Mathematical & Statistical Methods
In Reverie Together: Ten Years of Mathematical Discovery with a Machine Collaborator
Davila, Randy, Brimkov, Boris, Pepper, Ryan
We present four open conjectures in graph theory generated by the automated conjecturing system \texttt{TxGraffiti}. Each conjecture is concise, grounded in natural graph invariants, and empirically validated across hundreds of graphs. Despite extensive effort, these statements remain unresolved--defying both proof and counterexample. They are not only mathematical challenges but creative expressions--born of symbolic pattern recognition and mathematician-defined heuristics, refined through years of human dialogue, and now offered back to the community as collaborative artifacts. These conjectures invite not only formal proof, but also reflection on how machines can evoke wonder, spark curiosity, and contribute to the raw material of discovery. By highlighting these problems, we aim to inspire both human mathematicians and AI systems to engage with them--not only to solve them, but to reflect on what it means when machines participate meaningfully in the creative process of mathematical thought.
Probabilistic Graphical Models: A Concise Tutorial
Maasch, Jacqueline, Neiswanger, Willie, Ermon, Stefano, Kuleshov, Volodymyr
Probabilistic graphical modeling is a branch of machine learning that uses probability distributions to describe the world, make predictions, and support decision-making under uncertainty. Underlying this modeling framework is an elegant body of theory that bridges two mathematical traditions: probability and graph theory. This framework provides compact yet expressive representations of joint probability distributions, yielding powerful generative models for probabilistic reasoning. This tutorial provides a concise introduction to the formalisms, methods, and applications of this modeling framework. After a review of basic probability and graph theory, we explore three dominant themes: (1) the representation of multivariate distributions in the intuitive visual language of graphs, (2) algorithms for learning model parameters and graphical structures from data, and (3) algorithms for inference, both exact and approximate.
A Kernel Distribution Closeness Testing
Zhou, Zhijian, Peng, Liuhua, Tian, Xunye, Liu, Feng
The distribution closeness testing (DCT) assesses whether the distance between a distribution pair is at least $ε$-far. Existing DCT methods mainly measure discrepancies between a distribution pair defined on discrete one-dimensional spaces (e.g., using total variation), which limits their applications to complex data (e.g., images). To extend DCT to more types of data, a natural idea is to introduce maximum mean discrepancy (MMD), a powerful measurement of the distributional discrepancy between two complex distributions, into DCT scenarios. However, we find that MMD's value can be the same for many pairs of distributions that have different norms in the same reproducing kernel Hilbert space (RKHS), making MMD less informative when assessing the closeness levels for multiple distribution pairs. To mitigate the issue, we design a new measurement of distributional discrepancy, norm-adaptive MMD (NAMMD), which scales MMD's value using the RKHS norms of distributions. Based on the asymptotic distribution of NAMMD, we finally propose the NAMMD-based DCT to assess the closeness levels of a distribution pair. Theoretically, we prove that NAMMD-based DCT has higher test power compared to MMD-based DCT, with bounded type-I error, which is also validated by extensive experiments on many types of data (e.g., synthetic noise, real images). Furthermore, we also apply the proposed NAMMD for addressing the two-sample testing problem and find NAMMD-based two-sample test has higher test power than the MMD-based two-sample test in both theory and experiments.
Exploiting Constraint Reasoning to Build Graphical Explanations for Mixed-Integer Linear Programming
Lera-Leri, Roger Xavier, Bistaffa, Filippo, Georgara, Athina, Rodriguez-Aguilar, Juan Antonio
Following the recent push for trustworthy AI, there has been an increasing interest in developing contrastive explanation techniques for optimisation, especially concerning the solution of specific decision-making processes formalised as MILPs. Along these lines, we propose X-MILP, a domain-agnostic approach for building contrastive explanations for MILPs based on constraint reasoning techniques. First, we show how to encode the queries a user makes about the solution of an MILP problem as additional constraints. Then, we determine the reasons that constitute the answer to the user's query by computing the Irreducible Infeasible Subsystem (IIS) of the newly obtained set of constraints. Finally, we represent our explanation as a "graph of reasons" constructed from the IIS, which helps the user understand the structure among the reasons that answer their query. We test our method on instances of well-known optimisation problems to evaluate the empirical hardness of computing explanations.
Approaching Optimality for Solving Dense Linear Systems with Low-Rank Structure
Dereziński, Michał, Sidford, Aaron
We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms succeed whp. and run in time $\tilde O(d^2 + k^ω)$. For solving such regression problems in a matrix $\mathbf{A} \in \mathbb{R}^{n \times d}$ our methods succeed whp. and run in time $\tilde O(\mathrm{nnz}(\mathbf{A}) + d^2 + k^ω)$ where $ω$ is the matrix multiplication exponent and $\mathrm{nnz}(\mathbf{A})$ is the number of non-zeros in $\mathbf{A}$. Our methods nearly-match a natural complexity limit under dense inputs for these problems and improve upon a trade-off in prior approaches that obtain running times of either $\tilde O(d^{2.065}+k^ω)$ or $\tilde O(d^2 + dk^{ω-1})$ for $d\times d$ systems. Moreover, we show how to obtain these running times even under the weaker assumption that all but $k$ of the singular values have a suitably bounded generalized mean. Consequently, we give the first nearly-linear time algorithm for computing a multiplicative approximation to the nuclear norm of an arbitrary dense matrix. Our algorithms are built on three general recursive preconditioning frameworks, where matrix sketching and low-rank update formulas are carefully tailored to the problems' structure.
A Distance Metric for Mixed Integer Programming Instances
Mixed-integer linear programming (MILP) is a powerful tool for addressing a wide range of real-world problems, but it lacks a clear structure for comparing instances. A reliable similarity metric could establish meaningful relationships between instances, enabling more effective evaluation of instance set heterogeneity and providing better guidance to solvers, particularly when machine learning is involved. Existing similarity metrics often lack precision in identifying instance classes or rely heavily on labeled data, which limits their applicability and generalization. To bridge this gap, this paper introduces the first mathematical distance metric for MILP instances, derived directly from their mathematical formulations. By discretizing right-hand sides, weights, and variables into classes, the proposed metric draws inspiration from the Earth mover's distance to quantify mismatches in weight-variable distributions for constraint comparisons. This approach naturally extends to enable instance-level comparisons. We evaluate both an exact and a greedy variant of our metric under various parameter settings, using the StrIPLIB dataset. Results show that all components of the metric contribute to class identification, and that the greedy version achieves accuracy nearly identical to the exact formulation while being nearly 200 times faster. Compared to state-of-the-art baselines--including feature-based, image-based, and neural network models--our unsupervised method consistently outperforms all non-learned approaches and rivals the performance of a supervised classifier on class and subclass grouping tasks.
Mixed Discrete and Continuous Planning using Shortest Walks in Graphs of Convex Sets
Morozov, Savva, Marcucci, Tobia, Graesdal, Bernhard Paus, Amice, Alexandre, Parrilo, Pablo A., Tedrake, Russ
We study the Shortest-Walk Problem (SWP) in a Graph of Convex Sets (GCS). A GCS is a graph where each vertex is paired with a convex program, and each edge couples adjacent programs via additional costs and constraints. A walk in a GCS is a sequence of vertices connected by edges, where vertices may be repeated. The length of a walk is given by the cumulative optimal value of the corresponding convex programs. To solve the SWP in GCS, we first synthesize a piecewise-quadratic lower bound on the problem's cost-to-go function using semidefinite programming. Then we use this lower bound to guide an incremental-search algorithm that yields an approximate shortest walk. We show that the SWP in GCS is a natural language for many mixed discrete-continuous planning problems in robotics, unifying problems that typically require specialized solutions while delivering high performance and computational efficiency. We demonstrate this through experiments in collision-free motion planning, skill chaining, and optimal control of hybrid systems.
On the asymptotic behaviour of stochastic processes, with applications to supermartingale convergence, Dvoretzky's approximation theorem, and stochastic quasi-Fejér monotonicity
Neri, Morenikeji, Pischke, Nicholas, Powell, Thomas
We prove a novel and general result on the asymptotic behavior of stochastic processes which conform to a certain relaxed supermartingale condition. Our result provides quantitative information in the form of an explicit and effective construction of a rate of convergence for this process, both in mean and almost surely, that is moreover highly uniform in that it only depends on very few data of the surrounding objects involved in the iteration. We then apply this result to derive new quantitative versions of well-known concepts and theorems from stochastic approximation, in particular providing effective rates for a variant of the Robbins-Siegmund theorem, Dvoretzky's convergence theorem, as well as the convergence of stochastic quasi-Fejér monotone sequences, the latter of which formulated in a novel and highly general metric context. We utilize the classic and widely studied Robbins-Monro procedure as a template to evaluate our quantitative results and their applicability in greater detail. We conclude by illustrating the breadth of potential further applications with a brief discussion on a variety of other well-known iterative procedures from stochastic approximation. Throughout, we isolate and discuss special cases of our results which allow for the construction of fast, and in particular linear, rates.
Stochastic Alignments: Matching an Observed Trace to Stochastic Process Models
Li, Tian, Polyvyanyy, Artem, Leemans, Sander J. J.
Process mining leverages event data extracted from IT systems to generate insights into the business processes of organizations. Such insights benefit from explicitly considering the frequency of behavior in business processes, which is captured by stochastic process models. Given an observed trace and a stochastic process model, conventional alignment-based conformance checking techniques face a fundamental limitation: They prioritize matching the trace to a model path with minimal deviations, which may, however, lead to selecting an unlikely path. In this paper, we study the problem of matching an observed trace to a stochastic process model by identifying a likely model path with a low edit distance to the trace. We phrase this as an optimization problem and develop a heuristic-guided path-finding algorithm to solve it. Our open-source implementation demonstrates the feasibility of the approach and shows that it can provide new, useful diagnostic insights for analysts.
Combining Graph Neural Networks and Mixed Integer Linear Programming for Molecular Inference under the Two-Layered Model
Zhu, Jianshen, Azam, Naveed Ahmed, Haraguchi, Kazuya, Zhao, Liang, Akutsu, Tatsuya
Recently, a novel two-phase framework named mol-infer for inference of chemical compounds with prescribed abstract structures and desired property values has been proposed. The framework mol-infer is primarily based on using mixed integer linear programming (MILP) to simulate the computational process of machine learning methods and describe the necessary and sufficient conditions to ensure such a chemical graph exists. The existing approaches usually first convert the chemical compounds into handcrafted feature vectors to construct prediction functions, but because of the limit on the kinds of descriptors originated from the need for tractability in the MILP formulation, the learning performances on datasets of some properties are not good enough. A lack of good learning performance can greatly lower the quality of the inferred chemical graphs, and thus improving learning performance is of great importance. On the other hand, graph neural networks (GNN) offer a promising machine learning method to directly utilize the chemical graphs as the input, and many existing GNN-based approaches to the molecular property prediction problem have shown that they can enjoy better learning performances compared to the traditional approaches that are based on feature vectors. In this study, we develop a molecular inference framework based on mol-infer, namely mol-infer-GNN, that utilizes GNN as the learning method while keeping the great flexibility originated from the two-layered model on the abstract structure of the chemical graph to be inferred. We conducted computational experiments on the QM9 dataset to show that our proposed GNN model can obtain satisfying learning performances for some properties despite its simple structure, and can infer small chemical graphs comprising up to 20 non-hydrogen atoms within reasonable computational time.