The performance of standard algorithms for Independent Component Analysis quickly deteriorates under the addition of Gaussian noise. This is partially due to a common first step that typically consists of whitening, i.e., applying Principal Component Analysis (PCA) and rescaling the components to have identity covariance, which is not invariant under Gaussian noise. In our paper we develop the first practical algorithm for Independent Component Analysis that is provably invariant under Gaussian noise. The two main contributions of this work are as follows: 1. We develop and implement a more efficient version of a Gaussian noise invariant decorrelation (quasi-orthogonalization) algorithm using Hessians of the cumulant functions.

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning in nonlinear nonparametric state-space models. We place a Gaussian process prior over the transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. However, to enable efficient inference, we marginalize over the dynamics of the model and instead infer directly the joint smoothing distribution through the use of specially tailored Particle Markov Chain Monte Carlo samplers. Once an approximation of the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically.

We study stochastic optimization problems when the \emph{data} is sparse, which is in a sense dual to the current understanding of high-dimensional statistical learning and optimization. We highlight both the difficulties---in terms of increased sample complexity that sparse data necessitates---and the potential benefits, in terms of allowing parallelism and asynchrony in the design of algorithms. Concretely, we derive matching upper and lower bounds on the minimax rate for optimization and learning with sparse data, and we exhibit algorithms achieving these rates. Our algorithms are adaptive: they achieve the best possible rate for the data observed. We also show how leveraging sparsity leads to (still minimax optimal) parallel and asynchronous algorithms, providing experimental evidence complementing our theoretical results on medium to large-scale learning tasks.

Graph Neural Networks (GNNs) are gaining attention in data science and machine learning but still remain poorly understood outside expert circles. To grasp this exciting approach, we must start with the broader field of Graph Machine Learning (GML). Many online resources talk about GNNs and GML as if they are interchangeable concepts or as if GNNs are a panacea approach that makes other GML approaches obsolete. This is simply not the case. One of GML's primary purposes is to compress large sparse graph data structures to enable feasible prediction and inference.

Bridging geometry and topology, curvature is a powerful and expressive invariant. While the utility of curvature has been theoretically and empirically confirmed in the context of manifolds and graphs, its generalization to the emerging domain of hypergraphs has remained largely unexplored. On graphs, the Ollivier-Ricci curvature measures differences between random walks via Wasserstein distances, thus grounding a geometric concept in ideas from probability theory and optimal transport. We develop ORCHID, a flexible framework generalizing Ollivier-Ricci curvature to hypergraphs, and prove that the resulting curvatures have favorable theoretical properties. Through extensive experiments on synthetic and real-world hypergraphs from different domains, we demonstrate that ORCHID curvatures are both scalable and useful to perform a variety of hypergraph tasks in practice.

Subset weighted-Tempered Gibbs Sampler (wTGS) has been recently introduced by Jankowiak to reduce the computation complexity per MCMC iteration in high-dimensional applications where the exact calculation of the posterior inclusion probabilities (PIP) is not essential. However, the Rao-Backwellized estimator associated with this sampler has a high variance as the ratio between the signal dimension and the number of conditional PIP estimations is large. In this paper, we design a new subset weighted-Tempered Gibbs Sampler (wTGS) where the expected number of computations of conditional PIPs per MCMC iteration can be much smaller than the signal dimension. Different from the subset wTGS and wTGS, our sampler has a variable complexity per MCMC iteration. We provide an upper bound on the variance of an associated Rao-Blackwellized estimator for this sampler at a finite number of iterations, $T$, and show that the variance is $O\big(\big(\frac{P}{S}\big)^2 \frac{\log T}{T}\big)$ for a given dataset where $S$ is the expected number of conditional PIP computations per MCMC iteration. Experiments show that our Rao-Blackwellized estimator can have a smaller variance than its counterpart associated with the subset wTGS.

The large amount of data collected in buildings makes energy management smarter and more energy efficient. This study proposes a design and implementation methodology of data-driven heating, ventilation, and air conditioning (HVAC) control. Building thermodynamics is modeled using a symbolic regression model (SRM) built from the collected data. Additionally, an HVAC system model is also developed with a data-driven approach. A model predictive control (MPC) based HVAC scheduling is formulated with the developed models to minimize energy consumption and peak power demand and maximize thermal comfort. The performance of the proposed framework is demonstrated in the workspace in the actual campus building. The HVAC system using the proposed framework reduces the peak power by 16.1\% compared to the widely used thermostat controller.

A combustion chemistry acceleration scheme is developed based on deep operator networks (DeepONets). The scheme is based on the identification of combustion reaction dynamics through a modified DeepOnet architecture such that the solutions of thermochemical scalars are projected to new solutions in small and flexible time increments. The approach is designed to efficiently implement chemistry acceleration without the need for computationally expensive integration of stiff chemistry. An additional framework of latent-space dynamics identification with modified DeepOnet is also proposed which enhances the computational efficiency and widens the applicability of the proposed scheme. The scheme is demonstrated on simple chemical kinetics of hydrogen oxidation to more complex chemical kinetics of n-dodecane high- and low-temperature oxidations. The proposed framework accurately learns the chemical kinetics and efficiently reproduces species and temperature temporal profiles corresponding to each application. In addition, a very large speed-up with a great extrapolation capability is also observed with the proposed scheme.

We explore the ability of overparameterized shallow ReLU neural networks to learn Lipschitz, nondifferentiable, bounded functions with additive noise when trained by Gradient Descent (GD). To avoid the problem that in the presence of noise, neural networks trained to nearly zero training error are inconsistent in this class, we focus on the early-stopped GD which allows us to show consistency and optimal rates. In particular, we explore this problem from the viewpoint of the Neural Tangent Kernel (NTK) approximation of a GD-trained finite-width neural network. We show that whenever some early stopping rule is guaranteed to give an optimal rate (of excess risk) on the Hilbert space of the kernel induced by the ReLU activation function, the same rule can be used to achieve minimax optimal rate for learning on the class of considered Lipschitz functions by neural networks. We discuss several data-free and data-dependent practically appealing stopping rules that yield optimal rates.

The introduction of embedding techniques has pushed forward significantly the Natural Language Processing field. Many of the proposed solutions have been presented for word-level encoding; anyhow, in the last years, new mechanism to treat information at an higher level of aggregation, like at sentence- and document-level, have emerged. With this work we address specifically the sentence embeddings problem, presenting the Static Fuzzy Bag-of-Word model. Our model is a refinement of the Fuzzy Bag-of-Words approach, providing sentence embeddings with a predefined dimension. SFBoW provides competitive performances in Semantic Textual Similarity benchmarks, while requiring low computational resources.