Daily Papers

Multi-channel imaging data is a prevalent data format in scientific fields such as astronomy and biology. The structured information and the high dimensionality of these 3-D tensor data makes the analysis an intriguing but challenging topic for statisticians and practitioners. The low-rank scalar-on-tensor regression model, in particular, has received widespread attention and has been re-formulated as a tensor Gaussian Process (Tensor-GP) model with multi-linear kernel in Yu et al. (2018). In this paper, we extend the Tensor-GP model by integrating a dimensionality reduction technique, called tensor contraction, with a Tensor-GP for a scalar-on-tensor regression task with multi-channel imaging data. This is motivated by the solar flare forecasting problem with high dimensional multi-channel imaging data. We first estimate a latent, reduced-size tensor for each data tensor and then apply a multi-linear Tensor-GP on the latent tensor data for prediction. We introduce an anisotropic total-variation regularization when conducting the tensor contraction to obtain a sparse and smooth latent tensor. We then propose an alternating proximal gradient descent algorithm for estimation. We validate our approach via extensive simulation studies and applying it to the solar flare forecasting problem.

Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory. We consider here the classic regression setup, where a real valued square integrable r.v. Y is to be predicted upon observing a (possibly high dimensional) random vector X by means of a predictive function f(X) as accurately as possible in the mean-squared sense and study a nearest-neighbour-based pointwise estimate of the gradient of the optimal predictive function, the regression function m(x)=E[Ymid X=x]. Under classic smoothness conditions combined with the assumption that the tails of Y-m(X) are sub-Gaussian, we prove nonasymptotic bounds improving upon those obtained for alternative estimation methods. Beyond the novel theoretical results established, several illustrative numerical experiments have been carried out. The latter provide strong empirical evidence that the estimation method proposed works very well for various statistical problems involving gradient estimation, namely dimensionality reduction, stochastic gradient descent optimization and quantifying disentanglement.

Tucker decomposition is a powerful tensor model to handle multi-aspect data. It demonstrates the low-rank property by decomposing the grid-structured data as interactions between a core tensor and a set of object representations (factors). A fundamental assumption of such decomposition is that there are finite objects in each aspect or mode, corresponding to discrete indexes of data entries. However, real-world data is often not naturally posed in this setting. For example, geographic data is represented as continuous indexes of latitude and longitude coordinates, and cannot fit tensor models directly. To generalize Tucker decomposition to such scenarios, we propose Functional Bayesian Tucker Decomposition (FunBaT). We treat the continuous-indexed data as the interaction between the Tucker core and a group of latent functions. We use Gaussian processes (GP) as functional priors to model the latent functions. Then, we convert each GP into a state-space prior by constructing an equivalent stochastic differential equation (SDE) to reduce computational cost. An efficient inference algorithm is developed for scalable posterior approximation based on advanced message-passing techniques. The advantage of our method is shown in both synthetic data and several real-world applications. We release the code of FunBaT at https://github.com/xuangu-fang/Functional-Bayesian-Tucker-Decomposition.

We propose a deep learning methodology for multivariate regression that is based on pattern recognition that triggers fast learning over sensor data. We used a conversion of sensors-to-image which enables us to take advantage of Computer Vision architectures and training processes. In addition to this data preparation methodology, we explore the use of state-of-the-art architectures to generate regression outputs to predict agricultural crop continuous yield information. Finally, we compare with some of the top models reported in MLCAS2021. We found that using a straightforward training process, we were able to accomplish an MAE of 4.394, RMSE of 5.945, and R^2 of 0.861.

We study the estimation of a planted signal hidden in a recently introduced nested matrix-tensor model, which is an extension of the classical spiked rank-one tensor model, motivated by multi-view clustering. Prior work has theoretically examined the performance of a tensor-based approach, which relies on finding a best rank-one approximation, a problem known to be computationally hard. A tractable alternative approach consists in computing instead the best rank-one (matrix) approximation of an unfolding of the observed tensor data, but its performance was hitherto unknown. We quantify here the performance gap between these two approaches, in particular by deriving the precise algorithmic threshold of the unfolding approach and demonstrating that it exhibits a BBP-type transition behavior. This work is therefore in line with recent contributions which deepen our understanding of why tensor-based methods surpass matrix-based methods in handling structured tensor data.

CNNs achieve remarkable performance by leveraging deep, over-parametrized architectures, trained on large datasets. However, they have limited generalization ability to data outside the training domain, and a lack of robustness to noise and adversarial attacks. By building better inductive biases, we can improve robustness and also obtain smaller networks that are more memory and computationally efficient. While standard CNNs use matrix computations, we study tensor layers that involve higher-order computations and provide better inductive bias. Specifically, we impose low-rank tensor structures on the weights of tensor regression layers to obtain compact networks, and propose tensor dropout, a randomization in the tensor rank for robustness. We show that our approach outperforms other methods for large-scale image classification on ImageNet and CIFAR-100. We establish a new state-of-the-art accuracy for phenotypic trait prediction on the largest dataset of brain MRI, the UK Biobank brain MRI dataset, where multi-linear structure is paramount. In all cases, we demonstrate superior performance and significantly improved robustness, both to noisy inputs and to adversarial attacks. We rigorously validate the theoretical validity of our approach by establishing the link between our randomized decomposition and non-linear dropout.

This paper presents OLinear, a linear-based multivariate time series forecasting model that operates in an orthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast (TF) paradigm, which directly encode and decode time series in the time domain. However, the entangled step-wise dependencies in series data can hinder the performance of TF. To address this, some forecasters conduct encoding and decoding in the transformed domain using fixed, dataset-independent bases (e.g., sine and cosine signals in the Fourier transform). In contrast, we utilize OrthoTrans, a data-adaptive transformation based on an orthogonal matrix that diagonalizes the series' temporal Pearson correlation matrix. This approach enables more effective encoding and decoding in the decorrelated feature domain and can serve as a plug-in module to enhance existing forecasters. To enhance the representation learning for multivariate time series, we introduce a customized linear layer, NormLin, which employs a normalized weight matrix to capture multivariate dependencies. Empirically, the NormLin module shows a surprising performance advantage over multi-head self-attention, while requiring nearly half the FLOPs. Extensive experiments on 24 benchmarks and 140 forecasting tasks demonstrate that OLinear consistently achieves state-of-the-art performance with high efficiency. Notably, as a plug-in replacement for self-attention, the NormLin module consistently enhances Transformer-based forecasters. The code and datasets are available at https://anonymous.4open.science/r/OLinear

In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a multi-task optimization problem as a regularization technique to enable single-task models to leverage multi-task learning information. We derive a closed-form solution for multi-task optimization in the context of linear models. Our analysis provides valuable insights by linking the multi-task learning performance to various model statistics such as raw data covariances, signal-generating hyperplanes, noise levels, as well as the size and number of datasets. We finally propose a consistent estimation of training and testing errors, thereby offering a robust foundation for hyperparameter optimization in multi-task regression scenarios. Experimental validations on both synthetic and real-world datasets in regression and multivariate time series forecasting demonstrate improvements on univariate models, incorporating our method into the training loss and thus leveraging multivariate information.

This work studies the combinatorial optimization problem of finding an optimal core tensor shape, also called multilinear rank, for a size-constrained Tucker decomposition. We give an algorithm with provable approximation guarantees for its reconstruction error via connections to higher-order singular values. Specifically, we introduce a novel Tucker packing problem, which we prove is NP-hard, and give a polynomial-time approximation scheme based on a reduction to the 2-dimensional knapsack problem with a matroid constraint. We also generalize our techniques to tree tensor network decompositions. We implement our algorithm using an integer programming solver, and show that its solution quality is competitive with (and sometimes better than) the greedy algorithm that uses the true Tucker decomposition loss at each step, while also running up to 1000x faster.

We provide a rigorous analysis of implicit regularization in an overparametrized tensor factorization problem beyond the lazy training regime. For matrix factorization problems, this phenomenon has been studied in a number of works. A particular challenge has been to design universal initialization strategies which provably lead to implicit regularization in gradient-descent methods. At the same time, it has been argued by Cohen et. al. 2016 that more general classes of neural networks can be captured by considering tensor factorizations. However, in the tensor case, implicit regularization has only been rigorously established for gradient flow or in the lazy training regime. In this paper, we prove the first tensor result of its kind for gradient descent rather than gradient flow. We focus on the tubal tensor product and the associated notion of low tubal rank, encouraged by the relevance of this model for image data. We establish that gradient descent in an overparametrized tensor factorization model with a small random initialization exhibits an implicit bias towards solutions of low tubal rank. Our theoretical findings are illustrated in an extensive set of numerical simulations show-casing the dynamics predicted by our theory as well as the crucial role of using a small random initialization.

The computing cost and memory demand of deep learning pipelines have grown fast in recent years and thus a variety of pruning techniques have been developed to reduce model parameters. The majority of these techniques focus on reducing inference costs by pruning the network after a pass of full training. A smaller number of methods address the reduction of training costs, mostly based on compressing the network via low-rank layer factorizations. Despite their efficiency for linear layers, these methods fail to effectively handle convolutional filters. In this work, we propose a low-parametric training method that factorizes the convolutions into tensor Tucker format and adaptively prunes the Tucker ranks of the convolutional kernel during training. Leveraging fundamental results from geometric integration theory of differential equations on tensor manifolds, we obtain a robust training algorithm that provably approximates the full baseline performance and guarantees loss descent. A variety of experiments against the full model and alternative low-rank baselines are implemented, showing that the proposed method drastically reduces the training costs, while achieving high performance, comparable to or better than the full baseline, and consistently outperforms competing low-rank approaches.

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in reality, such approaches can be sensitive to estimation error and yield unstable intervals.~Here, we circumvent the challenges by converting regression to a classification problem and then use CP for classification to obtain CP sets for regression.~To preserve the ordering of the continuous-output space, we design a new loss function and make necessary modifications to the CP classification techniques.~Empirical results on many benchmarks shows that this simple approach gives surprisingly good results on many practical problems.

Identifying low-dimensional latent structures within high-dimensional data has long been a central topic in the machine learning community, driven by the need for data compression, storage, transmission, and deeper data understanding. Traditional methods, such as principal component analysis (PCA) and autoencoders (AE), operate in an unsupervised manner, ignoring label information even when it is available. In this work, we introduce a unified method capable of learning latent spaces in both unsupervised and supervised settings. We formulate the problem as a nonlinear multiple-response regression within an index model context. By applying the generalized Stein's lemma, the latent space can be estimated without knowing the nonlinear link functions. Our method can be viewed as a nonlinear generalization of PCA. Moreover, unlike AE and other neural network methods that operate as "black boxes", our approach not only offers better interpretability but also reduces computational complexity while providing strong theoretical guarantees. Comprehensive numerical experiments and real data analyses demonstrate the superior performance of our method.

Neural sequence models, especially transformers, exhibit a remarkable capacity for in-context learning. They can construct new predictors from sequences of labeled examples (x, f(x)) presented in the input without further parameter updates. We investigate the hypothesis that transformer-based in-context learners implement standard learning algorithms implicitly, by encoding smaller models in their activations, and updating these implicit models as new examples appear in the context. Using linear regression as a prototypical problem, we offer three sources of evidence for this hypothesis. First, we prove by construction that transformers can implement learning algorithms for linear models based on gradient descent and closed-form ridge regression. Second, we show that trained in-context learners closely match the predictors computed by gradient descent, ridge regression, and exact least-squares regression, transitioning between different predictors as transformer depth and dataset noise vary, and converging to Bayesian estimators for large widths and depths. Third, we present preliminary evidence that in-context learners share algorithmic features with these predictors: learners' late layers non-linearly encode weight vectors and moment matrices. These results suggest that in-context learning is understandable in algorithmic terms, and that (at least in the linear case) learners may rediscover standard estimation algorithms. Code and reference implementations are released at https://github.com/ekinakyurek/google-research/blob/master/incontext.

Neural multivariate regression underpins a wide range of domains such as control, robotics, and finance, yet the geometry of its learned representations remains poorly characterized. While neural collapse has been shown to benefit generalization in classification, we find that analogous collapse in regression consistently degrades performance. To explain this contrast, we analyze models through the lens of intrinsic dimension. Across control tasks and synthetic datasets, we estimate the intrinsic dimension of last-layer features (ID_H) and compare it with that of the regression targets (ID_Y). Collapsed models exhibit ID_H < ID_Y, leading to over-compression and poor generalization, whereas non-collapsed models typically maintain ID_H > ID_Y. For the non-collapsed models, performance with respect to ID_H depends on the data quantity and noise levels. From these observations, we identify two regimes (over-compressed and under-compressed) that determine when expanding or reducing feature dimensionality improves performance. Our results provide new geometric insights into neural regression and suggest practical strategies for enhancing generalization.

Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification, the classification findings do not always translate to regression. As a result, modern models for predicting uncertainty in regression settings typically produce uncalibrated and overconfident estimates. To address these gaps, we present a calibration method for regression settings that does not assume a particular uncertainty distribution over the error: Calibrating Regression Uncertainty Distributions Empirically (CRUDE). CRUDE makes the weaker assumption that error distributions have a constant arbitrary shape across the output space, shifted by predicted mean and scaled by predicted standard deviation. We detail a theoretical connection between CRUDE and conformal inference. Across an extensive set of regression tasks, CRUDE demonstrates consistently sharper, better calibrated, and more accurate uncertainty estimates than state-of-the-art techniques.

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves optimal convergence in both gradient and Hessian inexactness in this key setting. We further introduce a tensor generalization for stochastic higher-order derivatives. When the oracles are non-stochastic, the proposed tensor algorithm matches the global convergence of Nesterov Accelerated Tensor method. Both algorithms allow for approximate solutions of their auxiliary subproblems with verifiable conditions on the accuracy of the solution.

Recent research on time-series self-supervised models shows great promise in learning semantic representations. However, it has been limited to small-scale datasets, e.g., thousands of temporal sequences. In this work, we make key technical contributions that are tailored to the numerical properties of time-series data and allow the model to scale to large datasets, e.g., millions of temporal sequences. We adopt the Transformer architecture by first partitioning the input into non-overlapping windows. Each window is then characterized by its normalized shape and two scalar values denoting the mean and standard deviation within each window. To embed scalar values that may possess arbitrary numerical scales to high-dimensional vectors, we propose a numerically multi-scaled embedding module enumerating all possible scales for the scalar values. The model undergoes pretraining using the proposed numerically multi-scaled embedding with a simple contrastive objective on a large-scale dataset containing over a million sequences. We study its transfer performance on a number of univariate and multivariate classification benchmarks. Our method exhibits remarkable improvement against previous representation learning approaches and establishes the new state of the art, even compared with domain-specific non-learning-based methods.

In this paper, we introduce a mesh-free two-level hybrid Tucker tensor format for approximation of multivariate functions, which combines the product Chebyshev interpolation with the ALS-based Tucker decomposition of the tensor of Chebyshev coefficients. It allows to avoid the expenses of the rank-structured approximation of function-related tensors defined on large spacial grids, while benefiting from the Tucker decomposition of the rather small core tensor of Chebyshev coefficients. This leads to nearly optimal Tucker rank parameters which are close to the results for well established Tucker-ALS algorithm applied to the large grid-based tensors. These rank parameters inherited from the Tucker-ALS decomposition of the coefficient tensor can be much less than the polynomial degrees of the initial Chebyshev interpolant via function independent basis set. Furthermore, the tensor product Chebyshev polynomials discretized on a tensor grid leads to a low-rank two-level orthogonal algebraic Tucker tensor that approximates the initial function with controllable accuracy. It is shown that our techniques could be gainfully applied to the long-range part of the electrostatic potential of multi-particle systems approximated in the range-separated tensor format. Error and complexity estimates of the proposed methods are presented. We demonstrate the efficiency of the suggested method numerically on examples of the long-range components of multi-particle interaction potentials generated by 3D Newton kernel for large bio-molecule systems and lattice-type compounds.

Given a matrix Ain R^{ntimes d} and a vector bin R^n, we consider the regression problem with ell_infty guarantees: finding a vector x'in R^d such that |x'-x^*|_infty leq epsilon{d}cdot |Ax^*-b|_2cdot |A^dagger| where x^*=argmin_{xin R^d}|Ax-b|_2. One popular approach for solving such ell_2 regression problem is via sketching: picking a structured random matrix Sin R^{mtimes n} with mll n and SA can be quickly computed, solve the ``sketched'' regression problem argmin_{xin R^d} |SAx-Sb|_2. In this paper, we show that in order to obtain such ell_infty guarantee for ell_2 regression, one has to use sketching matrices that are dense. To the best of our knowledge, this is the first user case in which dense sketching matrices are necessary. On the algorithmic side, we prove that there exists a distribution of dense sketching matrices with m=epsilon^{-2}dlog^3(n/delta) such that solving the sketched regression problem gives the ell_infty guarantee, with probability at least 1-delta. Moreover, the matrix SA can be computed in time O(ndlog n). Our row count is nearly-optimal up to logarithmic factors, and significantly improves the result in [Price, Song and Woodruff, ICALP'17], in which a super-linear in d rows, m=Omega(epsilon^{-2}d^{1+gamma}) for gamma=Theta(frac{loglog n{log d}}) is required. We also develop a novel analytical framework for ell_infty guarantee regression that utilizes the Oblivious Coordinate-wise Embedding (OCE) property introduced in [Song and Yu, ICML'21]. Our analysis is arguably much simpler and more general than [Price, Song and Woodruff, ICALP'17], and it extends to dense sketches for tensor product of vectors.

In our era of enormous neural networks, empirical progress has been driven by the philosophy that more is better. Recent deep learning practice has found repeatedly that larger model size, more data, and more computation (resulting in lower training loss) improves performance. In this paper, we give theoretical backing to these empirical observations by showing that these three properties hold in random feature (RF) regression, a class of models equivalent to shallow networks with only the last layer trained. Concretely, we first show that the test risk of RF regression decreases monotonically with both the number of features and the number of samples, provided the ridge penalty is tuned optimally. In particular, this implies that infinite width RF architectures are preferable to those of any finite width. We then proceed to demonstrate that, for a large class of tasks characterized by powerlaw eigenstructure, training to near-zero training loss is obligatory: near-optimal performance can only be achieved when the training error is much smaller than the test error. Grounding our theory in real-world data, we find empirically that standard computer vision tasks with convolutional neural tangent kernels clearly fall into this class. Taken together, our results tell a simple, testable story of the benefits of overparameterization, overfitting, and more data in random feature models.

We consider the problem of linear estimation, and establish an extension of the Gauss-Markov theorem, in which the bias operator is allowed to be non-zero but bounded with respect to a matrix norm of Schatten type. We derive simple and explicit formulas for the optimal estimator in the cases of Nuclear and Spectral norms (with the Frobenius case recovering ridge regression). Additionally, we analytically derive the generalization error in multiple random matrix ensembles, and compare with Ridge regression. Finally, we conduct an extensive simulation study, in which we show that the cross-validated Nuclear and Spectral regressors can outperform Ridge in several circumstances.

Recent studies of gradient descent with large step sizes have shown that there is often a regime with an initial increase in the largest eigenvalue of the loss Hessian (progressive sharpening), followed by a stabilization of the eigenvalue near the maximum value which allows convergence (edge of stability). These phenomena are intrinsically non-linear and do not happen for models in the constant Neural Tangent Kernel (NTK) regime, for which the predictive function is approximately linear in the parameters. As such, we consider the next simplest class of predictive models, namely those that are quadratic in the parameters, which we call second-order regression models. For quadratic objectives in two dimensions, we prove that this second-order regression model exhibits progressive sharpening of the NTK eigenvalue towards a value that differs slightly from the edge of stability, which we explicitly compute. In higher dimensions, the model generically shows similar behavior, even without the specific structure of a neural network, suggesting that progressive sharpening and edge-of-stability behavior aren't unique features of neural networks, and could be a more general property of discrete learning algorithms in high-dimensional non-linear models.

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in the target domain. Most existing methods require estimating the unknown likelihood ratio function, which can be prohibitive for high-dimensional data such as images. To address this challenge, we introduce the likelihood ratio regularized quantile regression (LR-QR) algorithm, which combines the pinball loss with a novel choice of regularization in order to construct a threshold function without directly estimating the unknown likelihood ratio. We show that the LR-QR method has coverage at the desired level in the target domain, up to a small error term that we can control. Our proofs draw on a novel analysis of coverage via stability bounds from learning theory. Our experiments demonstrate that the LR-QR algorithm outperforms existing methods on high-dimensional prediction tasks, including a regression task for the Communities and Crime dataset, an image classification task from the WILDS repository, and an LLM question-answering task on the MMLU benchmark.

Memory complexity and data scarcity have so far prohibited learning solution operators of partial differential equations (PDEs) at high resolutions. We address these limitations by introducing a new data efficient and highly parallelizable operator learning approach with reduced memory requirement and better generalization, called multi-grid tensorized neural operator (MG-TFNO). MG-TFNO scales to large resolutions by leveraging local and global structures of full-scale, real-world phenomena, through a decomposition of both the input domain and the operator's parameter space. Our contributions are threefold: i) we enable parallelization over input samples with a novel multi-grid-based domain decomposition, ii) we represent the parameters of the model in a high-order latent subspace of the Fourier domain, through a global tensor factorization, resulting in an extreme reduction in the number of parameters and improved generalization, and iii) we propose architectural improvements to the backbone FNO. Our approach can be used in any operator learning setting. We demonstrate superior performance on the turbulent Navier-Stokes equations where we achieve less than half the error with over 150x compression. The tensorization combined with the domain decomposition, yields over 150x reduction in the number of parameters and 7x reduction in the domain size without losses in accuracy, while slightly enabling parallelism.

Tensor Networks (TN) offer a powerful framework to efficiently represent very high-dimensional objects. TN have recently shown their potential for machine learning applications and offer a unifying view of common tensor decomposition models such as Tucker, tensor train (TT) and tensor ring (TR). However, identifying the best tensor network structure from data for a given task is challenging. In this work, we leverage the TN formalism to develop a generic and efficient adaptive algorithm to jointly learn the structure and the parameters of a TN from data. Our method is based on a simple greedy approach starting from a rank one tensor and successively identifying the most promising tensor network edges for small rank increments. Our algorithm can adaptively identify TN structures with small number of parameters that effectively optimize any differentiable objective function. Experiments on tensor decomposition, tensor completion and model compression tasks demonstrate the effectiveness of the proposed algorithm. In particular, our method outperforms the state-of-the-art evolutionary topology search [Li and Sun, 2020] for tensor decomposition of images (while being orders of magnitude faster) and finds efficient tensor network structures to compress neural networks outperforming popular TT based approaches [Novikov et al., 2015].

We employ random matrix theory to establish consistency of generalized cross validation (GCV) for estimating prediction risks of sketched ridge regression ensembles, enabling efficient and consistent tuning of regularization and sketching parameters. Our results hold for a broad class of asymptotically free sketches under very mild data assumptions. For squared prediction risk, we provide a decomposition into an unsketched equivalent implicit ridge bias and a sketching-based variance, and prove that the risk can be globally optimized by only tuning sketch size in infinite ensembles. For general subquadratic prediction risk functionals, we extend GCV to construct consistent risk estimators, and thereby obtain distributional convergence of the GCV-corrected predictions in Wasserstein-2 metric. This in particular allows construction of prediction intervals with asymptotically correct coverage conditional on the training data. We also propose an "ensemble trick" whereby the risk for unsketched ridge regression can be efficiently estimated via GCV using small sketched ridge ensembles. We empirically validate our theoretical results using both synthetic and real large-scale datasets with practical sketches including CountSketch and subsampled randomized discrete cosine transforms.

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.

Designing neural networks typically relies on manual trial and error or a neural architecture search (NAS) followed by weight training. The former is time-consuming and labor-intensive, while the latter often discretizes architecture search and weight optimization. In this paper, we propose a fundamentally different approach that simultaneously optimizes both the architecture and the weights of a neural network. Our framework first trains a universal multi-scale autoencoder that embeds both architectural and parametric information into a continuous latent space, where functionally similar neural networks are mapped closer together. Given a dataset, we then randomly initialize a point in the embedding space and update it via gradient descent to obtain the optimal neural network, jointly optimizing its structure and weights. The optimization process incorporates sparsity and compactness penalties to promote efficient models. Experiments on synthetic regression tasks demonstrate that our method effectively discovers sparse and compact neural networks with strong performance.

Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix X in R^{N times d} and measurements or labels {y} in R^N where {y} = {X} {w}^* + {xi}, and {xi} is the noise in the measurements. Importantly, we have the additional constraint that the unknown signal vector {w}^* is sparse: it has k non-zero entries where k is much smaller than the ambient dimension. Our goal is to output a prediction vector {w} that has small prediction error: 1{N}cdot |{X} {w}^* - {X} {w}|^2_2. Information-theoretically, we know what is best possible in terms of measurements: under most natural noise distributions, we can get prediction error at most epsilon with roughly N = O(k log d/epsilon) samples. Computationally, this currently needs d^{Omega(k)} run-time. Alternately, with N = O(d), we can get polynomial-time. Thus, there is an exponential gap (in the dependence on d) between the two and we do not know if it is possible to get d^{o(k)} run-time and o(d) samples. We give the first generic positive result for worst-case design matrices {X}: For any {X}, we show that if the support of {w}^* is chosen at random, we can get prediction error epsilon with N = poly(k, log d, 1/epsilon) samples and run-time poly(d,N). This run-time holds for any design matrix {X} with condition number up to 2^{poly(d)}. Previously, such results were known for worst-case {w}^*, but only for random design matrices from well-behaved families, matrices that have a very low condition number (poly(log d); e.g., as studied in compressed sensing), or those with special structural properties.

In many industries, predicting metric outcomes of large systems is a fundamental problem, driven largely by traditional tabular regression. However, such methods struggle on complex systems data in the wild such as configuration files or system logs, where feature engineering is often infeasible. We propose text-to-text regression as a general, scalable alternative. For predicting resource efficiency on Borg, Google's massive compute cluster scheduling system, a 60M parameter encoder-decoder, trained from random initialization, achieves up to a near perfect 0.99 (0.9 average) rank correlation across the entire fleet, and 100x lower MSE than tabular approaches. The model also easily adapts to new tasks in only 500 few-shot examples and captures the densities of complex outcome distributions. Ablation studies highlight the importance of using encoders, increasing sequence length, and the model's inherent uncertainty quantification. These findings pave the way for universal simulators of real-world outcomes.

We propose Strivec, a novel neural representation that models a 3D scene as a radiance field with sparsely distributed and compactly factorized local tensor feature grids. Our approach leverages tensor decomposition, following the recent work TensoRF, to model the tensor grids. In contrast to TensoRF which uses a global tensor and focuses on their vector-matrix decomposition, we propose to utilize a cloud of local tensors and apply the classic CANDECOMP/PARAFAC (CP) decomposition to factorize each tensor into triple vectors that express local feature distributions along spatial axes and compactly encode a local neural field. We also apply multi-scale tensor grids to discover the geometry and appearance commonalities and exploit spatial coherence with the tri-vector factorization at multiple local scales. The final radiance field properties are regressed by aggregating neural features from multiple local tensors across all scales. Our tri-vector tensors are sparsely distributed around the actual scene surface, discovered by a fast coarse reconstruction, leveraging the sparsity of a 3D scene. We demonstrate that our model can achieve better rendering quality while using significantly fewer parameters than previous methods, including TensoRF and Instant-NGP.

Controllable image synthesis, which enables fine-grained control over generated outputs, has emerged as a key focus in visual generative modeling. However, controllable generation remains challenging for Visual Autoregressive (VAR) models due to their hierarchical, next-scale prediction style. Existing VAR-based methods often suffer from inefficient control encoding and disruptive injection mechanisms that compromise both fidelity and efficiency. In this work, we present SCALAR, a controllable generation method based on VAR, incorporating a novel Scale-wise Conditional Decoding mechanism. SCALAR leverages a pretrained image encoder to extract semantic control signal encodings, which are projected into scale-specific representations and injected into the corresponding layers of the VAR backbone. This design provides persistent and structurally aligned guidance throughout the generation process. Building on SCALAR, we develop SCALAR-Uni, a unified extension that aligns multiple control modalities into a shared latent space, supporting flexible multi-conditional guidance in a single model. Extensive experiments show that SCALAR achieves superior generation quality and control precision across various tasks.

Neural Radiance Field (NeRF) and its variants have recently emerged as successful methods for novel view synthesis and 3D scene reconstruction. However, most current NeRF models either achieve high accuracy using large model sizes, or achieve high memory-efficiency by trading off accuracy. This limits the applicable scope of any single model, since high-accuracy models might not fit in low-memory devices, and memory-efficient models might not satisfy high-quality requirements. To this end, we present SlimmeRF, a model that allows for instant test-time trade-offs between model size and accuracy through slimming, thus making the model simultaneously suitable for scenarios with different computing budgets. We achieve this through a newly proposed algorithm named Tensorial Rank Incrementation (TRaIn) which increases the rank of the model's tensorial representation gradually during training. We also observe that our model allows for more effective trade-offs in sparse-view scenarios, at times even achieving higher accuracy after being slimmed. We credit this to the fact that erroneous information such as floaters tend to be stored in components corresponding to higher ranks. Our implementation is available at https://github.com/Shiran-Yuan/SlimmeRF.

Going beyond stochastic gradient descent (SGD), what new phenomena emerge in wide neural networks trained by adaptive optimizers like Adam? Here we show: The same dichotomy between feature learning and kernel behaviors (as in SGD) holds for general optimizers as well, including Adam -- albeit with a nonlinear notion of "kernel." We derive the corresponding "neural tangent" and "maximal update" limits for any architecture. Two foundational advances underlie the above results: 1) A new Tensor Program language, NEXORT, that can express how adaptive optimizers process gradients into updates. 2) The introduction of bra-ket notation to drastically simplify expressions and calculations in Tensor Programs. This work summarizes and generalizes all previous results in the Tensor Programs series of papers.

Over the broad landscape of experimental design, regression has been a powerful tool to accurately predict the outcome metrics of a system or model given a set of parameters, but has been traditionally restricted to methods which are only applicable to a specific task. In this paper, we propose OmniPred, a framework for training language models as universal end-to-end regressors over (x,y) evaluation data from diverse real world experiments. Using data sourced from Google Vizier, one of the largest blackbox optimization databases in the world, our extensive experiments demonstrate that through only textual representations of mathematical parameters and values, language models are capable of very precise numerical regression, and if given the opportunity to train over multiple tasks, can significantly outperform traditional regression models.

Recent works have empirically analyzed in-context learning and shown that transformers trained on synthetic linear regression tasks can learn to implement ridge regression, which is the Bayes-optimal predictor, given sufficient capacity [Aky\"urek et al., 2023], while one-layer transformers with linear self-attention and no MLP layer will learn to implement one step of gradient descent (GD) on a least-squares linear regression objective [von Oswald et al., 2022]. However, the theory behind these observations remains poorly understood. We theoretically study transformers with a single layer of linear self-attention, trained on synthetic noisy linear regression data. First, we mathematically show that when the covariates are drawn from a standard Gaussian distribution, the one-layer transformer which minimizes the pre-training loss will implement a single step of GD on the least-squares linear regression objective. Then, we find that changing the distribution of the covariates and weight vector to a non-isotropic Gaussian distribution has a strong impact on the learned algorithm: the global minimizer of the pre-training loss now implements a single step of pre-conditioned GD. However, if only the distribution of the responses is changed, then this does not have a large effect on the learned algorithm: even when the response comes from a more general family of nonlinear functions, the global minimizer of the pre-training loss still implements a single step of GD on a least-squares linear regression objective.

Numerous deep learning applications benefit from multi-task learning with multiple regression and classification objectives. In this paper we make the observation that the performance of such systems is strongly dependent on the relative weighting between each task's loss. Tuning these weights by hand is a difficult and expensive process, making multi-task learning prohibitive in practice. We propose a principled approach to multi-task deep learning which weighs multiple loss functions by considering the homoscedastic uncertainty of each task. This allows us to simultaneously learn various quantities with different units or scales in both classification and regression settings. We demonstrate our model learning per-pixel depth regression, semantic and instance segmentation from a monocular input image. Perhaps surprisingly, we show our model can learn multi-task weightings and outperform separate models trained individually on each task.

Sparse autoencoders are a standard tool for uncovering interpretable latent representations in neural networks. Yet, their interpretation depends on the inputs, making their isolated study incomplete. Polynomials offer a solution; they serve as algebraic primitives that can be analysed without reference to input and can describe structures ranging from linear concepts to complicated manifolds. This work uses bilinear autoencoders to efficiently decompose representations into quadratic polynomials. We discuss improvements that induce importance ordering, clustering, and activation sparsity. This is an initial step toward nonlinear yet analysable latents through their algebraic properties.

We develop a method to generate predictive regions that cover a multivariate response variable with a user-specified probability. Our work is composed of two components. First, we use a deep generative model to learn a representation of the response that has a unimodal distribution. Existing multiple-output quantile regression approaches are effective in such cases, so we apply them on the learned representation, and then transform the solution to the original space of the response. This process results in a flexible and informative region that can have an arbitrary shape, a property that existing methods lack. Second, we propose an extension of conformal prediction to the multivariate response setting that modifies any method to return sets with a pre-specified coverage level. The desired coverage is theoretically guaranteed in the finite-sample case for any distribution. Experiments conducted on both real and synthetic data show that our method constructs regions that are significantly smaller compared to existing techniques.

We propose a penalized nonparametric approach to estimating the quantile regression process (QRP) in a nonseparable model using rectifier quadratic unit (ReQU) activated deep neural networks and introduce a novel penalty function to enforce non-crossing of quantile regression curves. We establish the non-asymptotic excess risk bounds for the estimated QRP and derive the mean integrated squared error for the estimated QRP under mild smoothness and regularity conditions. To establish these non-asymptotic risk and estimation error bounds, we also develop a new error bound for approximating C^s smooth functions with s >0 and their derivatives using ReQU activated neural networks. This is a new approximation result for ReQU networks and is of independent interest and may be useful in other problems. Our numerical experiments demonstrate that the proposed method is competitive with or outperforms two existing methods, including methods using reproducing kernels and random forests, for nonparametric quantile regression.

Recent works have shown a reduction from contextual bandits to online regression under a realizability assumption [Foster and Rakhlin, 2020, Foster and Krishnamurthy, 2021]. In this work, we investigate the use of neural networks for such online regression and associated Neural Contextual Bandits (NeuCBs). Using existing results for wide networks, one can readily show a {O}(T) regret for online regression with square loss, which via the reduction implies a {O}(K T^{3/4}) regret for NeuCBs. Departing from this standard approach, we first show a O(log T) regret for online regression with almost convex losses that satisfy QG (Quadratic Growth) condition, a generalization of the PL (Polyak-\L ojasiewicz) condition, and that have a unique minima. Although not directly applicable to wide networks since they do not have unique minima, we show that adding a suitable small random perturbation to the network predictions surprisingly makes the loss satisfy QG with unique minima. Based on such a perturbed prediction, we show a {O}(log T) regret for online regression with both squared loss and KL loss, and subsequently convert these respectively to mathcal{O}(KT) and mathcal{O}(KL^* + K) regret for NeuCB, where L^* is the loss of the best policy. Separately, we also show that existing regret bounds for NeuCBs are Omega(T) or assume i.i.d. contexts, unlike this work. Finally, our experimental results on various datasets demonstrate that our algorithms, especially the one based on KL loss, persistently outperform existing algorithms.

Due to the rise of privacy concerns, in many practical applications the training data is aggregated before being shared with the learner, in order to protect privacy of users' sensitive responses. In an aggregate learning framework, the dataset is grouped into bags of samples, where each bag is available only with an aggregate response, providing a summary of individuals' responses in that bag. In this paper, we study two natural loss functions for learning from aggregate responses: bag-level loss and the instance-level loss. In the former, the model is learnt by minimizing a loss between aggregate responses and aggregate model predictions, while in the latter the model aims to fit individual predictions to the aggregate responses. In this work, we show that the instance-level loss can be perceived as a regularized form of the bag-level loss. This observation lets us compare the two approaches with respect to bias and variance of the resulting estimators, and introduce a novel interpolating estimator which combines the two approaches. For linear regression tasks, we provide a precise characterization of the risk of the interpolating estimator in an asymptotic regime where the size of the training set grows in proportion to the features dimension. Our analysis allows us to theoretically understand the effect of different factors, such as bag size on the model prediction risk. In addition, we propose a mechanism for differentially private learning from aggregate responses and derive the optimal bag size in terms of prediction risk-privacy trade-off. We also carry out thorough experiments to corroborate our theory and show the efficacy of the interpolating estimator.

Many learning algorithms have invariances: when their training data is transformed in certain ways, the function they learn transforms in a predictable manner. Here we formalize this notion using concepts from the mathematical field of category theory. The invariances that a supervised learning algorithm possesses are formalized by categories of predictor and target spaces, whose morphisms represent the algorithm's invariances, and an index category whose morphisms represent permutations of the training examples. An invariant learning algorithm is a natural transformation between two functors from the product of these categories to the category of sets, representing training datasets and learned functions respectively. We illustrate the framework by characterizing and contrasting the invariances of linear regression and ridge regression.

Symbolic equations are at the core of scientific discovery. The task of discovering the underlying equation from a set of input-output pairs is called symbolic regression. Traditionally, symbolic regression methods use hand-designed strategies that do not improve with experience. In this paper, we introduce the first symbolic regression method that leverages large scale pre-training. We procedurally generate an unbounded set of equations, and simultaneously pre-train a Transformer to predict the symbolic equation from a corresponding set of input-output-pairs. At test time, we query the model on a new set of points and use its output to guide the search for the equation. We show empirically that this approach can re-discover a set of well-known physical equations, and that it improves over time with more data and compute.

As deep learning models grow, sparsity is becoming an increasingly critical component of deep neural networks, enabling improved performance and reduced storage. However, existing frameworks offer poor support for sparsity. Specialized sparsity engines focus exclusively on sparse inference, while general frameworks primarily focus on sparse tensors in classical formats and neglect the broader sparsification pipeline necessary for using sparse models, especially during training. Further, existing frameworks are not easily extensible: adding a new sparse tensor format or operator is challenging and time-consuming. To address this, we propose STen, a sparsity programming model and interface for PyTorch, which incorporates sparsity layouts, operators, and sparsifiers, in an efficient, customizable, and extensible framework that supports virtually all sparsification methods. We demonstrate this by developing a high-performance grouped n:m sparsity layout for CPU inference at moderate sparsity. STen brings high performance and ease of use to the ML community, making sparsity easily accessible.

Automated model selection is often proposed to users to choose which machine learning model (or method) to apply to a given regression task. In this paper, we show that combining different regression models can yield better results than selecting a single ('best') regression model, and outline an efficient method that obtains optimally weighted convex linear combination from a heterogeneous set of regression models. More specifically, in this paper, a heuristic weight optimization, used in a preceding conference paper, is replaced by an exact optimization algorithm using convex quadratic programming. We prove convexity of the quadratic programming formulation for the straightforward formulation and for a formulation with weighted data points. The novel weight optimization is not only (more) exact but also more efficient. The methods we develop in this paper are implemented and made available via github-open source. They can be executed on commonly available hardware and offer a transparent and easy to interpret interface. The results indicate that the approach outperforms model selection methods on a range of data sets, including data sets with mixed variable type from drug discovery applications.

Systematic under-counting effects are observed in data collected across many disciplines, e.g., epidemiology and ecology. Under-counted tensor completion (UC-TC) is well-motivated for many data analytics tasks, e.g., inferring the case numbers of infectious diseases at unobserved locations from under-counted case numbers in neighboring regions. However, existing methods for similar problems often lack supports in theory, making it hard to understand the underlying principles and conditions beyond empirical successes. In this work, a low-rank Poisson tensor model with an expressive unknown nonlinear side information extractor is proposed for under-counted multi-aspect data. A joint low-rank tensor completion and neural network learning algorithm is designed to recover the model. Moreover, the UC-TC formulation is supported by theoretical analysis showing that the fully counted entries of the tensor and each entry's under-counting probability can be provably recovered from partial observations -- under reasonable conditions. To our best knowledge, the result is the first to offer theoretical supports for under-counted multi-aspect data completion. Simulations and real-data experiments corroborate the theoretical claims.

Neural field methods have seen great progress in various long-standing tasks in computer vision and computer graphics, including novel view synthesis and geometry reconstruction. As existing neural field methods try to predict some coordinate-based continuous target values, such as RGB for Neural Radiance Field (NeRF), all of these methods are regression models and are optimized by some regression loss. However, are regression models really better than classification models for neural field methods? In this work, we try to visit this very fundamental but overlooked question for neural fields from a machine learning perspective. We successfully propose a novel Neural Field Classifier (NFC) framework which formulates existing neural field methods as classification tasks rather than regression tasks. The proposed NFC can easily transform arbitrary Neural Field Regressor (NFR) into its classification variant via employing a novel Target Encoding module and optimizing a classification loss. By encoding a continuous regression target into a high-dimensional discrete encoding, we naturally formulate a multi-label classification task. Extensive experiments demonstrate the impressive effectiveness of NFC at the nearly free extra computational costs. Moreover, NFC also shows robustness to sparse inputs, corrupted images, and dynamic scenes.

The presence of distribution shifts poses a significant challenge for deploying modern machine learning models in real-world applications. This work focuses on the target shift problem in a regression setting (Zhang et al., 2013; Nguyen et al., 2016). More specifically, the target variable y (also known as the response variable), which is continuous, has different marginal distributions in the training source and testing domain, while the conditional distribution of features x given y remains the same. While most literature focuses on classification tasks with finite target space, the regression problem has an infinite dimensional target space, which makes many of the existing methods inapplicable. In this work, we show that the continuous target shift problem can be addressed by estimating the importance weight function from an ill-posed integral equation. We propose a nonparametric regularized approach named ReTaSA to solve the ill-posed integral equation and provide theoretical justification for the estimated importance weight function. The effectiveness of the proposed method has been demonstrated with extensive numerical studies on synthetic and real-world datasets.

Nonlinear sufficient dimension reductionlibing_generalSDR, which constructs nonlinear low-dimensional representations to summarize essential features of high-dimensional data, is an important branch of representation learning. However, most existing methods are not applicable when the response variables are complex non-Euclidean random objects, which are frequently encountered in many recent statistical applications. In this paper, we introduce a new statistical dependence measure termed Fr\'echet Cumulative Covariance (FCCov) and develop a novel nonlinear SDR framework based on FCCov. Our approach is not only applicable to complex non-Euclidean data, but also exhibits robustness against outliers. We further incorporate Feedforward Neural Networks (FNNs) and Convolutional Neural Networks (CNNs) to estimate nonlinear sufficient directions in the sample level. Theoretically, we prove that our method with squared Frobenius norm regularization achieves unbiasedness at the sigma-field level. Furthermore, we establish non-asymptotic convergence rates for our estimators based on FNNs and ResNet-type CNNs, which match the minimax rate of nonparametric regression up to logarithmic factors. Intensive simulation studies verify the performance of our methods in both Euclidean and non-Euclidean settings. We apply our method to facial expression recognition datasets and the results underscore more realistic and broader applicability of our proposal.

Most state of the art deep neural networks are overparameterized and exhibit a high computational cost. A straightforward approach to this problem is to replace convolutional kernels with its low-rank tensor approximations, whereas the Canonical Polyadic tensor Decomposition is one of the most suited models. However, fitting the convolutional tensors by numerical optimization algorithms often encounters diverging components, i.e., extremely large rank-one tensors but canceling each other. Such degeneracy often causes the non-interpretable result and numerical instability for the neural network fine-tuning. This paper is the first study on degeneracy in the tensor decomposition of convolutional kernels. We present a novel method, which can stabilize the low-rank approximation of convolutional kernels and ensure efficient compression while preserving the high-quality performance of the neural networks. We evaluate our approach on popular CNN architectures for image classification and show that our method results in much lower accuracy degradation and provides consistent performance.

In representation learning, uniformity refers to the uniform feature distribution in the latent space (i.e., unit hypersphere). Previous work has shown that improving uniformity contributes to the learning of under-represented classes. However, most of the previous work focused on classification; the representation space of imbalanced regression remains unexplored. Classification-based methods are not suitable for regression tasks because they cluster features into distinct groups without considering the continuous and ordered nature essential for regression. In a geometric aspect, we uniquely focus on ensuring uniformity in the latent space for imbalanced regression through two key losses: enveloping and homogeneity. The enveloping loss encourages the induced trace to uniformly occupy the surface of a hypersphere, while the homogeneity loss ensures smoothness, with representations evenly spaced at consistent intervals. Our method integrates these geometric principles into the data representations via a Surrogate-driven Representation Learning (SRL) framework. Experiments with real-world regression and operator learning tasks highlight the importance of uniformity in imbalanced regression and validate the efficacy of our geometry-based loss functions.

Tensorial neural networks (TNNs) combine the successes of multilinear algebra with those of deep learning to enable extremely efficient reduced-order models of high-dimensional problems. Here, I describe a deep neural network architecture that fuses multiple TNNs into a larger network, intended to solve a broader class of problems than a single TNN. I evaluate this architecture, referred to as a "stacked tensorial neural network" (STNN), on a parametric PDE with three independent variables and three parameters. The three parameters correspond to one PDE coefficient and two quantities describing the domain geometry. The STNN provides an accurate reduced-order description of the solution manifold over a wide range of parameters. There is also evidence of meaningful generalization to parameter values outside its training data. Finally, while the STNN architecture is relatively simple and problem agnostic, it can be regularized to incorporate problem-specific features like symmetries and physical modeling assumptions.

In an era where symbolic mathematical equations are indispensable for modeling complex natural phenomena, scientific inquiry often involves collecting observations and translating them into mathematical expressions. Recently, deep learning has emerged as a powerful tool for extracting insights from data. However, existing models typically specialize in either numeric or symbolic domains, and are usually trained in a supervised manner tailored to specific tasks. This approach neglects the substantial benefits that could arise from a task-agnostic unified understanding between symbolic equations and their numeric counterparts. To bridge the gap, we introduce SNIP, a Symbolic-Numeric Integrated Pre-training, which employs joint contrastive learning between symbolic and numeric domains, enhancing their mutual similarities in the pre-trained embeddings. By performing latent space analysis, we observe that SNIP provides cross-domain insights into the representations, revealing that symbolic supervision enhances the embeddings of numeric data and vice versa. We evaluate SNIP across diverse tasks, including symbolic-to-numeric mathematical property prediction and numeric-to-symbolic equation discovery, commonly known as symbolic regression. Results show that SNIP effectively transfers to various tasks, consistently outperforming fully supervised baselines and competing strongly with established task-specific methods, especially in few-shot learning scenarios where available data is limited.

We study the connection between multicalibration and boosting for squared error regression. First we prove a useful characterization of multicalibration in terms of a ``swap regret'' like condition on squared error. Using this characterization, we give an exceedingly simple algorithm that can be analyzed both as a boosting algorithm for regression and as a multicalibration algorithm for a class H that makes use only of a standard squared error regression oracle for H. We give a weak learning assumption on H that ensures convergence to Bayes optimality without the need to make any realizability assumptions -- giving us an agnostic boosting algorithm for regression. We then show that our weak learning assumption on H is both necessary and sufficient for multicalibration with respect to H to imply Bayes optimality. We also show that if H satisfies our weak learning condition relative to another class C then multicalibration with respect to H implies multicalibration with respect to C. Finally we investigate the empirical performance of our algorithm experimentally using an open source implementation that we make available. Our code repository can be found at https://github.com/Declancharrison/Level-Set-Boosting.

Implicit Neural Representation (INR) has emerged as a powerful tool for encoding discrete signals into continuous, differentiable functions using neural networks. However, these models often have an unfortunate reliance on monolithic architectures to represent high-dimensional data, leading to prohibitive computational costs as dimensionality grows. We propose F-INR, a framework that reformulates INR learning through functional tensor decomposition, breaking down high-dimensional tasks into lightweight, axis-specific sub-networks. Each sub-network learns a low-dimensional data component (e.g., spatial or temporal). Then, we combine these components via tensor operations, reducing forward pass complexity while improving accuracy through specialized learning. F-INR is modular and, therefore, architecture-agnostic, compatible with MLPs, SIREN, WIRE, or other state-of-the-art INR architecture. It is also decomposition-agnostic, supporting CP, TT, and Tucker modes with user-defined rank for speed-accuracy control. In our experiments, F-INR trains 100times faster than existing approaches on video tasks while achieving higher fidelity (+3.4 dB PSNR). Similar gains hold for image compression, physics simulations, and 3D geometry reconstruction. Through this, F-INR offers a new scalable, flexible solution for high-dimensional signal modeling.

Tuning tensor program generation involves searching for various possible program transformation combinations for a given program on target hardware to optimize the tensor program execution. It is already a complex process because of the massive search space and exponential combinations of transformations make auto-tuning tensor program generation more challenging, especially when we have a heterogeneous target. In this research, we attempt to address these problems by learning the joint neural network and hardware features and transferring them to the new target hardware. We extensively study the existing state-of-the-art dataset, TenSet, perform comparative analysis on the test split strategies and propose methodologies to prune the dataset. We adopt an attention-inspired approach for tuning the tensor programs enabling them to embed neural network and hardware-specific features. Our approach could prune the dataset up to 45\% of the baseline without compromising the Pairwise Comparison Accuracy (PCA). Further, the proposed methodology can achieve on-par or improved mean inference time with 25%-40% of the baseline tuning time across different networks and target hardware.

Mixture models arise in many regression problems, but most methods have seen limited adoption partly due to these algorithms' highly-tailored and model-specific nature. On the other hand, transformers are flexible, neural sequence models that present the intriguing possibility of providing general-purpose prediction methods, even in this mixture setting. In this work, we investigate the hypothesis that transformers can learn an optimal predictor for mixtures of regressions. We construct a generative process for a mixture of linear regressions for which the decision-theoretic optimal procedure is given by data-driven exponential weights on a finite set of parameters. We observe that transformers achieve low mean-squared error on data generated via this process. By probing the transformer's output at inference time, we also show that transformers typically make predictions that are close to the optimal predictor. Our experiments also demonstrate that transformers can learn mixtures of regressions in a sample-efficient fashion and are somewhat robust to distribution shifts. We complement our experimental observations by proving constructively that the decision-theoretic optimal procedure is indeed implementable by a transformer.

As its width tends to infinity, a deep neural network's behavior under gradient descent can become simplified and predictable (e.g. given by the Neural Tangent Kernel (NTK)), if it is parametrized appropriately (e.g. the NTK parametrization). However, we show that the standard and NTK parametrizations of a neural network do not admit infinite-width limits that can learn features, which is crucial for pretraining and transfer learning such as with BERT. We propose simple modifications to the standard parametrization to allow for feature learning in the limit. Using the *Tensor Programs* technique, we derive explicit formulas for such limits. On Word2Vec and few-shot learning on Omniglot via MAML, two canonical tasks that rely crucially on feature learning, we compute these limits exactly. We find that they outperform both NTK baselines and finite-width networks, with the latter approaching the infinite-width feature learning performance as width increases. More generally, we classify a natural space of neural network parametrizations that generalizes standard, NTK, and Mean Field parametrizations. We show 1) any parametrization in this space either admits feature learning or has an infinite-width training dynamics given by kernel gradient descent, but not both; 2) any such infinite-width limit can be computed using the Tensor Programs technique. Code for our experiments can be found at github.com/edwardjhu/TP4.

Despite the success of neural networks (NNs), there is still a concern among many over their "black box" nature. Why do they work? Here we present a simple analytic argument that NNs are in fact essentially polynomial regression models. This view will have various implications for NNs, e.g. providing an explanation for why convergence problems arise in NNs, and it gives rough guidance on avoiding overfitting. In addition, we use this phenomenon to predict and confirm a multicollinearity property of NNs not previously reported in the literature. Most importantly, given this loose correspondence, one may choose to routinely use polynomial models instead of NNs, thus avoiding some major problems of the latter, such as having to set many tuning parameters and dealing with convergence issues. We present a number of empirical results; in each case, the accuracy of the polynomial approach matches or exceeds that of NN approaches. A many-featured, open-source software package, polyreg, is available.

Recent research shows that when Gradient Descent (GD) is applied to neural networks, the loss almost never decreases monotonically. Instead, the loss oscillates as gradient descent converges to its ''Edge of Stability'' (EoS). Here, we find a quantity that does decrease monotonically throughout GD training: the sharpness attained by the gradient flow solution (GFS)-the solution that would be obtained if, from now until convergence, we train with an infinitesimal step size. Theoretically, we analyze scalar neural networks with the squared loss, perhaps the simplest setting where the EoS phenomena still occur. In this model, we prove that the GFS sharpness decreases monotonically. Using this result, we characterize settings where GD provably converges to the EoS in scalar networks. Empirically, we show that GD monotonically decreases the GFS sharpness in a squared regression model as well as practical neural network architectures.

Mixture of experts (MoE) are a popular class of statistical and machine learning models that have gained attention over the years due to their flexibility and efficiency. In this work, we consider Gaussian-gated localized MoE (GLoME) and block-diagonal covariance localized MoE (BLoME) regression models to present nonlinear relationships in heterogeneous data with potential hidden graph-structured interactions between high-dimensional predictors. These models pose difficult statistical estimation and model selection questions, both from a computational and theoretical perspective. This paper is devoted to the study of the problem of model selection among a collection of GLoME or BLoME models characterized by the number of mixture components, the complexity of Gaussian mean experts, and the hidden block-diagonal structures of the covariance matrices, in a penalized maximum likelihood estimation framework. In particular, we establish non-asymptotic risk bounds that take the form of weak oracle inequalities, provided that lower bounds for the penalties hold. The good empirical behavior of our models is then demonstrated on synthetic and real datasets.

Image-level regression is an important task in Earth observation, where visual domain and label shifts are a core challenge hampering generalization. However, cross-domain regression within remote sensing data remains understudied due to the absence of suited datasets. We introduce a new dataset with aerial and satellite imagery in five countries with three forest-related regression tasks. To match real-world applicative interests, we compare methods through a restrictive setup where no prior on the target domain is available during training, and models are adapted with limited information during testing. Building on the assumption that ordered relationships generalize better, we propose manifold diffusion for regression as a strong baseline for transduction in low-data regimes. Our comparison highlights the comparative advantages of inductive and transductive methods in cross-domain regression.

Learning features from data is one of the defining characteristics of deep learning, but our theoretical understanding of the role features play in deep learning is still rudimentary. To address this gap, we introduce a new tool, the interaction tensor, for empirically analyzing the interaction between data and model through features. With the interaction tensor, we make several key observations about how features are distributed in data and how models with different random seeds learn different features. Based on these observations, we propose a conceptual framework for feature learning. Under this framework, the expected accuracy for a single hypothesis and agreement for a pair of hypotheses can both be derived in closed-form. We demonstrate that the proposed framework can explain empirically observed phenomena, including the recently discovered Generalization Disagreement Equality (GDE) that allows for estimating the generalization error with only unlabeled data. Further, our theory also provides explicit construction of natural data distributions that break the GDE. Thus, we believe this work provides valuable new insight into our understanding of feature learning.

Although disentangled representations are often said to be beneficial for downstream tasks, current empirical and theoretical understanding is limited. In this work, we provide evidence that disentangled representations coupled with sparse base-predictors improve generalization. In the context of multi-task learning, we prove a new identifiability result that provides conditions under which maximally sparse base-predictors yield disentangled representations. Motivated by this theoretical result, we propose a practical approach to learn disentangled representations based on a sparsity-promoting bi-level optimization problem. Finally, we explore a meta-learning version of this algorithm based on group Lasso multiclass SVM base-predictors, for which we derive a tractable dual formulation. It obtains competitive results on standard few-shot classification benchmarks, while each task is using only a fraction of the learned representations.

Self-predictive unsupervised learning methods such as BYOL or SimSiam have shown impressive results, and counter-intuitively, do not collapse to trivial representations. In this work, we aim at exploring the simplest possible mathematical arguments towards explaining the underlying mechanisms behind self-predictive unsupervised learning. We start with the observation that those methods crucially rely on the presence of a predictor network (and stop-gradient). With simple linear algebra, we show that when using a linear predictor, the optimal predictor is close to an orthogonal projection, and propose a general framework based on orthonormalization that enables to interpret and give intuition on why BYOL works. In addition, this framework demonstrates the crucial role of the exponential moving average and stop-gradient operator in BYOL as an efficient orthonormalization mechanism. We use these insights to propose four new closed-form predictor variants of BYOL to support our analysis. Our closed-form predictors outperform standard linear trainable predictor BYOL at 100 and 300 epochs (top-1 linear accuracy on ImageNet).

Time Series Forecasting has been an active area of research due to its many applications ranging from network usage prediction, resource allocation, anomaly detection, and predictive maintenance. Numerous publications published in the last five years have proposed diverse sets of objective loss functions to address cases such as biased data, long-term forecasting, multicollinear features, etc. In this paper, we have summarized 14 well-known regression loss functions commonly used for time series forecasting and listed out the circumstances where their application can aid in faster and better model convergence. We have also demonstrated how certain categories of loss functions perform well across all data sets and can be considered as a baseline objective function in circumstances where the distribution of the data is unknown. Our code is available at GitHub: https://github.com/aryan-jadon/Regression-Loss-Functions-in-Time-Series-Forecasting-Tensorflow.

How can we predict missing values in multi-dimensional data (or tensors) more accurately? The task of tensor completion is crucial in many applications such as personalized recommendation, image and video restoration, and link prediction in social networks. Many tensor factorization and neural network-based tensor completion algorithms have been developed to predict missing entries in partially observed tensors. However, they can produce inaccurate estimations as real-world tensors are very sparse, and these methods tend to overfit on the small amount of data. Here, we overcome these shortcomings by presenting a data augmentation technique for tensors. In this paper, we propose DAIN, a general data augmentation framework that enhances the prediction accuracy of neural tensor completion methods. Specifically, DAIN first trains a neural model and finds tensor cell importances with influence functions. After that, DAIN aggregates the cell importance to calculate the importance of each entity (i.e., an index of a dimension). Finally, DAIN augments the tensor by weighted sampling of entity importances and a value predictor. Extensive experimental results show that DAIN outperforms all data augmentation baselines in terms of enhancing imputation accuracy of neural tensor completion on four diverse real-world tensors. Ablation studies of DAIN substantiate the effectiveness of each component of DAIN. Furthermore, we show that DAIN scales near linearly to large datasets.

We analyze how well pre-trained large language models (e.g., Llama2, GPT-4, Claude 3, etc) can do linear and non-linear regression when given in-context examples, without any additional training or gradient updates. Our findings reveal that several large language models (e.g., GPT-4, Claude 3) are able to perform regression tasks with a performance rivaling (or even outperforming) that of traditional supervised methods such as Random Forest, Bagging, or Gradient Boosting. For example, on the challenging Friedman #2 regression dataset, Claude 3 outperforms many supervised methods such as AdaBoost, SVM, Random Forest, KNN, or Gradient Boosting. We then investigate how well the performance of large language models scales with the number of in-context exemplars. We borrow from the notion of regret from online learning and empirically show that LLMs are capable of obtaining a sub-linear regret.

Recently, triple decomposition has attracted increasing attention for decomposing third-order tensors into three factor tensors. However, this approach is limited to third-order tensors and enforces uniformity in the lower dimensions across all factor tensors, which restricts its flexibility and applicability. To address these issues, we propose the Multiple decomposition, a novel framework that generalizes triple decomposition to arbitrary order tensors and allows the short dimensions of the factor tensors to differ. We establish its connections with other classical tensor decompositions. Furthermore, implicit neural representation (INR) is employed to continuously represent the factor tensors in Multiple decomposition, enabling the method to generalize to non-grid data. We refer to this INR-based Multiple decomposition as Implicit Multiple Tensor Decomposition (IMTD). Then, the Proximal Alternating Least Squares (PALS) algorithm is utilized to solve the IMTD-based tensor reconstruction models. Since the objective function in IMTD-based models often lacks the Kurdyka-Lojasiewicz (KL) property, we establish a KL-free convergence analysis for the algorithm. Finally, extensive numerical experiments further validate the effectiveness of the proposed method.

Unlabeled data is a key component of modern machine learning. In general, the role of unlabeled data is to impose a form of smoothness, usually from the similarity information encoded in a base kernel, such as the epsilon-neighbor kernel or the adjacency matrix of a graph. This work revisits the classical idea of spectrally transformed kernel regression (STKR), and provides a new class of general and scalable STKR estimators able to leverage unlabeled data. Intuitively, via spectral transformation, STKR exploits the data distribution for which unlabeled data can provide additional information. First, we show that STKR is a principled and general approach, by characterizing a universal type of "target smoothness", and proving that any sufficiently smooth function can be learned by STKR. Second, we provide scalable STKR implementations for the inductive setting and a general transformation function, while prior work is mostly limited to the transductive setting. Third, we derive statistical guarantees for two scenarios: STKR with a known polynomial transformation, and STKR with kernel PCA when the transformation is unknown. Overall, we believe that this work helps deepen our understanding of how to work with unlabeled data, and its generality makes it easier to inspire new methods.

Standard methods for detecting discontinuities in conditional means are not applicable to outcomes that are complex, non-Euclidean objects like distributions, networks, or covariance matrices. This article develops a nonparametric test for jumps in conditional means when outcomes lie in a non-Euclidean metric space. Using local Fr\'echet regressionx2014which generalizes standard regression to metric-space valued datax2014the method estimates a mean path on either side of a candidate cutoff, extending existing k-sample tests to a flexible regression setting. Key theoretical contributions include a central limit theorem for the local estimator of the conditional Fr\'echet variance and the asymptotic validity and consistency of the proposed test. Simulations confirm nominal size control and robust power in finite samples. Two applications demonstrate the method's value by revealing effects invisible to scalar-based tests. First, I detect a sharp change in work-from-home compositions at Washington State's income threshold for non-compete enforceability during COVID-19, highlighting remote work's role as a bargaining margin. Second, I find that countries restructure their input-output networks after losing preferential US trade access. These findings underscore that analyzing regression functions within their native metric spaces can reveal structural discontinuities that scalar summaries would miss.

Molecular docking is critical to structure-based virtual screening, yet the throughput of such workflows is limited by the expensive optimization of scoring functions involved in most docking algorithms. We explore how machine learning can accelerate this process by learning a scoring function with a functional form that allows for more rapid optimization. Specifically, we define the scoring function to be the cross-correlation of multi-channel ligand and protein scalar fields parameterized by equivariant graph neural networks, enabling rapid optimization over rigid-body degrees of freedom with fast Fourier transforms. The runtime of our approach can be amortized at several levels of abstraction, and is particularly favorable for virtual screening settings with a common binding pocket. We benchmark our scoring functions on two simplified docking-related tasks: decoy pose scoring and rigid conformer docking. Our method attains similar but faster performance on crystal structures compared to the widely-used Vina and Gnina scoring functions, and is more robust on computationally predicted structures. Code is available at https://github.com/bjing2016/scalar-fields.

Accelerated stochastic gradient descent (ASGD) is a workhorse in deep learning and often achieves better generalization performance than SGD. However, existing optimization theory can only explain the faster convergence of ASGD, but cannot explain its better generalization. In this paper, we study the generalization of ASGD for overparameterized linear regression, which is possibly the simplest setting of learning with overparameterization. We establish an instance-dependent excess risk bound for ASGD within each eigen-subspace of the data covariance matrix. Our analysis shows that (i) ASGD outperforms SGD in the subspace of small eigenvalues, exhibiting a faster rate of exponential decay for bias error, while in the subspace of large eigenvalues, its bias error decays slower than SGD; and (ii) the variance error of ASGD is always larger than that of SGD. Our result suggests that ASGD can outperform SGD when the difference between the initialization and the true weight vector is mostly confined to the subspace of small eigenvalues. Additionally, when our analysis is specialized to linear regression in the strongly convex setting, it yields a tighter bound for bias error than the best-known result.

With the introduction of data protection and privacy regulations, it has become crucial to remove the lineage of data on demand from a machine learning (ML) model. In the last few years, there have been notable developments in machine unlearning to remove the information of certain training data efficiently and effectively from ML models. In this work, we explore unlearning for the regression problem, particularly in deep learning models. Unlearning in classification and simple linear regression has been considerably investigated. However, unlearning in deep regression models largely remains an untouched problem till now. In this work, we introduce deep regression unlearning methods that generalize well and are robust to privacy attacks. We propose the Blindspot unlearning method which uses a novel weight optimization process. A randomly initialized model, partially exposed to the retain samples and a copy of the original model are used together to selectively imprint knowledge about the data that we wish to keep and scrub off the information of the data we wish to forget. We also propose a Gaussian fine tuning method for regression unlearning. The existing unlearning metrics for classification are not directly applicable to regression unlearning. Therefore, we adapt these metrics for the regression setting. We conduct regression unlearning experiments for computer vision, natural language processing and forecasting applications. Our methods show excellent performance for all these datasets across all the metrics. Source code: https://github.com/ayu987/deep-regression-unlearning

Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging. Approximate methods based on learning compact representations, have been widely explored for this problem, such as locality sensitive hashing, product quantization, and PCA. In this work, in contrast to learning compact representations, we propose to learn high dimensional and sparse representations that have similar representational capacity as dense embeddings while being more efficient due to sparse matrix multiplication operations which can be much faster than dense multiplication. Following the key insight that the number of operations decreases quadratically with the sparsity of embeddings provided the non-zero entries are distributed uniformly across dimensions, we propose a novel approach to learn such distributed sparse embeddings via the use of a carefully constructed regularization function that directly minimizes a continuous relaxation of the number of floating-point operations (FLOPs) incurred during retrieval. Our experiments show that our approach is competitive to the other baselines and yields a similar or better speed-vs-accuracy tradeoff on practical datasets.

A directed acyclic graph (DAG) provides valuable prior knowledge that is often discarded in regression tasks in machine learning. We show that the independences arising from the presence of collider structures in DAGs provide meaningful inductive biases, which constrain the regression hypothesis space and improve predictive performance. We introduce collider regression, a framework to incorporate probabilistic causal knowledge from a collider in a regression problem. When the hypothesis space is a reproducing kernel Hilbert space, we prove a strictly positive generalisation benefit under mild assumptions and provide closed-form estimators of the empirical risk minimiser. Experiments on synthetic and climate model data demonstrate performance gains of the proposed methodology.

Various tasks in data science are modeled utilizing the variational regularization approach, where manually selecting regularization parameters presents a challenge. The difficulty gets exacerbated when employing regularizers involving a large number of hyperparameters. To overcome this challenge, bilevel learning can be employed to learn such parameters from data. However, neither exact function values nor exact gradients with respect to the hyperparameters are attainable, necessitating methods that only rely on inexact evaluation of such quantities. State-of-the-art inexact gradient-based methods a priori select a sequence of the required accuracies and cannot identify an appropriate step size since the Lipschitz constant of the hypergradient is unknown. In this work, we propose an algorithm with backtracking line search that only relies on inexact function evaluations and hypergradients and show convergence to a stationary point. Furthermore, the proposed algorithm determines the required accuracy dynamically rather than manually selected before running it. Our numerical experiments demonstrate the efficiency and feasibility of our approach for hyperparameter estimation on a range of relevant problems in imaging and data science such as total variation and field of experts denoising and multinomial logistic regression. Particularly, the results show that the algorithm is robust to its own hyperparameters such as the initial accuracies and step size.

Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on ell_1 regularization, attention, and other techniques, typically select the entire feature subset in one evaluation round, ignoring the residual value of features during selection, i.e., the marginal contribution of a feature given that other features have already been selected. We propose a feature selection algorithm called Sequential Attention that achieves state-of-the-art empirical results for neural networks. This algorithm is based on an efficient one-pass implementation of greedy forward selection and uses attention weights at each step as a proxy for feature importance. We give theoretical insights into our algorithm for linear regression by showing that an adaptation to this setting is equivalent to the classical Orthogonal Matching Pursuit (OMP) algorithm, and thus inherits all of its provable guarantees. Our theoretical and empirical analyses offer new explanations towards the effectiveness of attention and its connections to overparameterization, which may be of independent interest.

Time Series Foundation Models (TSFMs) have shown significant impact through their model capacity, scalability, and zero-shot generalization. However, due to the heterogeneity of inter-variate dependencies and the backbone scalability on large-scale multivariate datasets, most TSFMs are typically pre-trained on univariate time series. This limitation renders them oblivious to crucial information from diverse covariates in real-world forecasting tasks. To further enhance the performance of TSFMs, we propose a general covariate-aware adaptation (CoRA) framework for TSFMs. It leverages pre-trained backbones of foundation models while effectively incorporating exogenous covariates from various modalities, including time series, language, and images, to improve the quality of predictions. Technically, CoRA maintains the equivalence of initialization and parameter consistency during adaptation. With preserved backbones of foundation models as frozen feature extractors, the outcome embeddings from foundation models are empirically demonstrated more informative than raw data. Further, CoRA employs a novel Granger Causality Embedding (GCE) to automatically evaluate covariates regarding their causal predictability with respect to the target variate. We incorporate these weighted embeddings with a zero-initialized condition-injection mechanism, avoiding catastrophic forgetting of pre-trained foundation models and gradually integrates exogenous information. Extensive experiments show that CoRA of TSFMs surpasses state-of-the-art covariate-aware deep forecasters with full or few-shot training samples, achieving 31.1% MSE reduction on covariate-aware forecasting. Compared to other adaptation methods, CoRA exhibits strong compatibility with various advanced TSFMs and extends the scope of covariates to other modalities, presenting a practical paradigm for the application of TSFMs.

Convolutional neural networks are now seeing widespread use in a variety of fields, including image classification, facial and object recognition, medical imaging analysis, and many more. In addition, there are applications such as physics-informed simulators in which accurate forecasts in real time with a minimal lag are required. The present neural network designs include millions of parameters, which makes it difficult to install such complex models on devices that have limited memory. Compression techniques might be able to resolve these issues by decreasing the size of CNN models that are created by reducing the number of parameters that contribute to the complexity of the models. We propose a compressed tensor format of convolutional layer, a priori, before the training of the neural network. 3-way kernels or 2-way kernels in convolutional layers are replaced by one-way fiters. The overfitting phenomena will be reduced also. The time needed to make predictions or time required for training using the original Convolutional Neural Networks model would be cut significantly if there were fewer parameters to deal with. In this paper we present a method of a priori compressing convolutional neural networks for finite element (FE) predictions of physical data. Afterwards we validate our a priori compressed models on physical data from a FE model solving a 2D wave equation. We show that the proposed convolutinal compression technique achieves equivalent performance as classical convolutional layers with fewer trainable parameters and lower memory footprint.

In this work, we demonstrate that a simple two-layer neural network with standard activation functions can learn an arbitrary word operation in any finite group, provided sufficient width is available and exhibits grokking while doing so. To explain the mechanism by which this is achieved, we reframe the problem as that of learning a particular 3-tensor, which we show is typically of low rank. A key insight is that low-rank implementations of this tensor can be obtained by decomposing it along triplets of basic self-conjugate representations of the group and leveraging the fusion structure to rule out many components. Focusing on a phenomenologically similar but more tractable surrogate model, we show that the network is able to find such low-rank implementations (or approximations thereof), thereby using limited width to approximate the word-tensor in a generalizable way. In the case of the simple multiplication word, we further elucidate the form of these low-rank implementations, showing that the network effectively implements efficient matrix multiplication in the sense of Strassen. Our work also sheds light on the mechanism by which a network reaches such a solution under gradient descent.

Understanding how overparameterized neural networks generalize despite perfect interpolation of noisy training data is a fundamental question. Mallinar et. al. 2022 noted that neural networks seem to often exhibit ``tempered overfitting'', wherein the population risk does not converge to the Bayes optimal error, but neither does it approach infinity, yielding non-trivial generalization. However, this has not been studied rigorously. We provide the first rigorous analysis of the overfitting behavior of regression with minimum norm (ell_2 of weights), focusing on univariate two-layer ReLU networks. We show overfitting is tempered (with high probability) when measured with respect to the L_1 loss, but also show that the situation is more complex than suggested by Mallinar et. al., and overfitting is catastrophic with respect to the L_2 loss, or when taking an expectation over the training set.

Decoding-based regression, which reformulates regression as a sequence generation task, has emerged as a promising paradigm of applying large language models for numerical prediction. However, its progress is hindered by the misalignment between discrete token-level objectives (e.g., cross-entropy) and continuous numerical values. Existing approaches relying on token-level constraints often fail to capture the global magnitude of the target value, limiting their precision and generalization. In this paper, we propose to unlock the potential of decoding-based regression via Reinforcement Learning (RL). We formulate the generation process as a Markov Decision Process, utilizing sequence-level rewards to enforce global numerical coherence. Extensive experiments on tabular regression and code metric regression demonstrate that our method (specifically with ReMax and GRPO) consistently outperforms both state-of-the-art token-level baselines and traditional regression heads, showing the superiority of introducing sequence-level signals. Our analysis further reveals that RL significantly enhances sampling efficiency and predictive precision, establishing decoding-based regression as a robust and accurate paradigm for general-purpose numerical prediction.

We address the computational challenges of solving parametric PDEs with non parametrized geometric variations and non-reducible problems, such as those involving shocks and discontinuities of variable positions. Traditional dimensionality reduction methods like POD struggle with these scenarios due to slowly decaying Kolmogorov widths. To overcome this, we propose a novel non-linear dimensionality reduction technique to reduce the required modes for representation. The non-linear reduction is obtained through a POD after applying a transformation on the fields, which we call optimal mappings, and is a solution to an optimization problem in infinite dimension. The proposed learning framework combines morphing techniques, non-linear dimensionality reduction, and Gaussian Process Regression (GPR). The problem is reformulated on a reference geometry before applying the dimensionality reduction. Our method learns both the optimal mapping, and the solution fields, using a series of GPR models, enabling efficient and accurate modeling of complex parametric PDEs with geometrical variability. The results obtained concur with current state-of-the-art models. We mainly compare our method with the winning solution of the ML4CFD NeurIPS 2024 competition.

Catastrophic overfitting (CO) in single-step adversarial training (AT) results in abrupt drops in the adversarial test accuracy (even down to 0%). For models trained with multi-step AT, it has been observed that the loss function behaves locally linearly with respect to the input, this is however lost in single-step AT. To address CO in single-step AT, several methods have been proposed to enforce local linearity of the loss via regularization. However, these regularization terms considerably slow down training due to Double Backpropagation. Instead, in this work, we introduce a regularization term, called ELLE, to mitigate CO effectively and efficiently in classical AT evaluations, as well as some more difficult regimes, e.g., large adversarial perturbations and long training schedules. Our regularization term can be theoretically linked to curvature of the loss function and is computationally cheaper than previous methods by avoiding Double Backpropagation. Our thorough experimental validation demonstrates that our work does not suffer from CO, even in challenging settings where previous works suffer from it. We also notice that adapting our regularization parameter during training (ELLE-A) greatly improves the performance, specially in large epsilon setups. Our implementation is available in https://github.com/LIONS-EPFL/ELLE .

When training large flexible models, practitioners often rely on grid search to select hyperparameters that control over-fitting. This grid search has several disadvantages: the search is computationally expensive, requires carving out a validation set that reduces the available data for training, and requires users to specify candidate values. In this paper, we propose an alternative: directly learning regularization hyperparameters on the full training set via the evidence lower bound ("ELBo") objective from variational methods. For deep neural networks with millions of parameters, we recommend a modified ELBo that upweights the influence of the data likelihood relative to the prior. Our proposed technique overcomes all three disadvantages of grid search. In a case study on transfer learning of image classifiers, we show how our method reduces the 88+ hour grid search of past work to under 3 hours while delivering comparable accuracy. We further demonstrate how our approach enables efficient yet accurate approximations of Gaussian processes with learnable length-scale kernels.

Pixel-wise regression is probably the most common problem in fine-grained computer vision tasks, such as estimating keypoint heatmaps and segmentation masks. These regression problems are very challenging particularly because they require, at low computation overheads, modeling long-range dependencies on high-resolution inputs/outputs to estimate the highly nonlinear pixel-wise semantics. While attention mechanisms in Deep Convolutional Neural Networks(DCNNs) has become popular for boosting long-range dependencies, element-specific attention, such as Nonlocal blocks, is highly complex and noise-sensitive to learn, and most of simplified attention hybrids try to reach the best compromise among multiple types of tasks. In this paper, we present the Polarized Self-Attention(PSA) block that incorporates two critical designs towards high-quality pixel-wise regression: (1) Polarized filtering: keeping high internal resolution in both channel and spatial attention computation while completely collapsing input tensors along their counterpart dimensions. (2) Enhancement: composing non-linearity that directly fits the output distribution of typical fine-grained regression, such as the 2D Gaussian distribution (keypoint heatmaps), or the 2D Binormial distribution (binary segmentation masks). PSA appears to have exhausted the representation capacity within its channel-only and spatial-only branches, such that there is only marginal metric differences between its sequential and parallel layouts. Experimental results show that PSA boosts standard baselines by 2-4 points, and boosts state-of-the-arts by 1-2 points on 2D pose estimation and semantic segmentation benchmarks.

We study the data selection problem, whose aim is to select a small representative subset of data that can be used to efficiently train a machine learning model. We present a new data selection approach based on k-means clustering and sensitivity sampling. Assuming access to an embedding representation of the data with respect to which the model loss is H\"older continuous, our approach provably allows selecting a set of ``typical'' k + 1/varepsilon^2 elements whose average loss corresponds to the average loss of the whole dataset, up to a multiplicative (1pmvarepsilon) factor and an additive varepsilon lambda Phi_k, where Phi_k represents the k-means cost for the input embeddings and lambda is the H\"older constant. We furthermore demonstrate the performance and scalability of our approach on fine-tuning foundation models and show that it outperforms state-of-the-art methods. We also show how it can be applied on linear regression, leading to a new sampling strategy that surprisingly matches the performances of leverage score sampling, while being conceptually simpler and more scalable.

This manuscript considers the problem of learning a random Gaussian network function using a fully connected network with frozen intermediate layers and trainable readout layer. This problem can be seen as a natural generalization of the widely studied random features model to deeper architectures. First, we prove Gaussian universality of the test error in a ridge regression setting where the learner and target networks share the same intermediate layers, and provide a sharp asymptotic formula for it. Establishing this result requires proving a deterministic equivalent for traces of the deep random features sample covariance matrices which can be of independent interest. Second, we conjecture the asymptotic Gaussian universality of the test error in the more general setting of arbitrary convex losses and generic learner/target architectures. We provide extensive numerical evidence for this conjecture, which requires the derivation of closed-form expressions for the layer-wise post-activation population covariances. In light of our results, we investigate the interplay between architecture design and implicit regularization.

We study the problem of online generalized linear regression in the stochastic setting, where the label is generated from a generalized linear model with possibly unbounded additive noise. We provide a sharp analysis of the classical follow-the-regularized-leader (FTRL) algorithm to cope with the label noise. More specifically, for sigma-sub-Gaussian label noise, our analysis provides a regret upper bound of O(sigma^2 d log T) + o(log T), where d is the dimension of the input vector, T is the total number of rounds. We also prove a Omega(sigma^2dlog(T/d)) lower bound for stochastic online linear regression, which indicates that our upper bound is nearly optimal. In addition, we extend our analysis to a more refined Bernstein noise condition. As an application, we study generalized linear bandits with heteroscedastic noise and propose an algorithm based on FTRL to achieve the first variance-aware regret bound.

We develop a fast, tractable technique called Net-Trim for simplifying a trained neural network. The method is a convex post-processing module, which prunes (sparsifies) a trained network layer by layer, while preserving the internal responses. We present a comprehensive analysis of Net-Trim from both the algorithmic and sample complexity standpoints, centered on a fast, scalable convex optimization program. Our analysis includes consistency results between the initial and retrained models before and after Net-Trim application and guarantees on the number of training samples needed to discover a network that can be expressed using a certain number of nonzero terms. Specifically, if there is a set of weights that uses at most s terms that can re-create the layer outputs from the layer inputs, we can find these weights from O(slog N/s) samples, where N is the input size. These theoretical results are similar to those for sparse regression using the Lasso, and our analysis uses some of the same recently-developed tools (namely recent results on the concentration of measure and convex analysis). Finally, we propose an algorithmic framework based on the alternating direction method of multipliers (ADMM), which allows a fast and simple implementation of Net-Trim for network pruning and compression.

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to optimal control, to PDE-constrained optimization. We develop an adaptive inexact Newton method for this problem class. In each iteration, we solve the Lagrangian Newton system inexactly via a randomized iterative sketching solver, and select a suitable stepsize by performing line search on an exact augmented Lagrangian merit function. The randomized solvers have advantages over deterministic linear system solvers by significantly reducing per-iteration flops complexity and storage cost, when equipped with suitable sketching matrices. Our method adaptively controls the accuracy of the randomized solver and the penalty parameters of the exact augmented Lagrangian, to ensure that the inexact Newton direction is a descent direction of the exact augmented Lagrangian. This allows us to establish a global almost sure convergence. We also show that a unit stepsize is admissible locally, so that our method exhibits a local linear convergence. Furthermore, we prove that the linear convergence can be strengthened to superlinear convergence if we gradually sharpen the adaptive accuracy condition on the randomized solver. We demonstrate the superior performance of our method on benchmark nonlinear problems in CUTEst test set, constrained logistic regression with data from LIBSVM, and a PDE-constrained problem.

At present, the mechanisms of in-context learning in Transformers are not well understood and remain mostly an intuition. In this paper, we suggest that training Transformers on auto-regressive objectives is closely related to gradient-based meta-learning formulations. We start by providing a simple weight construction that shows the equivalence of data transformations induced by 1) a single linear self-attention layer and by 2) gradient-descent (GD) on a regression loss. Motivated by that construction, we show empirically that when training self-attention-only Transformers on simple regression tasks either the models learned by GD and Transformers show great similarity or, remarkably, the weights found by optimization match the construction. Thus we show how trained Transformers become mesa-optimizers i.e. learn models by gradient descent in their forward pass. This allows us, at least in the domain of regression problems, to mechanistically understand the inner workings of in-context learning in optimized Transformers. Building on this insight, we furthermore identify how Transformers surpass the performance of plain gradient descent by learning an iterative curvature correction and learn linear models on deep data representations to solve non-linear regression tasks. Finally, we discuss intriguing parallels to a mechanism identified to be crucial for in-context learning termed induction-head (Olsson et al., 2022) and show how it could be understood as a specific case of in-context learning by gradient descent learning within Transformers. Code to reproduce the experiments can be found at https://github.com/google-research/self-organising-systems/tree/master/transformers_learn_icl_by_gd .

Boosting the runtime performance of deep neural networks (DNNs) is critical due to their wide adoption in real-world tasks. Existing approaches to optimizing the tensor algebra expression of a DNN only consider expressions representable by a fixed set of predefined operators, missing possible optimization opportunities between general expressions. We propose OLLIE, the first derivation-based tensor program optimizer. OLLIE optimizes tensor programs by leveraging transformations between general tensor algebra expressions, enabling a significantly larger expression search space that includes those supported by prior work as special cases. OLLIE uses a hybrid derivation-based optimizer that effectively combines explorative and guided derivations to quickly discover highly optimized expressions. Evaluation on seven DNNs shows that OLLIE can outperform existing optimizers by up to 2.73times (1.46times on average) on an A100 GPU and up to 2.68times (1.51times) on a V100 GPU, respectively.

We consider a deep matrix factorization model of covariance matrices trained with the Bures-Wasserstein distance. While recent works have made important advances in the study of the optimization problem for overparametrized low-rank matrix approximation, much emphasis has been placed on discriminative settings and the square loss. In contrast, our model considers another interesting type of loss and connects with the generative setting. We characterize the critical points and minimizers of the Bures-Wasserstein distance over the space of rank-bounded matrices. For low-rank matrices the Hessian of this loss can theoretically blow up, which creates challenges to analyze convergence of optimizaton methods. We establish convergence results for gradient flow using a smooth perturbative version of the loss and convergence results for finite step size gradient descent under certain assumptions on the initial weights.

Optimizing neural networks with loss that contain high-dimensional and high-order differential operators is expensive to evaluate with back-propagation due to O(d^{k}) scaling of the derivative tensor size and the O(2^{k-1}L) scaling in the computation graph, where d is the dimension of the domain, L is the number of ops in the forward computation graph, and k is the derivative order. In previous works, the polynomial scaling in d was addressed by amortizing the computation over the optimization process via randomization. Separately, the exponential scaling in k for univariate functions (d=1) was addressed with high-order auto-differentiation (AD). In this work, we show how to efficiently perform arbitrary contraction of the derivative tensor of arbitrary order for multivariate functions, by properly constructing the input tangents to univariate high-order AD, which can be used to efficiently randomize any differential operator. When applied to Physics-Informed Neural Networks (PINNs), our method provides >1000times speed-up and >30times memory reduction over randomization with first-order AD, and we can now solve 1-million-dimensional PDEs in 8 minutes on a single NVIDIA A100 GPU. This work opens the possibility of using high-order differential operators in large-scale problems.

We design learning rate schedules that minimize regret for SGD-based online learning in the presence of a changing data distribution. We fully characterize the optimal learning rate schedule for online linear regression via a novel analysis with stochastic differential equations. For general convex loss functions, we propose new learning rate schedules that are robust to distribution shift, and we give upper and lower bounds for the regret that only differ by constants. For non-convex loss functions, we define a notion of regret based on the gradient norm of the estimated models and propose a learning schedule that minimizes an upper bound on the total expected regret. Intuitively, one expects changing loss landscapes to require more exploration, and we confirm that optimal learning rate schedules typically increase in the presence of distribution shift. Finally, we provide experiments for high-dimensional regression models and neural networks to illustrate these learning rate schedules and their cumulative regret.

The asymptotically precise estimation of the generalization of kernel methods has recently received attention due to the parallels between neural networks and their associated kernels. However, prior works derive such estimates for training by kernel ridge regression (KRR), whereas neural networks are typically trained with gradient descent (GD). In the present work, we consider the training of kernels with a family of spectral algorithms specified by profile h(lambda), and including KRR and GD as special cases. Then, we derive the generalization error as a functional of learning profile h(lambda) for two data models: high-dimensional Gaussian and low-dimensional translation-invariant model. Under power-law assumptions on the spectrum of the kernel and target, we use our framework to (i) give full loss asymptotics for both noisy and noiseless observations (ii) show that the loss localizes on certain spectral scales, giving a new perspective on the KRR saturation phenomenon (iii) conjecture, and demonstrate for the considered data models, the universality of the loss w.r.t. non-spectral details of the problem, but only in case of noisy observation.

In the era of proliferation of large language and image generation models, the phenomenon of "model collapse" refers to the situation whereby as a model is trained recursively on data generated from previous generations of itself over time, its performance degrades until the model eventually becomes completely useless, i.e the model collapses. In this work, we study this phenomenon in the setting of high-dimensional regression and obtain analytic formulae which quantitatively outline this phenomenon in a broad range of regimes. In the special case of polynomial decaying spectral and source conditions, we obtain modified scaling laws which exhibit new crossover phenomena from fast to slow rates. We also propose a simple strategy based on adaptive regularization to mitigate model collapse. Our theoretical results are validated with experiments.

Data clipping is crucial in reducing noise in quantization operations and improving the achievable accuracy of quantization-aware training (QAT). Current practices rely on heuristics to set clipping threshold scalars and cannot be shown to be optimal. We propose Optimally Clipped Tensors And Vectors (OCTAV), a recursive algorithm to determine MSE-optimal clipping scalars. Derived from the fast Newton-Raphson method, OCTAV finds optimal clipping scalars on the fly, for every tensor, at every iteration of the QAT routine. Thus, the QAT algorithm is formulated with provably minimum quantization noise at each step. In addition, we reveal limitations in common gradient estimation techniques in QAT and propose magnitude-aware differentiation as a remedy to further improve accuracy. Experimentally, OCTAV-enabled QAT achieves state-of-the-art accuracy on multiple tasks. These include training-from-scratch and retraining ResNets and MobileNets on ImageNet, and Squad fine-tuning using BERT models, where OCTAV-enabled QAT consistently preserves accuracy at low precision (4-to-6-bits). Our results require no modifications to the baseline training recipe, except for the insertion of quantization operations where appropriate.

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for partial differential equations. Algorithms for approximating the solution to these systems are often the bottleneck in problems that require their solution, particularly for modern applications that require many millions of unknowns. Indeed, numerical linear algebra techniques have been investigated for many decades to alleviate this computational burden. Recently, data-driven techniques have also shown promise for these problems. Motivated by the conjugate gradients algorithm that iteratively selects search directions for minimizing the matrix norm of the approximation error, we design an approach that utilizes a deep neural network to accelerate convergence via data-driven improvement of the search directions. Our method leverages a carefully chosen convolutional network to approximate the action of the inverse of the linear operator up to an arbitrary constant. We train the network using unsupervised learning with a loss function equal to the L^2 difference between an input and the system matrix times the network evaluation, where the unspecified constant in the approximate inverse is accounted for. We demonstrate the efficacy of our approach on spatially discretized Poisson equations with millions of degrees of freedom arising in computational fluid dynamics applications. Unlike state-of-the-art learning approaches, our algorithm is capable of reducing the linear system residual to a given tolerance in a small number of iterations, independent of the problem size. Moreover, our method generalizes effectively to various systems beyond those encountered during training.

Noise plagues many numerical datasets, where the recorded values in the data may fail to match the true underlying values due to reasons including: erroneous sensors, data entry/processing mistakes, or imperfect human estimates. We consider general regression settings with covariates and a potentially corrupted response whose observed values may contain errors. By accounting for various uncertainties, we introduced veracity scores that distinguish between genuine errors and natural data fluctuations, conditioned on the available covariate information in the dataset. We propose a simple yet efficient filtering procedure for eliminating potential errors, and establish theoretical guarantees for our method. We also contribute a new error detection benchmark involving 5 regression datasets with real-world numerical errors (for which the true values are also known). In this benchmark and additional simulation studies, our method identifies incorrect values with better precision/recall than other approaches.

Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we propose an algorithm for the optimization of continuous hyperparameters using inexact gradient information. An advantage of this method is that hyperparameters can be updated before model parameters have fully converged. We also give sufficient conditions for the global convergence of this method, based on regularity conditions of the involved functions and summability of errors. Finally, we validate the empirical performance of this method on the estimation of regularization constants of L2-regularized logistic regression and kernel Ridge regression. Empirical benchmarks indicate that our approach is highly competitive with respect to state of the art methods.

We investigate imbalanced regression with tabular data that have an imbalance ratio larger than 1,000 ("highly imbalanced"). Accurately estimating the target values of rare instances is important in applications such as forecasting the intensity of rare harmful Solar Energetic Particle (SEP) events. For regression, the MSE loss does not consider the correlation between predicted and actual values. Typical inverse importance functions allow only convex functions. Uniform sampling might yield mini-batches that do not have rare instances. We propose CISIR that incorporates correlation, Monotonically Decreasing Involution (MDI) importance, and stratified sampling. Based on five datasets, our experimental results indicate that CISIR can achieve lower error and higher correlation than some recent methods. Also, adding our correlation component to other recent methods can improve their performance. Lastly, MDI importance can outperform other importance functions. Our code can be found in https://github.com/Machine-Earning/CISIR.

We show how to obtain improved active learning methods in the agnostic (adversarial noise) setting by combining marginal leverage score sampling with non-independent sampling strategies that promote spatial coverage. In particular, we propose an easily implemented method based on the pivotal sampling algorithm, which we test on problems motivated by learning-based methods for parametric PDEs and uncertainty quantification. In comparison to independent sampling, our method reduces the number of samples needed to reach a given target accuracy by up to 50%. We support our findings with two theoretical results. First, we show that any non-independent leverage score sampling method that obeys a weak one-sided ell_{infty} independence condition (which includes pivotal sampling) can actively learn d dimensional linear functions with O(dlog d) samples, matching independent sampling. This result extends recent work on matrix Chernoff bounds under ell_{infty} independence, and may be of interest for analyzing other sampling strategies beyond pivotal sampling. Second, we show that, for the important case of polynomial regression, our pivotal method obtains an improved bound of O(d) samples.

We study the problem of single-image zero-shot 3D shape reconstruction. Recent works learn zero-shot shape reconstruction through generative modeling of 3D assets, but these models are computationally expensive at train and inference time. In contrast, the traditional approach to this problem is regression-based, where deterministic models are trained to directly regress the object shape. Such regression methods possess much higher computational efficiency than generative methods. This raises a natural question: is generative modeling necessary for high performance, or conversely, are regression-based approaches still competitive? To answer this, we design a strong regression-based model, called ZeroShape, based on the converging findings in this field and a novel insight. We also curate a large real-world evaluation benchmark, with objects from three different real-world 3D datasets. This evaluation benchmark is more diverse and an order of magnitude larger than what prior works use to quantitatively evaluate their models, aiming at reducing the evaluation variance in our field. We show that ZeroShape not only achieves superior performance over state-of-the-art methods, but also demonstrates significantly higher computational and data efficiency.

Training deep neural networks (DNNs) is costly. Fortunately, Nvidia Ampere and Hopper GPUs can accelerate matrix multiplications twice as fast as a dense equivalent by implementing 2:4 sparsity. However, previous STE-based 2:4 pre-training methods (e.g. STE with hard-thresholding, SR-STE) suffer from optimization difficulties because of discontinuous pruning function. In this study, we comprehensively analyse the bottleneck of traditional N:M sparse training and recognize three drawbacks with discontinuity: incorrect descending direction, inability to predict the amount of descent and sparse mask oscillation. In light of this, we propose S-STE, a simple yet powerful 2:4 training method that contains two parts: to continuously project weights to be 2:4 sparse, and to rescale sparse weights with a per-tensor fixed scaling factor. Besides, we adopt minimum-variance unbiased estimation for activation gradient and FP8 quantization for whole process. Results show that our method surpasses previous 2:4 pre-training recipes and is comparable even with full parameter models. Our toolkit is available at https://github.com/huyz2023/2by4-pretrain.

Failure of machine learning models to generalize to new data is a core problem limiting the reliability of AI systems, partly due to the lack of simple and robust methods for comparing new data to the original training dataset. We propose a standardized approach for assessing data similarity in a model-agnostic manner by constructing a supervised autoencoder for generalizability estimation (SAGE). We compare points in a low-dimensional embedded latent space, defining empirical probability measures for k-Nearest Neighbors (kNN) distance, reconstruction of inputs and task-based performance. As proof of concept for classification tasks, we use MNIST and CIFAR-10 to demonstrate how an ensemble output probability score can separate deformed images from a mixture of typical test examples, and how this SAGE score is robust to transformations of increasing severity. As further proof of concept, we extend this approach to a regression task using non-imaging data (UCI Abalone). In all cases, we show that out-of-the-box model performance increases after SAGE score filtering, even when applied to data from the model's own training and test datasets. Our out-of-distribution scoring method can be introduced during several steps of model construction and assessment, leading to future improvements in responsible deep learning implementation.

Scene regression methods, such as VGGT, solve the Structure-from-Motion (SfM) problem by directly regressing camera poses and 3D scene structures from input images. They demonstrate impressive performance in handling images under extreme viewpoint changes. However, these methods struggle to handle a large number of input images. To address this problem, we introduce SAIL-Recon, a feed-forward Transformer for large scale SfM, by augmenting the scene regression network with visual localization capabilities. Specifically, our method first computes a neural scene representation from a subset of anchor images. The regression network is then fine-tuned to reconstruct all input images conditioned on this neural scene representation. Comprehensive experiments show that our method not only scales efficiently to large-scale scenes, but also achieves state-of-the-art results on both camera pose estimation and novel view synthesis benchmarks, including TUM-RGBD, CO3Dv2, and Tanks & Temples. We will publish our model and code. Code and models are publicly available at: https://hkust-sail.github.io/ sail-recon/.

In symbolic regression, the goal is to find an analytical expression that accurately fits experimental data with the minimal use of mathematical symbols such as operators, variables, and constants. However, the combinatorial space of possible expressions can make it challenging for traditional evolutionary algorithms to find the correct expression in a reasonable amount of time. To address this issue, Neural Symbolic Regression (NSR) algorithms have been developed that can quickly identify patterns in the data and generate analytical expressions. However, these methods, in their current form, lack the capability to incorporate user-defined prior knowledge, which is often required in natural sciences and engineering fields. To overcome this limitation, we propose a novel neural symbolic regression method, named Neural Symbolic Regression with Hypothesis (NSRwH) that enables the explicit incorporation of assumptions about the expected structure of the ground-truth expression into the prediction process. Our experiments demonstrate that the proposed conditioned deep learning model outperforms its unconditioned counterparts in terms of accuracy while also providing control over the predicted expression structure.

Transformer models are deployed in a wide range of settings, from multi-accelerator clusters to standalone mobile phones. The diverse inference constraints in these scenarios necessitate practitioners to train foundation models such as PaLM 2, Llama, & ViTs as a series of models of varying sizes. Due to significant training costs, only a select few model sizes are trained and supported, limiting more fine-grained control over relevant tradeoffs, including latency, cost, and accuracy. This work introduces MatFormer, a nested Transformer architecture designed to offer elasticity in a variety of deployment constraints. Each Feed Forward Network (FFN) block of a MatFormer model is jointly optimized with a few nested smaller FFN blocks. This training procedure allows for the Mix'n'Match of model granularities across layers -- i.e., a trained universal MatFormer model enables extraction of hundreds of accurate smaller models, which were never explicitly optimized. We empirically demonstrate MatFormer's effectiveness across different model classes (decoders & encoders), modalities (language & vision), and scales (up to 2.6B parameters). We find that a 2.6B decoder-only MatFormer language model (MatLM) allows us to extract smaller models spanning from 1.5B to 2.6B, each exhibiting comparable validation loss and one-shot downstream evaluations to their independently trained counterparts. Furthermore, we observe that smaller encoders extracted from a universal MatFormer-based ViT (MatViT) encoder preserve the metric-space structure for adaptive large-scale retrieval. Finally, we showcase that speculative decoding with the accurate and consistent submodels extracted from MatFormer can further reduce inference latency.

Penalizing the nuclear norm of a function's Jacobian encourages it to locally behave like a low-rank linear map. Such functions vary locally along only a handful of directions, making the Jacobian nuclear norm a natural regularizer for machine learning problems. However, this regularizer is intractable for high-dimensional problems, as it requires computing a large Jacobian matrix and taking its singular value decomposition. We show how to efficiently penalize the Jacobian nuclear norm using techniques tailor-made for deep learning. We prove that for functions parametrized as compositions f = g circ h, one may equivalently penalize the average squared Frobenius norm of Jg and Jh. We then propose a denoising-style approximation that avoids the Jacobian computations altogether. Our method is simple, efficient, and accurate, enabling Jacobian nuclear norm regularization to scale to high-dimensional deep learning problems. We complement our theory with an empirical study of our regularizer's performance and investigate applications to denoising and representation learning.

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and multi-scale PDEs, which can be due to spectral bias during neural network training. To address this problem, we resort to the Gaussian process (GP) framework. To flexibly capture the dominant frequencies, we model the power spectrum of the PDE solution with a student t mixture or Gaussian mixture. We apply the inverse Fourier transform to obtain the covariance function (by Wiener-Khinchin theorem). The covariance derived from the Gaussian mixture spectrum corresponds to the known spectral mixture kernel. Next, we estimate the mixture weights in the log domain, which we show is equivalent to placing a Jeffreys prior. It automatically induces sparsity, prunes excessive frequencies, and adjusts the remaining toward the ground truth. Third, to enable efficient and scalable computation on massive collocation points, which are critical to capture high frequencies, we place the collocation points on a grid, and multiply our covariance function at each input dimension. We use the GP conditional mean to predict the solution and its derivatives so as to fit the boundary condition and the equation itself. As a result, we can derive a Kronecker product structure in the covariance matrix. We use Kronecker product properties and multilinear algebra to promote computational efficiency and scalability, without low-rank approximations. We show the advantage of our method in systematic experiments. The code is released at https://github.com/xuangu-fang/Gaussian-Process-Slover-for-High-Freq-PDE.

Recent work has shown that the training of a one-hidden-layer, scalar-output fully-connected ReLU neural network can be reformulated as a finite-dimensional convex program. Unfortunately, the scale of such a convex program grows exponentially in data size. In this work, we prove that a stochastic procedure with a linear complexity well approximates the exact formulation. Moreover, we derive a convex optimization approach to efficiently solve the "adversarial training" problem, which trains neural networks that are robust to adversarial input perturbations. Our method can be applied to binary classification and regression, and provides an alternative to the current adversarial training methods, such as Fast Gradient Sign Method (FGSM) and Projected Gradient Descent (PGD). We demonstrate in experiments that the proposed method achieves a noticeably better adversarial robustness and performance than the existing methods.

We develop a novel theoretical framework for understating OT schemes respecting a class structure. For this purpose, we propose a convex OT program with a sum-of-norms regularization term, which provably recovers the underlying class structure under geometric assumptions. Furthermore, we derive an accelerated proximal algorithm with a closed-form projection and proximal operator scheme, thereby affording a more scalable algorithm for computing optimal transport plans. We provide a novel argument for the uniqueness of the optimum even in the absence of strong convexity. Our experiments show that the new regularizer not only results in a better preservation of the class structure in the data but also yields additional robustness to the data geometry, compared to previous regularizers.

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the largest empirical study to date to assess the probabilistic calibration of neural networks. We also analyze the performance of recalibration, conformal, and regularization methods to enhance probabilistic calibration. Additionally, we introduce novel differentiable recalibration and regularization methods, uncovering new insights into their effectiveness. Our findings reveal that regularization methods offer a favorable tradeoff between calibration and sharpness. Post-hoc methods exhibit superior probabilistic calibration, which we attribute to the finite-sample coverage guarantee of conformal prediction. Furthermore, we demonstrate that quantile recalibration can be considered as a specific case of conformal prediction. Our study is fully reproducible and implemented in a common code base for fair comparisons.

We propose ScaledGD(\lambda), a preconditioned gradient descent method to tackle the low-rank matrix sensing problem when the true rank is unknown, and when the matrix is possibly ill-conditioned. Using overparametrized factor representations, ScaledGD(\lambda) starts from a small random initialization, and proceeds by gradient descent with a specific form of damped preconditioning to combat bad curvatures induced by overparameterization and ill-conditioning. At the expense of light computational overhead incurred by preconditioners, ScaledGD(\lambda) is remarkably robust to ill-conditioning compared to vanilla gradient descent (GD) even with overprameterization. Specifically, we show that, under the Gaussian design, ScaledGD(\lambda) converges to the true low-rank matrix at a constant linear rate after a small number of iterations that scales only logarithmically with respect to the condition number and the problem dimension. This significantly improves over the convergence rate of vanilla GD which suffers from a polynomial dependency on the condition number. Our work provides evidence on the power of preconditioning in accelerating the convergence without hurting generalization in overparameterized learning.

Uncertainty quantification (UQ) is vital for trustworthy deep learning, yet existing methods are either computationally intensive, such as Bayesian or ensemble methods, or provide only partial, task-specific estimates, such as single-forward-pass techniques. In this paper, we propose a post-hoc single-forward-pass framework that jointly captures aleatoric and epistemic uncertainty without modifying or retraining pretrained models. Our method applies Split-Point Analysis (SPA) to decompose predictive residuals into upper and lower subsets, computing Mean Absolute Residuals (MARs) on each side. We prove that, under ideal conditions, the total MAR equals the harmonic mean of subset MARs; deviations define a novel Self-consistency Discrepancy Score (SDS) for fine-grained epistemic estimation across regression and classification. For regression, side-specific quantile regression yields prediction intervals with improved empirical coverage, which are further calibrated via SDS. For classification, when calibration data are available, we apply SPA-based calibration identities to adjust the softmax outputs and then compute predictive entropy on these calibrated probabilities. Extensive experiments on diverse regression and classification benchmarks demonstrate that our framework matches or exceeds several state-of-the-art UQ methods while incurring minimal overhead. Our source code is available at https://github.com/zzz0527/SPC-UQ.