Mechanistic knowledge about the physical world is virtually always expressed via partial differential equations (PDEs). Recently, there has been a surge of interest in probabilistic PDE solvers -- Bayesian statistical models mostly based on Gaussian process (GP) priors which seamlessly combine empirical measurements and mechanistic knowledge. As such, they quantify uncertainties arising from e.g. noisy or missing data, unknown PDE parameters or discretization error by design. Prior work has established connections to classical PDE solvers and provided solid theoretical guarantees. However, scaling such methods to large-scale problems remains a fundamental challenge primarily due to dense covariance matrices. Our approach addresses the scalability issues by leveraging the Markov property of many commonly used GP priors. It has been shown that such priors are solutions to stochastic PDEs (SPDEs) which when discretized allow for highly efficient GP regression through sparse linear algebra. In this work, we show how to leverage this prior class to make probabilistic PDE solvers practical, even for large-scale nonlinear PDEs, through greatly accelerated inference mechanisms. Additionally, our approach also allows for flexible and physically meaningful priors beyond what can be modeled with covariance functions. Experiments confirm substantial speedups and accelerated convergence of our physics-informed priors in nonlinear settings.

The goal of the AlgoPerf: Training Algorithms competition is to evaluate practical speed-ups in neural network training achieved solely by improving the underlying training algorithms. In the external tuning ruleset, submissions must provide workload-agnostic hyperparameter search spaces, while in the self-tuning ruleset they must be completely hyperparameter-free. In both rulesets, submissions are compared on time-to-result across multiple deep learning workloads, training on fixed hardware. This paper presents the inaugural AlgoPerf competition's results, which drew 18 diverse submissions from 10 teams. Our investigation reveals several key findings: (1) The winning submission in the external tuning ruleset, using Distributed Shampoo, demonstrates the effectiveness of non-diagonal preconditioning over popular methods like Adam, even when compared on wall-clock runtime. (2) The winning submission in the self-tuning ruleset, based on the Schedule Free AdamW algorithm, demonstrates a new level of effectiveness for completely hyperparameter-free training algorithms. (3) The top-scoring submissions were surprisingly robust to workload changes. We also discuss the engineering challenges encountered in ensuring a fair comparison between different training algorithms. These results highlight both the significant progress so far, and the considerable room for further improvements.

In classification tasks, softmax functions are ubiquitously used as output activations to produce predictive probabilities. Such outputs only capture aleatoric uncertainty. To capture epistemic uncertainty, approximate Gaussian inference methods have been proposed, which output Gaussian distributions over the logit space. Predictives are then obtained as the expectations of the Gaussian distributions pushed forward through the softmax. However, such softmax Gaussian integrals cannot be solved analytically, and Monte Carlo (MC) approximations can be costly and noisy. We propose a simple change in the learning objective which allows the exact computation of predictives and enjoys improved training dynamics, with no runtime or memory overhead. This framework is compatible with a family of output activation functions that includes the softmax, as well as element-wise normCDF and sigmoid. Moreover, it allows for approximating the Gaussian pushforwards with Dirichlet distributions by analytic moment matching. We evaluate our approach combined with several approximate Gaussian inference methods (Laplace, HET, SNGP) on large- and small-scale datasets (ImageNet, CIFAR-10), demonstrating improved uncertainty quantification capabilities compared to softmax MC sampling. Code is available at https://github.com/bmucsanyi/probit.

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. However, to preserve physical properties, estimating spatio-temporally coherent high-resolution weather dynamics for multiple variables across long time horizons is crucial. We present a novel generative approach that uses a score-based diffusion model trained on high-resolution reanalysis data to capture the statistical properties of local weather dynamics. After training, we condition on coarse climate model data to generate weather patterns consistent with the aggregate information. As this inference task is inherently uncertain, we leverage the probabilistic nature of diffusion models and sample multiple trajectories. We evaluate our approach with high-resolution reanalysis information before applying it to the climate model downscaling task. We then demonstrate that the model generates spatially and temporally coherent weather dynamics that align with global climate output. Numerical simulations based on the Navier-Stokes equations, discretized over time and space, are fundamental to understanding weather patterns, climate variability, and climate change. Stateof-the-art numerical weather prediction (NWP) models, which primarily focus on atmospheric processes, can accurately resolve small-scale dynamics within the Earth system, providing fine-scale spatial and temporal weather patterns at resolutions on the order of kilometers [1]. However, the substantial computational resources required for these models render them impractical for simulating the extended time scales associated with climatic changes. In contrast, Earth System Models (ESMs), such as those included in the CMIP6 project [2], incorporate a broader range of processes--including atmospheric, oceanic, and biogeochemical interactions--while operating on coarser spatial scales. This coarse resolution limits the ability of ESMs to fully capture small-scale processes, requiring parameterizations to represent unresolved dynamics as functions of resolved variables. This work introduces a probabilistic downscaling pipeline that jointly estimates spatio-temporally consistent weather dynamics from ESM simulations on multiple variables. The framework is built around a score-based diffusion model and can be understood as a combination of four modules, which can each be adjusted independently of the others. This schematic outlines the framework.

We consider the problem of learning convolution operators associated to compact Abelian groups. We study a regularization-based approach and provide corresponding learning guarantees, discussing natural regularity condition on the convolution kernel. More precisely, we assume the convolution kernel is a function in a translation invariant Hilbert space and analyze a natural ridge regression (RR) estimator. Building on existing results for RR, we characterize the accuracy of the estimator in terms of finite sample bounds. Interestingly, regularity assumptions which are classical in the analysis of RR, have a novel and natural interpretation in terms of space/frequency localization. Theoretical results are illustrated by numerical simulations.

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the form of computational uncertainty, which enables -- at the cost of quadratic complexity -- an explicit tradeoff between computation and precision. Here we extend this development to model selection, which requires significant enhancements to the existing approach, including linear-time scaling in the size of the dataset. We propose a novel training loss for hyperparameter optimization and demonstrate empirically that the resulting method can outperform SGPR, CGGP and SVGP, state-of-the-art methods for GP model selection, on medium to large-scale datasets. Our experiments show that model selection for computation-aware GPs trained on 1.8 million data points can be done within a few hours on a single GPU. As a result of this work, Gaussian processes can be trained on large-scale datasets without significantly compromising their ability to quantify uncertainty -- a fundamental prerequisite for optimal decision-making.

Quadratic approximations form a fundamental building block of machine learning methods. E.g., second-order optimizers try to find the Newton step into the minimum of a local quadratic proxy to the objective function; and the second-order approximation of a network's loss function can be used to quantify the uncertainty of its outputs via the Laplace approximation. When computations on the entire training set are intractable - typical for deep learning - the relevant quantities are computed on mini-batches. This, however, distorts and biases the shape of the associated stochastic quadratic approximations in an intricate way with detrimental effects on applications. In this paper, we (i) show that this bias introduces a systematic error, (ii) provide a theoretical explanation for it, (iii) explain its relevance for second-order optimization and uncertainty quantification via the Laplace approximation in deep learning, and (iv) develop and evaluate debiasing strategies.

Efficiently learning a sequence of related tasks, such as in continual learning, poses a significant challenge for neural nets due to the delicate trade-off between catastrophic forgetting and loss of plasticity. We address this challenge with a grounded framework for sequentially learning related tasks based on Bayesian inference. Specifically, we treat the model's parameters as a nonlinear Gaussian state-space model and perform efficient inference using Gaussian filtering and smoothing. This general formalism subsumes existing continual learning approaches, while also offering a clearer conceptual understanding of its components. Leveraging Laplace approximations during filtering, we construct Gaussian posterior measures on the weight space of a neural network for each task. We use it as an efficient regularizer by exploiting the structure of the generalized Gauss-Newton matrix (GGN) to construct diagonal plus low-rank approximations. The dynamics model allows targeted control of the learning process and the incorporation of domain-specific knowledge, such as modeling the type of shift between tasks. Additionally, using Bayesian approximate smoothing can enhance the performance of task-specific models without needing to re-access any data.

Laplace approximations are popular techniques for endowing deep networks with epistemic uncertainty estimates as they can be applied without altering the predictions of the neural network, and they scale to large models and datasets. While the choice of prior strongly affects the resulting posterior distribution, computational tractability and lack of interpretability of weight space typically limit the Laplace approximation to isotropic Gaussian priors, which are known to cause pathological behavior as depth increases. As a remedy, we directly place a prior on function space. More precisely, since Lebesgue densities do not exist on infinite-dimensional function spaces, we have to recast training as finding the so-called weak mode of the posterior measure under a Gaussian process (GP) prior restricted to the space of functions representable by the neural network. Through the GP prior, one can express structured and interpretable inductive biases, such as regularity or periodicity, directly in function space, while still exploiting the implicit inductive biases that allow deep networks to generalize. After model linearization, the training objective induces a negative log-posterior density to which we apply a Laplace approximation, leveraging highly scalable methods from matrix-free linear algebra. Our method provides improved results where prior knowledge is abundant, e.g., in many scientific inference tasks. At the same time, it stays competitive for black-box regression and classification tasks where neural networks typically excel.

Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would allow for gradient-based parameter optimization, the nonlinear dynamics of ODEs often lead to many local minima and extreme sensitivity to initial conditions. We therefore propose diffusion tempering, a novel regularization technique for probabilistic numerical methods which improves convergence of gradient-based parameter optimization in ODEs. By iteratively reducing a noise parameter of the probabilistic integrator, the proposed method converges more reliably to the true parameters. We demonstrate that our method is effective for dynamical systems of different complexity and show that it obtains reliable parameter estimates for a Hodgkin-Huxley model with a practically relevant number of parameters.