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Uncertainty-Aware Sparse Identification of Dynamical Systems via Bayesian Model Averaging
Kashiwamura, Shuhei, Kato, Yusuke, Kori, Hiroshi, Okada, Masato
In many problems of data-driven modeling for dynamical systems, the governing equations are not known a priori and must be selected phenomenologically from a large set of candidate interactions and basis functions. In such situations, point estimates alone can be misleading, because multiple model components may explain the observed data comparably well, especially when the data are limited or the dynamics exhibit poor identifiability. Quantifying the uncertainty associated with model selection is therefore essential for constructing reliable dynamical models from data. In this work, we develop a Bayesian sparse identification framework for dynamical systems with coupled components, aimed at inferring both interaction structure and functional form together with principled uncertainty quantification. The proposed method combines sparse modeling with Bayesian model averaging, yielding posterior inclusion probabilities that quantify the credibility of each candidate interaction and basis component. Through numerical experiments on oscillator networks, we show that the framework accurately recovers sparse interaction structures with quantified uncertainty, including higher-order harmonic components, phase-lag effects, and multi-body interactions. We also demonstrate that, even in a phenomenological setting where the true governing equations are not contained in the assumed model class, the method can identify effective functional components with quantified uncertainty. These results highlight the importance of Bayesian uncertainty quantification in data-driven discovery of dynamical models.
- Asia > Japan > Honshū > Kantō > Tokyo Metropolis Prefecture > Tokyo (0.04)
- North America > United States > Michigan (0.04)
- North America > United States > California > Santa Clara County > Sunnyvale (0.04)
- Europe > United Kingdom > England > Oxfordshire > Oxford (0.04)
Accelerating SGD for Highly Ill-Conditioned Huge-Scale Online Matrix Completion
Gavin Zhang, University of Illinois at Urbana–Champaign, jialun2@illinois.edu, "3026 Hong-Ming Chiu, University of Illinois at Urbana–Champaign, hmchiu2@illinois.edu, "3026 Richard Y. Zhang, University of Illinois at Urbana–Champaign, ryz@illinois.edu
- North America > United States > Illinois (0.04)
- Asia > Middle East > Jordan (0.04)
- North America > Canada > British Columbia > Metro Vancouver Regional District > Vancouver (0.04)
- Asia > Middle East > Jordan (0.04)
- Asia > China > Shanghai > Shanghai (0.04)
- North America > United States > California > Yolo County > Davis (0.14)
- Asia > China > Jiangsu Province > Nanjing (0.04)
- Oceania > New Zealand > North Island > Auckland Region > Auckland (0.04)
- (4 more...)
HollowFlow: Efficient Sample Likelihood Evaluation using Hollow Message Passing
Gloy, Johann Flemming, Olsson, Simon
Flow and diffusion-based models have emerged as powerful tools for scientific applications, particularly for sampling non-normalized probability distributions, as exemplified by Boltzmann Generators (BGs). A critical challenge in deploying these models is their reliance on sample likelihood computations, which scale prohibitively with system size $n$, often rendering them infeasible for large-scale problems. To address this, we introduce $\textit{HollowFlow}$, a flow-based generative model leveraging a novel non-backtracking graph neural network (NoBGNN). By enforcing a block-diagonal Jacobian structure, HollowFlow likelihoods are evaluated with a constant number of backward passes in $n$, yielding speed-ups of up to $\mathcal{O}(n^2)$: a significant step towards scaling BGs to larger systems. Crucially, our framework generalizes: $\textbf{any equivariant GNN or attention-based architecture}$ can be adapted into a NoBGNN. We validate HollowFlow by training BGs on two different systems of increasing size. For both systems, the sampling and likelihood evaluation time decreases dramatically, following our theoretical scaling laws. For the larger system we obtain a $10^2\times$ speed-up, clearly illustrating the potential of HollowFlow-based approaches for high-dimensional scientific problems previously hindered by computational bottlenecks.
- North America > United States (0.14)
- Europe > Sweden > Vaestra Goetaland > Gothenburg (0.04)
Learning Correlated Reward Models: Statistical Barriers and Opportunities
Cherapanamjeri, Yeshwanth, Daskalakis, Constantinos, Farina, Gabriele, Mohammadpour, Sobhan
Random Utility Models (RUMs) are a classical framework for modeling user preferences and play a key role in reward modeling for Reinforcement Learning from Human Feedback (RLHF). However, a crucial shortcoming of many of these techniques is the Independence of Irrelevant Alternatives (IIA) assumption, which collapses \emph{all} human preferences to a universal underlying utility function, yielding a coarse approximation of the range of human preferences. On the other hand, statistical and computational guarantees for models avoiding this assumption are scarce. In this paper, we investigate the statistical and computational challenges of learning a \emph{correlated} probit model, a fundamental RUM that avoids the IIA assumption. First, we establish that the classical data collection paradigm of pairwise preference data is \emph{fundamentally insufficient} to learn correlational information, explaining the lack of statistical and computational guarantees in this setting. Next, we demonstrate that \emph{best-of-three} preference data provably overcomes these shortcomings, and devise a statistically and computationally efficient estimator with near-optimal performance. These results highlight the benefits of higher-order preference data in learning correlated utilities, allowing for more fine-grained modeling of human preferences. Finally, we validate these theoretical guarantees on several real-world datasets, demonstrating improved personalization of human preferences.
- Europe > Austria > Vienna (0.14)
- North America > United States > Alabama (0.04)
- North America > United States > Indiana (0.04)
- (7 more...)
- Transportation > Ground > Road (1.00)
- Transportation > Electric Vehicle (1.00)
- Leisure & Entertainment (1.00)
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Accelerating SGD for Highly Ill-Conditioned Huge-Scale Online Matrix Completion
Gavin Zhang, University of Illinois at Urbana–Champaign, jialun2@illinois.edu, "3026 Hong-Ming Chiu, University of Illinois at Urbana–Champaign, hmchiu2@illinois.edu, "3026 Richard Y. Zhang, University of Illinois at Urbana–Champaign, ryz@illinois.edu
The matrix completion problem seeks to recover a d d ground truth matrix of low rank r d from observations of its individual elements. Real-world matrix completion is often a huge-scale optimization problem, with d so large that even the simplest full-dimension vector operations with O ( d) time complexity become prohibitively expensive. Stochastic gradient descent (SGD) is one of the few algorithms capable of solving matrix completion on a huge scale, and can also naturally handle streaming data over an evolving ground truth. Unfortunately, SGD experiences a dramatic slow-down when the underlying ground truth is ill-conditioned; it requires at least O ( κ log(1 /ϵ)) iterations to get ϵ -close to ground truth matrix with condition number κ. In this paper, we propose a preconditioned version of SGD that preserves all the favorable practical qualities of SGD for huge-scale online optimization while also making it agnostic to κ. For a symmetric ground truth and the Root Mean Square Error (RMSE) loss, we prove that the preconditioned SGD converges to ϵ -accuracy in O (log(1 /ϵ)) iterations, with a rapid linear convergence rate as if the ground truth were perfectly conditioned with κ = 1 . In our experiments, we observe a similar acceleration for item-item collaborative filtering on the MovieLens25M dataset via a pair-wise ranking loss, with 100 million training pairs and 10 million testing pairs.
- North America > United States > Illinois (0.04)
- Asia > Middle East > Jordan (0.04)
Interpretable Mnemonic Generation for Kanji Learning via Expectation-Maximization
Lee, Jaewook, Scarlatos, Alexander, Lan, Andrew
Learning Japanese vocabulary is a challenge for learners from Roman alphabet backgrounds due to script differences. Japanese combines syllabaries like hiragana with kanji, which are logographic characters of Chinese origin. Kanji are also complicated due to their complexity and volume. Keyword mnemonics are a common strategy to aid memorization, often using the compositional structure of kanji to form vivid associations. Despite recent efforts to use large language models (LLMs) to assist learners, existing methods for LLM-based keyword mnemonic generation function as a black box, offering limited interpretability. We propose a generative framework that explicitly models the mnemonic construction process as driven by a set of common rules, and learn them using a novel Expectation-Maximization-type algorithm. Trained on learner-authored mnemonics from an online platform, our method learns latent structures and compositional rules, enabling interpretable and systematic mnemonics generation. Experiments show that our method performs well in the cold-start setting for new learners while providing insight into the mechanisms behind effective mnemonic creation.