Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by linear least squares regression. Hence, the choice of basis functions is crucial for the accuracy of the method. Earlier work by some of us [Belomestny, Schoenmakers, Spokoiny, Zharkynbay. Commun.~Math.~Sci., 18(1):109-121, 2020] proposes to \emph{reinforce} the basis functions in the case of optimal stopping problems by already computed value functions for later times, thereby considerably improving the accuracy with limited additional computational cost. We extend the reinforced regression method to a general class of stochastic control problems, while considerably improving the method's efficiency, as demonstrated by substantial numerical examples as well as theoretical analysis.

We introduce an end-to-end deep learning architecture called the wide-band butterfly network (WideBNet) for approximating the inverse scattering map from wide-band scattering data. This architecture incorporates tools from computational harmonic analysis, such as the butterfly factorization, and traditional multi-scale methods, such as the Cooley-Tukey FFT algorithm, to drastically reduce the number of trainable parameters to match the inherent complexity of the problem. As a result WideBNet is efficient: it requires fewer training points than off-the-shelf architectures, and has stable training dynamics, thus it can rely on standard weight initialization strategies. The architecture automatically adapts to the dimensions of the data with only a few hyper-parameters that the user must specify. WideBNet is able to produce images that are competitive with optimization-based approaches, but at a fraction of the cost, and we also demonstrate numerically that it learns to super-resolve scatterers in the full aperture scattering setup.

Direct Feedback Alignment (DFA) is emerging as an efficient and biologically plausible alternative to the ubiquitous backpropagation algorithm for training deep neural networks. Despite relying on random feedback weights for the backward pass, DFA successfully trains state-of-the-art models such as Transformers. On the other hand, it notoriously fails to train convolutional networks. An understanding of the inner workings of DFA to explain these diverging results remains elusive. Here, we propose a theory for the success of DFA. We first show that learning in shallow networks proceeds in two steps: an alignment phase, where the model adapts its weights to align the approximate gradient with the true gradient of the loss function, is followed by a memorisation phase, where the model focuses on fitting the data. This two-step process has a degeneracy breaking effect: out of all the low-loss solutions in the landscape, a network trained with DFA naturally converges to the solution which maximises gradient alignment. We also identify a key quantity underlying alignment in deep linear networks: the conditioning of the alignment matrices. The latter enables a detailed understanding of the impact of data structure on alignment, and suggests a simple explanation for the well-known failure of DFA to train convolutional neural networks. Numerical experiments on MNIST and CIFAR10 clearly demonstrate degeneracy breaking in deep non-linear networks and show that the align-then-memorize process occurs sequentially from the bottom layers of the network to the top.

Predictive Physics has been historically based upon the development of mathematical models that describe the evolution of a system under certain external stimuli and constraints. The structure of such mathematical models relies on a set of hysical hypotheses that are assumed to be fulfilled by the system within a certain range of environmental conditions. A new perspective is now raising that uses physical knowledge to inform the data prediction capability of artificial neural networks. A particular extension of this data-driven approach is Physically-Guided Neural Networks with Internal Variables (PGNNIV): universal physical laws are used as constraints in the neural network, in such a way that some neuron values can be interpreted as internal state variables of the system. This endows the network with unraveling capacity, as well as better predictive properties such as faster convergence, fewer data needs and additional noise filtering. Besides, only observable data are used to train the network, and the internal state equations may be extracted as a result of the training processes, so there is no need to make explicit the particular structure of the internal state model. We extend this new methodology to continuum physical problems, showing again its predictive and explanatory capacities when only using measurable values in the training set. We show that the mathematical operators developed for image analysis in deep learning approaches can be used and extended to consider standard functional operators in continuum Physics, thus establishing a common framework for both. The methodology presented demonstrates its ability to discover the internal constitutive state equation for some problems, including heterogeneous and nonlinear features, while maintaining its predictive ability for the whole dataset coverage, with the cost of a single evaluation.

The major driver of global warming has been identified as the anthropogenic release of greenhouse gas (GHG) emissions from industrial activities. The quantitative monitoring of these emissions is mandatory to fully understand their effect on the Earth's climate and to enforce emission regulations on a large scale. In this work, we investigate the possibility to detect and quantify industrial smoke plumes from globally and freely available multi-band image data from ESA's Sentinel-2 satellites. Using a modified ResNet-50, we can detect smoke plumes of different sizes with an accuracy of 94.3%. The model correctly ignores natural clouds and focuses on those imaging channels that are related to the spectral absorption from aerosols and water vapor, enabling the localization of smoke. We exploit this localization ability and train a U-Net segmentation model on a labeled sub-sample of our data, resulting in an Intersection-over-Union (IoU) metric of 0.608 and an overall accuracy for the detection of any smoke plume of 94.0%; on average, our model can reproduce the area covered by smoke in an image to within 5.6%. The performance of our model is mostly limited by occasional confusion with surface objects, the inability to identify semi-transparent smoke, and human limitations to properly identify smoke based on RGB-only images. Nevertheless, our results enable us to reliably detect and qualitatively estimate the level of smoke activity in order to monitor activity in industrial plants across the globe. Our data set and code base are publicly available.

In this paper, we present a method to analyze local and global stability in offset-free setpoint tracking using neural network controllers and we provide ellipsoidal inner approximations of the corresponding region of attraction. We consider a feedback interconnection using a neural network controller in connection with an integrator, which allows for offset-free tracking of a desired piecewise constant reference that enters the controller as an external input. The feedback interconnection considered in this paper allows for general configurations of the neural network controller that include the special cases of output error and state feedback. Exploiting the fact that activation functions used in neural networks are slope-restricted, we derive linear matrix inequalities to verify stability using Lyapunov theory. After stating a global stability result, we present less conservative local stability conditions (i) for a given reference and (ii) for any reference from a certain set. The latter result even enables guaranteed tracking under setpoint changes using a reference governor which can lead to a significant increase of the region of attraction. Finally, we demonstrate the applicability of our analysis by verifying stability and offset-free tracking of a neural network controller that was trained to stabilize an inverted pendulum.

Very little is known about the cost landscape for parametrized Quantum Circuits (PQCs). Nevertheless, PQCs are employed in Quantum Neural Networks and Variational Quantum Algorithms, which may allow for near-term quantum advantage. Such applications require good optimizers to train PQCs. Recent works have focused on quantum-aware optimizers specifically tailored for PQCs. However, ignorance of the cost landscape could hinder progress towards such optimizers. In this work, we analytically prove two results for PQCs: (1) We find an exponentially large symmetry in PQCs, yielding an exponentially large degeneracy of the minima in the cost landscape. (2) We show that noise (specifically non-unital noise) can break these symmetries and lift the degeneracy of minima, making many of them local minima instead of global minima. Based on these results, we introduce an optimization method called Symmetry-based Minima Hopping (SYMH), which exploits the underlying symmetries in PQCs to hop between local minima in the cost landscape. The versatility of SYMH allows it to be combined with local optimizers (e.g., gradient descent) with minimal overhead. Our numerical simulations show that SYMH improves the overall optimizer performance.

Neuronal dynamics is driven by externally imposed or internally generated random excitations/noise, and is often described by systems of stochastic ordinary differential equations. A solution to these equations is the joint probability density function (PDF) of neuron states. It can be used to calculate such information-theoretic quantities as the mutual information between the stochastic stimulus and various internal states of the neuron (e.g., membrane potential), as well as various spiking statistics. When random excitations are modeled as Gaussian white noise, the joint PDF of neuron states satisfies exactly a Fokker-Planck equation. However, most biologically plausible noise sources are correlated (colored). In this case, the resulting PDF equations require a closure approximation. We propose two methods for closing such equations: a modified nonlocal large-eddy-diffusivity closure and a data-driven closure relying on sparse regression to learn relevant features. The closures are tested for stochastic leaky integrate-and-fire (LIF) and FitzHugh-Nagumo (FHN) neurons driven by sine-Wiener noise. Mutual information and total correlation between the random stimulus and the internal states of the neuron are calculated for the FHN neuron.

Many real-world problems involve datasets where only some of the data is labeled and the rest is unlabeled. In this post, we discuss our implementation of semi-supervised learning for predicting the synthesizability of theoretical materials. When we think about the materials that will enable next-generation technologies, it's probably not the case that there is one ultimate material waiting to be found that will solve all our problems. The problems we need to solve (producing and storing clean energy, mitigating climate change, desalinating water, etc.) are complex and varied. Even zooming in to the next-generation of electronics, computers, and nanotechnology, there probably isn't a single perfect material to exploit in the same way that silicon has been used in all our familiar devices.

Students in the program will have the opportunity to study machine learning research for materials sciences, and they will be given the chance to do …