OpenRaiser/Intern-Atlas huggingface dataset:
PhAST: Physics-Aware, Scalable, and Task-Specific GNNs for Accelerated Catalyst Design
Venue: Journal JMLR 2024
Year: 2024

Mitigating the climate crisis requires a rapid transition towards lower-carbon energy. Catalyst materials play a crucial role in the electrochemical reactions involved in numerous industrial processes key to this transition, such as renewable energy storage and electrofuel synthesis. To reduce the energy spent on such activities, we must quickly discover more efficient catalysts to drive electrochemical reactions. Machine learning (ML) holds the potential to efficiently model materials properties from large amounts of data, accelerating electrocatalyst design. The Open Catalyst Project OC20 dataset was constructed to that end. However, ML models trained on OC20 are still neither scalable nor accurate enough for practical applications. In this paper, we propose task-specific innovations applicable to most architectures, enhancing both computational efficiency and accuracy. This includes improvements in (1) the graph creation step, (2) atom representations, (3) the energy prediction head, and (4) the force prediction head. We describe these contributions, referred to as PhAST, and evaluate them thoroughly on multiple architectures. Overall, PhAST improves energy MAE by 4 to 42$\%$ while dividing compute time by 3 to 8$\times$ depending on the targeted task/model. PhAST also enables CPU training, leading to 40$\times$ speedups in highly parallelized settings. Python package: \url{https://phast.readthedocs.io}.
A Characterization of Multioutput Learnability
Venue: Journal JMLR 2024
Year: 2024

We consider the problem of learning multioutput function classes in the batch and online settings. In both settings, we show that a multioutput function class is learnable if and only if each single-output restriction of the function class is learnable. This provides a complete characterization of the learnability of multilabel classification and multioutput regression in both batch and online settings. As an extension, we also consider multilabel learnability in the bandit feedback setting and show a similar characterization as in the full-feedback setting.
Neural Networks with Sparse Activation Induced by Large Bias: Tighter Analysis with Bias-Generalized NTK
Venue: Journal JMLR 2024
Year: 2024

We study training one-hidden-layer ReLU networks in the neural tangent kernel (NTK) regime, where the networks' biases are initialized to some constant rather than zero. We prove that under such initialization, the neural network will have sparse activation throughout the entire training process, which enables fast training procedures via some sophisticated computational methods. With such initialization, we show that the neural networks possess a different limiting kernel which we call \textit{bias-generalized NTK}, and we study various properties of the neural networks with this new kernel. We first characterize the gradient descent dynamics. In particular, we show that the network in this case can achieve as fast convergence as the dense network, as opposed to the previous work suggesting that the sparse networks converge slower. In addition, our result improves the previous required width to ensure convergence. Secondly, we study the networks' generalization: we show a width-sparsity dependence, which yields a sparsity-dependent Rademacher complexity and generalization bound. To our knowledge, this is the first sparsity-dependent generalization result via Rademacher complexity. Lastly, we study the smallest eigenvalue of this new kernel. We identify a data-dependent region where we can derive a much sharper lower bound on the NTK's smallest eigenvalue than the worst-case bound previously known. This can lead to improvement in the generalization bound.
Sparse Graphical Linear Dynamical Systems
Venue: Journal JMLR 2024
Year: 2024

Time-series datasets are central in machine learning with applications in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs), which are powerful mathematical tools that allow for probabilistic and interpretable learning on time series. Learning the model parameters in SSMs is arguably one of the most complicated tasks, and the inclusion of prior knowledge is known to both ease the interpretation but also to complicate the inferential tasks. Very recent works have attempted to incorporate a graphical perspective on some of those model parameters, but they present notable limitations that this work addresses. More generally, existing graphical modeling tools are designed to incorporate either static information, focusing on statistical dependencies among independent random variables (e.g., graphical Lasso approach), or dynamic information, emphasizing causal relationships among time series samples (e.g., graphical Granger approaches). However, there are no joint approaches combining static and dynamic graphical modeling within the context of SSMs. This work proposes a novel approach to fill this gap by introducing a joint graphical modeling framework that bridges the graphical Lasso model and a causal-based graphical approach for the linear-Gaussian SSM. We present DGLASSO (Dynamic Graphical Lasso), a new inference method within this framework that implements an efficient block alternating majorization-minimization algorithm. The algorithm's convergence is established by departing from modern tools from nonlinear analysis. Experimental validation on various synthetic data showcases the effectiveness of the proposed model and inference algorithm.
Matryoshka Policy Gradient for Entropy-Regularized RL: Convergence and Global Optimality
Venue: Journal JMLR 2024
Year: 2024

A novel Policy Gradient (PG) algorithm, called $\textit{Matryoshka Policy Gradient}$ (MPG), is introduced and studied, in the context of fixed-horizon max-entropy reinforcement learning, where an agent aims at maximizing entropy bonuses additional to its cumulative rewards. In the linear function approximation setting with softmax policies, we prove uniqueness and characterize the optimal policy of the entropy regularized objective, together with global convergence of MPG. These results are proved in the case of continuous state and action space. MPG is intuitive, theoretically sound and we furthermore show that the optimal policy of the infinite horizon max-entropy objective can be approximated arbitrarily well by the optimal policy of the MPG framework. Finally, we provide a criterion for global optimality when the policy is parametrized by a neural network in terms of the neural tangent kernel at convergence. As a proof of concept, we evaluate numerically MPG on standard test benchmarks.
Label Alignment Regularization for Distribution Shift
Venue: Journal JMLR 2024
Year: 2024

Recent work has highlighted the label alignment property (LAP) in supervised learning, where the vector of all labels in the dataset is mostly in the span of the top few singular vectors of the data matrix. Drawing inspiration from this observation, we propose a regularization method for unsupervised domain adaptation that encourages alignment between the predictions in the target domain and its top singular vectors. Unlike conventional domain adaptation approaches that focus on regularizing representations, we instead regularize the classifier to align with the unsupervised target data, guided by the LAP in both the source and target domains. Theoretical analysis demonstrates that, under certain assumptions, our solution resides within the span of the top right singular vectors of the target domain data and aligns with the optimal solution. By removing the reliance on the commonly used optimal joint risk assumption found in classic domain adaptation theory, we showcase the effectiveness of our method on addressing problems where traditional domain adaptation methods often fall short due to high joint error. Additionally, we report improved performance over domain adaptation baselines in well-known tasks such as MNIST-USPS domain adaptation and cross-lingual sentiment analysis.
Deep Network Approximation: Beyond ReLU to Diverse Activation Functions
Venue: Journal JMLR 2024
Year: 2024

This paper explores the expressive power of deep neural networks for a diverse range of activation functions. An activation function set $\mathscr{A}$ is defined to encompass the majority of commonly used activation functions, such as $\mathtt{ReLU}$, $\mathtt{LeakyReLU}$, $\mathtt{ReLU}^2$, $\mathtt{ELU}$, $\mathtt{CELU}$, $\mathtt{SELU}$, $\mathtt{Softplus}$, $\mathtt{GELU}$, $\mathtt{SiLU}$, $\mathtt{Swish}$, $\mathtt{Mish}$, $\mathtt{Sigmoid}$, $\mathtt{Tanh}$, $\mathtt{Arctan}$, $\mathtt{Softsign}$, $\mathtt{dSiLU}$, and $\mathtt{SRS}$. We demonstrate that for any activation function $\varrho\in \mathscr{A}$, a $\mathtt{ReLU}$ network of width $N$ and depth $L$ can be approximated to arbitrary precision by a $\varrho$-activated network of width $3N$ and depth $2L$ on any bounded set. This finding enables the extension of most approximation results achieved with $\mathtt{ReLU}$ networks to a wide variety of other activation functions, albeit with slightly increased constants. Significantly, we establish that the (width,$\,$depth) scaling factors can be further reduced from $(3,2)$ to $(1,1)$ if $\varrho$ falls within a specific subset of $\mathscr{A}$. This subset includes activation functions such as $\mathtt{ELU}$, $\mathtt{CELU}$, $\mathtt{SELU}$, $\mathtt{Softplus}$, $\mathtt{GELU}$, $\mathtt{SiLU}$, $\mathtt{Swish}$, and $\mathtt{Mish}$.
Value-Distributional Model-Based Reinforcement Learning
Venue: Journal JMLR 2024
Year: 2024

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the posterior distribution over value functions induced by parameter (epistemic) uncertainty of the Markov decision process. Previous work restricts the analysis to a few moments of the distribution over values or imposes a particular distribution shape, e.g., Gaussians. Inspired by distributional reinforcement learning, we introduce a Bellman operator whose fixed-point is the value distribution function. Based on our theory, we propose Epistemic Quantile-Regression (EQR), a model-based algorithm that learns a value distribution function. We combine EQR with soft actor-critic (SAC) for policy optimization with an arbitrary differentiable objective function of the learned value distribution. Evaluation across several continuous-control tasks shows performance benefits with respect to both model-based and model-free algorithms. The code is available at https://github.com/boschresearch/dist-mbrl.
PyGOD: A Python Library for Graph Outlier Detection
Venue: Journal JMLR 2024
Year: 2024

PyGOD is an open-source Python library for detecting outliers in graph data. As the first comprehensive library of its kind, PyGOD supports a wide array of leading graph-based methods for outlier detection under an easy-to-use, well-documented API designed for use by both researchers and practitioners. PyGOD provides modularized components of the different detectors implemented so that users can easily customize each detector for their purposes. To ease the construction of detection workflows, PyGOD offers numerous commonly used utility functions. To scale computation to large graphs, PyGOD supports functionalities for deep models such as sampling and mini-batch processing. PyGOD uses best practices in fostering code reliability and maintainability, including unit testing, continuous integration, and code coverage. To facilitate accessibility, PyGOD is released under a BSD 2-Clause license at https://pygod.org and at the Python Package Index (PyPI).
Multi-Objective Neural Architecture Search by Learning Search Space Partitions
Venue: Journal JMLR 2024
Year: 2024

Deploying deep learning models requires taking into consideration neural network metrics such as model size, inference latency, and #FLOPs, aside from inference accuracy. This results in deep learning model designers leveraging multi-objective optimization to design effective deep neural networks in multiple criteria. However, applying multi-objective optimizations to neural architecture search (NAS) is nontrivial because NAS tasks usually have a huge search space, along with a non-negligible searching cost. This requires effective multi-objective search algorithms to alleviate the GPU costs. In this work, we implement a novel multi-objectives optimizer based on a recently proposed meta-algorithm called LaMOO on NAS tasks. In a nutshell, LaMOO speedups the search process by learning a model from observed samples to partition the search space and then focusing on promising regions likely to contain a subset of the Pareto frontier. Using LaMOO, we observe an improvement of more than 200% sample efficiency compared to Bayesian optimization and evolutionary-based multi-objective optimizers on different NAS datasets. For example, when combined with LaMOO, qEHVI achieves a 225% improvement in sample efficiency compared to using qEHVI alone in NasBench201. For real-world tasks, LaMOO achieves 97.36% accuracy with only 1.62M #Params on CIFAR10 in only 600 search samples. On ImageNet, our large model reaches 80.4% top-1 accuracy with only 522M #FLOPs.
Black Box Variational Inference with a Deterministic Objective: Faster, More Accurate, and Even More Black Box
Venue: Journal JMLR 2024
Year: 2024

Automatic differentiation variational inference (ADVI) offers fast and easy-to-use posterior approximation in multiple modern probabilistic programming languages. However, its stochastic optimizer lacks clear convergence criteria and requires tuning parameters. Moreover, ADVI inherits the poor posterior uncertainty estimates of mean-field variational Bayes (MFVB). We introduce "deterministic ADVI" (DADVI) to address these issues. DADVI replaces the intractable MFVB objective with a fixed Monte Carlo approximation, a technique known in the stochastic optimization literature as the "sample average approximation" (SAA). By optimizing an approximate but deterministic objective, DADVI can use off-the-shelf second-order optimization, and, unlike standard mean-field ADVI, is amenable to more accurate posterior covariances via linear response (LR). In contrast to existing worst-case theory, we show that, on certain classes of common statistical problems, DADVI and the SAA can perform well with relatively few samples even in very high dimensions, though we also show that such favorable results cannot extend to variational approximations that are too expressive relative to mean-field ADVI. We show on a variety of real-world problems that DADVI reliably finds good solutions with default settings (unlike ADVI) and, together with LR covariances, is typically faster and more accurate than standard ADVI.
Generalized Independent Noise Condition for Estimating Causal Structure with Latent Variables
Venue: Journal JMLR 2024
Year: 2024

We investigate the task of learning causal structure in the presence of latent variables, including locating latent variables and determining their quantity, and identifying causal relationships among both latent and observed variables. To this end, we propose a Generalized Independent Noise (GIN) condition for linear non-Gaussian acyclic causal models that incorporate latent variables, which establishes the independence between a linear combination of certain measured variables and some other measured variables. Specifically, for two observed random vectors $\bf{Y}$ and $\bf{Z}$, GIN holds if and only if $ω^{\intercal}\mathbf{Y}$ and $\mathbf{Z}$ are independent, where $ω$ is a non-zero parameter vector determined by the cross-covariance between $\mathbf{Y}$ and $\mathbf{Z}$. We then give necessary and sufficient graphical criteria of the GIN condition in linear non-Gaussian acyclic models. Roughly speaking, GIN implies the existence of a set $\mathcal{S}$ such that $\mathcal{S}$ is causally earlier (w.r.t. the causal ordering) than $\mathbf{Y}$, and that every active (collider-free) path between $\mathbf{Y}$ and $\mathbf{Z}$ must contain a node from $\mathcal{S}$. Interestingly, we find that the independent noise condition (i.e., if there is no confounder, causes are independent of the residual derived from regressing the effect on the causes) can be seen as a special case of GIN. With such a connection between GIN and latent causal structures, we further leverage the proposed GIN condition, together with a well-designed search procedure, to efficiently estimate Linear, Non-Gaussian Latent Hierarchical Models (LiNGLaHs), where latent confounders may also be causally related and may even follow a hierarchical structure. We show that the causal structure of a LiNGLaH is identifiable in light of GIN conditions. Experimental results show the effectiveness of the proposed method.
Granger Causal Inference in Multivariate Hawkes Processes  by Minimum Message Length
Venue: Journal JMLR 2024
Year: 2024

Multivariate Hawkes processes (MHPs) are versatile probabilistic tools used to model various real-life phenomena: earthquakes, operations on stock markets, neuronal activity, virus propagation and many others. In this paper, we focus on MHPs with exponential decay kernels and estimate connectivity graphs, which represent the Granger causal relations between their components. We approach this inference problem by proposing an optimization criterion and model selection algorithm based on the minimum message length (MML) principle. MML compares Granger causal models using the Occam's razor principle in the following way: even when models have a comparable goodness-of-fit to the observed data, the one generating the most concise explanation of the data is preferred. While most of the state-of-art methods using lasso-type penalization tend to overfitting in scenarios with short time horizons, the proposed MML-based method achieves high F1 scores in these settings. We conduct a numerical study comparing the proposed algorithm to other related classical and state-of-art methods, where we achieve the highest F1 scores in specific sparse graph settings. We illustrate the proposed method also on G7 sovereign bond data and obtain causal connections, which are in agreement with the expert knowledge available in the literature.
Optimistic Online Mirror Descent for Bridging Stochastic and Adversarial Online Convex Optimization
Venue: Journal JMLR 2024
Year: 2024

Stochastically Extended Adversarial (SEA) model is introduced by Sachs et al. [2022] as an interpolation between stochastic and adversarial online convex optimization. Under the smoothness condition, they demonstrate that the expected regret of optimistic follow-the-regularized-leader (FTRL) depends on the cumulative stochastic variance $σ_{1:T}^2$ and the cumulative adversarial variation $Σ_{1:T}^2$ for convex functions. They also provide a slightly weaker bound based on the maximal stochastic variance $σ_{\max}^2$ and the maximal adversarial variation $Σ_{\max}^2$ for strongly convex functions. Inspired by their work, we investigate the theoretical guarantees of optimistic online mirror descent (OMD) for the SEA model. For convex and smooth functions, we obtain the same $\mathcal{O}(\sqrt{σ_{1:T}^2}+\sqrt{Σ_{1:T}^2})$ regret bound, without the convexity requirement of individual functions. For strongly convex and smooth functions, we establish an $\mathcal{O}((σ_{\max}^2 + Σ_{\max}^2) \log (σ_{1:T}^2+Σ_{1:T}^2))$ bound, better than their $\mathcal{O}((σ_{\max}^2 + Σ_{\max}^2) \log T)$ result. For exp-concave and smooth functions, we achieve a new $\mathcal{O}(d\log(σ_{1:T}^2+Σ_{1:T}^2))$ bound. Owing to the OMD framework, we broaden our work to study dynamic regret minimization and scenarios where the online functions are non-smooth. We establish the first dynamic regret guarantee for the SEA model with convex and smooth functions, which is more favorable than static regret bounds in non-stationary scenarios. Furthermore, to deal with non-smooth and convex functions in the SEA model, we propose novel algorithms building on optimistic OMD with an implicit update, which provably attain static regret and dynamic regret guarantees without smoothness conditions.
Simple Cycle Reservoirs are Universal
Venue: Journal JMLR 2024
Year: 2024

Reservoir computation models form a subclass of recurrent neural networks with fixed non-trainable input and dynamic coupling weights. Only the static readout from the state space (reservoir) is trainable, thus avoiding the known problems with propagation of gradient information backwards through time. Reservoir models have been successfully applied in a variety of tasks and were shown to be universal approximators of time-invariant fading memory dynamic filters under various settings. Simple cycle reservoirs (SCR) have been suggested as severely restricted reservoir architecture, with equal weight ring connectivity of the reservoir units and input-to-reservoir weights of binary nature with the same absolute value. Such architectures are well suited for hardware implementations without performance degradation in many practical tasks. In this contribution, we rigorously study the expressive power of SCR in the complex domain and show that they are capable of universal approximation of any unrestricted linear reservoir system (with continuous readout) and hence any time-invariant fading memory filter over uniformly bounded input streams.
Neural Feature Learning in Function Space
Venue: Journal JMLR 2024
Year: 2024

We present a novel framework for learning system design with neural feature extractors. First, we introduce the feature geometry, which unifies statistical dependence and feature representations in a function space equipped with inner products. This connection defines function-space concepts on statistical dependence, such as norms, orthogonal projection, and spectral decomposition, exhibiting clear operational meanings. In particular, we associate each learning setting with a dependence component and formulate learning tasks as finding corresponding feature approximations. We propose a nesting technique, which provides systematic algorithm designs for learning the optimal features from data samples with off-the-shelf network architectures and optimizers. We further demonstrate multivariate learning applications, including conditional inference and multimodal learning, where we present the optimal features and reveal their connections to classical approaches.
Neural Hilbert Ladders: Multi-Layer Neural Networks in Function Space
Venue: Journal JMLR 2024
Year: 2024

To characterize the function space explored by neural networks (NNs) is an important aspect of learning theory. In this work, noticing that a multi-layer NN generates implicitly a hierarchy of reproducing kernel Hilbert spaces (RKHSs) - named a neural Hilbert ladder (NHL) - we define the function space as an infinite union of RKHSs, which generalizes the existing Barron space theory of two-layer NNs. We then establish several theoretical properties of the new space. First, we prove a correspondence between functions expressed by L-layer NNs and those belonging to L-level NHLs. Second, we prove generalization guarantees for learning an NHL with a controlled complexity measure. Third, we derive a non-Markovian dynamics of random fields that governs the evolution of the NHL which is induced by the training of multi-layer NNs in an infinite-width mean-field limit. Fourth, we show examples of depth separation in NHLs under the ReLU activation function. Finally, we perform numerical experiments to illustrate the feature learning aspect of NN training through the lens of NHLs.