We will prove by the induction. Let's suppose that the formula holds for k up to n. We will prove that this formula also holds for k = n+1. By the definition in Eq. 4 and the chain rule, we can get that: Ns,n+1(t) = t τs A.2 Spline representation In this section, we give error bounds for spline representation. For simplicity, we consider 1D scenario and assume the target function u: [0,1] R is periodic and defined on the unit interval Ω = [0,1].

Recently developed quasi-Bayesian (QB) methods \cite{fong2023martingale} proposed a stimulating change of paradigm in Bayesian computation by directly constructing the Bayesian predictive distribution through recursion, removing the need for expensive computations involved in sampling the Bayesian posterior distribution. This has proved to be data-efficient for univariate predictions, however, existing constructions for higher dimensional densities are only possible by relying on restrictive assumptions on the model's multivariate structure. Here, we propose a wholly different approach to extend Quasi-Bayesian prediction to high dimensions through the use of Sklar's theorem, by decomposing the predictive distribution into one-dimensional predictive marginals and a high-dimensional copula. We use the efficient recursive QB construction for the one-dimensional marginals and model the dependence using highly expressive vine copulas. Further, we tune hyperparameters using robust divergences (eg.

These findings enable us to derive an analytical Expectation-Maximization (EM)algorithm forgradient-free DGNlearning.

Zeroth-order local optimisation algorithms are essential for solving real-valued black-box optimisation problems. Among these, Natural Evolution Strategies (NES) represent a prominent class, particularly well-suited for scenarios where prior distributions are available. By optimising the objective function in the space of search distributions, NES algorithms naturally integrate prior knowledge during initialisation, making them effective in settings such as semi-supervised learning and user-prior belief frameworks. However, due to their reliance on random sampling and Monte Carlo estimates, NES algorithms can suffer from limited sample efficiency. In this paper, we introduce a novel class of algorithms, termed Probabilistic Natural Evolutionary Strategy Algorithms (ProbNES), which enhance the NES framework with Bayesian quadrature. We show that ProbNES algorithms consistently outperforms their non-probabilistic counterparts as well as global sample efficient methods such as Bayesian Optimisation (BO) or $π$BO across a wide range of tasks, including benchmark test functions, data-driven optimisation tasks, user-informed hyperparameter tuning tasks and locomotion tasks.

Recently developed quasi-Bayesian (QB) methods \cite{fong2023martingale} proposed a stimulating change of paradigm in Bayesian computation by directly constructing the Bayesian predictive distribution through recursion, removing the need for expensive computations involved in sampling the Bayesian posterior distribution. This has proved to be data-efficient for univariate predictions, however, existing constructions for higher dimensional densities are only possible by relying on restrictive assumptions on the model's multivariate structure. Here, we propose a wholly different approach to extend Quasi-Bayesian prediction to high dimensions through the use of Sklar's theorem, by decomposing the predictive distribution into one-dimensional predictive marginals and a high-dimensional copula. We use the efficient recursive QB construction for the one-dimensional marginals and model the dependence using highly expressive vine copulas. Further, we tune hyperparameters using robust divergences (eg.

Green's function characterizes a partial differential equation (PDE) and maps its solution in the entire domain as integrals. Finding the analytical form of Green's function is a non-trivial exercise, especially for a PDE defined on a complex domain or a PDE with variable coefficients. In this paper, we propose a novel boundary integral network to learn the domain-independent Green's function, referred to as BIN-G. We evaluate the Green's function in the BIN-G using a radial basis function (RBF) kernel-based neural network. We train the BIN-G by minimizing the residual of the PDE and the mean squared errors of the solutions to the boundary integral equations for prescribed test functions. By leveraging the symmetry of the Green's function and controlling refinements of the RBF kernel near the singularity of the Green function, we demonstrate that our numerical scheme enables fast training and accurate evaluation of the Green's function for PDEs with variable coefficients. The learned Green's function is independent of the domain geometries, forcing terms, and boundary conditions in the boundary integral formulation. Numerical experiments verify the desired properties of the method and the expected accuracy for the two-dimensional Poisson and Helmholtz equations with variable coefficients.

We consider robust empirical risk minimization (ERM), where model parameters are chosen to minimize the worst-case empirical loss when each data point varies over a given convex uncertainty set. In some simple cases, such problems can be expressed in an analytical form. In general the problem can be made tractable via dualization, which turns a min-max problem into a min-min problem. Dualization requires expertise and is tedious and error-prone. We demonstrate how CVXPY can be used to automate this dualization procedure in a user-friendly manner. Our framework allows practitioners to specify and solve robust ERM problems with a general class of convex losses, capturing many standard regression and classification problems. Users can easily specify any complex uncertainty set that is representable via disciplined convex programming (DCP) constraints.

It's no news that the giant Alphabet invests quite a lot in ML applications to science, through channels such as Google Research and Deepmind. While in the fields of chemistry and biology AlphaFold is by far its most famous project, Deepmind has also gone into quantum mechanical (QM) calculations (my blog entry here), and so is doing Google Research. QM calculations are very important in chemistry, as they provide the highest level of detail about electron densities, distributions, and spin states in molecules and materials, all the key elements required to model, understand, and predict their chemical reactivity and physicochemical properties -none of which are approachable with classical methods. The new work I comment on here comes from Google Research and also addresses ways to improve QM calculations. Specifically, Ma et al developed a new method to derive symbolic, analytical forms of DFT functionals.