Statistical Learning
Exact and Approximate MCMC for Doubly-intractable Probabilistic Graphical Models Leveraging the Underlying Independence Model
Chen, Yujie, Chakraborty, Antik, Bhadra, Anindya
Bayesian inference for doubly-intractable probabilistic graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of algorithms require either perfect samplers or sequential samplers for complex models, which are often either not available, or suffer from poor mixing, especially in high dimensions. We develop a method that does not require perfect or sequential sampling, and can be applied to both classes of methods: exact and approximate MCMC. The key to our approach is to utilize the tractable independence model underlying an intractable probabilistic graphical model for the purpose of constructing a finite sample unbiased Monte Carlo (and not MCMC) estimate of the Metropolis--Hastings ratio. This innovation turns out to be crucial for scalability in high dimensions. The method is demonstrated on the Ising model. Gradient-based alternatives to construct a proposal, such as Langevin and Hamiltonian Monte Carlo approaches, also arise as a natural corollary to our general procedure, and are demonstrated as well.
Latent Mixture of Symmetries for Sample-Efficient Dynamic Learning
Li, Haoran, Xiao, Chenhan, Guo, Muhao, Weng, Yang
Learning dynamics is essential for model-based control and Reinforcement Learning in engineering systems, such as robotics and power systems. However, limited system measurements, such as those from low-resolution sensors, demand sample-efficient learning. Symmetry provides a powerful inductive bias by characterizing equivariant relations in system states to improve sample efficiency. While recent methods attempt to discover symmetries from data, they typically assume a single global symmetry group and treat symmetry discovery and dynamic learning as separate tasks, leading to limited expressiveness and error accumulation. In this paper, we propose the Latent Mixture of Symmetries (Latent MoS), an expressive model that captures a mixture of symmetry-governed latent factors from complex dynamical measurements. Latent MoS focuses on dynamic learning while locally and provably preserving the underlying symmetric transformations. To further capture long-term equivariance, we introduce a hierarchical architecture that stacks MoS blocks. Numerical experiments in diverse physical systems demonstrate that Latent MoS outperforms state-of-the-art baselines in interpolation and extrapolation tasks while offering interpretable latent representations suitable for future geometric and safety-critical analyses.
BEKAN: Boundary condition-guaranteed evolutionary Kolmogorov-Arnold networks with radial basis functions for solving PDE problems
Kim, Bongseok, Zhang, Jiahao, Lin, Guang
Deep learning has gained attention for solving PDEs, but the black-box nature of neural networks hinders precise enforcement of boundary conditions. To address this, we propose a boundary condition-guaranteed evolutionary Kolmogorov-Arnold Network (KAN) with radial basis functions (BEKAN). In BEKAN, we propose three distinct and combinable approaches for incorporating Dirichlet, periodic, and Neumann boundary conditions into the network. For Dirichlet problem, we use smooth and global Gaussian RBFs to construct univariate basis functions for approximating the solution and to encode boundary information at the activation level of the network. To handle periodic problems, we employ a periodic layer constructed from a set of sinusoidal functions to enforce the boundary conditions exactly. For a Neumann problem, we devise a least-squares formulation to guide the parameter evolution toward satisfying the Neumann condition. By virtue of the boundary-embedded RBFs, the periodic layer, and the evolutionary framework, we can perform accurate PDE simulations while rigorously enforcing boundary conditions. For demonstration, we conducted extensive numerical experiments on Dirichlet, Neumann, periodic, and mixed boundary value problems. The results indicate that BEKAN outperforms both multilayer perceptron (MLP) and B-splines KAN in terms of accuracy. In conclusion, the proposed approach enhances the capability of KANs in solving PDE problems while satisfying boundary conditions, thereby facilitating advancements in scientific computing and engineering applications.
Longitudinal Flow Matching for Trajectory Modeling
Islam, Mohammad Mohaiminul, Kuipers, Thijs P., Vadgama, Sharvaree, de Vente, Coen, Khan, Afsana, Sรกnchez, Clara I., Bekkers, Erik J.
Generative models for sequential data often struggle with sparsely sampled and high-dimensional trajectories, typically reducing the learning of dynamics to pairwise transitions. We propose \textit{Interpolative Multi-Marginal Flow Matching} (IMMFM), a framework that learns continuous stochastic dynamics jointly consistent with multiple observed time points. IMMFM employs a piecewise-quadratic interpolation path as a smooth target for flow matching and jointly optimizes drift and a data-driven diffusion coefficient, supported by a theoretical condition for stable learning. This design captures intrinsic stochasticity, handles irregular sparse sampling, and yields subject-specific trajectories. Experiments on synthetic benchmarks and real-world longitudinal neuroimaging datasets show that IMMFM outperforms existing methods in both forecasting accuracy and further downstream tasks.
Composite Optimization with Error Feedback: the Dual Averaging Approach
Gao, Yuan, Rodomanov, Anton, Rack, Jeremy, Stich, Sebastian
Communication efficiency is a central challenge in distributed machine learning training, and message compression is a widely used solution. However, standard Error Feedback (EF) methods (Seide et al., 2014), though effective for smooth unconstrained optimization with compression (Karimireddy et al., 2019), fail in the broader and practically important setting of composite optimization, which captures, e.g., objectives consisting of a smooth loss combined with a non-smooth regularizer or constraints. The theoretical foundation and behavior of EF in the context of the general composite setting remain largely unexplored. In this work, we consider composite optimization with EF. We point out that the basic EF mechanism and its analysis no longer stand when a composite part is involved. We argue that this is because of a fundamental limitation in the method and its analysis technique. We propose a novel method that combines Dual Averaging with EControl (Gao et al., 2024), a state-of-the-art variant of the EF mechanism, and achieves for the first time a strong convergence analysis for composite optimization with error feedback. Along with our new algorithm, we also provide a new and novel analysis template for inexact dual averaging method, which might be of independent interest. We also provide experimental results to complement our theoretical findings.
Consistent Kernel Change-Point Detection under m-Dependence for Text Segmentation
Diaz-Rodriguez, Jairo, Jia, Mumin
Kernel change-point detection (KCPD) has become a widely used tool for identifying structural changes in complex data. While existing theory establishes consistency under independence assumptions, real-world sequential data such as text exhibits strong dependencies. We establish new guarantees for KCPD under $m$-dependent data: specifically, we prove consistency in the number of detected change points and weak consistency in their locations under mild additional assumptions. We perform an LLM-based simulation that generates synthetic $m$-dependent text to validate the asymptotics. To complement these results, we present the first comprehensive empirical study of KCPD for text segmentation with modern embeddings. Across diverse text datasets, KCPD with text embeddings outperforms baselines in standard text segmentation metrics. We demonstrate through a case study on Taylor Swift's tweets that KCPD not only provides strong theoretical and simulated reliability but also practical effectiveness for text segmentation tasks.
Multi-task neural diffusion processes for uncertainty-quantified wind power prediction
Rawson, Joseph, Ladopoulou, Domniki, Dellaportas, Petros
Uncertainty-aware wind power prediction is essential for grid integration and reliable wind farm operation. We apply neural diffusion processes (NDPs)--a recent class of models that learn distributions over functions--and extend them to a multi-task NDP (MT-NDP) framework for wind power prediction. We provide the first empirical evaluation of NDPs in real supervisory control and data acquisition (SCADA) data. We introduce a task encoder within MT-NDPs to capture cross-turbine correlations and enable few-shot adaptation to unseen turbines. The proposed MT-NDP framework outperforms single-task NDPs and GPs in terms of point accuracy and calibration, particularly for wind turbines whose behaviour deviates from the fleet average. In general, NDP-based models deliver calibrated and scalable predictions suitable for operational deployment, offering sharper, yet trustworthy, predictive intervals that can support dispatch and maintenance decisions in modern wind farms. Introduction Wind energy has become a cornerstone of the global transition to clean power. As wind power capacity expands worldwide, ensuring reliability and minimising downtime are critical to both energy security and the financial viability of wind farms. Beyond energy balancing, uncertainty-aware forecasting also reduces operational uncertainty for wind farm operators, enabling more efficient maintenance scheduling and reducing costly unplanned downtime. This is especially important given that operation and maintenance costs represent a significant share of total expenditure, with unexpected failures making up the largest component [1, 2]. Supervisory control and data acquisition (SCADA) systems provide a low-cost and widely available source of wind turbine data. They capture environmental and operational variables with high frequency, making them invaluable for prediction applications. However, their use is complicated by measurement noise, turbine downtime, and limited public availability [3, 4].
Bias and Coverage Properties of the WENDy-IRLS Algorithm
Chawla, Abhi, Bortz, David M., Dukic, Vanja
The Weak form Estimation of Nonlinear Dynamics (WENDy) method is a recently proposed class of parameter estimation algorithms that exhibits notable noise robustness and computational efficiency. This work examines the coverage and bias properties of the original WENDy-IRLS algorithm's parameter and state estimators in the context of the following differential equations: Logistic, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark. The estimators' performance was studied in simulated data examples, under four different noise distributions (normal, log-normal, additive censored normal, and additive truncated normal), and a wide range of noise, reaching levels much higher than previously tested for this algorithm.
Estimating link level traffic emissions: enhancing MOVES with open-source data
Wang, Lijiao, Usama, Muhammad, Koutsopoulos, Haris N., He, Zhengbing
Open-source data offers a scalable and transparent foundation for estimating vehicle activity and emissions in urban regions. In this study, we propose a data-driven framework that integrates MOVES and open-source GPS trajectory data, OpenStreetMap (OSM) road networks, regional traffic datasets and satellite imagery-derived feature vectors to estimate the link level operating mode distribution and traffic emissions. A neural network model is trained to predict the distribution of MOVES-defined operating modes using only features derived from readily available data. The proposed methodology was applied using open-source data related to 45 municipalities in the Boston Metropolitan area. The "ground truth" operating mode distribution was established using OSM open-source GPS trajectories. Compared to the MOVES baseline, the proposed model reduces RMSE by over 50% for regional scale traffic emissions of key pollutants including CO, NOx, CO2, and PM2.5. This study demonstrates the feasibility of low-cost, replicable, and data-driven emissions estimation using fully open data sources.
Mathematically rigorous proofs for Shapley explanations
Machine Learning is becoming increasingly more important in today's world. It is therefore very important to provide understanding of the decision-making process of machine-learning models. A popular way to do this is by looking at the Shapley-Values of these models as introduced by Lundberg and Lee. In this thesis, we discuss the two main results by Lundberg and Lee from a mathematically rigorous standpoint and provide full proofs, which are not available from the original material. The first result of this thesis is an axiomatic characterization of the Shapley values in machine learning based on axioms by Young. We show that the Shapley values are the unique explanation to satisfy local accuracy, missingness, symmetry and consistency. Lundberg and Lee claim that the symmetry axiom is redundant for explanations. However, we provide a counterexample that shows the symmetry axiom is in fact essential. The second result shows that we can write the Shapley values as the unique solution to a weighted linear regression problem. This result is proven with the use of dimensionality reduction.