No Arabic abstract
Deep kernel processes (DKPs) generalise Bayesian neural networks, but do not require us to represent either features or weights. Instead, at each hidden layer they represent and optimize a flexible kernel. Here, we develop a Newton-like method for DKPs that converges in around 10 steps, exploiting matrix solvers initially developed in the control theory literature. These are many times faster the usual gradient descent approach. We generalise to arbitrary DKP architectures, by developing kernel backprop, and algorithms for kernel autodiff. While these methods currently are not Bayesian as they give point estimates and scale poorly as they are cubic in the number of datapoints, we hope they will form the basis of a new class of much more efficient approaches to optimizing deep nonlinear function approximators.
The physical world is governed by the laws of physics, often represented in form of nonlinear partial differential equations (PDEs). Unfortunately, solution of PDEs is non-trivial and often involves significant computational time. With recent developments in the field of artificial intelligence and machine learning, the solution of PDEs using neural network has emerged as a domain with huge potential. However, most of the developments in this field are based on either fully connected neural networks (FNN) or convolutional neural networks (CNN). While FNN is computationally inefficient as the number of network parameters can be potentially huge, CNN necessitates regular grid and simpler domain. In this work, we propose a novel framework referred to as the Graph Attention Differential Equation (GrADE) for solving time dependent nonlinear PDEs. The proposed approach couples FNN, graph neural network, and recently developed Neural ODE framework. The primary idea is to use graph neural network for modeling the spatial domain, and Neural ODE for modeling the temporal domain. The attention mechanism identifies important inputs/features and assign more weightage to the same; this enhances the performance of the proposed framework. Neural ODE, on the other hand, results in constant memory cost and allows trading of numerical precision for speed. We also propose depth refinement as an effective technique for training the proposed architecture in lesser time with better accuracy. The effectiveness of the proposed framework is illustrated using 1D and 2D Burgers equations. Results obtained illustrate the capability of the proposed framework in modeling PDE and its scalability to larger domains without the need for retraining.
There are many methods developed to approximate a cloud of vectors embedded in high-dimensional space by simpler objects: starting from principal points and linear manifolds to self-organizing maps, neural gas, elastic maps, various types of principal curves and principal trees, and so on. For each type of approximators the measure of the approximator complexity was developed too. These measures are necessary to find the balance between accuracy and complexity and to define the optimal approximations of a given type. We propose a measure of complexity (geometrical complexity) which is applicable to approximators of several types and which allows comparing data approximations of different types.
Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or regularized variations such as Sinkhorn distance. However, as we will demonstrate, regularized variations with large regularization parameter will degradate the performance in several important machine learning applications, and small regularization parameter will fail due to numerical stability issues with existing algorithms. We address this challenge by developing an Inexact Proximal point method for exact Optimal Transport problem (IPOT) with the proximal operator approximately evaluated at each iteration using projections to the probability simplex. The algorithm (a) converges to exact Wasserstein distance with theoretical guarantee and robust regularization parameter selection, (b) alleviates numerical stability issue, (c) has similar computational complexity to Sinkhorn, and (d) avoids the shrinking problem when apply to generative models. Furthermore, a new algorithm is proposed based on IPOT to obtain sharper Wasserstein barycenter.
The length of the geodesic between two data points along a Riemannian manifold, induced by a deep generative model, yields a principled measure of similarity. Current approaches are limited to low-dimensional latent spaces, due to the computational complexity of solving a non-convex optimisation problem. We propose finding shortest paths in a finite graph of samples from the aggregate approximate posterior, that can be solved exactly, at greatly reduced runtime, and without a notable loss in quality. Our approach, therefore, is hence applicable to high-dimensional problems, e.g., in the visual domain. We validate our approach empirically on a series of experiments using variational autoencoders applied to image data, including the Chair, FashionMNIST, and human movement data sets.
Deep Gaussian processes (DGPs) have struggled for relevance in applications due to the challenges and cost associated with Bayesian inference. In this paper we propose a sparse variational approximation for DGPs for which the approximate posterior mean has the same mathematical structure as a Deep Neural Network (DNN). We make the forward pass through a DGP equivalent to a ReLU DNN by finding an interdomain transformation that represents the GP posterior mean as a sum of ReLU basis functions. This unification enables the initialisation and training of the DGP as a neural network, leveraging the well established practice in the deep learning community, and so greatly aiding the inference task. The experiments demonstrate improved accuracy and faster training compared to current DGP methods, while retaining favourable predictive uncertainties.