We study stochastic approximation algorithms with Markovian noise and constant step-size α.

Data assimilation is a vital component in modern global medium-range weather forecasting systems to obtain the best estimation of the atmospheric state by combining the short-term forecast and observations. Recently, AI-based data assimilation approaches have attracted increasing attention for their significant advantages over traditional techniques in terms of computational consumption. However, existing AI-based data assimilation methods can only handle observations with a specific resolution, lacking the compatibility and generalization ability to assimilate observations with other resolutions. Considering that complex real-world observations often have different resolutions, we propose the Fourier Neural Processes (FNP) for arbitrary-resolution data assimilation in this paper. Leveraging the efficiency of the designed modules and flexible structure of neural processes, FNP achieves state-of-the-art results in assimilating observations with varying resolutions, and also exhibits increasing advantages over the counterparts as the resolution and the amount of observations increase. Moreover, our FNP trained on a fixed resolution can directly handle the assimilation of observations with out-of-distribution resolutions and the observational information reconstruction task without additional fine-tuning, demonstrating its excellent generalization ability across data resolutions as well as across tasks.

We address data-driven learning of the infinitesimal generator of stochastic diffusion processes, essential for understanding numerical simulations of natural and physical systems. The unbounded nature of the generator poses significant challenges, rendering conventional analysis techniques for Hilbert-Schmidt operators ineffective. To overcome this, we introduce a novel framework based on the energy functional for these stochastic processes.

This poses a challenge for ReLU networks, which are piecewise-linear and thus have a zero Hessian almost everywhere. We propose SmoothHess, a method of estimating second-order interactions through Stein's Lemma. In particular, we estimate the Hessian of the network convolved with a Gaussian through an efficient sampling algorithm, requiring only network gradient calls. SmoothHess is applied post-hoc, requires no modifications to the ReLU network architecture, and the extent of smoothing can be controlled explicitly. We provide a non-asymptotic bound on the sample complexity of our estimation procedure. We validate the superior ability of SmoothHess to capture interactions on benchmark datasets and a real-world medical spirometry dataset.

We introduce a novel score-based diffusion framework named Twigs that incorporates multiple co-evolving flows for enriching conditional generation tasks. Specifically, a central or trunk diffusion process is associated with a primary variable (e.g., graph structure), and additional offshoot or stem processes are dedicated to dependent variables (e.g., graph properties or labels). A new strategy, which we call loop guidance, effectively orchestrates the flow of information between the trunk and the stem processes during sampling. This approach allows us to uncover intricate interactions and dependencies, and unlock new generative capabilities. We provide extensive experiments to demonstrate strong performance gains of the proposed method over contemporary baselines in the context of conditional graph generation, underscoring the potential of Twigs in challenging generative tasks such as inverse molecular design and molecular optimization.

A fundamental task in AI is providing performance guarantees for predictions made in unseen domains. In practice, there can be substantial uncertainty about the distribution of new data, and corresponding variability in the performance of existing predictors. Building on the theory of partial identification and transportability, this paper introduces new results for bounding the value of a functional of the target distribution, such as the generalization error of a classifier, given data from source domains and assumptions about the data generating mechanisms, encoded in causal diagrams. Our contribution is to provide the first general estimation technique for transportability problems, adapting existing parameterization schemes such Neural Causal Models to encode the structural constraints necessary for cross-population inference. We demonstrate the expressiveness and consistency of this procedure and further propose a gradient-based optimization scheme for making scalable inferences in practice. Our results are corroborated with experiments.

We use Alg 1 and 2 provided below to train supervised ResNet50-MRL models on ImageNet-1K. We provide this code as a template to extend MRL to any domain.