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Register a new userLearning interaction kernels in heterogeneous systems of agents from multiple trajectories
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Systems of interacting particles or agents have wide applications in many disciplines such as Physics, Chemistry, Biology and Economics. These systems are governed by interaction laws, which are often unknown: estimating them from observation data is a fundamental task that can provide meaningful insights and accurate predictions of the behaviour of the agents. In this paper, we consider the inverse problem of learning interaction laws given data from multiple trajectories, in a nonparametric fashion, when the interaction kernels depend on pairwise distances. We establish a condition for learnability of interaction kernels, and construct estimators that are guaranteed to converge in a suitable $L^2$ space, at the optimal min-max rate for 1-dimensional nonparametric regression. We propose an efficient learning algorithm based on least squares, which can be implemented in parallel for multiple trajectories and is therefore well-suited for the high dimensional, big data regime. Numerical simulations on a variety examples, including opinion dynamics, predator-swarm dynamics and heterogeneous particle dynamics, suggest that the learnability condition is satisfied in models used in practice, and the rate of convergence of our estimator is consistent with the theory. These simulations also suggest that our estimators are robust to noise in the observations, and produce accurate predictions of dynamics in relative large time intervals, even when they are learned from data collected in short time intervals.
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We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of the positions of the particles, in either continuous or discrete time, along multiple independent trajectories. We introduce a nonparametric inference approach to this inverse problem, based on a regularized maximum likelihood estimator constrained to suitable hypothesis spaces adaptive to data. We show that a coercivity condition enables us to control the condition number of this problem and prove the consistency of our estimator, and that in fact it converges at a near-optimal learning rate, equal to the min-max rate of $1$-dimensional non-parametric regression. In particular, this rate is independent of the dimension of the state space, which is typically very high. We also analyze the discretization errors in the case of discrete-time observations, showing that it is of order $1/2$ in terms of the time gaps between observations. This term, when large, dominates the sampling error and the approximation error, preventing convergence of the estimator. Finally, we exhibit an efficient parallel algorithm to construct the estimator from data, and we demonstrate the effectiveness of our algorithm with numerical tests on prototype systems including stochastic opinion dynamics and a Lennard-Jones model.
Consider the problem: given the data pair $(mathbf{x}, mathbf{y})$ drawn from a population with $f_*(x) = mathbf{E}[mathbf{y} | mathbf{x} = x]$, specify a neural network model and run gradient flow on the weights over time until reaching any stationarity. How does $f_t$, the function computed by the neural network at time $t$, relate to $f_*$, in terms of approximation and representation? What are the provable benefits of the adaptive representation by neural networks compared to the pre-specified fixed basis representation in the classical nonparametric literature? We answer the above questions via a dynamic reproducing kernel Hilbert space (RKHS) approach indexed by the training process of neural networks. Firstly, we show that when reaching any local stationarity, gradient flow learns an adaptive RKHS representation and performs the global least-squares projection onto the adaptive RKHS, simultaneously. Secondly, we prove that as the RKHS is data-adaptive and task-specific, the residual for $f_*$ lies in a subspace that is potentially much smaller than the orthogonal complement of the RKHS. The result formalizes the representation and approximation benefits of neural networks. Lastly, we show that the neural network function computed by gradient flow converges to the kernel ridgeless regression with an adaptive kernel, in the limit of vanishing regularization. The adaptive kernel viewpoint provides new angles of studying the approximation, representation, generalization, and optimization advantages of neural networks.
In this paper, we study the problem of early stopping for iterative learning algorithms in a reproducing kernel Hilbert space (RKHS) in the nonparametric regression framework. In particular, we work with the gradient descent and (iterative) kernel ridge regression algorithms. We present a data-driven rule to perform early stopping without a validation set that is based on the so-called minimum discrepancy principle. This method enjoys only one assumption on the regression function: it belongs to a reproducing kernel Hilbert space (RKHS). The proposed rule is proved to be minimax-optimal over different types of kernel spaces, including finite-rank and Sobolev smoothness classes. The proof is derived from the fixed-point analysis of the localized Rademacher complexities, which is a standard technique for obtaining optimal rates in the nonparametric regression literature. In addition to that, we present simulation results on artificial datasets that show the comparable performance of the designed rule with respect to other stopping rules such as the one determined by V-fold cross-validation.
We show that minimum-norm interpolation in the Reproducing Kernel Hilbert Space corresponding to the Laplace kernel is not consistent if input dimension is constant. The lower bound holds for any choice of kernel bandwidth, even if selected based on data. The result supports the empirical observation that minimum-norm interpolation (that is, exact fit to training data) in RKHS generalizes well for some high-dimensional datasets, but not for low-dimensional ones.
By redefining the conventional notions of layers, we present an alternative view on finitely wide, fully trainable deep neural networks as stacked linear models in feature spaces, leading to a kernel machine interpretation. Based on this construction, we then propose a provably optimal modular learning framework for classification that does not require between-module backpropagation. This modular approach brings new insights into the label requirement of deep learning: It leverages only implicit pairwise labels (weak supervision) when learning the hidden modules. When training the output module, on the other hand, it requires full supervision but achieves high label efficiency, needing as few as 10 randomly selected labeled examples (one from each class) to achieve 94.88% accuracy on CIFAR-10 using a ResNet-18 backbone. Moreover, modular training enables fully modularized deep learning workflows, which then simplify the design and implementation of pipelines and improve the maintainability and reusability of models. To showcase the advantages of such a modularized workflow, we describe a simple yet reliable method for estimating reusability of pre-trained modules as well as task transferability in a transfer learning setting. At practically no computation overhead, it precisely described the task space structure of 15 binary classification tasks from CIFAR-10.
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