We consider sparse multivariate stochastic systems that evolve in continuous time according to a causal mechanism and present methodology to recover the system's time-infinitesimal transition mechanism from mere cross-sectional data. This observational paradigm is motivated by applications such as gene expression analysis, where destructive experimental techniques may only allow recording data once over a cell's lifetime. Precisely, we assume the system follows a time-homogeneous diffusion process that has reached an equilibrium distribution at observation time. Further, we assume the causal mechanism is fully described by the diffusion drift, is acyclic, and its causal structure graph is known. In this setting, we prove that the full causal mechanism, i.e., the drift function, can be non-parametrically identified under a weak non-explosion criterion. We derive a non-parametric kernel estimator for this challenging inverse problem and prove its consistency. Moreover, we propose a cross-validation scheme for hyperparameter tuning, illustrate the behavior of our estimator in simulations, and we discuss connections with irreversible generative diffusion models and low-frequency sampled data.

This paper provides a comprehensive error analysis of learning with vector-valued random features (RF). The theory is developed for RF ridge regression in a fully general infinite-dimensional input-output setting, but nonetheless applies to and improves existing finite-dimensional analyses. In contrast to comparable work in the literature, the approach proposed here relies on a direct analysis of the underlying risk functional and completely avoids the explicit RF ridge regression solution formula in terms of random matrices. This removes the need for concentration results in random matrix theory or their generalizations to random operators. The main results established in this paper include strong consistency of vector-valued RF estimators under model misspecification and minimax optimal convergence rates in the well-specified setting. The parameter complexity (number of random features) and sample complexity (number of labeled data) required to achieve such rates are comparable with Monte Carlo intuition and free from logarithmic factors.

The coefficients in this RF expansion are optimized to fit the given data of input-output pairs.

For the moment, it is worth noting that such sets of functions (e.g., Haar wavelets, Daubechies wavelets) are readily We are now in a position to present the main theorem of this subsection. To avoid repetition, we defer further discussions on the rates observed in Theorem A.1 to Remark 2.7 where a holistic In fact, by Proposition 1.1, there exists an optimal transport map Based on (B.2), the natural plug-in estimator of ρ Suppose that the same assumptions from Theorem 2.2 hold. B.2 Nonparametric independence testing: Optimal transport based Hilbert-Schmidt independence criterion Proposition B.2 shows that the test based on Further, when the sampling distribution is fixed, Proposition B.2 shows that In the following result (see Appendix C.2 for a proof), we show that if This section is devoted to proving our main results and is organized as follows: In Appendix C.1, we Further by Lemma D.2, we also have: ϕ Note that (C.10) immediately yields the following conclusions: S By (1.5) and some simple algebra, the following holds: null null null S Combining the above display with (C.9), we further have: null null null null 1 2 W Combining the above observation with Theorem 2.1, we have: lim sup For the next part, to simplify notation, let us begin with some notation. By using the exponential Markov's inequality coupled with the standard union Now by using [7, Theorem 2.10], we have P (B We are now in a position to complete the proof of Theorem 2.2 using steps I-III. Therefore, it is now enough to bound the right hand side of (C.17).

Now, let us derive the differential equation that gives a solution to the variational problem. This condition yields the Euler-Lagrange equation, d dt @ L @ q = @ L @q . Here, we derive the Noether's learning dynamics by applying Noether's theorem to the A general form of the Noether's theorem relates the dynamics of Noether By evaluating the right hand side of Eq. 23, we get e Now, we harness the covariant property of the Lagrangian formulation, i.e., it preserves the form Plugging this expression obtained from the steady-state condition of Eq.27 Here, we ignore the inertia term in Eq. 16, assuming that the mass (learning rate) is finite but small All the experiments were run using the PyTorch code base. We used Tiny ImageNet dataset to generate all the empirical figures in this work. The key hyperparameters we used are listed with each figure.

However, we make no serious efforts to find the optimal architecture. In fact, we use the same 13 architecture for allour experiments, across the scales. Webelievethe performance onaparticular task can be further improved by carefully curating the neural architecture.

Recent works have shown that MFLD globally minimizes an entropy-regularized convex functional in the space of measures.