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Apr 23

Learning Invariant Representations for Equivariant Neural Networks Using Orthogonal Moments

The convolutional layers of standard convolutional neural networks (CNNs) are equivariant to translation. However, the convolution and fully-connected layers are not equivariant or invariant to other affine geometric transformations. Recently, a new class of CNNs is proposed in which the conventional layers of CNNs are replaced with equivariant convolution, pooling, and batch-normalization layers. The final classification layer in equivariant neural networks is invariant to different affine geometric transformations such as rotation, reflection and translation, and the scalar value is obtained by either eliminating the spatial dimensions of filter responses using convolution and down-sampling throughout the network or average is taken over the filter responses. In this work, we propose to integrate the orthogonal moments which gives the high-order statistics of the function as an effective means for encoding global invariance with respect to rotation, reflection and translation in fully-connected layers. As a result, the intermediate layers of the network become equivariant while the classification layer becomes invariant. The most widely used Zernike, pseudo-Zernike and orthogonal Fourier-Mellin moments are considered for this purpose. The effectiveness of the proposed work is evaluated by integrating the invariant transition and fully-connected layer in the architecture of group-equivariant CNNs (G-CNNs) on rotated MNIST and CIFAR10 datasets.

  • 2 authors
·
Sep 22, 2022

Solving High Frequency and Multi-Scale PDEs with Gaussian Processes

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.

  • 6 authors
·
Nov 8, 2023

Enabling Efficient Equivariant Operations in the Fourier Basis via Gaunt Tensor Products

Developing equivariant neural networks for the E(3) group plays an important role in modeling 3D data across real-world applications. Enforcing this equivariance primarily involves the tensor products of irreducible representations (irreps). However, the computational complexity of such operations increases significantly as higher-order tensors are used. In this work, we propose a systematic approach to substantially accelerate the computation of the tensor products of irreps. We mathematically connect the commonly used Clebsch-Gordan coefficients to the Gaunt coefficients, which are integrals of products of three spherical harmonics. Through Gaunt coefficients, the tensor product of irreps becomes equivalent to the multiplication between spherical functions represented by spherical harmonics. This perspective further allows us to change the basis for the equivariant operations from spherical harmonics to a 2D Fourier basis. Consequently, the multiplication between spherical functions represented by a 2D Fourier basis can be efficiently computed via the convolution theorem and Fast Fourier Transforms. This transformation reduces the complexity of full tensor products of irreps from O(L^6) to O(L^3), where L is the max degree of irreps. Leveraging this approach, we introduce the Gaunt Tensor Product, which serves as a new method to construct efficient equivariant operations across different model architectures. Our experiments on the Open Catalyst Project and 3BPA datasets demonstrate both the increased efficiency and improved performance of our approach.

  • 3 authors
·
Jan 18, 2024

Spectral-Refiner: Fine-Tuning of Accurate Spatiotemporal Neural Operator for Turbulent Flows

Recent advancements in operator-type neural networks have shown promising results in approximating the solutions of spatiotemporal Partial Differential Equations (PDEs). However, these neural networks often entail considerable training expenses, and may not always achieve the desired accuracy required in many scientific and engineering disciplines. In this paper, we propose a new Spatiotemporal Fourier Neural Operator (SFNO) that learns maps between Bochner spaces, and a new learning framework to address these issues. This new paradigm leverages wisdom from traditional numerical PDE theory and techniques to refine the pipeline of commonly adopted end-to-end neural operator training and evaluations. Specifically, in the learning problems for the turbulent flow modeling by the Navier-Stokes Equations (NSE), the proposed architecture initiates the training with a few epochs for SFNO, concluding with the freezing of most model parameters. Then, the last linear spectral convolution layer is fine-tuned without the frequency truncation. The optimization uses a negative Sobolev norm for the first time as the loss in operator learning, defined through a reliable functional-type a posteriori error estimator whose evaluation is almost exact thanks to the Parseval identity. This design allows the neural operators to effectively tackle low-frequency errors while the relief of the de-aliasing filter addresses high-frequency errors. Numerical experiments on commonly used benchmarks for the 2D NSE demonstrate significant improvements in both computational efficiency and accuracy, compared to end-to-end evaluation and traditional numerical PDE solvers.

  • 4 authors
·
May 27, 2024

Existence, Stability and Scalability of Orthogonal Convolutional Neural Networks

Imposing orthogonality on the layers of neural networks is known to facilitate the learning by limiting the exploding/vanishing of the gradient; decorrelate the features; improve the robustness. This paper studies the theoretical properties of orthogonal convolutional layers.We establish necessary and sufficient conditions on the layer architecture guaranteeing the existence of an orthogonal convolutional transform. The conditions prove that orthogonal convolutional transforms exist for almost all architectures used in practice for 'circular' padding.We also exhibit limitations with 'valid' boundary conditions and 'same' boundary conditions with zero-padding.Recently, a regularization term imposing the orthogonality of convolutional layers has been proposed, and impressive empirical results have been obtained in different applications (Wang et al. 2020).The second motivation of the present paper is to specify the theory behind this.We make the link between this regularization term and orthogonality measures. In doing so, we show that this regularization strategy is stable with respect to numerical and optimization errors and that, in the presence of small errors and when the size of the signal/image is large, the convolutional layers remain close to isometric.The theoretical results are confirmed with experiments and the landscape of the regularization term is studied. Experiments on real data sets show that when orthogonality is used to enforce robustness, the parameter multiplying the regularization termcan be used to tune a tradeoff between accuracy and orthogonality, for the benefit of both accuracy and robustness.Altogether, the study guarantees that the regularization proposed in Wang et al. (2020) is an efficient, flexible and stable numerical strategy to learn orthogonal convolutional layers.

  • 3 authors
·
Aug 12, 2021

QMCPy: A Python Software for Randomized Low-Discrepancy Sequences, Quasi-Monte Carlo, and Fast Kernel Methods

Low-discrepancy (LD) sequences have been extensively used as efficient experimental designs across many scientific disciplines. QMCPy (https://qmcsoftware.github.io/QMCSoftware/) is an accessible Python library which provides a unified implementation of randomized LD sequences, automatic variable transformations, adaptive Quasi-Monte Carlo error estimation algorithms, and fast kernel methods. This article focuses on recent updates to QMCPy which broaden support for randomized LD sequences and add new tools to enable fast kernel methods using LD sequences. Specifically, we give a unified description of the supported LD lattices, digital nets, and Halton point sets, along with randomization options including random permutations / shifts, linear matrix scrambling (LMS), and nested uniform scrambling (NUS). We also support higher-order digital nets, higher-order scrambling with LMS or NUS, and Halton scrambling with LMS or NUS. For fast kernel methods, we provide shift-invariant (SI) and digitally-shift-invariant (DSI) kernels, including a new set of higher-order smoothness DSI kernels. When SI and DSI kernels are respectively paired with n LD lattice and digital net points, the resulting Gram matrices permit multiplication and inversion at only O(n log n) cost. These fast operations utilize QMCPy's implementation of the fast Fourier transform in bit-reversed order (FFTBR), inverse FFTBR (IFFTBR), and fast Walsh--Hadamard transform (FWHT).

  • 1 authors
·
Feb 19, 2025

Weighted least-squares approximation with determinantal point processes and generalized volume sampling

We consider the problem of approximating a function from L^2 by an element of a given m-dimensional space V_m, associated with some feature map varphi, using evaluations of the function at random points x_1,dots,x_n. After recalling some results on optimal weighted least-squares using independent and identically distributed points, we consider weighted least-squares using projection determinantal point processes (DPP) or volume sampling. These distributions introduce dependence between the points that promotes diversity in the selected features varphi(x_i). We first provide a generalized version of volume-rescaled sampling yielding quasi-optimality results in expectation with a number of samples n = O(mlog(m)), that means that the expected L^2 error is bounded by a constant times the best approximation error in L^2. Also, further assuming that the function is in some normed vector space H continuously embedded in L^2, we further prove that the approximation is almost surely bounded by the best approximation error measured in the H-norm. This includes the cases of functions from L^infty or reproducing kernel Hilbert spaces. Finally, we present an alternative strategy consisting in using independent repetitions of projection DPP (or volume sampling), yielding similar error bounds as with i.i.d. or volume sampling, but in practice with a much lower number of samples. Numerical experiments illustrate the performance of the different strategies.

  • 2 authors
·
Dec 21, 2023

SPRIGHT: A Fast and Robust Framework for Sparse Walsh-Hadamard Transform

We consider the problem of computing the Walsh-Hadamard Transform (WHT) of some N-length input vector in the presence of noise, where the N-point Walsh spectrum is K-sparse with K = {O}(N^{delta}) scaling sub-linearly in the input dimension N for some 0<delta<1. Over the past decade, there has been a resurgence in research related to the computation of Discrete Fourier Transform (DFT) for some length-N input signal that has a K-sparse Fourier spectrum. In particular, through a sparse-graph code design, our earlier work on the Fast Fourier Aliasing-based Sparse Transform (FFAST) algorithm computes the K-sparse DFT in time {O}(Klog K) by taking {O}(K) noiseless samples. Inspired by the coding-theoretic design framework, Scheibler et al. proposed the Sparse Fast Hadamard Transform (SparseFHT) algorithm that elegantly computes the K-sparse WHT in the absence of noise using {O}(Klog N) samples in time {O}(Klog^2 N). However, the SparseFHT algorithm explicitly exploits the noiseless nature of the problem, and is not equipped to deal with scenarios where the observations are corrupted by noise. Therefore, a question of critical interest is whether this coding-theoretic framework can be made robust to noise. Further, if the answer is yes, what is the extra price that needs to be paid for being robust to noise? In this paper, we show, quite interestingly, that there is {\it no extra price} that needs to be paid for being robust to noise other than a constant factor. In other words, we can maintain the same sample complexity {O}(Klog N) and the computational complexity {O}(Klog^2 N) as those of the noiseless case, using our SParse Robust Iterative Graph-based Hadamard Transform (SPRIGHT) algorithm.

  • 4 authors
·
Aug 25, 2015

The circular law for random band matrices: improved bandwidth for general models

We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of the matrix scales like n^γ for some γin(0,1], where n is the matrix size, and the variance profile of the matrix is only assumed to be doubly stochastic with no additional assumption on its specific mixing properties. We prove that the circular law limit holds either (1) when γ>5{6} and the entries are independent Gaussians, (2) or when γ>8{9} and the entries are independent subgaussian random variables. This new threshold improves the previous threshold γ>32{33} which was only proven for block band matrices and periodic band matrices. After the initial version of this paper, the author further extended the range of circular law for much smaller values of γ in 2508.18143 and 2511.01744 when the variance profile has specific mixing properties, but not for an arbitrary doubly stochastic variance profile. Thus the main contribution of this paper is the circular law for a genuine power law bandwidth for any doubly stochastic variance profile. We also prove an extended form of product circular law with a growing number of matrices. Weak delocalization estimates on eigenvectors are also derived. The new technical input is new polynomial lower bounds on some intermediate small singular values, and this estimate does not depend on the specific structure of the variance profile beyond the fact that it is doubly stochastic.

  • 1 authors
·
Oct 21, 2024

Online Orthogonal Dictionary Learning Based on Frank-Wolfe Method

Dictionary learning is a widely used unsupervised learning method in signal processing and machine learning. Most existing works of dictionary learning are in an offline manner. There are mainly two offline ways for dictionary learning. One is to do an alternative optimization of both the dictionary and the sparse code; the other way is to optimize the dictionary by restricting it over the orthogonal group. The latter one is called orthogonal dictionary learning which has a lower complexity implementation, hence, it is more favorable for lowcost devices. However, existing schemes on orthogonal dictionary learning only work with batch data and can not be implemented online, which is not applicable for real-time applications. This paper proposes a novel online orthogonal dictionary scheme to dynamically learn the dictionary from streaming data without storing the historical data. The proposed scheme includes a novel problem formulation and an efficient online algorithm design with convergence analysis. In the problem formulation, we relax the orthogonal constraint to enable an efficient online algorithm. In the algorithm design, we propose a new Frank-Wolfe-based online algorithm with a convergence rate of O(ln t/t^(1/4)). The convergence rate in terms of key system parameters is also derived. Experiments with synthetic data and real-world sensor readings demonstrate the effectiveness and efficiency of the proposed online orthogonal dictionary learning scheme.

  • 2 authors
·
Mar 2, 2021

Phemenological Modelling of a Group of Eclipsing Binary Stars

Phenomenological modeling of variable stars allows determination of a set of the parameters, which are needed for classification in the "General Catalogue of Variable Stars" and similar catalogs. We apply a recent method NAV ("New Algol Variable") to eclipsing binary stars of different types. Although all periodic functions may be represented as Fourier series with an infinite number of coefficients, this is impossible for a finite number of the observations. Thus one may use a restricted Fourier series, i.e. a trigonometric polynomial (TP) of order s either for fitting the light curve, or to make a periodogram analysis. However, the number of parameters needed drastically increases with decreasing width of minimum. In the NAV algorithm, the special shape of minimum is used, so the number of parameters is limited to 10 (if the period and initial epoch are fixed) or 12 (not fixed). We illustrate the NAV method by application to a recently discovered Algol-type eclipsing variable 2MASS J11080308-6145589 (in the field of previously known variable star RS Car) and compare results to that obtained using the TP fits. For this system, the statistically optimal number of parameters is 44, but the fit is still worse than that of the NAV fit. Application to the system GSC 3692-00624 argues that the NAV fit is better than the TP one even for the case of EW-type stars with much wider eclipses. Model parameters are listed.

  • 3 authors
·
Sep 17, 2015

Tuning Pre-trained Model via Moment Probing

Recently, efficient fine-tuning of large-scale pre-trained models has attracted increasing research interests, where linear probing (LP) as a fundamental module is involved in exploiting the final representations for task-dependent classification. However, most of the existing methods focus on how to effectively introduce a few of learnable parameters, and little work pays attention to the commonly used LP module. In this paper, we propose a novel Moment Probing (MP) method to further explore the potential of LP. Distinguished from LP which builds a linear classification head based on the mean of final features (e.g., word tokens for ViT) or classification tokens, our MP performs a linear classifier on feature distribution, which provides the stronger representation ability by exploiting richer statistical information inherent in features. Specifically, we represent feature distribution by its characteristic function, which is efficiently approximated by using first- and second-order moments of features. Furthermore, we propose a multi-head convolutional cross-covariance (MHC^3) to compute second-order moments in an efficient and effective manner. By considering that MP could affect feature learning, we introduce a partially shared module to learn two recalibrating parameters (PSRP) for backbones based on MP, namely MP_{+}. Extensive experiments on ten benchmarks using various models show that our MP significantly outperforms LP and is competitive with counterparts at less training cost, while our MP_{+} achieves state-of-the-art performance.

  • 6 authors
·
Jul 21, 2023

AuON: A Linear-time Alternative to Semi-Orthogonal Momentum Updates

Orthogonal gradient updates have emerged as a promising direction in optimization for machine learning. However, traditional approaches such as SVD/QR decomposition incur prohibitive computational costs of O(n^3) and underperform compared to well-tuned SGD with momentum, since momentum is applied only after strict orthogonalization. Recent advances, such as Muon, improve efficiency by applying momentum before orthogonalization and producing semi-orthogonal matrices via Newton-Schulz iterations, reducing complexity to O(n^2). Nevertheless, quadratic costs remain a bottleneck. In this work, we study the semi-orthogonal properties of momentum-based updates and develop a method to bound momentum updates under a spectral-norm trust region, preserving directional information without requiring explicit semi-orthogonalization. We propose AuON (Alternative Unit-norm momentum updates by Normalized nonlinear scaling), a linear-time optimizer that achieves strong performance without constructing semi-orthogonal matrices, while preserving structural alignment and reconditioning ill-posed updates. Our approach combines hyperbolic-cosine RMS scaling transformations with normalization, demonstrating both effectiveness and computational efficiency compared to Newton-Schulz methods. We further introduce a hybrid variant (Hybrid-AuON) that applies a single Newton-Schulz iteration. Experiments across vision and language benchmarks show that AuON and its hybrid variant achieve performance comparable to strong baselines such as AdamW and Muon. Code is available at: https://github.com/ryyzn9/AuON

  • 1 authors
·
Sep 29, 2025

Huge Ensembles Part I: Design of Ensemble Weather Forecasts using Spherical Fourier Neural Operators

Studying low-likelihood high-impact extreme weather events in a warming world is a significant and challenging task for current ensemble forecasting systems. While these systems presently use up to 100 members, larger ensembles could enrich the sampling of internal variability. They may capture the long tails associated with climate hazards better than traditional ensemble sizes. Due to computational constraints, it is infeasible to generate huge ensembles (comprised of 1,000-10,000 members) with traditional, physics-based numerical models. In this two-part paper, we replace traditional numerical simulations with machine learning (ML) to generate hindcasts of huge ensembles. In Part I, we construct an ensemble weather forecasting system based on Spherical Fourier Neural Operators (SFNO), and we discuss important design decisions for constructing such an ensemble. The ensemble represents model uncertainty through perturbed-parameter techniques, and it represents initial condition uncertainty through bred vectors, which sample the fastest growing modes of the forecast. Using the European Centre for Medium-Range Weather Forecasts Integrated Forecasting System (IFS) as a baseline, we develop an evaluation pipeline composed of mean, spectral, and extreme diagnostics. Using large-scale, distributed SFNOs with 1.1 billion learned parameters, we achieve calibrated probabilistic forecasts. As the trajectories of the individual members diverge, the ML ensemble mean spectra degrade with lead time, consistent with physical expectations. However, the individual ensemble members' spectra stay constant with lead time. Therefore, these members simulate realistic weather states, and the ML ensemble thus passes a crucial spectral test in the literature. The IFS and ML ensembles have similar Extreme Forecast Indices, and we show that the ML extreme weather forecasts are reliable and discriminating.

  • 16 authors
·
Aug 6, 2024

On the matrices in B-spline collocation methods for Riesz fractional equations and their spectral properties

In this work, we focus on a fractional differential equation in Riesz form discretized by a polynomial B-spline collocation method. For an arbitrary polynomial degree p, we show that the resulting coefficient matrices possess a Toeplitz-like structure. We investigate their spectral properties via their symbol and we prove that, like for second order differential problems, also in this case the given matrices are ill-conditioned both in the low and high frequencies for large p. More precisely, in the fractional scenario the symbol has a single zero at 0 of order α, with α the fractional derivative order that ranges from 1 to 2, and it presents an exponential decay to zero at π for increasing p that becomes faster as α approaches 1. This translates in a mitigated conditioning in the low frequencies and in a deterioration in the high frequencies when compared to second order problems. Furthermore, the derivation of the symbol reveals another similarity of our problem with a classical diffusion problem. Since the entries of the coefficient matrices are defined as evaluations of fractional derivatives of the B-spline basis at the collocation points, we are able to express the central entries of the coefficient matrix as inner products of two fractional derivatives of cardinal B-splines. Finally, we perform a numerical study of the approximation behavior of polynomial B-spline collocation. This study suggests that, in line with non-fractional diffusion problems, the approximation order for smooth solutions in the fractional case is p+2-α for even p, and p+1-α for odd p.

  • 4 authors
·
Jun 28, 2021

OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain

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

  • 8 authors
·
May 12, 2025

NeuRBF: A Neural Fields Representation with Adaptive Radial Basis Functions

We present a novel type of neural fields that uses general radial bases for signal representation. State-of-the-art neural fields typically rely on grid-based representations for storing local neural features and N-dimensional linear kernels for interpolating features at continuous query points. The spatial positions of their neural features are fixed on grid nodes and cannot well adapt to target signals. Our method instead builds upon general radial bases with flexible kernel position and shape, which have higher spatial adaptivity and can more closely fit target signals. To further improve the channel-wise capacity of radial basis functions, we propose to compose them with multi-frequency sinusoid functions. This technique extends a radial basis to multiple Fourier radial bases of different frequency bands without requiring extra parameters, facilitating the representation of details. Moreover, by marrying adaptive radial bases with grid-based ones, our hybrid combination inherits both adaptivity and interpolation smoothness. We carefully designed weighting schemes to let radial bases adapt to different types of signals effectively. Our experiments on 2D image and 3D signed distance field representation demonstrate the higher accuracy and compactness of our method than prior arts. When applied to neural radiance field reconstruction, our method achieves state-of-the-art rendering quality, with small model size and comparable training speed.

  • 7 authors
·
Sep 27, 2023 2

Fisher Curvature Scaling at Critical Points: An Exact Information-Geometric Exponent from Periodic Boundary Conditions

We study the scalar curvature of the Fisher information metric on the microscopic coupling-parameter manifold of lattice spin models at criticality. For a d-dimensional lattice with periodic boundary conditions and n = L^d sites, the Fisher manifold has m = d cdot n dimensions (one per bond), and we find |R(J_c)| sim n^{d_R} with d_R = (dν+ 2η)/(dν+ η), where ν and η are the correlation-length and anomalous-dimension critical exponents. For 2D Ising (ν= 1, η= 1/4), this predicts d_R = 10/9, confirmed by exact transfer-matrix computations (L = 6--9: d_R = 1.1115 pm 0.0002) and multi-seed MCMC through L = 24. For 3D Ising (ν= 0.630, η= 0.0363), the prediction d_R = 1.019 is consistent with MCMC on L^3 tori up to L = 10 (power-law fit: d_R = 1.040). For 2D Potts q = 3 (predicted 33/29 approx 1.138), FFT-MCMC through L = 40 shows d_eff oscillating non-monotonically around sim 1.20, consistent with O(1/(ln L)^2) logarithmic corrections. For q = 4 (predicted 22/19), effective exponents oscillate with strong logarithmic corrections. The Ricci decomposition identity R_3 = -R_1/2, R_4 = -R_2/2 holds to 5--6 digits for all models. This exponent is distinct from Ruppeiner thermodynamic curvature and reflects the collective geometry of the growing Fisher manifold. We provide falsification criteria and predictions for additional universality classes.

  • 1 authors
·
Mar 8

Accurate Computation of the Logarithm of Modified Bessel Functions on GPUs

Bessel functions are critical in scientific computing for applications such as machine learning, protein structure modeling, and robotics. However, currently, available routines lack precision or fail for certain input ranges, such as when the order v is large, and GPU-specific implementations are limited. We address the precision limitations of current numerical implementations while dramatically improving the runtime. We propose two novel algorithms for computing the logarithm of modified Bessel functions of the first and second kinds by computing intermediate values on a logarithmic scale. Our algorithms are robust and never have issues with underflows or overflows while having relative errors on the order of machine precision, even for inputs where existing libraries fail. In C++/CUDA, our algorithms have median and maximum speedups of 45x and 6150x for GPU and 17x and 3403x for CPU, respectively, over the ranges of inputs and third-party libraries tested. Compared to SciPy, the algorithms have median and maximum speedups of 77x and 300x for GPU and 35x and 98x for CPU, respectively, over the tested inputs. The ability to robustly compute a solution and the low relative errors allow us to fit von Mises-Fisher, vMF, distributions to high-dimensional neural network features. This is, e.g., relevant for uncertainty quantification in metric learning. We obtain image feature data by processing CIFAR10 training images with the convolutional layers of a pre-trained ResNet50. We successfully fit vMF distributions to 2048-, 8192-, and 32768-dimensional image feature data using our algorithms. Our approach provides fast and accurate results while existing implementations in SciPy and mpmath fail to fit successfully. Our approach is readily implementable on GPUs, and we provide a fast open-source implementation alongside this paper.

  • 3 authors
·
Sep 13, 2024

Faster Rates of Convergence to Stationary Points in Differentially Private Optimization

We study the problem of approximating stationary points of Lipschitz and smooth functions under (varepsilon,delta)-differential privacy (DP) in both the finite-sum and stochastic settings. A point w is called an alpha-stationary point of a function F:R^drightarrowR if |nabla F(w)|leq alpha. We provide a new efficient algorithm that finds an Obig(big[sqrt{d}{nvarepsilon}big]^{2/3}big)-stationary point in the finite-sum setting, where n is the number of samples. This improves on the previous best rate of Obig(big[sqrt{d}{nvarepsilon}big]^{1/2}big). We also give a new construction that improves over the existing rates in the stochastic optimization setting, where the goal is to find approximate stationary points of the population risk. Our construction finds a Obig(1{n^{1/3}} + big[sqrt{d}{nvarepsilon}big]^{1/2}big)-stationary point of the population risk in time linear in n. Furthermore, under the additional assumption of convexity, we completely characterize the sample complexity of finding stationary points of the population risk (up to polylog factors) and show that the optimal rate on population stationarity is tilde Thetabig(1{n}+sqrt{d}{nvarepsilon}big). Finally, we show that our methods can be used to provide dimension-independent rates of Obig(1{n}+minbig(big[sqrt{rank}{nvarepsilon}big]^{2/3},1{(nvarepsilon)^{2/5}}big)big) on population stationarity for Generalized Linear Models (GLM), where rank is the rank of the design matrix, which improves upon the previous best known rate.

  • 6 authors
·
Jun 1, 2022

boldsymbolλ-Orthogonality Regularization for Compatible Representation Learning

Retrieval systems rely on representations learned by increasingly powerful models. However, due to the high training cost and inconsistencies in learned representations, there is significant interest in facilitating communication between representations and ensuring compatibility across independently trained neural networks. In the literature, two primary approaches are commonly used to adapt different learned representations: affine transformations, which adapt well to specific distributions but can significantly alter the original representation, and orthogonal transformations, which preserve the original structure with strict geometric constraints but limit adaptability. A key challenge is adapting the latent spaces of updated models to align with those of previous models on downstream distributions while preserving the newly learned representation spaces. In this paper, we impose a relaxed orthogonality constraint, namely λ-Orthogonality regularization, while learning an affine transformation, to obtain distribution-specific adaptation while retaining the original learned representations. Extensive experiments across various architectures and datasets validate our approach, demonstrating that it preserves the model's zero-shot performance and ensures compatibility across model updates. Code available at: https://github.com/miccunifi/lambda_orthogonality.git{https://github.com/miccunifi/lambda\_orthogonality}.

  • 5 authors
·
Sep 20, 2025

Applying the Polynomial Maximization Method to Estimate ARIMA Models with Asymmetric Non-Gaussian Innovations

Classical estimators for ARIMA parameters (MLE, CSS, OLS) assume Gaussian innovations, an assumption frequently violated in financial and economic data exhibiting asymmetric distributions with heavy tails. We develop and validate the second-order polynomial maximization method (PMM2) for estimating ARIMA(p,d,q) models with non-Gaussian innovations. PMM2 is a semiparametric technique that exploits higher-order moments and cumulants without requiring full distributional specification. Monte Carlo experiments (128,000 simulations) across sample sizes N in {100, 200, 500, 1000} and four innovation distributions demonstrate that PMM2 substantially outperforms classical methods for asymmetric innovations. For ARIMA(1,1,0) with N=500, relative efficiency reaches 1.58--1.90 for Gamma, lognormal, and χ^2(3) innovations (37--47\% variance reduction). Under Gaussian innovations PMM2 matches OLS efficiency, avoiding the precision loss typical of robust estimators. The method delivers major gains for moderate asymmetry (|γ_3| geq 0.5) and N geq 200, with computational costs comparable to MLE. PMM2 provides an effective alternative for time series with asymmetric innovations typical of financial markets, macroeconomic indicators, and industrial measurements. Future extensions include seasonal SARIMA models, GARCH integration, and automatic order selection.

  • 1 authors
·
Nov 10, 2025 1

Flat-sky Angular Power Spectra Revisited

We revisit the flat-sky approximation for evaluating the angular power spectra of projected random fields by retaining information about the correlations along the line of sight. With broad, overlapping radial window functions, these line-of-sight correlations are suppressed and are ignored in the Limber approximation. However, retaining the correlations is important for narrow window functions or unequal-time spectra but introduces significant computational difficulties due to the highly oscillatory nature of the integrands involved. We deal with the integral over line-of-sight wave-modes in the flat-sky approximation analytically, using the FFTlog expansion of the 3D power spectrum. This results in an efficient computational method, which is a substantial improvement compared to any full-sky approaches. We apply our results to galaxy clustering (with and without redshift-space distortions), CMB lensing and galaxy lensing observables. For clustering, we find excellent agreement with the full-sky results on large (percent-level agreement) and intermediate or small (subpercent agreement) scales, dramatically out-performing the Limber approximation for both wide and narrow window functions, and in equal- and unequal-time cases. In the case of lensing, we show on the full sky that the angular power spectrum of the convergence can be very well approximated by projecting the 3D Laplacian (rather than the correct angular Laplacian) of the gravitational potential, even on large scales. Combining this approximation with our flat-sky techniques provides an efficient and accurate evaluation of the CMB lensing angular power spectrum on all scales.

  • 3 authors
·
Jul 25, 2023

Lie Group Decompositions for Equivariant Neural Networks

Invariance and equivariance to geometrical transformations have proven to be very useful inductive biases when training (convolutional) neural network models, especially in the low-data regime. Much work has focused on the case where the symmetry group employed is compact or abelian, or both. Recent work has explored enlarging the class of transformations used to the case of Lie groups, principally through the use of their Lie algebra, as well as the group exponential and logarithm maps. The applicability of such methods to larger transformation groups is limited by the fact that depending on the group of interest G, the exponential map may not be surjective. Further limitations are encountered when G is neither compact nor abelian. Using the structure and geometry of Lie groups and their homogeneous spaces, we present a framework by which it is possible to work with such groups primarily focusing on the Lie groups G = GL^{+}(n, R) and G = SL(n, R), as well as their representation as affine transformations R^{n} rtimes G. Invariant integration as well as a global parametrization is realized by decomposing the `larger` groups into subgroups and submanifolds which can be handled individually. Under this framework, we show how convolution kernels can be parametrized to build models equivariant with respect to affine transformations. We evaluate the robustness and out-of-distribution generalisation capability of our model on the standard affine-invariant benchmark classification task, where we outperform all previous equivariant models as well as all Capsule Network proposals.

  • 2 authors
·
Oct 17, 2023

NSTR: Neural Spectral Transport Representation for Space-Varying Frequency Fields

Implicit Neural Representations (INRs) have emerged as a powerful paradigm for representing signals such as images, audio, and 3D scenes. However, existing INR frameworks -- including MLPs with Fourier features, SIREN, and multiresolution hash grids -- implicitly assume a global and stationary spectral basis. This assumption is fundamentally misaligned with real-world signals whose frequency characteristics vary significantly across space, exhibiting local high-frequency textures, smooth regions, and frequency drift phenomena. We propose Neural Spectral Transport Representation (NSTR), the first INR framework that explicitly models a spatially varying local frequency field. NSTR introduces a learnable frequency transport equation, a PDE that governs how local spectral compositions evolve across space. Given a learnable local spectrum field S(x) and a frequency transport network F_θ enforcing nabla S(x) approx F_θ(x, S(x)), NSTR reconstructs signals by spatially modulating a compact set of global sinusoidal bases. This formulation enables strong local adaptivity and offers a new level of interpretability via visualizing frequency flows. Experiments on 2D image regression, audio reconstruction, and implicit 3D geometry show that NSTR achieves significantly better accuracy-parameter trade-offs than SIREN, Fourier-feature MLPs, and Instant-NGP. NSTR requires fewer global frequencies, converges faster, and naturally explains signal structure through spectral transport fields. We believe NSTR opens a new direction in INR research by introducing explicit modeling of space-varying spectrum.

  • 1 authors
·
Nov 23, 2025

Embedded Pilot-Aided Channel Estimation for OTFS in Delay-Doppler Channels

Orthogonal time frequency space (OTFS) modulation was shown to provide significant error performance advantages over orthogonal frequency division multiplexing (OFDM) in delay--Doppler channels. In order to detect OTFS modulated data, the channel impulse response needs to be known at the receiver. In this paper, we propose embedded pilot-aided channel estimation schemes for OTFS. In each OTFS frame, we arrange pilot, guard, and data symbols in the delay--Doppler plane to suitably avoid interference between pilot and data symbols at the receiver. We develop such symbol arrangements for OTFS over multipath channels with integer and fractional Doppler shifts, respectively. At the receiver, channel estimation is performed based on a threshold method and the estimated channel information is used for data detection via a message passing (MP) algorithm. Thanks to our specific embedded symbol arrangements, both channel estimation and data detection are performed within the same OTFS frame with a minimum overhead. We compare by simulations the error performance of OTFS using the proposed channel estimation and OTFS with ideally known channel information and observe only a marginal performance loss. We also demonstrate that the proposed channel estimation in OTFS significantly outperforms OFDM with known channel information. Finally, we present extensions of the proposed schemes to MIMO and multi-user uplink/downlink.

  • 3 authors
·
Aug 25, 2018

Sample Efficient Reinforcement Learning via Low-Rank Matrix Estimation

We consider the question of learning Q-function in a sample efficient manner for reinforcement learning with continuous state and action spaces under a generative model. If Q-function is Lipschitz continuous, then the minimal sample complexity for estimating ε-optimal Q-function is known to scale as Ω(1{ε^{d_1+d_2 +2}}) per classical non-parametric learning theory, where d_1 and d_2 denote the dimensions of the state and action spaces respectively. The Q-function, when viewed as a kernel, induces a Hilbert-Schmidt operator and hence possesses square-summable spectrum. This motivates us to consider a parametric class of Q-functions parameterized by its "rank" r, which contains all Lipschitz Q-functions as r to infty. As our key contribution, we develop a simple, iterative learning algorithm that finds ε-optimal Q-function with sample complexity of O(1{ε^{max(d_1, d_2)+2}}) when the optimal Q-function has low rank r and the discounting factor γ is below a certain threshold. Thus, this provides an exponential improvement in sample complexity. To enable our result, we develop a novel Matrix Estimation algorithm that faithfully estimates an unknown low-rank matrix in the ell_infty sense even in the presence of arbitrary bounded noise, which might be of interest in its own right. Empirical results on several stochastic control tasks confirm the efficacy of our "low-rank" algorithms.

  • 4 authors
·
Jun 10, 2020

Transform Once: Efficient Operator Learning in Frequency Domain

Spectral analysis provides one of the most effective paradigms for information-preserving dimensionality reduction, as simple descriptions of naturally occurring signals are often obtained via few terms of periodic basis functions. In this work, we study deep neural networks designed to harness the structure in frequency domain for efficient learning of long-range correlations in space or time: frequency-domain models (FDMs). Existing FDMs are based on complex-valued transforms i.e. Fourier Transforms (FT), and layers that perform computation on the spectrum and input data separately. This design introduces considerable computational overhead: for each layer, a forward and inverse FT. Instead, this work introduces a blueprint for frequency domain learning through a single transform: transform once (T1). To enable efficient, direct learning in the frequency domain we derive a variance-preserving weight initialization scheme and investigate methods for frequency selection in reduced-order FDMs. Our results noticeably streamline the design process of FDMs, pruning redundant transforms, and leading to speedups of 3x to 10x that increase with data resolution and model size. We perform extensive experiments on learning the solution operator of spatio-temporal dynamics, including incompressible Navier-Stokes, turbulent flows around airfoils and high-resolution video of smoke. T1 models improve on the test performance of FDMs while requiring significantly less computation (5 hours instead of 32 for our large-scale experiment), with over 20% reduction in average predictive error across tasks.

  • 7 authors
·
Nov 25, 2022