Past DataSig Seminar

4 March 2021
16:00
Michael Brenner

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Abstract

Our understanding and ability to compute the solutions to nonlinear partial differential equations has been strongly curtailed by our inability to effectively parameterize the inertial manifold of their solutions.  I will discuss our ongoing efforts for using machine learning to advance the state of the art, both for developing a qualitative understanding of "turbulent" solutions and for efficient computational approaches.  We aim to learn parameterizations of the solutions that give more insight into the dynamics and/or increase computational efficiency. I will discuss our recent work using machine learning to develop models of the small scale behavior of spatio-temporal complex solutions, with the goal of maintaining accuracy albeit at a highly reduced computational cost relative to a full simulation.  References: https://www.pnas.org/content/116/31/15344 and https://arxiv.org/pdf/2102.01010.pdf 

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25 February 2021
16:00
Josef Teichmann

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Abstract

A new explanation of geometric nature of the reservoir computing phenomenon is presented. Reservoir computing is understood in the literature as the possibility of approximating input/output systems with randomly chosen recurrent neural systems and a trained linear readout layer. Light is shed on this phenomenon by constructing what is called strongly universal reservoir systems as random projections of a family of state-space systems that generate Volterra series expansions. This procedure yields a state-affine reservoir system with randomly generated coefficients in a dimension that is logarithmically reduced with respect to the original system. This reservoir system is able to approximate any element in the fading memory filters class just by training a different linear readout for each different filter. Explicit expressions for the probability distributions needed in the generation of the projected reservoir system are stated and bounds for the committed approximation error are provided.

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17 February 2021
09:00
Xi Geng

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Abstract

It was implicitly conjectured by Hambly-Lyons in 2010, which was made explicit by Chang-Lyons-Ni in 2018, that the length of a tree-reduced path with bounded variation can be recovered from its signature asymptotics. Apart from its intrinsic elegance, understanding such a phenomenon is also important for the study of signature lower bounds and may shed light on more general signature inversion properties. In this talk, we discuss how the idea of path development onto suitably chosen Lie groups can be used to study this problem as well as its rough path analogue.

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26 November 2020
16:00
Julien Mairal

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datasig.ox.ac.uk/events

Abstract

In this talk, we present simple ideas to combine nonparametric approaches based on positive definite kernels with deep learning models. There are many good reasons for bridging these two worlds. On the one hand, we want to provide regularization mechanisms and a geometric interpretation to deep learning models, as well as a functional space that allows to study their theoretical properties (eg invariance and stability). On the other hand, we want to bring more adaptivity and scalability to traditional kernel methods, which are crucially lacking. We will start this presentation by introducing models to represent graph data, then move to biological sequences, and images, showing that our hybrid models can achieves state-of-the-art results for many predictive tasks, especially when large amounts of annotated data are not available. This presentation is based on joint works with Alberto Bietti, Dexiong Chen, and Laurent Jacob.

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12 November 2020
16:00
Stéphane Mallat

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Abstract

Deep convolutional networks have spectacular performances that remain mostly not understood. Numerical experiments show that they classify by progressively concentrating each class in separate regions of a low-dimensional space. To explain these properties, we introduce a concentration and separation mechanism with multiscale tight frame contractions. Applications are shown for image classification and statistical physics models of cosmological structures and turbulent fluids.

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4 November 2020
09:00
Pierre Alquier

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Abstract

In this talk, I will study the properties of parametric estimators based on the Maximum Mean Discrepancy (MMD) defined by Briol et al. (2019). In a first time, I will show that these estimators are universal in the i.i.d setting: even in case of misspecification, they converge to the best approximation of the distribution of the data in the model, without ANY assumption on this model. This leads to very strong robustness properties. In a second time, I will show that these results remain valid when the data is not independent, but satisfy instead a weak-dependence condition. This condition is based on a new dependence coefficient, which is itself defined thanks to the MMD. I will show through examples that this new notion of dependence is actually quite general. This talk is based on published works, and works in progress, with Badr-Eddine Chérief Abdellatif (ENSAE Paris), Mathieu Gerber (University of Bristol), Jean-David Fermanian (ENSAE Paris) and Alexis Derumigny (University of Twente):

http://arxiv.org/abs/1912.05737

http://proceedings.mlr.press/v118/cherief-abdellatif20a.html

http://arxiv.org/abs/2006.00840

https://arxiv.org/abs/2010.00408

https://cran.r-project.org/web/packages/MMDCopula/

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22 October 2020
14:00
Carl-Johann Simon-Gabriel

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datasig.ox.ac.uk/events

Abstract

Any binary classifier (or score-function) can be used to define a dissimilarity between two distributions of points with positive and negative labels. Actually, many well-known distribution-dissimilarities are classifier-based dissimilarities: the total variation, the KL- or JS-divergence, the Hellinger distance, etc. And many recent popular generative modelling algorithms compute or approximate these distribution-dissimilarities by explicitly training a classifier: eg GANs and their variants. After a brief introduction to these classifier-based dissimilarities, I will focus on the influence of the classifier's capacity. I will start with some theoretical considerations illustrated on maximum mean discrepancies --a weak form of total variation that has grown popular in machine learning-- and then focus on deep feed-forward networks and their vulnerability to adversarial examples. We will see that this vulnerability is already rooted in the design and capacity of our current networks, and will discuss ideas to tackle this vulnerability in future.

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1 October 2020
16:00
Abstract

Driven by the need for principled extraction of features from time series, we introduce the iterated-sums signature over any commutative semiring. The case of the tropical semiring is a central, and our motivating, example, as it leads to features of (real-valued) time series that are not easily available using existing signature-type objects.

This is joint work with Kurusch Ebrahimi-Fard (NTNU Trondheim) and Nikolas Tapia (WIAS Berlin).

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17 September 2020
16:00
Abstract

We study the minimum Wasserstein distance from the empirical measure to a space of probability measures satisfying linear constraints. This statistic can naturally be used in a wide range of applications, for example, optimally choosing uncertainty sizes in distributionally robust optimization, optimal regularization, testing fairness, martingality, among many other statistical properties. We will discuss duality results which recover the celebrated Kantorovich-Rubinstein duality when the manifold is sufficiently rich and associated test statistics as the sample size increases. We illustrate how this relaxation can beat the statistical curse of dimensionality often associated to empirical Wasserstein distances.

The talk builds on joint work with S. Ghosh, Y. Kang, K. Murthy, M. Squillante, and N. Si.

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