Craig interpolation plays a central role in formal verification tasks such as model checking, invariant generation, and abstraction refinement. In the domain of linear integer arithmetic (LIA), interpolants are crucial for deriving inductive invariants that characterize unreachable or safe program states, enabling scalable and precise reasoning about software and hardware correctness. Despite progress in interpolation algorithms, generating concise and interpretable interpolants remains a key challenge. We propose a lightweight learning-based approach to generating simple interpolants for LIA. Our model learns to lazily sample input problems directly and is complementary to existing logical methods. We show that when Z3 is guided by our learned model, the complexity of the interpolants it produces can be reduced by up to 47.3%. For older solvers, the reduction rate can reach up to 69.1%.

This paper studies the properties of solutions to multi-task shallow ReLU neural network learning problems, wherein the network is trained to fit a dataset with minimal sum of squared weights. Remarkably, the solutions learned for each individual task resemble those obtained by solving a kernel regression problem, revealing a novel connection between neural networks and kernel methods. It is known that single-task neural network learning problems are equivalent to a minimum norm interpolation problem in a non-Hilbertian Banach space, and that the solutions of such problems are generally non-unique. In contrast, we prove that the solutions to univariate-input, multi-task neural network interpolation problems are almost always unique, and coincide with the solution to a minimum-norm interpolation problem in a Sobolev (Reproducing Kernel) Hilbert Space. We also demonstrate a similar phenomenon in the multivariate-input case; specifically, we show that neural network learning problems with large numbers of tasks are approximately equivalent to an $\ell^2$ (Hilbert space) minimization problem over a fixed kernel determined by the optimal neurons.

The problem of interpolating a rigid body motion is to find a spatial trajectory between a prescribed initial and terminal pose. Two variants of this interpolation problem are addressed. The first is to find a solution that satisfies initial conditions on the k-1 derivatives of the rigid body twist. This is called the kth-order initial value trajectory interpolation problem (k-IV-TIP). The second is to find a solution that satisfies conditions on the rigid body twist and its k-1 derivatives at the initial and terminal pose. This is called the kth-order boundary value trajectory interpolation problem (k-BV-TIP). Solutions to the k-IV-TIP for k=1,...,4, i.e. the initial twist and up to the 4th time derivative are prescribed. Further, a solution to the 1-IV-TBP is presented, i.e. the initial and terminal twist are prescribed. The latter is a novel cubic interpolation between two spatial configurations with given initial and terminal twist. This interpolation is automatically identical to the minimum acceleration curve when the twists are set to zero. The general approach to derive higher-order solutions is presented. Numerical results are shown for two examples.

This paper studies the properties of solutions to multi-task shallow ReLU neural network learning problems, wherein the network is trained to fit a dataset with minimal sum of squared weights. Remarkably, the solutions learned for each individual task resemble those obtained by solving a kernel regression problem, revealing a novel connection between neural networks and kernel methods. It is known that single-task neural network learning problems are equivalent to a minimum norm interpolation problem in a non-Hilbertian Banach space, and that the solutions of such problems are generally non-unique. In contrast, we prove that the solutions to univariate-input, multi-task neural network interpolation problems are almost always unique, and coincide with the solution to a minimum-norm interpolation problem in a Sobolev (Reproducing Kernel) Hilbert Space. We also demonstrate a similar phenomenon in the multivariate-input case; specifically, we show that neural network learning problems with large numbers of tasks are approximately equivalent to an \ell 2 (Hilbert space) minimization problem over a fixed kernel determined by the optimal neurons.

Soft robots, distinguished by their inherent compliance and continuum structures, present unique modeling challenges, especially when subjected to significant external loads such as gravity and payloads. In this study, we introduce an innovative data-driven modeling framework leveraging an Euler spiral-inspired shape representations to accurately describe the complex shapes of soft continuum actuators. Based on this representation, we develop neural network-based forward and inverse models to effectively capture the nonlinear behavior of a fiber-reinforced pneumatic bending actuator. Our forward model accurately predicts the actuator's deformation given inputs of pressure and payload, while the inverse model reliably estimates payloads from observed actuator shapes and known pressure inputs. Comprehensive experimental validation demonstrates the effectiveness and accuracy of our proposed approach. Notably, the augmented Euler spiral-based forward model achieves low average positional prediction errors of 3.38%, 2.19%, and 1.93% of the actuator length at the one-third, two-thirds, and tip positions, respectively. Furthermore, the inverse model demonstrates precision of estimating payloads with an average error as low as 0.72% across the tested range. These results underscore the potential of our method to significantly enhance the accuracy and predictive capabilities of modeling frameworks for soft robotic systems.

This paper studies the properties of solutions to multi-task shallow ReLU neural network learning problems, wherein the network is trained to fit a dataset with minimal sum of squared weights. Remarkably, the solutions learned for each individual task resemble those obtained by solving a kernel regression problem, revealing a novel connection between neural networks and kernel methods. It is known that single-task neural network learning problems are equivalent to a minimum norm interpolation problem in a non-Hilbertian Banach space, and that the solutions of such problems are generally non-unique. In contrast, we prove that the solutions to univariate-input, multi-task neural network interpolation problems are almost always unique, and coincide with the solution to a minimum-norm interpolation problem in a Sobolev (Reproducing Kernel) Hilbert Space. We also demonstrate a similar phenomenon in the multivariate-input case; specifically, we show that neural network learning problems with large numbers of tasks are approximately equivalent to an $\ell^2$ (Hilbert space) minimization problem over a fixed kernel determined by the optimal neurons.

We discuss several aspects of the loss landscape of regularized neural networks: the structure of stationary points, connectivity of optimal solutions, path with nonincreasing loss to arbitrary global optimum, and the nonuniqueness of optimal solutions, by casting the problem into an equivalent convex problem and considering its dual. Starting from two-layer neural networks with scalar output, we first characterize the solution set of the convex problem using its dual and further characterize all stationary points. With the characterization, we show that the topology of the global optima goes through a phase transition as the width of the network changes, and construct counterexamples where the problem may have a continuum of optimal solutions. Finally, we show that the solution set characterization and connectivity results can be extended to different architectures, including two-layer vector-valued neural networks and parallel three-layer neural networks.

Variational inference is a class of methods to approximate the posterior distribution of a probabilistic model. The classic factorized (or mean-field) variational inference (F-VI) fits a separate parametric distribution for each latent variable. The more modern amortized variational inference (A-VI) instead learns a common \textit{inference function}, which maps each observation to its corresponding latent variable's approximate posterior. Typically, A-VI is used as a cog in the training of variational autoencoders, however it stands to reason that A-VI could also be used as a general alternative to F-VI. In this paper we study when and why A-VI can be used for approximate Bayesian inference. We establish that A-VI cannot achieve a better solution than F-VI, leading to the so-called \textit{amortization gap}, no matter how expressive the inference function is. We then address a central theoretical question: When can A-VI attain F-VI's optimal solution? We derive conditions on the model which are necessary, sufficient, and verifiable under which the amortization gap can be closed. We show that simple hierarchical models, which encompass many models in machine learning and Bayesian statistics, verify these conditions. We demonstrate, on a broader class of models, how to expand the domain of AVI's inference function to improve its solution, and we provide examples, e.g. hidden Markov models, where the amortization gap cannot be closed. Finally, when A-VI can match F-VI's solution, we empirically find that the required complexity of the inference function does not grow with the data size and that A-VI often converges faster.

We study the robust interpolation problem of arbitrary data distributions supported on a bounded space and propose a two-fold law of robustness. Robust interpolation refers to the problem of interpolating $n$ noisy training data points in $\mathbb{R}^d$ by a Lipschitz function. Although this problem has been well understood when the samples are drawn from an isoperimetry distribution, much remains unknown concerning its performance under generic or even the worst-case distributions. We prove a Lipschitzness lower bound $\Omega(\sqrt{n/p})$ of the interpolating neural network with $p$ parameters on arbitrary data distributions. With this result, we validate the law of robustness conjecture in prior work by Bubeck, Li, and Nagaraj on two-layer neural networks with polynomial weights. We then extend our result to arbitrary interpolating approximators and prove a Lipschitzness lower bound $\Omega(n^{1/d})$ for robust interpolation. Our results demonstrate a two-fold law of robustness: i) we show the potential benefit of overparametrization for smooth data interpolation when $n=\mathrm{poly}(d)$, and ii) we disprove the potential existence of an $O(1)$-Lipschitz robust interpolating function when $n=\exp(\omega(d))$.

In non-private stochastic convex optimization, stochastic gradient methods converge much faster on interpolation problems -- problems where there exists a solution that simultaneously minimizes all of the sample losses -- than on non-interpolating ones; we show that generally similar improvements are impossible in the private setting. However, when the functions exhibit quadratic growth around the optimum, we show (near) exponential improvements in the private sample complexity. In particular, we propose an adaptive algorithm that improves the sample complexity to achieve expected error $\alpha$ from $\frac{d}{\varepsilon \sqrt{\alpha}}$ to $\frac{1}{\alpha^\rho} + \frac{d}{\varepsilon} \log\left(\frac{1}{\alpha}\right)$ for any fixed $\rho >0$, while retaining the standard minimax-optimal sample complexity for non-interpolation problems. We prove a lower bound that shows the dimension-dependent term is tight. Furthermore, we provide a superefficiency result which demonstrates the necessity of the polynomial term for adaptive algorithms: any algorithm that has a polylogarithmic sample complexity for interpolation problems cannot achieve the minimax-optimal rates for the family of non-interpolation problems.