Goto

Collaborating Authors

 cauchy distribution


Appendices

Neural Information Processing Systems

Which allows to conclude that the sigmoid corresponds to the Heaviside function perturbed with a logistic noise. As introduced in the paper, control variates methods can be used to reduce the noise of the Monte-Carlo estimators of the Jacobian of a perturbed renderer, without inducing any extra-computation. Proposition 5. Jacobian of perturbed renderers can be written as: J We adapt the previous proof to the case of a Cauchy distribution for the noise. Z 1 (67) remains valid. Z 1 (73) 17 Figure 9: Pose optimization with an initial guess uniformly sampled on the rotation space.



Spectral Mixture Kernels for Bayesian Optimization

arXiv.org Artificial Intelligence

Bayesian Optimization (BO) is a widely used approach for solving expensive black-box optimization tasks. However, selecting an appropriate probabilistic surrogate model remains an important yet challenging problem. In this work, we introduce a novel Gaussian Process (GP)-based BO method that incorporates spectral mixture kernels, derived from spectral densities formed by scale-location mixtures of Cauchy and Gaussian distributions. This method achieves a significant improvement in both efficiency and optimization performance, matching the computational speed of simpler kernels while delivering results that outperform more complex models and automatic BO methods. We provide bounds on the information gain and cumulative regret associated with obtaining the optimum. Extensive numerical experiments demonstrate that our method consistently outperforms existing baselines across a diverse range of synthetic and real-world problems, including both low- and high-dimensional settings.


A Comprehensive Review on Noise Control of Diffusion Model

arXiv.org Artificial Intelligence

Diffusion models have recently emerged as powerful generative frameworks for producing high-quality images. A pivotal component of these models is the noise schedule, which governs the rate of noise injection during the diffusion process. Since the noise schedule substantially influences sampling quality and training quality, understanding its design and implications is crucial. In this discussion, various noise schedules are examined, and their distinguishing features and performance characteristics are highlighted.


Fixed Points of Deep Neural Networks: Emergence, Stability, and Applications

arXiv.org Artificial Intelligence

We present numerical and analytical results on the formation and stability of a family of fixed points of deep neural networks (DNNs). Such fixed points appear in a class of DNNs when dimensions of input and output vectors are the same. We demonstrate examples of applications of such networks in supervised, semi-supervised and unsupervised learning such as encoding/decoding of images, restoration of damaged images among others. We present several numerical and analytical results. First, we show that for untrained DNN's with weights and biases initialized by normally distributed random variables the only one fixed point exists. This result holds for DNN with any depth (number of layers) $L$, any layer width $N$, and sigmoid-type activation functions. Second, it has been shown that for a DNN whose parameters (weights and biases) are initialized by ``light-tailed'' distribution of weights (e.g. normal distribution), after training the distribution of these parameters become ``heavy-tailed''. This motivates our study of DNNs with ``heavy-tailed'' initialization. For such DNNs we show numerically %existence and stability that training leads to emergence of $Q(N,L)$ fixed points, where $Q(N,L)$ is a positive integer which depends on the number of layers $L$ and layer width $N$. We further observe numerically that for fixed $N = N_0$ the function $Q(N_0, L)$ is non-monotone, that is it initially grows as $L$ increases and then decreases to 1. This non-monotone behavior of $Q(N_0, L)$ is also obtained by analytical derivation of equation for Empirical Spectral Distribution (ESD) of input-output Jacobian followed by numerical solution of this equation.


HyperPg -- Prototypical Gaussians on the Hypersphere for Interpretable Deep Learning

arXiv.org Artificial Intelligence

Prototype Learning methods provide an interpretable alternative to black-box deep learning models. Approaches such as ProtoPNet learn, which part of a test image "look like" known prototypical parts from training images, combining predictive power with the inherent interpretability of case-based reasoning. However, existing approaches have two main drawbacks: A) They rely solely on deterministic similarity scores without statistical confidence. B) The prototypes are learned in a black-box manner without human input. This work introduces HyperPg, a new prototype representation leveraging Gaussian distributions on a hypersphere in latent space, with learnable mean and variance. HyperPg prototypes adapt to the spread of clusters in the latent space and output likelihood scores. The new architecture, HyperPgNet, leverages HyperPg to learn prototypes aligned with human concepts from pixel-level annotations. Consequently, each prototype represents a specific concept such as color, image texture, or part of the image subject. A concept extraction pipeline built on foundation models provides pixel-level annotations, significantly reducing human labeling effort. Experiments on CUB-200-2011 and Stanford Cars datasets demonstrate that HyperPgNet outperforms other prototype learning architectures while using fewer parameters and training steps. Additionally, the concept-aligned HyperPg prototypes are learned transparently, enhancing model interpretability. Deep Learning has achieved high accuracy in many computer vision tasks.


Multivariate and Online Transfer Learning with Uncertainty Quantification

arXiv.org Machine Learning

Untreated periodontitis causes inflammation within the supporting tissue of the teeth and can ultimately lead to tooth loss. Modeling periodontal outcomes is beneficial as they are difficult and time consuming to measure, but disparities in representation between demographic groups must be considered. There may not be enough participants to build group specific models and it can be ineffective, and even dangerous, to apply a model to participants in an underrepresented group if demographic differences were not considered during training. We propose an extension to RECaST Bayesian transfer learning framework. Our method jointly models multivariate outcomes, exhibiting significant improvement over the previous univariate RECaST method. Further, we introduce an online approach to model sequential data sets. Negative transfer is mitigated to ensure that the information shared from the other demographic groups does not negatively impact the modeling of the underrepresented participants. The Bayesian framework naturally provides uncertainty quantification on predictions. Especially important in medical applications, our method does not share data between domains. We demonstrate the effectiveness of our method in both predictive performance and uncertainty quantification on simulated data and on a database of dental records from the HealthPartners Institute.


Generalizing Stochastic Smoothing for Differentiation and Gradient Estimation

arXiv.org Machine Learning

We deal with the problem of gradient estimation for stochastic differentiable relaxations of algorithms, operators, simulators, and other non-differentiable functions. Stochastic smoothing conventionally perturbs the input of a non-differentiable function with a differentiable density distribution with full support, smoothing it and enabling gradient estimation. Our theory starts at first principles to derive stochastic smoothing with reduced assumptions, without requiring a differentiable density nor full support, and we present a general framework for relaxation and gradient estimation of non-differentiable black-box functions $f:\mathbb{R}^n\to\mathbb{R}^m$. We develop variance reduction for gradient estimation from 3 orthogonal perspectives. Empirically, we benchmark 6 distributions and up to 24 variance reduction strategies for differentiable sorting and ranking, differentiable shortest-paths on graphs, differentiable rendering for pose estimation, as well as differentiable cryo-ET simulations.


Neural Conditional Probability for Inference

arXiv.org Machine Learning

We introduce NCP (Neural Conditional Probability), a novel operator-theoretic approach for learning conditional distributions with a particular focus on inference tasks. NCP can be used to build conditional confidence regions and extract important statistics like conditional quantiles, mean, and covariance. It offers streamlined learning through a single unconditional training phase, facilitating efficient inference without the need for retraining even when conditioning changes. By tapping into the powerful approximation capabilities of neural networks, our method efficiently handles a wide variety of complex probability distributions, effectively dealing with nonlinear relationships between input and output variables. Theoretical guarantees ensure both optimization consistency and statistical accuracy of the NCP method. Our experiments show that our approach matches or beats leading methods using a simple Multi-Layer Perceptron (MLP) with two hidden layers and GELU activations. This demonstrates that a minimalistic architecture with a theoretically grounded loss function can achieve competitive results without sacrificing performance, even in the face of more complex architectures.


Soft-constrained Schrodinger Bridge: a Stochastic Control Approach

arXiv.org Machine Learning

Schr\"{o}dinger bridge can be viewed as a continuous-time stochastic control problem where the goal is to find an optimally controlled diffusion process with a pre-specified terminal distribution $\mu_T$. We propose to generalize this stochastic control problem by allowing the terminal distribution to differ from $\mu_T$ but penalizing the Kullback-Leibler divergence between the two distributions. We call this new control problem soft-constrained Schr\"{o}dinger bridge (SSB). The main contribution of this work is a theoretical derivation of the solution to SSB, which shows that the terminal distribution of the optimally controlled process is a geometric mixture of $\mu_T$ and some other distribution. This result is further extended to a time series setting. One application of SSB is the development of robust generative diffusion models. We propose a score matching-based algorithm for sampling from geometric mixtures and showcase its use via a numerical example for the MNIST data set.