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Kernel Renormalization in Bayesian Deep Neural Networks: the Equivalent Wishart Ansatz in the Proportional Regime

arXiv.org Machine Learning

The scaling limit where both the size of the training set $P$ and the width $N$ of a deep neural network grow at the same rate, the so-called proportional-width regime, has been intensely studied for shallow, single-hidden-layer networks. However, extending these non-perturbative results from shallow architectures to deep non-linear networks has proven very challenging. Here we present an effective approximate approach to predict the generalization performance of Bayesian multi-layer perceptrons (MLPs) of fixed depth $L$ on arbitrary high-dimensional data. We propose an equivalent Wishart Ansatz to capture the dominant stochastic fluctuations of the hierarchical empirical kernels of MLPs. This allows us to perform a large deviation analysis for the partition function of MLPs in the proportional limit, expressed in terms of a renormalized NNGP kernel. In this description, even strong representation learning in the proportional limit is encoded in at most $L$ scalar order parameters, determined self-consistently. Extending the approach to convolutional architectures (CNNs), we identify a hierarchical local kernel renormalization mechanism, which allows to quantify more complex data-dependent transformations of the large-width kernel in CNNs due to finite-width effects. We test our effective theory against sampling experiments from the Bayesian posterior of finite deep neural networks with depths $L \sim O(10)$ and $P\sim O(10^3)$ on classic benchmark datasets, finding overall very good agreement together with two distinct types of systematic deviations.


Identifiable Bayesian Deep Generative Copulas with Unknown Layer Widths for Data with Arbitrary Marginal Distributions

arXiv.org Machine Learning

Deep generative models offer powerful tools for multivariate data analysis, but their black-box architectures are often unidentified and difficult to interpret. We introduce the Deep Discrete Encoder (DDE) Copula, an identifiable and interpretable generative model for multivariate data with arbitrary marginal distributions. The model places a hierarchical directed network of binary latent variables inside a copula framework, enabling flexible dependence modeling for mixed discrete and continuous data. Estimation is based on rank likelihoods, which decouple marginal modeling from posterior inference on the DDE parameters and avoid specifying the marginal distributions. We establish conditions for identification of the DDE copula parameters, ensuring that layer-specific parameters provide meaningful summaries of multivariate dependence. We also prove quotient-space posterior consistency for continuous margins under the exact rank likelihood and treat the extended rank likelihood for tied or mixed margins as a generalized likelihood, with concentration under an additional contrast condition. For computation, we propose a stochastic expectation-maximization algorithm for \emph{maximum a posteriori} estimation, together with initialization strategies that improve convergence. To learn network dimension adaptively, we extend Bayesian rank-selection priors to infer layer-specific widths. Simulations show strong finite-sample performance, and a personality-survey analysis reveals interpretable hierarchical latent structure in complex multivariate data.


Detecting Metastable Basins in High Dimensions via Marginal Trajectory Distribution Discrimination

arXiv.org Machine Learning

We study the problem of identifying dynamically distinct basins of attraction in high dimensional time-homogeneous Markov processes using only trajectory sampling. This problem is fundamental in the analysis of metastable dynamical systems, where the process rapidly mixes within basins while transitions between basins occur rarely on the timescale of interest, or even when the state space is reducible. Existing approaches typically rely on spatial discretization or spectral analysis of estimated transition operators, which can become unreliable in high dimensional settings or when the underlying basin geometry is highly nonlinear. We propose a discriminative approach to basin identification based on marginal trajectory distribution comparison. We prove a simple risk separation result: if two initial states belong to the same basin, the Bayes-optimal classifier distinguishing their marginal trajectory distributions achieves risk close to 1/2, whereas if they lie in distinct basins, the optimal risk is close to zero. This observation reduces basin detection to a two-sample discrimination problem between marginal trajectory distributions. Motivated by this principle, we develop a neural algorithm that receives a set of candidate basin representatives and iteratively merges them by estimating classification risk with a neural network that approximates the Bayes classifier. We evaluate the method on various metastable systems. These include synthetic systems constructed by embedding low-dimensional dynamics into high dimensional noisy ambient spaces. In these settings, standard spectral and clustering-based methods often fail, while our approach accurately recovers the underlying basin structure. These results display a shortcoming of existing methods and highlight trajectory discrimination as an effective tool for identifying dynamical basins in high dimensional stochastic systems.


HawkesLLM: Semantic Uncertainty Propagation in Agentic Text Simulation

arXiv.org Machine Learning

Agentic text-simulation systems write in sequence, with each item becoming possible context for later steps. That makes uncertainty path-dependent: an early ambiguity can affect later outputs. This paper studies this problem with HawkesLLM, a framework that separates temporal influence modeling from text generation. We represent the cascade as a network whose nodes are text-generating agents. A multivariate Hawkes process models how these nodes activate over time and which earlier node outputs should influence later prompts. A language model then writes each new event from the compact memory selected by this temporal model. We evaluate the framework on a held-out Global Database of Events, Language, and Tone (GDELT) news-cascade case study. The diagnostics track semantic alignment with local held-out references and separate local drift from global drift. In this setting, HawkesLLM improves late-stage semantic alignment under a compact prompt-memory budget.


Truncated Neural Likelihood Estimation for Simulation-Based Inference in State-Space Models

arXiv.org Machine Learning

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference, which for SSMs is in general a very challenging problem due to the intractability of the likelihood. Recently, neural estimation methods, such as sequential neural likelihood (SNL), have shown promising results in Bayesian inference problems. In this paper, we show that SNL, when applied to the SSM setting, suffers important limitations, such as requiring a large amount of simulated samples to achieve a moderate performance, scaling poorly with sequence length, while not being amortized. We then introduce a novel inference algorithm called truncated-SNL (T-SNL), which addresses the limitations of SNL. Our algorithm is more accurate, more stable and robust during training, more scalable to longer temporal sequences, and can be amortized when new observations become available. Our experiments show that T-SNL is sample-efficient, robust, and flexible algorithm which outperforms other approaches.


FRESH: Information-Geometric Calibration of Patient-Level Models to Aggregate Evidence

arXiv.org Machine Learning

Many decision in clinical science and epidemiology -- estimating probability of technical success for a clinical trial, assessing comparative effectiveness of two therapies, imputing a placebo effect onto natural history data -- rely on combining sources of information about a clinical cohort that comes from different kinds of studies. Specifically we contrast patient-level sources that provide granular pictures of individual disease course (clinical trial, registries, or electronic health records) with aggregate sources such as published clinical trial results and the TFLs (tables figures and listings). One strategy for combining aggregate with patient-level data sources is to bring each into a common format for a unified analysis. If one wants to maintain the analytic flexibility of patient-level data, then a natural solution is to convert the aggregate data information into a simulated patient-level dataset that recapitulate those aggregate statistics. This is an under-determined inverse problem in that there are many such datasets, and it cannot be well specified without further constraints. FRESH(Fusion of Recent Evidence with Subject Histories) provides a well-defined method for solving this problem, and therefore providing maximal analytic flexibility.


Learnability and Competition in High-Dimensional Multi-Component ICA

arXiv.org Machine Learning

Independent Component Analysis (ICA) is a foundational tool for unsupervised representation learning, yet its high-dimensional theory remains largely limited to single-component recovery. We develop an asymptotically exact mean-field theory for multi-component online ICA, capturing the coupling induced by simultaneous learning and orthogonalization. In the high-dimensional limit, the joint empirical distribution of learned estimates and ground-truth components converges to a deterministic process, yielding a closed ODE system for the overlap matrix between learned directions and true components. This characterization reveals a genuinely multi-component, initialization-driven phase structure: a decoupled regime, where estimates align with distinct components and evolve nearly independently, and a competition regime, where overlapping initializations induce orthogonality-driven conflicts, slow reorientation, and delayed convergence. Our steady-state analysis gives explicit learnability boundaries and competition conditions linking step size, data moments, and initialization. These conditions show that larger higher-order moments and competition shrink the stable learning-rate window, increase convergence times, and predict a staircase phenomenon in which the number of recoverable components changes discretely with the learning rate. Experiments on synthetic data and hyperspectral remote sensing data validate the predicted trajectories and phase behavior.


Optimal Experiments for Partial Causal Effect Identification

arXiv.org Machine Learning

Causal queries are often only partially identifiable from observational data, and experiments that could tighten the resulting bounds are typically costly. We study the problem of selecting, prior to observing experimental outcomes, a cost-constrained subset of experiments that maximally tightens bounds on a target query. We formalize this as the max-potency problem, where epistemic potency measures the worst-case reduction in bound width guaranteed by an experiment, and show that this problem is NP-hard via a reduction from 0-1 knapsack. Building on the polynomial-programming framework of Duarte et al. (2023), we give a general procedure for evaluating epistemic potency in discrete settings. To control the super-exponential search space, we introduce two graphical pruning criteria that depend only on the causal graph and the query: a novel path-interception rule that exploits district structure to certify zero potency in linear time, and an identifiability check based on the ID algorithm. On Erdos-Renyi random graphs and 11 bnlearn benchmark networks, the two criteria together prune 50-88% of candidate experiments on average without solving a single polynomial program. For the general subset search, we show that ID-pruned experiments are combinatorially inert, yielding a super-exponential reduction in the number of subsets evaluated. We close with an end-to-end demonstration on observational NHANES data, selecting optimal experiments for estimating the effect of physical activity on diabetes.


A Consistency-Centric Approach to Set-Based Optimization with Multiple Models of Unranked Fidelity

arXiv.org Machine Learning

In complex real-world settings, optimization is challenged by the presence of diverse models of differing fidelity. In many optimization problems, a single model is treated as the most accurate representation of the underlying system, while other models are evaluated primarily by their agreement with this presumed most accurate model. Yet in real-world applications, model accuracy is rarely known a priori and assuming a single most accurate model can be misleading. This paper addresses this gap by proposing a flexible set-based optimization methodology called Set-Based Optimization with Multiple Models (S-BOMM) that works with multiple models without the assumption of a most accurate high-fidelity model. Unlike traditional optimization approaches that focus on finding an optimal solution according to the high-fidelity model, our methodology utilizes consistency between models to identify good solutions across multiple models. A probabilistic analysis of the consistency method is provided that bounds the likelihood of the methodology producing correct or incorrect results. Empirical results demonstrate the effectiveness of S-BOMM on test problems. By focusing on the consistency across models rather than relying on a single best solution, this set-based approach offers a practical alternative to optimization problems where multiple models must be considered without assuming a single most accurate high-fidelity model.


Training step L0L1LT 1W Preprocessing f(x, v) T

Neural Information Processing Systems

In the following sections, we provide additional details about the network architecture, training, and experiments. The source code and WBC-SPH data set are published at https://github.com/ A.1 Implementation Details We implement our neural network with Tensorflow (https://www.tensorflow.org), They also serve as the basis for the implementation of our antisymmetric CConv (ASCC) layer. Axis for Mirroring As mentioned in the main text, the mirror axis for ASCC layers can be chosen freely while fulfilling the requirements from theory. This provides a degree of freedom for implementation. We decided to use a fixed axis, which in our case corresponds to the spatial y-axis. While the mirroring could potentially be coupled to the spatial content of features, we found that a single, fixed axis for mirroring simplifies the implementation of the ASCCs, and hence is preferable in practice. Additional Modifications In addition to the properties of our algorithm as discussed in Section 2.3 and the ablation study in Section 3, we normalize the input data depending on the given gravitational direction in the model.