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 Mathematical & Statistical Methods


Path convergence of Markov chains on large graphs

arXiv.org Machine Learning

We consider two classes of natural stochastic processes on finite unlabeled graphs. These are Euclidean stochastic optimization algorithms on the adjacency matrix of weighted graphs and a modified version of the Metropolis MCMC algorithm on stochastic block models over unweighted graphs. In both cases we show that, as the size of the graph goes to infinity, the random trajectories of the stochastic processes converge to deterministic curves on the space of measure-valued graphons. Measure-valued graphons, introduced by Lov\'{a}sz and Szegedy in \cite{lovasz2010decorated}, are a refinement of the concept of graphons that can distinguish between two infinite exchangeable arrays that give rise to the same graphon limit. We introduce new metrics on this space which provide us with a natural notion of convergence for our limit theorems. This notion is equivalent to the convergence of infinite-exchangeable arrays. Under suitable assumptions and a specified time-scaling, the Metropolis chain admits a diffusion limit as the number of vertices go to infinity. We then demonstrate that, in an appropriately formulated zero-noise limit, the stochastic process of adjacency matrices of this diffusion converges to a deterministic gradient flow curve on the space of graphons introduced in\cite{Oh2023}. A novel feature of this approach is that it provides a precise exponential convergence rate for the Metropolis chain in a certain limiting regime. The connection between a natural Metropolis chain commonly used in exponential random graph models and gradient flows on graphons, to the best of our knowledge, is new in the literature as well.


Trustworthy Machine Learning

arXiv.org Artificial Intelligence

As machine learning technology gets applied to actual products and solutions, new challenges have emerged. Models unexpectedly fail to generalize to small changes in the distribution, tend to be confident on novel data they have never seen, or cannot communicate the rationale behind their decisions effectively with the end users. Collectively, we face a trustworthiness issue with the current machine learning technology. This textbook on Trustworthy Machine Learning (TML) covers a theoretical and technical background of four key topics in TML: Out-of-Distribution Generalization, Explainability, Uncertainty Quantification, and Evaluation of Trustworthiness. We discuss important classical and contemporary research papers of the aforementioned fields and uncover and connect their underlying intuitions. The book evolved from the homonymous course at the University of T\"ubingen, first offered in the Winter Semester of 2022/23. It is meant to be a stand-alone product accompanied by code snippets and various pointers to further sources on topics of TML. The dedicated website of the book is https://trustworthyml.io/.


A Flexible and Efficient Temporal Logic Tool for Python: PyTeLo

arXiv.org Artificial Intelligence

Temporal logic is an important tool for specifying complex behaviors of systems. It can be used to define properties for verification and monitoring, as well as goals for synthesis tools, allowing users to specify rich missions and tasks. Some of the most popular temporal logics include Metric Temporal Logic (MTL), Signal Temporal Logic (STL), and weighted STL (wSTL), which also allow the definition of timing constraints. In this work, we introduce PyTeLo, a modular and versatile Python-based software that facilitates working with temporal logic languages, specifically MTL, STL, and wSTL. Applying PyTeLo requires only a string representation of the temporal logic specification and, optionally, the dynamics of the system of interest. Next, PyTeLo reads the specification using an ANTLR-generated parser and generates an Abstract Syntax Tree (AST) that captures the structure of the formula. For synthesis, the AST serves to recursively encode the specification into a Mixed Integer Linear Program (MILP) that is solved using a commercial solver such as Gurobi. We describe the architecture and capabilities of PyTeLo and provide example applications highlighting its adaptability and extensibility for various research problems.


Stronger Coreset Bounds for Kernel Density Estimators via Chaining

arXiv.org Artificial Intelligence

We apply the discrepancy method and a chaining approach to give improved bounds on the coreset complexity of a wide class of kernel functions. Our results give randomized polynomial time algorithms to produce coresets of size $O\big(\frac{\sqrt{d}}{\varepsilon}\sqrt{\log\log \frac{1}{\varepsilon}}\big)$ for the Gaussian and Laplacian kernels in the case that the data set is uniformly bounded, an improvement that was not possible with previous techniques. We also obtain coresets of size $O\big(\frac{1}{\varepsilon}\sqrt{\log\log \frac{1}{\varepsilon}}\big)$ for the Laplacian kernel for $d$ constant. Finally, we give the best known bounds of $O\big(\frac{\sqrt{d}}{\varepsilon}\sqrt{\log(2\max\{1,\alpha\})}\big)$ on the coreset complexity of the exponential, Hellinger, and JS Kernels, where $1/\alpha$ is the bandwidth parameter of the kernel.


Global Minima, Recoverability Thresholds, and Higher-Order Structure in GNNS

arXiv.org Artificial Intelligence

We analyze the performance of graph neural network (GNN) architectures from the perspective of random graph theory. Our approach promises to complement existing lenses on GNN analysis, such as combinatorial expressive power and worst-case adversarial analysis, by connecting the performance of GNNs to typical-case properties of the training data. First, we theoretically characterize the nodewise accuracy of one- and two-layer GCNs relative to the contextual stochastic block model (cSBM) and related models. We additionally prove that GCNs cannot beat linear models under certain circumstances. Second, we numerically map the recoverability thresholds, in terms of accuracy, of four diverse GNN architectures (GCN, GAT, SAGE, and Graph Transformer) under a variety of assumptions about the data. Sample results of this second analysis include: heavy-tailed degree distributions enhance GNN performance, GNNs can work well on strongly heterophilous graphs, and SAGE and Graph Transformer can perform well on arbitrarily noisy edge data, but no architecture handled sufficiently noisy feature data well. Finally, we show how both specific higher-order structures in synthetic data and the mix of empirical structures in real data have dramatic effects (usually negative) on GNN performance.


Bridging the Gap between Newton-Raphson Method and Regularized Policy Iteration

arXiv.org Artificial Intelligence

Regularization is one of the most important techniques in reinforcement learning algorithms. The well-known soft actor-critic algorithm is a special case of regularized policy iteration where the regularizer is chosen as Shannon entropy. Despite some empirical success of regularized policy iteration, its theoretical underpinnings remain unclear. This paper proves that regularized policy iteration is strictly equivalent to the standard Newton-Raphson method in the condition of smoothing out Bellman equation with strongly convex functions. This equivalence lays the foundation of a unified analysis for both global and local convergence behaviors of regularized policy iteration. We prove that regularized policy iteration has global linear convergence with the rate being $\gamma$ (discount factor). Furthermore, this algorithm converges quadratically once it enters a local region around the optimal value. We also show that a modified version of regularized policy iteration, i.e., with finite-step policy evaluation, is equivalent to inexact Newton method where the Newton iteration formula is solved with truncated iterations. We prove that the associated algorithm achieves an asymptotic linear convergence rate of $\gamma^M$ in which $M$ denotes the number of steps carried out in policy evaluation. Our results take a solid step towards a better understanding of the convergence properties of regularized policy iteration algorithms.


Core-Intermediate-Peripheral Index: Factor Analysis of Neighborhood and Shortest Paths-based Centrality Metrics

arXiv.org Artificial Intelligence

The topological importance of nodes in complex networks has been analyzed in the literature from the perspectives of core-periphery structure and centrality metrics. While the core-periphery structure analysis of a network is more of a qualitative approach (and sometimes quantitative) at a mesoscopic level, centrality metrics are designed to quantify the topological importance of individual nodes in a network. The core-periphery analysis of a network is aimed at categorizing a node as either a core node or a peripheral node. The current status quo in the literature on the definitions of core nodes and peripheral nodes is that the core nodes need to be of larger degree and form a highly dense backbone to which the low degree peripheral nodes are connected to; the peripheral nodes are expected to be not connected to other peripheral nodes as well. Some of the works (e.g., [1-3]) in the literature have suggested that high degree nodes need not always be core nodes; but they still analyze the core-periphery structure and quantify the extent of coreness of a node within the realms of the above model.


Graph Theory Applications in Advanced Geospatial Research

arXiv.org Artificial Intelligence

Geospatial sciences include a wide range of applications, from environmental monitoring transportation to infrastructure planning, as well as location-based analysis and services. Graph theory algorithms in mathematics have emerged as indispensable tools in these domains due to their capability to model and analyse spatial relationships efficiently. This article explores the applications of graph theory algorithms in geospatial sciences, highlighting their role in network analysis, spatial connectivity, geographic information systems, and various other spatial problem-solving scenarios like digital twin. The article provides a comprehensive idea about graph theory's key concepts and algorithms that assist the geospatial modelling processes and insights into real-world geospatial challenges and opportunities. It lists the extensive research, innovative technologies and methodologies implemented in this domain. Keywords: Graph theory, Geospatial Science, Digital twin 1. Introduction Geospatial science has developed as a vibrant field characterised by intellectual vigour, conceptual expansion, and improved analytical skills as a consequence of the Quantitative Revolution in the subject of geography through a spatially integrated socio-environmental science that outshines prior disciplinary ties, borders, and limitations (Berry et al., 2008). Geospatial science, commonly referred to as geomatics (Aina 2012), is a multidisciplinary discipline that focuses on comprehending, analysing, and visualising spatial data about the Earth's surface using information technology to describe the connections between geography, individuals, places, and Earth processes. Technologies like Global Positioning System (GPS), Geographic Information Systems (GIS), and remote sensing are frequently used as observational, measuring, and analytical tools, helping in the understanding of numerous events by providing the information with a spatial context. Geospatial technology is being used increasingly in every industry today, including resource management, disaster management, forestry, logistics, infrastructure planning, and the study of climate change and other environmental issues (Dangermond and Goodchild, 2020). Geospatial technology and the information created are becoming increasingly significant in all economic sectors, making the economy, society, and the environment an indispensable pillar of sustainable development. (Scott and Rajabifard, 2017).


Projecting infinite time series graphs to finite marginal graphs using number theory

arXiv.org Machine Learning

In recent years, a growing number of method and application works have adapted and applied the causal-graphical-model framework to time series data. Many of these works employ time-resolved causal graphs that extend infinitely into the past and future and whose edges are repetitive in time, thereby reflecting the assumption of stationary causal relationships. However, most results and algorithms from the causal-graphical-model framework are not designed for infinite graphs. In this work, we develop a method for projecting infinite time series graphs with repetitive edges to marginal graphical models on a finite time window. These finite marginal graphs provide the answers to $m$-separation queries with respect to the infinite graph, a task that was previously unresolved. Moreover, we argue that these marginal graphs are useful for causal discovery and causal effect estimation in time series, effectively enabling to apply results developed for finite graphs to the infinite graphs. The projection procedure relies on finding common ancestors in the to-be-projected graph and is, by itself, not new. However, the projection procedure has not yet been algorithmically implemented for time series graphs since in these infinite graphs there can be infinite sets of paths that might give rise to common ancestors. We solve the search over these possibly infinite sets of paths by an intriguing combination of path-finding techniques for finite directed graphs and solution theory for linear Diophantine equations. By providing an algorithm that carries out the projection, our paper makes an important step towards a theoretically-grounded and method-agnostic generalization of a range of causal inference methods and results to time series.


Utilising the CLT Structure in Stochastic Gradient based Sampling : Improved Analysis and Faster Algorithms

arXiv.org Artificial Intelligence

We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamcs (IPD). We observe that the noise introduced by the stochastic approximation is nearly Gaussian due to the Central Limit Theorem (CLT) while the driving Brownian motion is exactly Gaussian. We harness this structure to absorb the stochastic approximation error inside the diffusion process, and obtain improved convergence guarantees for these algorithms. For SGLD, we prove the first stable convergence rate in KL divergence without requiring uniform warm start, assuming the target density satisfies a Log-Sobolev Inequality. Our result implies superior first-order oracle complexity compared to prior works, under significantly milder assumptions. We also prove the first guarantees for SGLD under even weaker conditions such as H\"{o}lder smoothness and Poincare Inequality, thus bridging the gap between the state-of-the-art guarantees for LMC and SGLD. Our analysis motivates a new algorithm called covariance correction, which corrects for the additional noise introduced by the stochastic approximation by rescaling the strength of the diffusion. Finally, we apply our techniques to analyze RBM, and significantly improve upon the guarantees in prior works (such as removing exponential dependence on horizon), under minimal assumptions.