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Metrics for Parametric Families of Networks

arXiv.org Machine Learning

We introduce a general framework for analyzing data modeled as parameterized families of networks. Building on a Gromov-Wasserstein variant of optimal transport, we define a family of parameterized Gromov-Wasserstein distances for comparing such parametric data, including time-varying metric spaces induced by collective motion, temporally evolving weighted social networks, and random graph models. We establish foundational properties of these distances, showing that they subsume several existing metrics in the literature, and derive theoretical approximation guarantees. In particular, we develop computationally tractable lower bounds and relate them to graph statistics commonly used in random graph theory. Furthermore, we prove that our distances can be consistently approximated in random graph and random metric space settings via empirical estimates from generative models. Finally, we demonstrate the practical utility of our framework through a series of numerical experiments.


On Probabilistic Embeddings in Optimal Dimension Reduction

arXiv.org Machine Learning

Dimension reduction algorithms are a crucial part of many data science pipelines, including data exploration, feature creation and selection, and denoising. Despite their wide utilization, many non-linear dimension reduction algorithms are poorly understood from a theoretical perspective. In this work we consider a generalized version of multidimensional scaling, which is posed as an optimization problem in which a mapping from a high-dimensional feature space to a lower-dimensional embedding space seeks to preserve either inner products or norms of the distribution in feature space, and which encompasses many commonly used dimension reduction algorithms. We analytically investigate the variational properties of this problem, leading to the following insights: 1) Solutions found using standard particle descent methods may lead to non-deterministic embeddings, 2) A relaxed or probabilistic formulation of the problem admits solutions with easily interpretable necessary conditions, 3) The globally optimal solutions to the relaxed problem actually must give a deterministic embedding. This progression of results mirrors the classical development of optimal transportation, and in a case relating to the Gromov-Wasserstein distance actually gives explicit insight into the structure of the optimal embeddings, which are parametrically determined and discontinuous. Finally, we illustrate that a standard computational implementation of this task does not learn deterministic embeddings, which means that it learns sub-optimal mappings, and that the embeddings learned in that context have highly misleading clustering structure, underscoring the delicate nature of solving this problem computationally.


Adam-like Algorithm with Smooth Clipping Attains Global Minima: Analysis Based on Ergodicity of Functional SDEs

arXiv.org Artificial Intelligence

In this paper, we prove that an Adam-type algorithm with smooth clipping approaches the global minimizer of the regularized non-convex loss function. Adding smooth clipping and taking the state space as the set of all trajectories, we can apply the ergodic theory of Markov semigroups for this algorithm and investigate its asymptotic behavior. The ergodic theory we establish in this paper reduces the problem of evaluating the convergence, generalization error and discretization error of this algorithm to the problem of evaluating the difference between two functional stochastic differential equations (SDEs) with different drift coefficients. As a result of our analysis, we have shown that this algorithm minimizes the the regularized non-convex loss function with errors of the form $n^{-1/2}$, $\eta^{1/4}$, $\beta^{-1} \log (\beta + 1)$ and $e^{- c t}$. Here, $c$ is a constant and $n$, $\eta$, $\beta$ and $t$ denote the size of the training dataset, learning rate, inverse temperature and time, respectively.


On the Convergence of Gradient Descent Training for Two-layer ReLU-networks in the Mean Field Regime

arXiv.org Machine Learning

We describe a necessary and sufficient condition for the convergence to minimum Bayes risk when training two-layer ReLU-networks by gradient descent in the mean field regime with omni-directional initial parameter distribution. This article extends recent results of Chizat and Bach to ReLU-activated networks and to the situation in which there are no parameters which exactly achieve MBR. The condition does not depend on the initalization of parameters and concerns only the weak convergence of the realization of the neural network, not its parameter distribution.


Support Recovery in the Phase Retrieval Model: Information-Theoretic Fundamental Limits

arXiv.org Machine Learning

The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy phaseless measurements, which arises in a diverse range of settings such as optical detection, X-ray crystallography, electron microscopy, and coherent diffractive imaging. Our focus is on information-theoretic fundamental limits under an approximate recovery criterion, considering both discrete and Gaussian models for the sparse non-zero entries. In both cases, our bounds provide sharp thresholds with near-matching constant factors in several scaling regimes on the sparsity and signal-to-noise ratio. As a key step towards obtaining these results, we develop new concentration bounds for the conditional information content of log-concave random variables, which may be of independent interest.