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 proposition 5


Learning to Emulate Chaos: Adversarial Optimal Transport Regularization

Melo, Gabriel, Santiago, Leonardo, Lu, Peter Y.

arXiv.org Machine Learning

Chaos arises in many complex dynamical systems, from weather to power grids, but is difficult to accurately model using data-driven emulators, including neural operator architectures. For chaotic systems, the inherent sensitivity to initial conditions makes exact long-term forecasts theoretically infeasible, meaning that traditional squared-error losses often fail when trained on noisy data. Recent work has focused on training emulators to match the statistical properties of chaotic attractors by introducing regularization based on handcrafted local features and summary statistics, as well as learned statistics extracted from a diverse dataset of trajectories. In this work, we propose a family of adversarial optimal transport objectives that jointly learn high-quality summary statistics and a physically consistent emulator. We theoretically analyze and experimentally validate a Sinkhorn divergence formulation (2-Wasserstein) and a WGAN-style dual formulation (1-Wasserstein). Our experiments across a variety of chaotic systems, including systems with high-dimensional chaotic attractors, show that emulators trained with our approach exhibit significantly improved long-term statistical fidelity.


Horospherical Depth and Busemann Median on Hadamard Manifolds

Jiang, Yangdi, Chang, Xiaotian, Mostajeran, Cyrus

arXiv.org Machine Learning

\We introduce the horospherical depth, an intrinsic notion of statistical depth on Hadamard manifolds, and define the Busemann median as the set of its maximizers. The construction exploits the fact that the linear functionals appearing in Tukey's half-space depth are themselves limits of renormalized distance functions; on a Hadamard manifold the same limiting procedure produces Busemann functions, whose sublevel sets are horoballs, the intrinsic replacements for halfspaces. The resulting depth is parametrized by the visual boundary, is isometry-equivariant, and requires neither tangent-space linearization nor a chosen base point.For arbitrary Hadamard manifolds, we prove that the depth regions are nested and geodesically convex, that a centerpoint of depth at least $1/(d+1)$ exists, and hence that the Busemann median exists for every Borel probability measure. Under strictly negative sectional curvature and mild regularity assumptions, the depth is strictly quasi-concave and the median is unique. We also establish robustness: the depth is stable under total-variation perturbations, and under contamination escaping to infinity the limiting median depends on the escape direction but not on how far the contaminating mass has moved along the geodesic ray, in contrast with the Fréchet mean. Finally, we establish uniform consistency of the sample depth and convergence of sample depth regions and sample Busemann medians; on symmetric spaces of noncompact type, the argument proceeds through a VC analysis of upper horospherical halfspaces, while on general Hadamard manifolds it follows from a compactness argument under a mild non-atomicity assumption.


Generalization error bounds for two-layer neural networks with Lipschitz loss function

Nguwi, Jiang Yu, Privault, Nicolas

arXiv.org Machine Learning

We derive generalization error bounds for the training of two-layer neural networks without assuming boundedness of the loss function, using Wasserstein distance estimates on the discrepancy between a probability distribution and its associated empirical measure, together with moment bounds for the associated stochastic gradient method. In the case of independent test data, we obtain a dimension-free rate of order $O(n^{-1/2} )$ on the $n$-sample generalization error, whereas without independence assumption, we derive a bound of order $O(n^{-1 / ( d_{\rm in}+d_{\rm out} )} )$, where $d_{\rm in}$, $d_{\rm out}$ denote input and output dimensions. Our bounds and their coefficients can be explicitly computed prior to the training of the model, and are confirmed by numerical simulations.


Do covariates explain why these groups differ? The choice of reference group can reverse conclusions in the Oaxaca-Blinder decomposition

Quintero, Manuel, Shreekumar, Advik, Stephenson, William T., Broderick, Tamara

arXiv.org Machine Learning

Scientists often want to explain why an outcome is different in two groups. For instance, differences in patient mortality rates across two hospitals could be due to differences in the patients themselves (covariates) or differences in medical care (outcomes given covariates). The Oaxaca--Blinder decomposition (OBD) is a standard tool to tease apart these factors. It is well known that the OBD requires choosing one of the groups as a reference, and the numerical answer can vary with the reference. To the best of our knowledge, there has not been a systematic investigation into whether the choice of OBD reference can yield different substantive conclusions and how common this issue is. In the present paper, we give existence proofs in real and simulated data that the OBD references can yield substantively different conclusions and that these differences are not entirely driven by model misspecification or small data. We prove that substantively different conclusions occur in up to half of the parameter space, but find these discrepancies rare in the real-data analyses we study. We explain this empirical rarity by examining how realistic data-generating processes can be biased towards parameters that do not change conclusions under the OBD.


Conformal Selective Prediction with General Risk Control

Bai, Tian, Jin, Ying

arXiv.org Machine Learning

In deploying artificial intelligence (AI) models, selective prediction offers the option to abstain from making a prediction when uncertain about model quality. To fulfill its promise, it is crucial to enforce strict and precise error control over cases where the model is trusted. We propose Selective Conformal Risk control with E-values (SCoRE), a new framework for deriving such decisions for any trained model and any user-defined, bounded and continuously-valued risk. SCoRE offers two types of guarantees on the risk among ``positive'' cases in which the system opts to trust the model. Built upon conformal inference and hypothesis testing ideas, SCoRE first constructs a class of (generalized) e-values, which are non-negative random variables whose product with the unknown risk has expectation no greater than one. Such a property is ensured by data exchangeability without requiring any modeling assumptions. Passing these e-values on to hypothesis testing procedures, we yield the binary trust decisions with finite-sample error control. SCoRE avoids the need of uniform concentration, and can be readily extended to settings with distribution shifts. We evaluate the proposed methods with simulations and demonstrate their efficacy through applications to error management in drug discovery, health risk prediction, and large language models.