based training strategy, wherein the training of a pBNN is formulated as simulating a Feynman--Kac model. We then describe variations of sequential Monte Carlo samplers that allow us to simultaneously estimate the parameters and the latent posterior distribution of this model at a tractable computational cost. We show on various synthetic and real-world datasets that our proposed training scheme outperforms the state of the art in terms of predictive performance.

Given only observational data X = g(Z), where both the latent variables Z and the generating process g are unknown, recovering Z is ill-posed without additional assumptions. Existing methods often assume linearity or rely on auxiliary supervision and functional constraints. However, such assumptions are rarely verifiable in practice, and most theoretical guarantees break down under even mild violations, leaving uncertainty about how to reliably understand the hidden world. To make identifiability actionable in the real-world scenarios, we take a complementary view: in the general settings where full identifiability is unattainable, what can still be recovered with guarantees, and what biases could be universally adopted? We introduce the problem of diverse dictionary learning to formalize this view. Specifically, we show that intersections, complements, and symmetric differences of latent variables linked to arbitrary observations, along with the latent-to-observed dependency structure, are still identifiable up to appropriate indeterminacies even without strong assumptions. These set-theoretic results can be composed using set algebra to construct structured and essential views of the hidden world, such as genus-differentia definitions. When sufficient structural diversity is present, they further imply full identifiability of all latent variables. Notably, all identifiability benefits follow from a simple inductive bias during estimation that can be readily integrated into most models. We validate the theory and demonstrate the benefits of the bias on both synthetic and real-world data.

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-dimension cost of exact filtering and smoothing to be avoided. We prove that the approximation accuracy, measured in a local total variation norm, is "dimension-free" in the sense that as the overall dimension of the model increases the error bounds we derive do not necessarily degrade. A key step in the analysis is to quantify the error introduced by localizing the likelihood function in a Bayes' rule update. The factorial structure of the likelihood function which we exploit arises naturally when data have known spatial or network structure. We demonstrate the new algorithms on synthetic examples and a London Underground passenger flow problem, where the factor graph is effectively given by the train network.

For any {rm E}-rigid presentation e, we construct an orthogonal projection functor to {rm rep}(e^perp) left adjoint to the natural embedding. We establish a bijection between presentations in {rm rep}(e^perp) and presentations compatible with e. For quivers with potentials, we show that {rm rep}(e^perp) forms a module category of another quiver with potential. We derive mutation formulas for the delta-vectors of positive and negative complements and the dimension vectors of simple modules in {rm rep}(e^perp), enabling an algorithm to find the projected quiver with potential. Additionally, we introduce a modified projection for quivers with potentials that preserves general presentations. For applications to cluster algebras, we establish a connection to the stabilization functors.

In this article, we introduce a new parameterized family of topological invariants, taking the form of candidate decompositions, for multi-parameter persistence modules. We prove that our candidate decompositions are controllable approximations: when restricting to modules that can be decomposed into interval summands, we establish theoretical results about the approximation error between our candidate decompositions and the true underlying module in terms of the standard interleaving and bottleneck distances. Moreover, even when the underlying module does not admit such a decomposition, our candidate decompositions are nonetheless stable invariants; small perturbations in the underlying module lead to small perturbations in the candidate decomposition. Then, we introduce MMA (Multipersistence Module Approximation): an algorithm for computing stable instances of such invariants, which is based on fibered barcodes and exact matchings, two constructions that stem from the theory of single-parameter persistence. By design, MMA can handle an arbitrary number of filtrations, and has bounded complexity and running time. Finally, we present empirical evidence validating the generalization capabilities and running time speed-ups of MMA on several data sets.

The precise equivalence between discretized Euclidean field theories and a certain class of probabilistic graphical models, namely the mathematical framework of Markov random fields, opens up the opportunity to investigate machine learning from the perspective of quantum field theory. In this contribution we will demonstrate, through the Hammersley-Clifford theorem, that the φ^{4} scalar field theory on a square lattice satisfies the local Markov property and can therefore be recast as a Markov random field. We will then derive from the φ^{4} theory machine learning algorithms and neural networks which can be viewed as generalizations of conventional neural network architectures. Finally, we will conclude by presenting applications based on the minimization of an asymmetric distance between the probability distribution of the φ^{4} machine learning algorithms and target probability distributions.

We consider a deep matrix factorization model of covariance matrices trained with the Bures-Wasserstein distance. While recent works have made important advances in the study of the optimization problem for overparametrized low-rank matrix approximation, much emphasis has been placed on discriminative settings and the square loss. In contrast, our model considers another interesting type of loss and connects with the generative setting. We characterize the critical points and minimizers of the Bures-Wasserstein distance over the space of rank-bounded matrices. For low-rank matrices the Hessian of this loss can theoretically blow up, which creates challenges to analyze convergence of optimizaton methods. We establish convergence results for gradient flow using a smooth perturbative version of the loss and convergence results for finite step size gradient descent under certain assumptions on the initial weights.

Causal representation learning seeks to extract high-level latent factors from low-level sensory data. Most existing methods rely on observational data and structural assumptions (e.g., conditional independence) to identify the latent factors. However, interventional data is prevalent across applications. Can interventional data facilitate causal representation learning? We explore this question in this paper. The key observation is that interventional data often carries geometric signatures of the latent factors' support (i.e. what values each latent can possibly take). For example, when the latent factors are causally connected, interventions can break the dependency between the intervened latents' support and their ancestors'. Leveraging this fact, we prove that the latent causal factors can be identified up to permutation and scaling given data from perfect do interventions. Moreover, we can achieve block affine identification, namely the estimated latent factors are only entangled with a few other latents if we have access to data from imperfect interventions. These results highlight the unique power of interventional data in causal representation learning; they can enable provable identification of latent factors without any assumptions about their distributions or dependency structure.

We present a comprehensive treatment of relative oscillation theory for finite Jacobi matrices. We show that the difference of the number of eigenvalues of two Jacobi matrices in an interval equals the number of weighted sign-changes of the Wronskian of suitable solutions of the two underlying difference equations. Until now only the case of perturbations of the main diagonal was known. We extend the known results to arbitrary perturbations, allow any (half-)open and closed spectral intervals, simplify the proof, and establish the comparison theorem.

Survival analysis can sometimes involve individuals who will not experience the event of interest, forming what is known as the cured group. Identifying such individuals is not always possible beforehand, as they provide only right-censored data. Ignoring the presence of the cured group can introduce bias in the final model. This paper presents a method for estimating a semiparametric additive hazards model that accounts for the cured fraction. Unlike regression coefficients in a hazard ratio model, those in an additive hazard model measure hazard differences. The proposed method uses a primal-dual interior point algorithm to obtain constrained maximum penalized likelihood estimates of the model parameters, including the regression coefficients and the baseline hazard, subject to certain non-negativity constraints.

The exploration of linear subspaces, particularly scattered subspaces, has garnered considerable attention across diverse mathematical disciplines in recent years, notably within finite geometries and coding theory. Scattered subspaces play a pivotal role in analyzing various geometric structures such as blocking sets, two-intersection sets, complete arcs, caps in affine and projective spaces over finite fields and rank metric codes. This paper introduces a new infinite family of h-subspaces, along with their associated MRD codes. Additionally, it addresses the task of determining the generalized weights of these codes. Notably, we demonstrate that these MRD codes exhibit some larger generalized weights compared to those previously identified.

Applying the method of moments to the chemical master equation (CME) appearing in stochastic chemical kinetics often leads to the so-called closure problem. Recently, several authors showed that this problem can be partially overcome using moment-based semidefinite programs (SDPs). In particular, they showed that moment-based SDPs can be used to calculate rigorous bounds on various descriptions of the stochastic chemical kinetic system's stationary distribution(s) -- for example, mean molecular counts, variances in these counts, and so on. In this paper, we show that these ideas can be extended to the corresponding dynamic problem, calculating time-varying bounds on the same descriptions.

For a data-generating process for random variables that can be described with a linear structural equation model, we consider a situation in which (i) a set of covariates satisfying the back-door criterion cannot be observed or (ii) such a set can be observed, but standard statistical estimation methods cannot be applied to estimate causal effects because of multicollinearity/high-dimensional data problems. We propose a novel two-stage penalized regression approach, the penalized covariate-mediator selection operator (PCM Selector), to estimate the causal effects in such scenarios. Unlike existing penalized regression analyses, when a set of intermediate variables is available, PCM Selector provides a consistent or less biased estimator of the causal effect. In addition, PCM Selector provides a variable selection procedure for intermediate variables to obtain better estimation accuracy of the causal effects than does the back-door criterion.

Representation learning and exploration are among the key challenges for any deep reinforcement learning agent. In this work, we provide a singular value decomposition based method that can be used to obtain representations that preserve the underlying transition structure in the domain. Perhaps interestingly, we show that these representations also capture the relative frequency of state visitations, thereby providing an estimate for pseudo-counts for free. To scale this decomposition method to large-scale domains, we provide an algorithm that never requires building the transition matrix, can make use of deep networks, and also permits mini-batch training. Further, we draw inspiration from predictive state representations and extend our decomposition method to partially observable environments. With experiments on multi-task settings with partially observable domains, we show that the proposed method can not only learn useful representation on DM-Lab-30 environments (that have inputs involving language instructions, pixel images, and rewards, among others) but it can also be effective at hard exploration tasks in DM-Hard-8 environments.

In this work, we introduce a novel approach for predicting thermodynamic properties of binary mixtures, which we call the similarity-based method (SBM). The method is based on quantifying the pairwise similarity of components, which we achieve by comparing quantum-chemical descriptors of the components, namely σ-profiles. The basic idea behind the approach is that mixtures with similar pairs of components will have similar thermodynamic properties. The SBM is trained on a matrix that contains some data for a given property for different binary mixtures; the missing entries are then predicted by the SBM. As an example, we consider the prediction of isothermal activity coefficients at infinite dilution (γ^infty_{ij}) and show that the SBM outperforms the well-established physical methods modified UNIFAC (Dortmund) and COSMO-SAC-dsp. In this case, the matrix is only sparsely occupied, and it is shown that the SBM works also if only a limited number of data for similar mixtures is available. The SBM idea can be transferred to any mixture property and is a powerful tool for generating essential data for many applications.

Causal representation learning has showed a variety of settings in which we can disentangle latent variables with identifiability guarantees (up to some reasonable equivalence class). Common to all of these approaches is the assumption that (1) the latent variables are represented as d-dimensional vectors, and (2) that the observations are the output of some injective generative function of these latent variables. While these assumptions appear benign, we show that when the observations are of multiple objects, the generative function is no longer injective and disentanglement fails in practice. We can address this failure by combining recent developments in object-centric learning and causal representation learning. By modifying the Slot Attention architecture arXiv:2006.15055, we develop an object-centric architecture that leverages weak supervision from sparse perturbations to disentangle each object's properties. This approach is more data-efficient in the sense that it requires significantly fewer perturbations than a comparable approach that encodes to a Euclidean space and we show that this approach successfully disentangles the properties of a set of objects in a series of simple image-based disentanglement experiments.

We give explicit low-rank bilinear non-commutative schemes for multiplying structured n times n matrices with 2 leq n leq 5, which serve as building blocks for recursive algorithms with improved multiplicative factors in asymptotic complexity. Our schemes are discovered over F_2 or F_3 and lifted to Z or Q. Using a flip graph search over tensor decompositions, we derive schemes for general, upper-triangular, lower-triangular, symmetric, and skew-symmetric inputs, as well as products of a structured matrix with its transpose. In particular, we obtain 4 times 4 rank-34 schemes: (i) multiplying a general matrix by its transpose using 10 recursive calls, improving the factor from 26/41 (0.634) to 8/13 (0.615); and (ii) multiplying an upper-triangular matrix by a general matrix using 12 recursive calls, improving the factor from 8/13 (0.615) to 22/37 (0.595). Additionally, using F_3 flip graphs, we discover schemes over Q that fundamentally require the inverse of 2, including a 2 times 2 symmetric-symmetric multiplication of rank 5 and a 3 times 3 skew-symmetric-general multiplication of rank 14 (improving upon AlphaTensor's 15).

Circuits based on sum-product structure have become a ubiquitous representation to compactly encode knowledge, from Boolean functions to probability distributions. By imposing constraints on the structure of such circuits, certain inference queries become tractable, such as model counting and most probable configuration. Recent works have explored analyzing probabilistic and causal inference queries as compositions of basic operators to derive tractability conditions. In this paper, we take an algebraic perspective for compositional inference, and show that a large class of queries - including marginal MAP, probabilistic answer set programming inference, and causal backdoor adjustment - correspond to a combination of basic operators over semirings: aggregation, product, and elementwise mapping. Using this framework, we uncover simple and general sufficient conditions for tractable composition of these operators, in terms of circuit properties (e.g., marginal determinism, compatibility) and conditions on the elementwise mappings. Applying our analysis, we derive novel tractability conditions for many such compositional queries. Our results unify tractability conditions for existing problems on circuits, while providing a blueprint for analysing novel compositional inference queries.

Albeit worryingly underrated in the recent literature on machine learning in general (and, on deep learning in particular), multivariate density estimation is a fundamental task in many applications, at least implicitly, and still an open issue. With a few exceptions, deep neural networks (DNNs) have seldom been applied to density estimation, mostly due to the unsupervised nature of the estimation task, and (especially) due to the need for constrained training algorithms that ended up realizing proper probabilistic models that satisfy Kolmogorov's axioms. Moreover, in spite of the well-known improvement in terms of modeling capabilities yielded by mixture models over plain single-density statistical estimators, no proper mixtures of multivariate DNN-based component densities have been investigated so far. The paper fills this gap by extending our previous work on Neural Mixture Densities (NMMs) to multivariate DNN mixtures. A maximum-likelihood (ML) algorithm for estimating Deep NMMs (DNMMs) is handed out, which satisfies numerically a combination of hard and soft constraints aimed at ensuring satisfaction of Kolmogorov's axioms. The class of probability density functions that can be modeled to any degree of precision via DNMMs is formally defined. A procedure for the automatic selection of the DNMM architecture, as well as of the hyperparameters for its ML training algorithm, is presented (exploiting the probabilistic nature of the DNMM). Experimental results on univariate and multivariate data are reported on, corroborating the effectiveness of the approach and its superiority to the most popular statistical estimation techniques.

Let G be a graph with adjacency matrix A(G) and degree matrix D(G), and let L_μ(G):=A(G)-μD(G). Two graphs G_1 and G_2 are called degree-similar if there exists an invertible matrix M such that M^{-1} A(G_1) M =A(G_2) and M^{-1} D(G_1) M =D(G_2). In this paper, we address three problems concerning degree-similar graphs proposed by Godsil and Sun. First, we present a new characterization of degree-similar graphs using degree partition, from which we derive methods and examples for constructing cospectral graphs and degree-similar graphs. Second, we construct infinite pairs of non-degree-similar trees G_1 and G_2 such that tI- L_μ(G_1) and tI-L_μ(G_2) have the same Smith normal form over Q(μ)[t], which provides a negative answer to a problem posed by Godsil and Sun. Third, we establish several invariants of degree-similar graphs and obtain results on unicyclic graphs that are degree-similar determined. Lastly we prove that for a strongly regular graph G and any two edges e and f of G, G backslash e and G backslash f have identical μ-polynomial, i.e., det(tI-L_μ(G backslash e))=det(tI-L_μ(G backslash f)), which enables the construction of pairs of non-isomorphic graphs with same μ-polynomial, where G backslash e denotes the graph obtained from G by deleting the edge e.

This paper re-examines a continuous optimization framework dubbed NOTEARS for learning Bayesian networks. We first generalize existing algebraic characterizations of acyclicity to a class of matrix polynomials. Next, focusing on a one-parameter-per-edge setting, it is shown that the Karush-Kuhn-Tucker (KKT) optimality conditions for the NOTEARS formulation cannot be satisfied except in a trivial case, which explains a behavior of the associated algorithm. We then derive the KKT conditions for an equivalent reformulation, show that they are indeed necessary, and relate them to explicit constraints that certain edges be absent from the graph. If the score function is convex, these KKT conditions are also sufficient for local minimality despite the non-convexity of the constraint. Informed by the KKT conditions, a local search post-processing algorithm is proposed and shown to substantially and universally improve the structural Hamming distance of all tested algorithms, typically by a factor of 2 or more. Some combinations with local search are both more accurate and more efficient than the original NOTEARS.

The Evidence Lower Bound (ELBO) is a quantity that plays a key role in variational inference. It can also be used as a criterion in model selection. However, though extremely popular in practice in the variational Bayes community, there has never been a general theoretic justification for selecting based on the ELBO. In this paper, we show that the ELBO maximization strategy has strong theoretical guarantees, and is robust to model misspecification while most works rely on the assumption that one model is correctly specified. We illustrate our theoretical results by an application to the selection of the number of principal components in probabilistic PCA.

This paper gives three formulas for the pseudoinverse of a matrix product A = CR. The first is sometimes correct, the second is always correct, and the third is almost never correct. But that third randomized pseudoinverse A^+_r may be very useful when A is a very large matrix. 1. A^+ = R^+C^+ when A = CR and C has independent columns and R has independent rows. 2. A^+ = (C^+CR)^+(CRR^+)^+ is always correct. 3. A^+_r = (P^TCR)^+P^TCRQ(CRQ)^+ = A^+ only when rank(P^TA) = rank(AQ) = rank(A) with A = CR.

In this paper, we derive a novel bound on the generalization error of Magnitude-Based pruning of overparameterized neural networks. Our work builds on the bounds in Arora et al. [2018] where the error depends on one, the approximation induced by pruning, and two, the number of parameters in the pruned model, and improves upon standard norm-based generalization bounds. The pruned estimates obtained using our new Magnitude-Based compression algorithm are close to the unpruned functions with high probability, which improves the first criteria. Using Sparse Matrix Sketching, the space of the pruned matrices can be efficiently represented in the space of dense matrices of much smaller dimensions, thereby lowering the second criterion. This leads to stronger generalization bound than many state-of-the-art methods, thereby breaking new ground in the algorithm development for pruning and bounding generalization error of overparameterized models. Beyond this, we extend our results to obtain generalization bound for Iterative Pruning [Frankle and Carbin, 2018]. We empirically verify the success of this new method on ReLU-activated Feed Forward Networks on the MNIST and CIFAR10 datasets.

We investigate stochastic combinatorial semi-bandits, where the entire joint distribution of outcomes impacts the complexity of the problem instance (unlike in the standard bandits). Typical distributions considered depend on specific parameter values, whose prior knowledge is required in theory but quite difficult to estimate in practice; an example is the commonly assumed sub-Gaussian family. We alleviate this issue by instead considering a new general family of sub-exponential distributions, which contains bounded and Gaussian ones. We prove a new lower bound on the expected regret on this family, that is parameterized by the unknown covariance matrix of outcomes, a tighter quantity than the sub-Gaussian matrix. We then construct an algorithm that uses covariance estimates, and provide a tight asymptotic analysis of the regret. Finally, we apply and extend our results to the family of sparse outcomes, which has applications in many recommender systems.

Convergent Cross Mapping (CCM) is a powerful method for detecting causality in coupled nonlinear dynamical systems, providing a model-free approach to capture dynamic causal interactions. Partial Cross Mapping (PCM) was introduced as an extension of CCM to address indirect causality in three-variable systems by comparing cross-mapping quality between direct cause-effect mapping and indirect mapping through an intermediate conditioning variable. However, PCM remains limited to univariate delay embeddings in its cross-mapping processes. In this work, we extend PCM to the multivariate setting, introducing multiPCM, which leverages multivariate embeddings to more effectively distinguish indirect causal relationships. We further propose a multivariate cross-mapping framework (MXMap) for causal discovery in dynamical systems. This two-phase framework combines (1) pairwise CCM tests to establish an initial causal graph and (2) multiPCM to refine the graph by pruning indirect causal connections. Through experiments on simulated data and the ERA5 Reanalysis weather dataset, we demonstrate the effectiveness of MXMap. Additionally, MXMap is compared against several baseline methods, showing advantages in accuracy and causal graph refinement.

Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations. Here, we simplify such difficulties for a class of structured symmetric positive-definite matrices with the affine-invariant metric. We do so by proposing a generalized version of the Riemannian normal coordinates that dynamically orthonormalizes the metric and locally converts the problem into an unconstrained problem in the Euclidean space. We use our approach to simplify existing approaches for structured covariances and develop matrix-inverse-free 2^nd-order optimizers for deep learning in low precision settings. Code: https://github.com/yorkerlin/StructuredNGD-DL

This is the third paper of the CayleyPy project applying artificial intelligence to problems in group theory. We announce the first public release of CayleyPy, an open source Python library for computations with Cayley and Schreier graphs. Compared with systems such as GAP and Sage, CayleyPy handles much larger graphs and performs several orders of magnitude faster. Using CayleyPy we obtained about 200 new conjectures on Cayley and Schreier graphs, focused on diameters and growth. For many Cayley graphs of symmetric groups Sn we observe quasi polynomial diameter formulas: a small set of quadratic or linear polynomials indexed by n mod s. We conjecture that this is a general phenomenon, giving efficient diameter computation despite the problem being NP hard. We propose a refinement of the Babai type conjecture on diameters of Sn: n^2/2 + 4n upper bounds in the undirected case, compared to previous O(n^2) bounds. We also provide explicit generator families, related to involutions in a square with whiskers pattern, conjectured to maximize the diameter; search confirms this for all n up to 15. We further conjecture an answer to a question posed by V M Glushkov in 1968 on directed Cayley graphs generated by a cyclic shift and a transposition. For nilpotent groups we conjecture an improvement of J S Ellenberg's results on upper unitriangular matrices over Z/pZ, showing linear dependence of diameter on p. Moreover. Some conjectures are LLM friendly, naturally stated as sorting problems verifiable by algorithms or Python code. To benchmark path finding we created more than 10 Kaggle datasets. CayleyPy works with arbitrary permutation or matrix groups and includes over 100 predefined generators. Our growth computation code outperforms GAP and Sage up to 1000 times in speed and size.

We propose a new localized inference algorithm for answering marginalization queries in large graphical models with the correlation decay property. Given a query variable and a large graphical model, we define a much smaller model in a local region around the query variable in the target model so that the marginal distribution of the query variable can be accurately approximated. We introduce two approximation error bounds based on the Dobrushin's comparison theorem and apply our bounds to derive a greedy expansion algorithm that efficiently guides the selection of neighbor nodes for localized inference. We verify our theoretical bounds on various datasets and demonstrate that our localized inference algorithm can provide fast and accurate approximation for large graphical models.