We extra define the following notations for the proof. In Assumption 3.2, we assume the Lipschitz continuity and smoothness for all the activation functions. In the proof of lemmas, e.g., Lemma B.1 and B.2, we only use the fact that they are Lipschitz continuous and smooth, as well as bounded by a constant 0 > 0 at point 0, hence we use () to denote all the activation functions like what we do in Assumption 3.2 for simplicity. Additionally, in the following we introduce notations of the derivatives, mainly used in the proof of Lemma B.1 and Lemma B.2. By definition of feedforward neural networks in Section 2, different from the standard neural networks such as FCNs and CNNs in which the connection between neurons are generally only in adjacent layers, the neurons in feedforward neural networks can be arbitrarily connected as long as there is no loop.

In this paper we show that feedforward neural networks corresponding to arbitrary directed acyclic graphs undergo transition to linearity as their "width" approaches infinity. The width of these general networks is characterized by the minimum indegree of their neurons, except for the input and first layers. Our results identify the mathematical structure underlying transition to linearity and generalize a number of recent works aimed at characterizing transition to linearity or constancy of the Neural Tangent Kernel for standard architectures.

This paper introduces a generative model equivariant to Euclidean symmetries: E(n) Equivariant Normalizing Flows (E-NFs). To construct E-NFs, we take the discriminative E(n) graph neural networks and integrate them as a differential equation to obtain an invertible equivariant function: a continuous-time normalizing flow. We demonstrate that E-NFs considerably outperform baselines and existing methods from the literature on particle systems such as DW4 and LJ13, and on molecules from QM9 in terms of log-likelihood. To the best of our knowledge, this is the first flow that jointly generates molecule features and positions in 3D.

As wt is selected as an LV w.r.t. From (18), (19), and (20), we obtain (9), (10), and (11), respectively. C1TβTγT (21) where C1 = 8/log(1 + σ 2n) and γT is the maximum information gain about f that can be obtained by observing any set of T observations. By selecting xtas a sample from the posterior belief of x given yDt 1, it is noted that the distribution of xt and x are the same, i.e., p(xt|yDt 1) = p(x |yDt 1). We prove the following Lemma 4 which is then used to prove Lemma 5. Lemma 3 follows from Lemma 5. Lemma 5. Consider a realization f1 of the black-box function f following the GP posterior belief Thus, Lemma 5 implies Lemma 3. Let us consider CV-TS with a batch query of size k at each iteration.

This paper presents two Bayesian optimization (BO) algorithms with theoretical performance guarantee to maximize the conditional value-at-risk (CVaR) of a black-box function: CV-UCB and CV-TS which are based on the well-established principle of optimism in the face of uncertainty and Thompson sampling, respectively. To achieve this, we develop an upper confidence bound of CVaR and prove the no-regret guarantee of CV-UCB by utilizing an interesting connection between CVaR and value-at-risk (VaR). For CV-TS, though it is straightforwardly performed with Thompson sampling, bounding its Bayesian regret is non-trivial because it requires a tail expectation bound for the distribution of CVaR of a black-box function, which has not been shown in the literature. The performances of both CV-UCB and CV-TS are empirically evaluated in optimizing CVaR of synthetic benchmark functions and simulated real-world optimization problems.