Daily Papers

Vision-Language Models (VLMs) inherit adversarial vulnerabilities of Large Language Models (LLMs), which are further exacerbated by their multimodal nature. Existing defenses, including adversarial training, input transformations, and heuristic detection, are computationally expensive, architecture-dependent, and fragile against adaptive attacks. We introduce EigenShield, an inference-time defense leveraging Random Matrix Theory to quantify adversarial disruptions in high-dimensional VLM representations. Unlike prior methods that rely on empirical heuristics, EigenShield employs the spiked covariance model to detect structured spectral deviations. Using a Robustness-based Nonconformity Score (RbNS) and quantile-based thresholding, it separates causal eigenvectors, which encode semantic information, from correlational eigenvectors that are susceptible to adversarial artifacts. By projecting embeddings onto the causal subspace, EigenShield filters adversarial noise without modifying model parameters or requiring adversarial training. This architecture-independent, attack-agnostic approach significantly reduces the attack success rate, establishing spectral analysis as a principled alternative to conventional defenses. Our results demonstrate that EigenShield consistently outperforms all existing defenses, including adversarial training, UNIGUARD, and CIDER.

Spectral methods are popular in detecting global structures in the given data that can be represented as a matrix. However when the data matrix is sparse or noisy, classic spectral methods usually fail to work, due to localization of eigenvectors (or singular vectors) induced by the sparsity or noise. In this work, we propose a general method to solve the localization problem by learning a regularization matrix from the localized eigenvectors. Using matrix perturbation analysis, we demonstrate that the learned regularizations suppress down the eigenvalues associated with localized eigenvectors and enable us to recover the informative eigenvectors representing the global structure. We show applications of our method in several inference problems: community detection in networks, clustering from pairwise similarities, rank estimation and matrix completion problems. Using extensive experiments, we illustrate that our method solves the localization problem and works down to the theoretical detectability limits in different kinds of synthetic data. This is in contrast with existing spectral algorithms based on data matrix, non-backtracking matrix, Laplacians and those with rank-one regularizations, which perform poorly in the sparse case with noise.

Providing a model that achieves a strong predictive performance and is simultaneously interpretable by humans is one of the most difficult challenges in machine learning research due to the conflicting nature of these two objectives. To address this challenge, we propose a modification of the radial basis function neural network model by equipping its Gaussian kernel with a learnable precision matrix. We show that precious information is contained in the spectrum of the precision matrix that can be extracted once the training of the model is completed. In particular, the eigenvectors explain the directions of maximum sensitivity of the model revealing the active subspace and suggesting potential applications for supervised dimensionality reduction. At the same time, the eigenvectors highlight the relationship in terms of absolute variation between the input and the latent variables, thereby allowing us to extract a ranking of the input variables based on their importance to the prediction task enhancing the model interpretability. We conducted numerical experiments for regression, classification, and feature selection tasks, comparing our model against popular machine learning models, the state-of-the-art deep learning-based embedding feature selection techniques, and a transformer model for tabular data. Our results demonstrate that the proposed model does not only yield an attractive prediction performance compared to the competitors but also provides meaningful and interpretable results that potentially could assist the decision-making process in real-world applications. A PyTorch implementation of the model is available on GitHub at the following link. https://github.com/dannyzx/Gaussian-RBFNN

The algebraic diversity framework generalizes temporal averaging over multiple observations to algebraic group action on a single observation for second-order statistical estimation. The central open problem in this framework is group selection: given an M-dimensional observation with unknown covariance structure, find the finite group whose spectral decomposition best matches the covariance. Naive enumeration of all subgroups of the symmetric group S_M requires exponential time in M. We prove that this combinatorial problem reduces to a generalized eigenvalue problem derived from the double commutator of the covariance matrix, yielding a polynomial-time algorithm with complexity O(d^2M^2 + d^3), where d is the dimension of a generator basis. The minimum eigenvector of the double-commutator matrix directly constructs the optimal group generator in closed form, with no iterative optimization. The reduction is exact: the double-commutator minimum eigenvalue is zero if and only if the optimal generator lies in the span of the basis, and its magnitude provides a certifiable optimality gap when it does not. This problem does not appear in the standard catalogs of computational complexity (Garey and Johnson, 1979) and represents a new class linking group theory, matrix analysis, and statistical estimation. We establish connections to independent component analysis (JADE), structured matrix nearness problems, and simultaneous matrix diagonalization, and we show that the double-commutator formulation is the unique approach that is simultaneously polynomial-time, closed-form, and certifiable. We extend the framework to non-Abelian symmetry recovery via a Sequential GEVP with deflation, and add two identifiability theorems characterizing the commutant-lattice ambiguity and the dichotomy on whether Aut(R) recovers a generative subgroup or only a supergroup.

We study the problem of detecting the correlation between two Gaussian databases XinR^{ntimes d} and Y^{ntimes d}, each composed of n users with d features. This problem is relevant in the analysis of social media, computational biology, etc. We formulate this as a hypothesis testing problem: under the null hypothesis, these two databases are statistically independent. Under the alternative, however, there exists an unknown permutation sigma over the set of n users (or, row permutation), such that X is rho-correlated with Y^sigma, a permuted version of Y. We determine sharp thresholds at which optimal testing exhibits a phase transition, depending on the asymptotic regime of n and d. Specifically, we prove that if rho^2dto0, as dtoinfty, then weak detection (performing slightly better than random guessing) is statistically impossible, irrespectively of the value of n. This compliments the performance of a simple test that thresholds the sum all entries of X^TY. Furthermore, when d is fixed, we prove that strong detection (vanishing error probability) is impossible for any rho<rho^star, where rho^star is an explicit function of d, while weak detection is again impossible as long as rho^2dto0. These results close significant gaps in current recent related studies.

When rows of an n times d matrix A are given in a stream, we study algorithms for approximating the top eigenvector of the matrix {A}^TA (equivalently, the top right singular vector of A). We consider worst case inputs A but assume that the rows are presented to the streaming algorithm in a uniformly random order. We show that when the gap parameter R = σ_1(A)^2/σ_2(A)^2 = Ω(1), then there is a randomized algorithm that uses O(h cdot d cdot polylog(d)) bits of space and outputs a unit vector v that has a correlation 1 - O(1/R) with the top eigenvector v_1. Here h denotes the number of heavy rows in the matrix, defined as the rows with Euclidean norm at least |{A}|_F/d cdot operatorname{polylog(d)}. We also provide a lower bound showing that any algorithm using O(hd/R) bits of space can obtain at most 1 - Ω(1/R^2) correlation with the top eigenvector. Thus, parameterizing the space complexity in terms of the number of heavy rows is necessary for high accuracy solutions. Our results improve upon the R = Ω(log n cdot log d) requirement in a recent work of Price and Xun (FOCS 2024). We note that the algorithm of Price and Xun works for arbitrary order streams whereas our algorithm requires a stronger assumption that the rows are presented in a uniformly random order. We additionally show that the gap requirements in their analysis can be brought down to R = Ω(log^2 d) for arbitrary order streams and R = Ω(log d) for random order streams. The requirement of R = Ω(log d) for random order streams is nearly tight for their analysis as we obtain a simple instance with R = Ω(log d/loglog d) for which their algorithm, with any fixed learning rate, cannot output a vector approximating the top eigenvector v_1.

We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal representation for the first view while having a dual representation for the second view. Sparse CCA (SCCA) minimises the number of features used in both the primal and dual projections while maximising the correlation between the two views. The method is demonstrated on two paired corpuses of English-French and English-Spanish for mate-retrieval. We are able to observe, in the mate-retreival, that when the number of the original features is large SCCA outperforms Kernel CCA (KCCA), learning the common semantic space from a sparse set of features.

Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the well-known Pearson correlation coefficient, the most important is that distance correlation equals zero if and only if the random vectors are independent. There are two different estimators of the distance correlation available in the literature. The first one, proposed by Székely et al. (2007), is based on an asymptotically unbiased estimator of the distance covariance which turns out to be a V-statistic. The second one builds on an unbiased estimator of the distance covariance proposed in Székely et al. (2014), proved to be an U-statistic by Székely and Huo (2016). This study evaluates their efficiency (mean squared error) and compares computational times for both methods under different dependence structures. Under conditions of independence or near-independence, the V-estimates are biased, while the U-estimator frequently cannot be computed due to negative values. To address this challenge, a convex linear combination of the former estimators is proposed and studied, yielding good results regardless of the level of dependence.

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical difficulties of estimating time-varying and high-dimensional covariance matrices often limits existing methods to handling at most a few hundred dimensions or requires making strong assumptions on the dependence between series. We propose to combine an RNN-based time series model with a Gaussian copula process output model with a low-rank covariance structure to reduce the computational complexity and handle non-Gaussian marginal distributions. This permits to drastically reduce the number of parameters and consequently allows the modeling of time-varying correlations of thousands of time series. We show on several real-world datasets that our method provides significant accuracy improvements over state-of-the-art baselines and perform an ablation study analyzing the contributions of the different components of our model.

We propose a new technique, Singular Vector Canonical Correlation Analysis (SVCCA), a tool for quickly comparing two representations in a way that is both invariant to affine transform (allowing comparison between different layers and networks) and fast to compute (allowing more comparisons to be calculated than with previous methods). We deploy this tool to measure the intrinsic dimensionality of layers, showing in some cases needless over-parameterization; to probe learning dynamics throughout training, finding that networks converge to final representations from the bottom up; to show where class-specific information in networks is formed; and to suggest new training regimes that simultaneously save computation and overfit less. Code: https://github.com/google/svcca/

Recently, deep clustering methods have gained momentum because of the high representational power of deep neural networks (DNNs) such as autoencoder. The key idea is that representation learning and clustering can reinforce each other: Good representations lead to good clustering while good clustering provides good supervisory signals to representation learning. Critical questions include: 1) How to optimize representation learning and clustering? 2) Should the reconstruction loss of autoencoder be considered always? In this paper, we propose DEKM (for Deep Embedded K-Means) to answer these two questions. Since the embedding space generated by autoencoder may have no obvious cluster structures, we propose to further transform the embedding space to a new space that reveals the cluster-structure information. This is achieved by an orthonormal transformation matrix, which contains the eigenvectors of the within-class scatter matrix of K-means. The eigenvalues indicate the importance of the eigenvectors' contributions to the cluster-structure information in the new space. Our goal is to increase the cluster-structure information. To this end, we discard the decoder and propose a greedy method to optimize the representation. Representation learning and clustering are alternately optimized by DEKM. Experimental results on the real-world datasets demonstrate that DEKM achieves state-of-the-art performance.

This thesis addresses two persistent and closely related challenges in modern deep learning, reliability and efficiency, through a unified framework grounded in Spectral Geometry and Random Matrix Theory (RMT). As deep networks and large language models continue to scale, their internal behavior becomes increasingly opaque, leading to hallucinations, fragile generalization under distribution shift, and growing computational and energy demands. By analyzing the eigenvalue dynamics of hidden activations across layers and inputs, this work shows that spectral statistics provide a compact, stable, and interpretable lens on model behavior, capable of separating structured, causal representations from noise-dominated variability. Within this framework, the first contribution, EigenTrack, introduces a real-time method for detecting hallucinations and out-of-distribution behavior in large language and vision-language models. EigenTrack transforms streaming activations into spectral descriptors such as entropy, variance, and deviations from the Marchenko-Pastur baseline, and models their temporal evolution using lightweight recurrent classifiers, enabling early detection of reliability failures before they appear in model outputs while offering interpretable insight into representation dynamics. The second contribution, RMT-KD, presents a principled approach to compressing deep networks via random matrix theoretic knowledge distillation. By interpreting outlier eigenvalues in activation spectra as carriers of task-relevant information, RMT-KD progressively projects networks onto lower-dimensional subspaces through iterative self-distillation, yielding significantly more compact and energy-efficient models while preserving accuracy and dense, hardware-friendly structure.

Large nonlinear recurrent neural networks with random couplings generate high-dimensional, potentially chaotic activity whose structure is of interest in neuroscience and other fields. A fundamental object encoding the collective structure of this activity is the N times N covariance matrix. Prior analytical work on the covariance matrix has been limited to low-dimensional summary statistics. Recent work proposed an ansatz in which, at large N, the covariance matrix for a typical quenched realization takes the same form as that of a linear network with the same couplings, driven by independent noise, with DMFT order parameters setting the transfer function and the noise spectrum. Here, we derive this ansatz using the two-site cavity method, providing two derivations with complementary perspectives. The first decomposes each unit's activity into a linear response to its local field and a nonlinear residual, and shows that cross-covariances between residuals at distinct sites are strongly suppressed, so the residuals act as independent noise driving a linear network. The second derives a self-consistent matrix equation for the covariance matrix. A naive Gaussian closure for the joint statistics of local fields at distinct sites misses cross terms that, in a linear network, would be generated by an external drive. The cavity method recovers these terms from non-Gaussian contributions, revealing an emergent external drive. Higher-order cross-site moments follow a Wick-like decomposition into products of pairwise covariances at leading order, reducing them to the linear-equivalent form. We verify the predictions in simulations. These results extend linear equivalence from feedforward high-dimensional nonlinear systems, where the activations are independent of the weights, to recurrent networks, where the activations are correlated with the couplings that generate them.

Despite the widespread application of latent factor analysis, existing methods suffer from the following weaknesses: requiring the number of factors to be known, lack of theoretical guarantees for learning the model structure, and nonidentifiability of the parameters due to rotation invariance properties of the likelihood. We address these concerns by proposing a fast correlation thresholding (CT) algorithm that simultaneously learns the number of latent factors and a rotationally identifiable model structure. Our novel approach translates this structure learning problem into the search for so-called independent maximal cliques in a thresholded correlation graph that can be easily constructed from the observed data. Our clique analysis technique scales well up to thousands of variables, while competing methods are not applicable in a reasonable amount of running time. We establish a finite-sample error bound and high-dimensional consistency for the structure learning of our method. Through a series of simulation studies and a real data example, we show that the CT algorithm is an accurate method for learning the structure of factor analysis models and is robust to violations of its assumptions.

As neural networks grow in scale, their training becomes both computationally demanding and rich in dynamics. Amidst the flourishing interest in these training dynamics, we present a novel observation: Parameters during training exhibit intrinsic correlations over time. Capitalizing on this, we introduce Correlation Mode Decomposition (CMD). This algorithm clusters the parameter space into groups, termed modes, that display synchronized behavior across epochs. This enables CMD to efficiently represent the training dynamics of complex networks, like ResNets and Transformers, using only a few modes. Moreover, test set generalization is enhanced. We introduce an efficient CMD variant, designed to run concurrently with training. Our experiments indicate that CMD surpasses the state-of-the-art method for compactly modeled dynamics on image classification. Our modeling can improve training efficiency and lower communication overhead, as shown by our preliminary experiments in the context of federated learning.

The Canonical Correlation Analysis (CCA) family of methods is foundational in multiview learning. Regularised linear CCA methods can be seen to generalise Partial Least Squares (PLS) and be unified with a Generalized Eigenvalue Problem (GEP) framework. However, classical algorithms for these linear methods are computationally infeasible for large-scale data. Extensions to Deep CCA show great promise, but current training procedures are slow and complicated. First we propose a novel unconstrained objective that characterizes the top subspace of GEPs. Our core contribution is a family of fast algorithms for stochastic PLS, stochastic CCA, and Deep CCA, simply obtained by applying stochastic gradient descent (SGD) to the corresponding CCA objectives. Our algorithms show far faster convergence and recover higher correlations than the previous state-of-the-art on all standard CCA and Deep CCA benchmarks. These improvements allow us to perform a first-of-its-kind PLS analysis of an extremely large biomedical dataset from the UK Biobank, with over 33,000 individuals and 500,000 features. Finally, we apply our algorithms to match the performance of `CCA-family' Self-Supervised Learning (SSL) methods on CIFAR-10 and CIFAR-100 with minimal hyper-parameter tuning, and also present theory to clarify the links between these methods and classical CCA, laying the groundwork for future insights.

Objective: Electroencephalography signals are recorded as a multidimensional dataset. We propose a new framework based on the augmented covariance extracted from an autoregressive model to improve motor imagery classification. Methods: From the autoregressive model can be derived the Yule-Walker equations, which show the emergence of a symmetric positive definite matrix: the augmented covariance matrix. The state-of the art for classifying covariance matrices is based on Riemannian Geometry. A fairly natural idea is therefore to extend the standard approach using these augmented covariance matrices. The methodology for creating the augmented covariance matrix shows a natural connection with the delay embedding theorem proposed by Takens for dynamical systems. Such an embedding method is based on the knowledge of two parameters: the delay and the embedding dimension, respectively related to the lag and the order of the autoregressive model. This approach provides new methods to compute the hyper-parameters in addition to standard grid search. Results: The augmented covariance matrix performed noticeably better than any state-of-the-art methods. We will test our approach on several datasets and several subjects using the MOABB framework, using both within-session and cross-session evaluation. Conclusion: The improvement in results is due to the fact that the augmented covariance matrix incorporates not only spatial but also temporal information, incorporating nonlinear components of the signal through an embedding procedure, which allows the leveraging of dynamical systems algorithms. Significance: These results extend the concepts and the results of the Riemannian distance based classification algorithm.

One technique to visualize the training of neural networks is to perform PCA on the parameters over the course of training and to project to the subspace spanned by the first few PCA components. In this paper we compare this technique to the PCA of a high dimensional random walk. We compute the eigenvalues and eigenvectors of the covariance of the trajectory and prove that in the long trajectory and high dimensional limit most of the variance is in the first few PCA components, and that the projection of the trajectory onto any subspace spanned by PCA components is a Lissajous curve. We generalize these results to a random walk with momentum and to an Ornstein-Uhlenbeck processes (i.e., a random walk in a quadratic potential) and show that in high dimensions the walk is not mean reverting, but will instead be trapped at a fixed distance from the minimum. We finally compare the distribution of PCA variances and the PCA projected training trajectories of a linear model trained on CIFAR-10 and ResNet-50-v2 trained on Imagenet and find that the distribution of PCA variances resembles a random walk with drift.

Large language models and deep neural networks achieve strong performance but suffer from reliability issues and high computational cost. This thesis proposes a unified framework based on spectral geometry and random matrix theory to address both problems by analyzing the eigenvalue structure of hidden activations. The first contribution, EigenTrack, is a real-time method for detecting hallucinations and out-of-distribution behavior in language and vision-language models using spectral features and their temporal dynamics. The second contribution, RMT-KD, is a principled compression method that identifies informative spectral components and applies iterative knowledge distillation to produce compact and efficient models while preserving accuracy. Together, these results show that spectral statistics provide interpretable and robust signals for monitoring uncertainty and guiding compression in large-scale neural networks.

Time series clustering promises to uncover hidden structural patterns in data with applications across healthcare, finance, industrial systems, and other critical domains. However, without validated ground truth information, researchers cannot objectively assess clustering quality or determine whether poor results stem from absent structures in the data, algorithmic limitations, or inappropriate validation methods, raising the question whether clustering is "more art than science" (Guyon et al., 2009). To address these challenges, we introduce CSTS (Correlation Structures in Time Series), a synthetic benchmark for evaluating the discovery of correlation structures in multivariate time series data. CSTS provides a clean benchmark that enables researchers to isolate and identify specific causes of clustering failures by differentiating between correlation structure deterioration and limitations of clustering algorithms and validation methods. Our contributions are: (1) a comprehensive benchmark for correlation structure discovery with distinct correlation structures, systematically varied data conditions, established performance thresholds, and recommended evaluation protocols; (2) empirical validation of correlation structure preservation showing moderate distortion from downsampling and minimal effects from distribution shifts and sparsification; and (3) an extensible data generation framework enabling structure-first clustering evaluation. A case study demonstrates CSTS's practical utility by identifying an algorithm's previously undocumented sensitivity to non-normal distributions, illustrating how the benchmark enables precise diagnosis of methodological limitations. CSTS advances rigorous evaluation standards for correlation-based time series clustering.

We introduce fast algorithms for correlation clustering with respect to the Min Max objective that provide constant factor approximations on complete graphs. Our algorithms are the first purely combinatorial approximation algorithms for this problem. We construct a novel semi-metric on the set of vertices, which we call the correlation metric, that indicates to our clustering algorithms whether pairs of nodes should be in the same cluster. The paper demonstrates empirically that, compared to prior work, our algorithms sacrifice little in the objective quality to obtain significantly better run-time. Moreover, our algorithms scale to larger networks that are effectively intractable for known algorithms.

Partial correlations quantify linear association between two variables adjusting for the influence of the remaining variables. They form the backbone for graphical models and are readily obtained from the inverse of the covariance matrix. For compositional data, the covariance structure is specified from log ratios of variables, so unless we try to "open" the data via a normalization, this implies changes in the definition and interpretation of partial correlations. In the present work, we elucidate how results derived by Aitchison (1986) lead to a natural definition of partial correlation that has a number of advantages over current measures of association. For this, we show that the residuals of log-ratios between a variable with a reference, when adjusting for all remaining variables including the reference, are reference-independent. Since the reference itself can be controlled for, correlations between residuals are defined for the variables directly without the necessity to recur to ratios except when specifying which variables are partialled out. Thus, perhaps surprisingly, partial correlations do not have the problems commonly found with measures of pairwise association on compositional data. They are well-defined between two variables, are properly scaled, and allow for negative association. By design, they are subcompositionally incoherent, but they share this property with conventional partial correlations (where results change when adjusting for the influence of fewer variables). We discuss the equivalence with normalization-based approaches whenever the normalizing variables are controlled for. We also discuss the partial variances and correlations we obtain from a previously studied data set of Roman glass cups.

By interpreting the product of the Principal Component Analysis, that is the covariance matrix, as a sequence of nested subspaces naturally coming with weights according to the level of approximation they provide, we are able to embed all d--dimensional Grassmannians into a stratified space of covariance matrices. We observe that Grassmannians constitute the lowest dimensional skeleton of the stratification while it is possible to define a Riemaniann metric on the highest dimensional and dense stratum, such a metric being compatible with the global stratification. With such a Riemaniann metric at hand, it is possible to look for geodesics between two linear subspaces of different dimensions that do not go through higher dimensional linear subspaces as would euclidean geodesics. Building upon the proposed embedding of Grassmannians into the stratified space of covariance matrices, we generalize the concept of varifolds to what we call flagfolds in order to model multi-dimensional shapes.

We consider learning representations (features) in the setting in which we have access to multiple unlabeled views of the data for learning while only one view is available for downstream tasks. Previous work on this problem has proposed several techniques based on deep neural networks, typically involving either autoencoder-like networks with a reconstruction objective or paired feedforward networks with a batch-style correlation-based objective. We analyze several techniques based on prior work, as well as new variants, and compare them empirically on image, speech, and text tasks. We find an advantage for correlation-based representation learning, while the best results on most tasks are obtained with our new variant, deep canonically correlated autoencoders (DCCAE). We also explore a stochastic optimization procedure for minibatch correlation-based objectives and discuss the time/performance trade-offs for kernel-based and neural network-based implementations.

In this paper we propose a new approach to detect clusters in undirected graphs with attributed vertices. We incorporate structural and attribute similarities between the vertices in an augmented graph by creating additional vertices and edges as proposed in [1, 2]. The augmented graph is then embedded in a Euclidean space associated to its Laplacian and we cluster vertices via a modified K-means algorithm, using a new vector-valued distance in the embedding space. Main novelty of our method, which can be classified as an early fusion method, i.e., a method in which additional information on vertices are fused to the structure information before applying clustering, is the interpretation of attributes as new realizations of graph vertices, which can be dealt with as coordinate vectors in a related Euclidean space. This allows us to extend a scalable generalized spectral clustering procedure which substitutes graph Laplacian eigenvectors with some vectors, named algebraically smooth vectors, obtained by a linear-time complexity Algebraic MultiGrid (AMG) method. We discuss the performance of our proposed clustering method by comparison with recent literature approaches and public available results. Extensive experiments on different types of synthetic datasets and real-world attributed graphs show that our new algorithm, embedding attributes information in the clustering, outperforms structure-only-based methods, when the attributed network has an ambiguous structure. Furthermore, our new method largely outperforms the method which originally proposed the graph augmentation, showing that our embedding strategy and vector-valued distance are very effective in taking advantages from the augmented-graph representation.

Linear structural equation models are multivariate statistical models encoded by mixed graphs. In particular, the set of covariance matrices for distributions belonging to a linear structural equation model for a fixed mixed graph G=(V, D,B) is parameterized by a rational function with parameters for each vertex and edge in G. This rational parametrization naturally allows for the study of these models from an algebraic and combinatorial point of view. Indeed, this point of view has led to a collection of results in the literature, mainly focusing on questions related to identifiability and determining relationships between covariances (i.e., finding polynomials in the Gaussian vanishing ideal). So far, a large proportion of these results has focused on the case when D, the directed part of the mixed graph G, is acyclic. This is due to the fact that in the acyclic case, the parametrization becomes polynomial and there is a description of the entries of the covariance matrices in terms of a finite sum. We move beyond the acyclic case and give a closed form expression for the entries of the covariance matrices in terms of the one-connections in a graph obtained from D through some small operations. This closed form expression then allows us to show that if G is simple, then the parametrization map is generically finite-to-one. Finally, having a closed form expression for the covariance matrices allows for the development of an algorithm for systematically exploring possible polynomials in the Gaussian vanishing ideal.

The recent surge in contrast-based graph self-supervised learning has prominently featured an intensified exploration of spectral cues. Spectral augmentation, which involves modifying a graph's spectral properties such as eigenvalues or eigenvectors, is widely believed to enhance model performance. However, an intriguing paradox emerges, as methods grounded in seemingly conflicting assumptions regarding the spectral domain demonstrate notable enhancements in learning performance. Through extensive empirical studies, we find that simple edge perturbations - random edge dropping for node-level and random edge adding for graph-level self-supervised learning - consistently yield comparable or superior performance while being significantly more computationally efficient. This suggests that the computational overhead of sophisticated spectral augmentations may not justify their practical benefits. Our theoretical analysis of the InfoNCE loss bounds for shallow GNNs further supports this observation. The proposed insights represent a significant leap forward in the field, potentially refining the understanding and implementation of graph self-supervised learning.

This article focuses on estimating relative transfer functions (RTFs) for beamforming applications. Traditional methods often assume that spectra are uncorrelated, an assumption that is often violated in practical scenarios due to factors such as time-domain windowing or the non-stationary nature of signals, as observed in speech. To overcome these limitations, we propose an RTF estimation technique that leverages spectral and spatial correlations through subspace analysis. Additionally, we derive Cram\'er--Rao bounds (CRBs) for the RTF estimation task, providing theoretical insights into the achievable estimation accuracy. These bounds reveal that channel estimation can be performed more accurately if the noise or the target signal exhibits spectral correlations. Experiments with both real and synthetic data show that our technique outperforms the narrowband maximum-likelihood estimator, known as covariance whitening (CW), when the target exhibits spectral correlations. Although the proposed algorithm generally achieves accuracy close to the theoretical bound, there is potential for further improvement, especially in scenarios with highly spectrally correlated noise. While channel estimation has various applications, we demonstrate the method using a minimum variance distortionless (MVDR) beamformer for multichannel speech enhancement. A free Python implementation is also provided.

We used a dataset of daily Bloomberg Financial Market Summaries from 2010 to 2023, reposted on large financial media, to determine how global news headlines may affect stock market movements using ChatGPT and a two-stage prompt approach. We document a statistically significant positive correlation between the sentiment score and future equity market returns over short to medium term, which reverts to a negative correlation over longer horizons. Validation of this correlation pattern across multiple equity markets indicates its robustness across equity regions and resilience to non-linearity, evidenced by comparison of Pearson and Spearman correlations. Finally, we provide an estimate of the optimal horizon that strikes a balance between reactivity to new information and correlation.

Recent work has sought to understand the behavior of neural networks by comparing representations between layers and between different trained models. We examine methods for comparing neural network representations based on canonical correlation analysis (CCA). We show that CCA belongs to a family of statistics for measuring multivariate similarity, but that neither CCA nor any other statistic that is invariant to invertible linear transformation can measure meaningful similarities between representations of higher dimension than the number of data points. We introduce a similarity index that measures the relationship between representational similarity matrices and does not suffer from this limitation. This similarity index is equivalent to centered kernel alignment (CKA) and is also closely connected to CCA. Unlike CCA, CKA can reliably identify correspondences between representations in networks trained from different initializations.

The Invariant Risk Minimization (IRM) principle was first proposed by Arjovsky et al. [2019] to address the domain generalization problem by leveraging data heterogeneity from differing experimental conditions. Specifically, IRM seeks to find a data representation under which an optimal classifier remains invariant across all domains. Despite the conceptual appeal of IRM, the effectiveness of the originally proposed invariance penalty has recently been brought into question. In particular, there exists counterexamples for which that invariance penalty can be arbitrarily small for non-invariant data representations. We propose an alternative invariance penalty by revisiting the Gramian matrix of the data representation. We discuss the role of its eigenvalues in the relationship between the risk and the invariance penalty, and demonstrate that it is ill-conditioned for said counterexamples. The proposed approach is guaranteed to recover an invariant representation for linear settings under mild non-degeneracy conditions. Its effectiveness is substantiated by experiments on DomainBed and InvarianceUnitTest, two extensive test beds for domain generalization.

As the use of artificial intelligence rapidly increases, the development of trustworthy artificial intelligence has become important. However, recent studies have shown that deep neural networks are susceptible to learn spurious correlations present in datasets. To improve the reliability, we propose a simple yet effective framework called controllable feature whitening. We quantify the linear correlation between the target and bias features by the covariance matrix, and eliminate it through the whitening module. Our results systemically demonstrate that removing the linear correlations between features fed into the last linear classifier significantly mitigates the bias, while avoiding the need to model intractable higher-order dependencies. A particular advantage of the proposed method is that it does not require regularization terms or adversarial learning, which often leads to unstable optimization in practice. Furthermore, we show that two fairness criteria, demographic parity and equalized odds, can be effectively handled by whitening with the re-weighted covariance matrix. Consequently, our method controls the trade-off between the utility and fairness of algorithms by adjusting the weighting coefficient. Finally, we validate that our method outperforms existing approaches on four benchmark datasets: Corrupted CIFAR-10, Biased FFHQ, WaterBirds, and Celeb-A.

In this reproduction study, we revisit recent claims that self-attention implements kernel principal component analysis (KPCA) (Teo et al., 2024), positing that (i) value vectors V capture the eigenvectors of the Gram matrix of the keys, and (ii) that self-attention projects queries onto the principal component axes of the key matrix K in a feature space. Our analysis reveals three critical inconsistencies: (1) No alignment exists between learned self-attention value vectors and what is proposed in the KPCA perspective, with average similarity metrics (optimal cosine similarity leq 0.32, linear CKA (Centered Kernel Alignment) leq 0.11, kernel CKA leq 0.32) indicating negligible correspondence; (2) Reported decreases in reconstruction loss J_proj, arguably justifying the claim that the self-attention minimizes the projection error of KPCA, are misinterpreted, as the quantities involved differ by orders of magnitude (sim!10^3); (3) Gram matrix eigenvalue statistics, introduced to justify that V captures the eigenvector of the gram matrix, are irreproducible without undocumented implementation-specific adjustments. Across 10 transformer architectures, we conclude that the KPCA interpretation of self-attention lacks empirical support.

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.

In the context of C^* dynamical systems, we consider a locally compact group G acting by ^*-automorphisms on a C^* algebra U of observables, and assume a state of U that satisfies the clustering property with respect to a net of group elements of G. That is, the two-point connected correlation function vanishes in the limit on the net, when one observable is translated under the group action. Then we show that all higher order connected correlation functions (Ursell functions, or classical cumulants) and all free correlation functions (free cumulants, from free probability) vanish at the same rate in that limit. Additionally, we show that mean clustering, also called ergodicity, extends to higher order correlations. We then apply those results to equilibrium states of quantum spin lattice models. Under certain assumptions on the range of the interaction, high temperature Gibbs states are known to be exponentially clustering w.r.t. space translations. Combined with the Lieb-Robinson bound, one obtains exponential clustering for space-time translations outside the Lieb-Robinson light-cone. Therefore, by our present results, all the higher order connected and free correlation functions will vanish exponentially under space-time translations outside the Lieb-Robinson light cone, in high temperature Gibbs states. Another consequence is that their long-time averaging over a space-time ray vanishes for almost every ray velocity.

Graph Neural Networks (GNNs) show promising results for graph tasks. However, existing GNNs' generalization ability will degrade when there exist distribution shifts between testing and training graph data. The cardinal impetus underlying the severe degeneration is that the GNNs are architected predicated upon the I.I.D assumptions. In such a setting, GNNs are inclined to leverage imperceptible statistical correlations subsisting in the training set to predict, albeit it is a spurious correlation. In this paper, we study the problem of the generalization ability of GNNs in Out-Of-Distribution (OOD) settings. To solve this problem, we propose the Learning to Reweight for Generalizable Graph Neural Network (L2R-GNN) to enhance the generalization ability for achieving satisfactory performance on unseen testing graphs that have different distributions with training graphs. We propose a novel nonlinear graph decorrelation method, which can substantially improve the out-of-distribution generalization ability and compares favorably to previous methods in restraining the over-reduced sample size. The variables of the graph representation are clustered based on the stability of the correlation, and the graph decorrelation method learns weights to remove correlations between the variables of different clusters rather than any two variables. Besides, we interpose an efficacious stochastic algorithm upon bi-level optimization for the L2R-GNN framework, which facilitates simultaneously learning the optimal weights and GNN parameters, and avoids the overfitting problem. Experimental results show that L2R-GNN greatly outperforms baselines on various graph prediction benchmarks under distribution shifts.

Designing effective positional encodings for graphs is key to building powerful graph transformers and enhancing message-passing graph neural networks. Although widespread, using Laplacian eigenvectors as positional encodings faces two fundamental challenges: (1) Non-uniqueness: there are many different eigendecompositions of the same Laplacian, and (2) Instability: small perturbations to the Laplacian could result in completely different eigenspaces, leading to unpredictable changes in positional encoding. Despite many attempts to address non-uniqueness, most methods overlook stability, leading to poor generalization on unseen graph structures. We identify the cause of instability to be a "hard partition" of eigenspaces. Hence, we introduce Stable and Expressive Positional Encodings (SPE), an architecture for processing eigenvectors that uses eigenvalues to "softly partition" eigenspaces. SPE is the first architecture that is (1) provably stable, and (2) universally expressive for basis invariant functions whilst respecting all symmetries of eigenvectors. Besides guaranteed stability, we prove that SPE is at least as expressive as existing methods, and highly capable of counting graph structures. Finally, we evaluate the effectiveness of our method on molecular property prediction, and out-of-distribution generalization tasks, finding improved generalization compared to existing positional encoding methods.

Generative Adversarial Networks (GANs), especially the recent style-based generators (StyleGANs), have versatile semantics in the structured latent space. Latent semantics discovery methods emerge to move around the latent code such that only one factor varies during the traversal. Recently, an unsupervised method proposed a promising direction to directly use the eigenvectors of the projection matrix that maps latent codes to features as the interpretable directions. However, one overlooked fact is that the projection matrix is non-orthogonal and the number of eigenvectors is too large. The non-orthogonality would entangle semantic attributes in the top few eigenvectors, and the large dimensionality might result in meaningless variations among the directions even if the matrix is orthogonal. To avoid these issues, we propose Householder Projector, a flexible and general low-rank orthogonal matrix representation based on Householder transformations, to parameterize the projection matrix. The orthogonality guarantees that the eigenvectors correspond to disentangled interpretable semantics, while the low-rank property encourages that each identified direction has meaningful variations. We integrate our projector into pre-trained StyleGAN2/StyleGAN3 and evaluate the models on several benchmarks. Within only 1% of the original training steps for fine-tuning, our projector helps StyleGANs to discover more disentangled and precise semantic attributes without sacrificing image fidelity.

In this paper, we propose a speed-up approach for subclass discriminant analysis and formulate a novel efficient multi-view solution to it. The speed-up approach is developed based on graph embedding and spectral regression approaches that involve eigendecomposition of the corresponding Laplacian matrix and regression to its eigenvectors. We show that by exploiting the structure of the between-class Laplacian matrix, the eigendecomposition step can be substituted with a much faster process. Furthermore, we formulate a novel criterion for multi-view subclass discriminant analysis and show that an efficient solution for it can be obtained in a similar to the single-view manner. We evaluate the proposed methods on nine single-view and nine multi-view datasets and compare them with related existing approaches. Experimental results show that the proposed solutions achieve competitive performance, often outperforming the existing methods. At the same time, they significantly decrease the training time.

A striking geometric disparity has long persisted in the practice of deep learning. While modern neural network architectures naturally exhibit rich symmetry and equivariance properties, popular optimizers such as Adam and its variants operate inherently coordinate-wise, rendering them unable to respect the equivariance structures of the parameter space. We address this disparity by introducing a symmetry-compatible principle for optimizer design: the gradient update rule should be equivariant under the symmetry group acting on the corresponding weight block. Following this principle, we first provide a unified perspective on bi-orthogonally equivariant updates for general matrix layers, as employed by stochastic spectral descent, Muon, Scion, and polar gradient methods. More importantly, by moving from orthogonal groups to permutation and shared-shift symmetries, we derive symmetry-compatible optimizers for parameter blocks whose symmetries differ from those of general matrix layers: embedding and LM head matrices, SwiGLU MLP projections, and MoE router matrices. These constructions include one-sided spectral, row-norm, hybrid row-norm/spectral, row-aware, column-aware, centered row-norm, and left-spectral updates. They yield an end-to-end layerwise optimizer stack in which each major matrix-valued parameter class is assigned an update whose equivariance matches its symmetry group. We corroborate this principle through pre-training experiments on dense and sparse MoE language models, including Qwen3-0.6B-style, Gemma 3 1B-style, OLMoE-1B-7B-style, and downsized gpt-oss architectures. Across these experiments, symmetry-compatible updates consistently improve final validation loss, and in several cases training stability, over corresponding AdamW updates.

This paper makes a formal connection between two families of widely used matrix factorization algorithms in numerical linear algebra. One family consists of the Jacobi eigenvalue algorithm and its variants for computing the Hermitian eigendecomposition and singular value decomposition. The other consists of Gaussian elimination and the Gram-Schmidt procedure with various pivoting rules for computing the Cholesky decomposition and QR decomposition respectively. Both families are cast as special cases of a more general class of factorization algorithms. We provide a randomized pivoting rule that applies to this general class (which differs substantially from the usual pivoting rules for Gaussian elimination / Gram-Schmidt) which results in the same linear rate of convergence for each algorithm, irrespective of which factorization it computes. A second important consequence of this randomized pivoting rule is a provable, effective bound on the numerical stability of the Jacobi eigenvalue algorithm, which addresses a longstanding open problem of Demmel and Veseli\'c `92.

Differentially private learning algorithms inject noise into the learning process. While the most common private learning algorithm, DP-SGD, adds independent Gaussian noise in each iteration, recent work on matrix factorization mechanisms has shown empirically that introducing correlations in the noise can greatly improve their utility. We characterize the asymptotic learning utility for any choice of the correlation function, giving precise analytical bounds for linear regression and as the solution to a convex program for general convex functions. We show, using these bounds, how correlated noise provably improves upon vanilla DP-SGD as a function of problem parameters such as the effective dimension and condition number. Moreover, our analytical expression for the near-optimal correlation function circumvents the cubic complexity of the semi-definite program used to optimize the noise correlation matrix in previous work. We validate our theory with experiments on private deep learning. Our work matches or outperforms prior work while being efficient both in terms of compute and memory.

We consider the problem of graph matching, or learning vertex correspondence, between two correlated stochastic block models (SBMs). The graph matching problem arises in various fields, including computer vision, natural language processing and bioinformatics, and in particular, matching graphs with inherent community structure has significance related to de-anonymization of correlated social networks. Compared to the correlated Erdos-Renyi (ER) model, where various efficient algorithms have been developed, among which a few algorithms have been proven to achieve the exact matching with constant edge correlation, no low-order polynomial algorithm has been known to achieve exact matching for the correlated SBMs with constant correlation. In this work, we propose an efficient algorithm for matching graphs with community structure, based on the comparison between partition trees rooted from each vertex, by extending the idea of Mao et al. (2021) to graphs with communities. The partition tree divides the large neighborhoods of each vertex into disjoint subsets using their edge statistics to different communities. Our algorithm is the first low-order polynomial-time algorithm achieving exact matching between two correlated SBMs with high probability in dense graphs.

Graph neural networks aim to learn representations for graph-structured data and show impressive performance, particularly in node classification. Recently, many methods have studied the representations of GNNs from the perspective of optimization goals and spectral graph theory. However, the feature space that dominates representation learning has not been systematically studied in graph neural networks. In this paper, we propose to fill this gap by analyzing the feature space of both spatial and spectral models. We decompose graph neural networks into determined feature spaces and trainable weights, providing the convenience of studying the feature space explicitly using matrix space analysis. In particular, we theoretically find that the feature space tends to be linearly correlated due to repeated aggregations. Motivated by these findings, we propose 1) feature subspaces flattening and 2) structural principal components to expand the feature space. Extensive experiments verify the effectiveness of our proposed more comprehensive feature space, with comparable inference time to the baseline, and demonstrate its efficient convergence capability.

Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or unitarily invariant, i.e., they depend only on the eigenvalues or singular values of the matrix. This paper investigates how spectral matrix cones -- cones defined from epigraphs and perspectives of spectral or unitarily invariant functions -- can be used to enhance first-order conic solvers for semidefinite programs. Our main result shows that projecting a matrix can be reduced to projecting its eigenvalues or singular values, which we demonstrate can be done at a negligible cost compared to the eigenvalue or singular value decomposition itself. We have integrated support for spectral matrix cone projections into the Splitting Conic Solver (SCS). Numerical experiments show that SCS with this enhancement can achieve speedups of up to an order of magnitude for solving semidefinite programs arising in experimental design, robust principal component analysis, and graph partitioning.

We study the statistics of the local resolvent and non-ergodic properties of eigenvectors for a generalised Rosenzweig-Porter Ntimes N random matrix model, undergoing two transitions separated by a delocalised non-ergodic phase. Interpreting the model as the combination of on-site random energies {a_i} and a structurally disordered hopping, we found that each eigenstate is delocalised over N^{2-gamma} sites close in energy |a_j-a_i|leq N^{1-gamma} in agreement with Kravtsov et al, arXiv:1508.01714. Our other main result, obtained combining a recurrence relation for the resolvent matrix with insights from Dyson's Brownian motion, is to show that the properties of the non-ergodic delocalised phase can be probed studying the statistics of the local resolvent in a non-standard scaling limit.

We introduce Invariant Risk Minimization (IRM), a learning paradigm to estimate invariant correlations across multiple training distributions. To achieve this goal, IRM learns a data representation such that the optimal classifier, on top of that data representation, matches for all training distributions. Through theory and experiments, we show how the invariances learned by IRM relate to the causal structures governing the data and enable out-of-distribution generalization.

We propose a graph clustering formulation based on multicut (a.k.a. weighted correlation clustering) on the complete graph. Our formulation does not need specification of the graph topology as in the original sparse formulation of multicut, making our approach simpler and potentially better performing. In contrast to unweighted correlation clustering we allow for a more expressive weighted cost structure. In dense multicut, the clustering objective is given in a factorized form as inner products of node feature vectors. This allows for an efficient formulation and inference in contrast to multicut/weighted correlation clustering, which has at least quadratic representation and computation complexity when working on the complete graph. We show how to rewrite classical greedy algorithms for multicut in our dense setting and how to modify them for greater efficiency and solution quality. In particular, our algorithms scale to graphs with tens of thousands of nodes. Empirical evidence on instance segmentation on Cityscapes and clustering of ImageNet datasets shows the merits of our approach.

This paper investigates the generalization of Principal Component Analysis (PCA) to Riemannian manifolds. We first propose a new and general type of family of subspaces in manifolds that we call barycentric subspaces. They are implicitly defined as the locus of points which are weighted means of k+1 reference points. As this definition relies on points and not on tangent vectors, it can also be extended to geodesic spaces which are not Riemannian. For instance, in stratified spaces, it naturally allows principal subspaces that span several strata, which is impossible in previous generalizations of PCA. We show that barycentric subspaces locally define a submanifold of dimension k which generalizes geodesic subspaces.Second, we rephrase PCA in Euclidean spaces as an optimization on flags of linear subspaces (a hierarchy of properly embedded linear subspaces of increasing dimension). We show that the Euclidean PCA minimizes the Accumulated Unexplained Variances by all the subspaces of the flag (AUV). Barycentric subspaces are naturally nested, allowing the construction of hierarchically nested subspaces. Optimizing the AUV criterion to optimally approximate data points with flags of affine spans in Riemannian manifolds lead to a particularly appealing generalization of PCA on manifolds called Barycentric Subspaces Analysis (BSA).

We study sampling algorithms for β-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a random Jacobi matrix. First, we provide a unifying and elementary treatment of the tridiagonal models associated to the three classical Hermite, Laguerre and Jacobi ensembles. For this purpose, we use simple changes of variables between successive reparametrizations of the coefficients defining the tridiagonal matrix. Second, we derive an approximate sampler for the simulation of β-ensembles, and illustrate how fast it can be for polynomial potentials. This method combines a Gibbs sampler on Jacobi matrices and the diagonalization of these matrices. In practice, even for large ensembles, only a few Gibbs passes suffice for the marginal distribution of the eigenvalues to fit the expected theoretical distribution. When the conditionals in the Gibbs sampler can be simulated exactly, the same fast empirical convergence is observed for the fluctuations of the largest eigenvalue. Our experimental results support a conjecture by Krishnapur et al. (2016), that the Gibbs chain on Jacobi matrices of size N mixes in O(log(N)).

Modeling latent variables with priors and hyperpriors is an essential problem in variational image compression. Formally, trade-off between rate and distortion is handled well if priors and hyperpriors precisely describe latent variables. Current practices only adopt univariate priors and process each variable individually. However, we find inter-correlations and intra-correlations exist when observing latent variables in a vectorized perspective. These findings reveal visual redundancies to improve rate-distortion performance and parallel processing ability to speed up compression. This encourages us to propose a novel vectorized prior. Specifically, a multivariate Gaussian mixture is proposed with means and covariances to be estimated. Then, a novel probabilistic vector quantization is utilized to effectively approximate means, and remaining covariances are further induced to a unified mixture and solved by cascaded estimation without context models involved. Furthermore, codebooks involved in quantization are extended to multi-codebooks for complexity reduction, which formulates an efficient compression procedure. Extensive experiments on benchmark datasets against state-of-the-art indicate our model has better rate-distortion performance and an impressive 3.18times compression speed up, giving us the ability to perform real-time, high-quality variational image compression in practice. Our source code is publicly available at https://github.com/xiaosu-zhu/McQuic.

Transformers can learn to perform numerical computations from examples only. I study nine problems of linear algebra, from basic matrix operations to eigenvalue decomposition and inversion, and introduce and discuss four encoding schemes to represent real numbers. On all problems, transformers trained on sets of random matrices achieve high accuracies (over 90%). The models are robust to noise, and can generalize out of their training distribution. In particular, models trained to predict Laplace-distributed eigenvalues generalize to different classes of matrices: Wigner matrices or matrices with positive eigenvalues. The reverse is not true.

The mixture model is undoubtedly one of the greatest contributions to clustering. For continuous data, Gaussian models are often used and the Expectation-Maximization (EM) algorithm is particularly suitable for estimating parameters from which clustering is inferred. If these models are particularly popular in various domains including image clustering, they however suffer from the dimensionality and also from the slowness of convergence of the EM algorithm. However, the Classification EM (CEM) algorithm, a classifying version, offers a fast convergence solution while dimensionality reduction still remains a challenge. Thus we propose in this paper an algorithm combining simultaneously and non-sequentially the two tasks --Data embedding and Clustering-- relying on Principal Component Analysis (PCA) and CEM. We demonstrate the interest of such approach in terms of clustering and data embedding. We also establish different connections with other clustering approaches.

Data balancing across multiple modalities and sources appears in various forms in foundation models in machine learning and AI, e.g. in CLIP and DINO. We show that data balancing across modalities and sources actually offers an unsuspected benefit: variance reduction. We present a non-asymptotic statistical bound that quantifies this variance reduction effect and relates it to the eigenvalue decay of Markov operators. Furthermore, we describe how various forms of data balancing in contrastive multimodal learning and self-supervised clustering can be better understood, and even improved upon, owing to our variance reduction viewpoint.

This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables multiple autonomous agents to collaboratively estimate the smallest eigenvalue of large matrices. Each agent employs a localized neural network, refining its estimates through communication with neighboring agents. Our empirical results confirm the algorithm's convergence towards the true eigenvalue, with estimates clustered closely around the true value. Even in the presence of communication delays or network disruptions, the method demonstrates strong robustness and scalability. Theoretical analysis further validates the accuracy and stability of the proposed approach, while empirical tests highlight its efficiency and precision, surpassing traditional centralized algorithms in large-scale eigenvalue computations.

We introduce a family of random matrices where correlations between matrix elements are induced via interaction-derived Boltzmann factors. Varying these yields access to different ensembles. We find a universal scaling behavior of the finite-size statistics characterized by a heavy-tailed eigenvalue distribution whose extremes are governed by the Fréchet extreme value distribution for the case corresponding to a ferromagnetic Ising transition. The introduction of a finite density of nonlocal interactions restores standard random-matrix behavior. Suitably rescaled average extremes, playing a physical role as an order parameter, can thus discriminate aspects of the interaction structure; they also yield further nonuniversal information. In particular, the link between maximum eigenvalues and order parameters offers a potential route to resolving long-standing problems in statistical physics, such as deriving the exact magnetization scaling function in the two-dimensional Ising model at criticality.

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural language processing using attention mechanism, which also influenced the time series community. The ability to capture both short and long-range dependencies helps to understand the financial market and to recognize price patterns, leading to successful applications of Transformers in stock prediction. Although, the previous research predominantly focuses on individual features and singular predictions, that limits the model's ability to understand broader market trends. In reality, within sectors such as finance and technology, companies belonging to the same industry often exhibit correlated stock price movements. In this paper, we develop a novel neural network architecture by integrating Time2Vec with the Encoder of the Transformer model. Based on the study of different markets, we propose a novel correlation feature selection method. Through a comprehensive fine-tuning of multiple hyperparameters, we conduct a comparative analysis of our results against benchmark models. We conclude that our method outperforms other state-of-the-art encoding methods such as positional encoding, and we also conclude that selecting correlation features enhance the accuracy of predicting multiple stock prices.

Often we wish to predict a large number of variables that depend on each other as well as on other observed variables. Structured prediction methods are essentially a combination of classification and graphical modeling, combining the ability of graphical models to compactly model multivariate data with the ability of classification methods to perform prediction using large sets of input features. This tutorial describes conditional random fields, a popular probabilistic method for structured prediction. CRFs have seen wide application in natural language processing, computer vision, and bioinformatics. We describe methods for inference and parameter estimation for CRFs, including practical issues for implementing large scale CRFs. We do not assume previous knowledge of graphical modeling, so this tutorial is intended to be useful to practitioners in a wide variety of fields.

Quantifying the similarity between two mathematical structures or datasets constitutes a particularly interesting and useful operation in several theoretical and applied problems. Aimed at this specific objective, the Jaccard index has been extensively used in the most diverse types of problems, also motivating some respective generalizations. The present work addresses further generalizations of this index, including its modification into a coincidence index capable of accounting also for the level of relative interiority between the two compared entities, as well as respective extensions for sets in continuous vector spaces, the generalization to multiset addition, densities and generic scalar fields, as well as a means to quantify the joint interdependence between two random variables. The also interesting possibility to take into account more than two sets has also been addressed, including the description of an index capable of quantifying the level of chaining between three structures. Several of the described and suggested eneralizations have been illustrated with respect to numeric case examples. It is also posited that these indices can play an important role while analyzing and integrating datasets in modeling approaches and pattern recognition activities, including as a measurement of clusters similarity or separation and as a resource for representing and analyzing complex networks.

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront these complexities, we introduce a method of representing multivariate signals as nodes in a graph with edges indicating interdependency between them. Specifically, we leverage graph neural networks (GNN) and attention mechanisms to efficiently learn the underlying relationships within the time series data. Moreover, we suggest employing hierarchical signal decompositions running over the graphs to capture multiple spatial dependencies. The effectiveness of our proposed model is evaluated across various real-world benchmark datasets designed for long-term forecasting tasks. The results consistently showcase the superiority of our model, achieving an average 23\% reduction in mean squared error (MSE) compared to existing models.

The clustering problem, and more generally, latent factor discovery --or latent space inference-- is formulated in terms of the Wasserstein barycenter problem from optimal transport. The objective proposed is the maximization of the variability attributable to class, further characterized as the minimization of the variance of the Wasserstein barycenter. Existing theory, which constrains the transport maps to rigid translations, is extended to affine transformations. The resulting non-parametric clustering algorithms include k-means as a special case and exhibit more robust performance. A continuous version of these algorithms discovers continuous latent variables and generalizes principal curves. The strength of these algorithms is demonstrated by tests on both artificial and real-world data sets.

Artificial intelligence has made great strides in the last decade but still falls short of the human brain, the best-known example of intelligence. Not much is known of the neural processes that allow the brain to make the leap to achieve so much from so little beyond its ability to create knowledge structures that can be flexibly and dynamically combined, recombined, and applied in new and novel ways. This paper proposes a mathematical approach using graph theory and spectral graph theory, to hypothesize how to constrain these neural clusters of information based on eigen-relationships. This same hypothesis is hierarchically applied to scale up from the smallest to the largest clusters of knowledge that eventually lead to model building and reasoning.

High-dimensional, underdetermined and highly correlated systems are common in data science practice, especially when analyzing physical measurements. In such settings, feature selection poses a fundamental challenge because multiple distinct sparse subsets may explain the response equally well. Their identification is crucial not only for predictive modeling but also for generating domain-specific insights into the underlying mechanisms. Yet, conventional methods typically isolate a single solution, obscuring the full spectrum of plausible explanations. This work introduces GEMSS (Gaussian Ensemble for Multiple Sparse Solutions), a variational algorithm designed to simultaneously discover multiple, diverse sparse feature combinations. The method employs a structured spike-and-slab prior for sparsity, a mixture of Gaussians to approximate the intractable multimodal posterior, and a Jaccard-based penalty to further control solution diversity. A single objective function is optimized via stochastic gradient descent. The method is tested on 128 comprehensive experiments by a novel benchmarking framework designed to generate artificial problems with multiple sparse solutions of equal predictive properties. This allows us to measure the retrieval of ground truth features rather than only evaluating predictive performance -- characteristics more fitting to our practical needs. A comparative analysis shows that GEMSS consistently outperforms five prominent feature selection methods adapted through the ALFESE framework. Finally, we demonstrate practical usability through 3 challenging real-world datasets from metabolomics and physical chemistry: GEMSS successfully isolates multiple distinct yet quality solutions. GEMSS is available as a PyPI package 'gemss'. The corresponding repository github.com/kat-er-ina/gemss/ includes the full codebase and a free, no-code application GEMSS Explorer.

Since the introduction of deep learning, a wide scope of representation properties, such as decorrelation, whitening, disentanglement, rank, isotropy, and mutual information, have been studied to improve the quality of representation. However, manipulating such properties can be challenging in terms of implementational effectiveness and general applicability. To address these limitations, we propose to regularize von Neumann entropy~(VNE) of representation. First, we demonstrate that the mathematical formulation of VNE is superior in effectively manipulating the eigenvalues of the representation autocorrelation matrix. Then, we demonstrate that it is widely applicable in improving state-of-the-art algorithms or popular benchmark algorithms by investigating domain-generalization, meta-learning, self-supervised learning, and generative models. In addition, we formally establish theoretical connections with rank, disentanglement, and isotropy of representation. Finally, we provide discussions on the dimension control of VNE and the relationship with Shannon entropy. Code is available at: https://github.com/jaeill/CVPR23-VNE.

The higher-order correlation clustering problem is an expressive model, and recently, local search heuristics have been proposed for several applications. Certifying optimality, however, is NP-hard and practically hampered already by the complexity of the problem statement. Here, we focus on establishing partial optimality conditions for the special case of complete graphs and cubic objective functions. In addition, we define and implement algorithms for testing these conditions and examine their effect numerically, on two datasets.

Causal discovery with latent confounders is an important but challenging task in many scientific areas. Despite the success of some overcomplete independent component analysis (OICA) based methods in certain domains, they are computationally expensive and can easily get stuck into local optima. We notice that interestingly, by making use of higher-order cumulants, there exists a closed-form solution to OICA in specific cases, e.g., when the mixing procedure follows the One-Latent-Component structure. In light of the power of the closed-form solution to OICA corresponding to the One-Latent-Component structure, we formulate a way to estimate the mixing matrix using the higher-order cumulants, and further propose the testable One-Latent-Component condition to identify the latent variables and determine causal orders. By iteratively removing the share identified latent components, we successfully extend the results on the One-Latent-Component structure to the Multi-Latent-Component structure and finally provide a practical and asymptotically correct algorithm to learn the causal structure with latent variables. Experimental results illustrate the asymptotic correctness and effectiveness of the proposed method.

We present Topological Point Cloud Clustering (TPCC), a new method to cluster points in an arbitrary point cloud based on their contribution to global topological features. TPCC synthesizes desirable features from spectral clustering and topological data analysis and is based on considering the spectral properties of a simplicial complex associated to the considered point cloud. As it is based on considering sparse eigenvector computations, TPCC is similarly easy to interpret and implement as spectral clustering. However, by focusing not just on a single matrix associated to a graph created from the point cloud data, but on a whole set of Hodge-Laplacians associated to an appropriately constructed simplicial complex, we can leverage a far richer set of topological features to characterize the data points within the point cloud and benefit from the relative robustness of topological techniques against noise. We test the performance of TPCC on both synthetic and real-world data and compare it with classical spectral clustering.

Two main families of node feature augmentation schemes have been explored for enhancing GNNs: random features and spectral positional encoding. Surprisingly, however, there is still no clear understanding of the relation between these two augmentation schemes. Here we propose a novel family of positional encoding schemes which draws a link between the above two approaches and improves over both. The new approach, named Random Feature Propagation (RFP), is inspired by the power iteration method and its generalizations. It concatenates several intermediate steps of an iterative algorithm for computing the dominant eigenvectors of a propagation matrix, starting from random node features. Notably, these propagation steps are based on graph-dependent propagation operators that can be either predefined or learned. We explore the theoretical and empirical benefits of RFP. First, we provide theoretical justifications for using random features, for incorporating early propagation steps, and for using multiple random initializations. Then, we empirically demonstrate that RFP significantly outperforms both spectral PE and random features in multiple node classification and graph classification benchmarks.

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.

Tangles were originally introduced as a concept to formalize regions of high connectivity in graphs. In recent years, they have also been discovered as a link between structural graph theory and data science: when interpreting similarity in data sets as connectivity between points, finding clusters in the data essentially amounts to finding tangles in the underlying graphs. This paper further explores the potential of tangles in data sets as a means for a formal study of clusters. Real-world data often follow a normal distribution. Accounting for this, we develop a quantitative theory of tangles in data sets drawn from Gaussian mixtures. To this end, we equip the data with a graph structure that models similarity between the points and allows us to apply tangle theory to the data. We provide explicit conditions under which tangles associated with the marginal Gaussian distributions exist asymptotically almost surely. This can be considered as a sufficient formal criterion for the separabability of clusters in the data.

We decompose the evidence lower bound to show the existence of a term measuring the total correlation between latent variables. We use this to motivate our beta-TCVAE (Total Correlation Variational Autoencoder), a refinement of the state-of-the-art beta-VAE objective for learning disentangled representations, requiring no additional hyperparameters during training. We further propose a principled classifier-free measure of disentanglement called the mutual information gap (MIG). We perform extensive quantitative and qualitative experiments, in both restricted and non-restricted settings, and show a strong relation between total correlation and disentanglement, when the latent variables model is trained using our framework.

Models driven by spurious correlations often yield poor generalization performance. We propose the counterfactual (CF) alignment method to detect and quantify spurious correlations of black box classifiers. Our methodology is based on counterfactual images generated with respect to one classifier being input into other classifiers to see if they also induce changes in the outputs of these classifiers. The relationship between these responses can be quantified and used to identify specific instances where a spurious correlation exists. This is validated by observing intuitive trends in face-attribute and waterbird classifiers, as well as by fabricating spurious correlations and detecting their presence, both visually and quantitatively. Furthermore, utilizing the CF alignment method, we demonstrate that we can evaluate robust optimization methods (GroupDRO, JTT, and FLAC) by detecting a reduction in spurious correlations.

The probabilistic diffusion model has become highly effective across various domains. Typically, sampling from a diffusion model involves using a denoising distribution characterized by a Gaussian with a learned mean and either fixed or learned covariances. In this paper, we leverage the recently proposed covariance moment matching technique and introduce a novel method for learning the diagonal covariance. Unlike traditional data-driven diagonal covariance approximation approaches, our method involves directly regressing the optimal diagonal analytic covariance using a new, unbiased objective named Optimal Covariance Matching (OCM). This approach can significantly reduce the approximation error in covariance prediction. We demonstrate how our method can substantially enhance the sampling efficiency, recall rate and likelihood of commonly used diffusion models.

In this paper, we study the problem of principal component analysis with generative modeling assumptions, adopting a general model for the observed matrix that encompasses notable special cases, including spiked matrix recovery and phase retrieval. The key assumption is that the underlying signal lies near the range of an L-Lipschitz continuous generative model with bounded k-dimensional inputs. We propose a quadratic estimator, and show that it enjoys a statistical rate of order frac{klog L{m}}, where m is the number of samples. We also provide a near-matching algorithm-independent lower bound. Moreover, we provide a variant of the classic power method, which projects the calculated data onto the range of the generative model during each iteration. We show that under suitable conditions, this method converges exponentially fast to a point achieving the above-mentioned statistical rate. We perform experiments on various image datasets for spiked matrix and phase retrieval models, and illustrate performance gains of our method to the classic power method and the truncated power method devised for sparse principal component analysis.

We present a simple picture of the training process of joint embedding self-supervised learning methods. We find that these methods learn their high-dimensional embeddings one dimension at a time in a sequence of discrete, well-separated steps. We arrive at this conclusion via the study of a linearized model of Barlow Twins applicable to the case in which the trained network is infinitely wide. We solve the training dynamics of this model from small initialization, finding that the model learns the top eigenmodes of a certain contrastive kernel in a stepwise fashion, and obtain a closed-form expression for the final learned representations. Remarkably, we then see the same stepwise learning phenomenon when training deep ResNets using the Barlow Twins, SimCLR, and VICReg losses. Our theory suggests that, just as kernel regression can be thought of as a model of supervised learning, kernel PCA may serve as a useful model of self-supervised learning.

Riemannian geometry has been applied to Brain Computer Interface (BCI) for brain signals classification yielding promising results. Studying electroencephalographic (EEG) signals from their associated covariance matrices allows a mitigation of common sources of variability (electronic, electrical, biological) by constructing a representation which is invariant to these perturbations. While working in Euclidean space with covariance matrices is known to be error-prone, one might take advantage of algorithmic advances in information geometry and matrix manifold to implement methods for Symmetric Positive-Definite (SPD) matrices. This paper proposes a comprehensive review of the actual tools of information geometry and how they could be applied on covariance matrices of EEG. In practice, covariance matrices should be estimated, thus a thorough study of all estimators is conducted on real EEG dataset. As a main contribution, this paper proposes an online implementation of a classifier in the Riemannian space and its subsequent assessment in Steady-State Visually Evoked Potential (SSVEP) experimentations.

Matrix manifolds, such as manifolds of Symmetric Positive Definite (SPD) matrices and Grassmann manifolds, appear in many applications. Recently, by applying the theory of gyrogroups and gyrovector spaces that is a powerful framework for studying hyperbolic geometry, some works have attempted to build principled generalizations of Euclidean neural networks on matrix manifolds. However, due to the lack of many concepts in gyrovector spaces for the considered manifolds, e.g., the inner product and gyroangles, techniques and mathematical tools provided by these works are still limited compared to those developed for studying hyperbolic geometry. In this paper, we generalize some notions in gyrovector spaces for SPD and Grassmann manifolds, and propose new models and layers for building neural networks on these manifolds. We show the effectiveness of our approach in two applications, i.e., human action recognition and knowledge graph completion.

This article studies the change in the prediction accuracy of a response variable when the number of predictors increases, and all variables follow a multivariate normal distribution. Assuming that the correlations between variables are independently drawn, I show that adding variables leads to globally increasing returns to scale when the mean of the correlation distribution is zero. The speed of learning depends positively on the variance of the correlation distribution. I use simulations to study the more complex case of correlation distributions with a non-zero mean and find a pattern of decreasing returns followed by increasing returns to scale - as long as the variance of correlations is not degenerate, in which case globally decreasing returns emerge. I train a collaborative filtering algorithm using the MovieLens 1M dataset to analyze returns from adding variables in a more realistic setting and find globally increasing returns to scale across 2,000 variables. The results suggest significant scale advantages from additional variables in prediction tasks.

Large collections of matrices arise throughout modern machine learning, signal processing, and scientific computing, where they are commonly compressed by concatenation followed by truncated singular value decomposition (SVD). This strategy enables parameter sharing and efficient reconstruction and has been widely adopted across domains ranging from multi-view learning and signal processing to neural network compression. However, it leaves a fundamental question unanswered: which matrices can be safely concatenated and compressed together under explicit reconstruction error constraints? Existing approaches rely on heuristic or architecture-specific grouping and provide no principled guarantees on the resulting SVD approximation error. In the present work, we introduce a theory-driven framework for compression-aware clustering of matrices under SVD compression constraints. Our analysis establishes new spectral bounds for horizontally concatenated matrices, deriving global upper bounds on the optimal rank-r SVD reconstruction error from lower bounds on singular value growth. The first bound follows from Weyl-type monotonicity under blockwise extensions, while the second leverages singular values of incremental residuals to yield tighter, per-block guarantees. We further develop an efficient approximate estimator based on incremental truncated SVD that tracks dominant singular values without forming the full concatenated matrix. Therefore, we propose three clustering algorithms that merge matrices only when their predicted joint SVD compression error remains below a user-specified threshold. The algorithms span a trade-off between speed, provable accuracy, and scalability, enabling compression-aware clustering with explicit error control. Code is available online.

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.

Motivated by the problem of fast processing of attention matrices, we study fast algorithms for computing matrix-vector products for asymmetric Gaussian Kernel matrices Kin R^{ntimes n}. K's columns are indexed by a set of n keys k_1,k_2ldots, k_nin R^d, rows by a set of n queries q_1,q_2,ldots,q_nin R^d , and its i,j entry is K_{ij} = e^{-|q_i-k_j|_2^2/2sigma^2} for some bandwidth parameter sigma>0. Given a vector xin R^n and error parameter epsilon>0, our task is to output a yin R^n such that |Kx-y|_2leq epsilon |x|_2 in time subquadratic in n and linear in d. Our algorithms rely on the following modelling assumption about the matrices K: the sum of the entries of K scales linearly in n, as opposed to worst case quadratic growth. We validate this assumption experimentally, for Gaussian kernel matrices encountered in various settings such as fast attention computation in LLMs. We obtain the first subquadratic-time algorithm that works under this assumption, for unrestricted vectors.

This paper studies the problem of recovering cameras from a set of fundamental matrices. A set of fundamental matrices is said to be compatible if a set of cameras exists for which they are the fundamental matrices. We focus on the complete graph, where fundamental matrices for each pair of cameras are given. Previous work has established necessary and sufficient conditions for compatibility as rank and eigenvalue conditions on the n-view fundamental matrix obtained by concatenating the individual fundamental matrices. In this work, we show that the eigenvalue condition is redundant. We provide explicit homogeneous polynomials that describe necessary and sufficient conditions for compatibility in terms of the fundamental matrices and their epipoles. In this direction, we find that quadruple-wise compatibility is enough to ensure global compatibility for any number of cameras. We demonstrate that for four cameras, compatibility is generically described by triple-wise conditions and one additional equation involving all fundamental matrices.

We present an algorithmic framework for quantum-inspired classical algorithms on close-to-low-rank matrices, generalizing the series of results started by Tang's breakthrough quantum-inspired algorithm for recommendation systems [STOC'19]. Motivated by quantum linear algebra algorithms and the quantum singular value transformation (SVT) framework of Gilyén, Su, Low, and Wiebe [STOC'19], we develop classical algorithms for SVT that run in time independent of input dimension, under suitable quantum-inspired sampling assumptions. Our results give compelling evidence that in the corresponding QRAM data structure input model, quantum SVT does not yield exponential quantum speedups. Since the quantum SVT framework generalizes essentially all known techniques for quantum linear algebra, our results, combined with sampling lemmas from previous work, suffice to generalize all recent results about dequantizing quantum machine learning algorithms. In particular, our classical SVT framework recovers and often improves the dequantization results on recommendation systems, principal component analysis, supervised clustering, support vector machines, low-rank regression, and semidefinite program solving. We also give additional dequantization results on low-rank Hamiltonian simulation and discriminant analysis. Our improvements come from identifying the key feature of the quantum-inspired input model that is at the core of all prior quantum-inspired results: ell^2-norm sampling can approximate matrix products in time independent of their dimension. We reduce all our main results to this fact, making our exposition concise, self-contained, and intuitive.

Spectral clustering is a popular clustering method. It first maps data into the spectral embedding space and then uses Kmeans to find clusters. However, the two decoupled steps prohibit joint optimization for the optimal solution. In addition, it needs to construct the similarity graph for samples, which suffers from the curse of dimensionality when the data are high-dimensional. To address these two challenges, we introduce Deep Spectral Clustering (DSC), which consists of two main modules: the spectral embedding module and the greedy Kmeans module. The former module learns to efficiently embed raw samples into the spectral embedding space using deep neural networks and power iteration. The latter module improves the cluster structures of Kmeans on the learned spectral embeddings by a greedy optimization strategy, which iteratively reveals the direction of the worst cluster structures and optimizes embeddings in this direction. To jointly optimize spectral embeddings and clustering, we seamlessly integrate the two modules and optimize them in an end-to-end manner. Experimental results on seven real-world datasets demonstrate that DSC achieves state-of-the-art clustering performance.

Discriminative approaches to classification often learn shortcuts that hold in-distribution but fail even under minor distribution shift. This failure mode stems from an overreliance on features that are spuriously correlated with the label. We show that generative classifiers, which use class-conditional generative models, can avoid this issue by modeling all features, both core and spurious, instead of mainly spurious ones. These generative classifiers are simple to train, avoiding the need for specialized augmentations, strong regularization, extra hyperparameters, or knowledge of the specific spurious correlations to avoid. We find that diffusion-based and autoregressive generative classifiers achieve state-of-the-art performance on five standard image and text distribution shift benchmarks and reduce the impact of spurious correlations in realistic applications, such as medical or satellite datasets. Finally, we carefully analyze a Gaussian toy setting to understand the inductive biases of generative classifiers, as well as the data properties that determine when generative classifiers outperform discriminative ones.

Unsupervised semantic segmentation is a long-standing challenge in computer vision with great significance. Spectral clustering is a theoretically grounded solution to it where the spectral embeddings for pixels are computed to construct distinct clusters. Despite recent progress in enhancing spectral clustering with powerful pre-trained models, current approaches still suffer from inefficiencies in spectral decomposition and inflexibility in applying them to the test data. This work addresses these issues by casting spectral clustering as a parametric approach that employs neural network-based eigenfunctions to produce spectral embeddings. The outputs of the neural eigenfunctions are further restricted to discrete vectors that indicate clustering assignments directly. As a result, an end-to-end NN-based paradigm of spectral clustering emerges. In practice, the neural eigenfunctions are lightweight and take the features from pre-trained models as inputs, improving training efficiency and unleashing the potential of pre-trained models for dense prediction. We conduct extensive empirical studies to validate the effectiveness of our approach and observe significant performance gains over competitive baselines on Pascal Context, Cityscapes, and ADE20K benchmarks.

We study the approximability of an existing framework for clustering edge-colored hypergraphs, which is closely related to chromatic correlation clustering and is motivated by machine learning and data mining applications where the goal is to cluster a set of objects based on multiway interactions of different categories or types. We present improved approximation guarantees based on linear programming, and show they are tight by proving a matching integrality gap. Our results also include new approximation hardness results, a combinatorial 2-approximation whose runtime is linear in the hypergraph size, and several new connections to well-studied objectives such as vertex cover and hypergraph multiway cut.

Pre-trained models have revolutionized natural language understanding. However, researchers have found they can encode artifacts undesired in many applications, such as professions correlating with one gender more than another. We explore such gendered correlations as a case study for how to address unintended correlations in pre-trained models. We define metrics and reveal that it is possible for models with similar accuracy to encode correlations at very different rates. We show how measured correlations can be reduced with general-purpose techniques, and highlight the trade offs different strategies have. With these results, we make recommendations for training robust models: (1) carefully evaluate unintended correlations, (2) be mindful of seemingly innocuous configuration differences, and (3) focus on general mitigations.

We propose Equivariance by Contrast (EbC) to learn equivariant embeddings from observation pairs (y, g cdot y), where g is drawn from a finite group acting on the data. Our method jointly learns a latent space and a group representation in which group actions correspond to invertible linear maps -- without relying on group-specific inductive biases. We validate our approach on the infinite dSprites dataset with structured transformations defined by the finite group G:= (R_m times Z_n times Z_n), combining discrete rotations and periodic translations. The resulting embeddings exhibit high-fidelity equivariance, with group operations faithfully reproduced in latent space. On synthetic data, we further validate the approach on the non-abelian orthogonal group O(n) and the general linear group GL(n). We also provide a theoretical proof for identifiability. While broad evaluation across diverse group types on real-world data remains future work, our results constitute the first successful demonstration of general-purpose encoder-only equivariant learning from group action observations alone, including non-trivial non-abelian groups and a product group motivated by modeling affine equivariances in computer vision.

Strategies for the generation of periodic discrete structures with identical two-point correlation are developed. Starting from a pair of root structures, which are not related by translation, phase inversion or axis reflections, child structures of arbitrary resolution (i.e., pixel or voxel numbers) and number of phases (i.e., material phases/species) can be generated by means of trivial embedding based phase extension, application of kernels and/or phase coalescence, such that the generated structures inherit the two-point-correlation equivalence. Proofs of the inheritance property are provided by means of the Discrete Fourier Transform theory. A Python 3 implementation of the results is offered by the authors through the Github repository https://github.com/DataAnalyticsEngineering/EQ2PC in order to make the provided results reproducible and useful for all interested readers. Examples for the generation of structures are demonstrated, together with applications in the homogenization theory of periodic media.

Most existing causal discovery methods rely on the assumption of no latent confounders, limiting their applicability in solving real-life problems. In this paper, we introduce a novel, versatile framework for causal discovery that accommodates the presence of causally-related hidden variables almost everywhere in the causal network (for instance, they can be effects of observed variables), based on rank information of covariance matrix over observed variables. We start by investigating the efficacy of rank in comparison to conditional independence and, theoretically, establish necessary and sufficient conditions for the identifiability of certain latent structural patterns. Furthermore, we develop a Rank-based Latent Causal Discovery algorithm, RLCD, that can efficiently locate hidden variables, determine their cardinalities, and discover the entire causal structure over both measured and hidden ones. We also show that, under certain graphical conditions, RLCD correctly identifies the Markov Equivalence Class of the whole latent causal graph asymptotically. Experimental results on both synthetic and real-world personality data sets demonstrate the efficacy of the proposed approach in finite-sample cases.

Dimensionality reduction is critical for deploying dense retrieval systems at scale, yet mainstream post-hoc methods face a fundamental trade-off: principal component analysis (PCA) preserves dominant variance but underutilizes representational capacity, while whitening enforces isotropy at the cost of amplifying noise in the heavy-tailed eigenspectrum of retrieval embeddings. Intermediate spectral scaling methods unify these extremes by reweighting dimensions with a power coefficient γ, but treat γ as a fixed hyperparameter that requires task-specific tuning. We show that the optimal scaling strength γ is not a global constant: it varies systematically with target dimensionality k and is governed by the signal-to-noise ratio (SNR) of the retained subspace. Based on this insight, we propose Spectral Tempering (SpecTemp), a learning-free method that derives an adaptive γ(k) directly from the corpus eigenspectrum using local SNR analysis and knee-point normalization, requiring no labeled data or validation-based search. Extensive experiments demonstrate that Spectral Tempering consistently achieves near-oracle performance relative to grid-searched γ^*(k) while remaining fully learning-free and model-agnostic. Our code is publicly available at https://anonymous.4open.science/r/SpecTemp-0D37.

Dynamic graph clustering aims to detect and track time-varying clusters in dynamic graphs, revealing the evolutionary mechanisms of complex real-world dynamic systems. Matrix factorization-based methods are promising approaches for this task; however, these methods often struggle with scalability and can be time-consuming when applied to large-scale dynamic graphs. Moreover, they tend to lack robustness and are vulnerable to real-world noisy data. To address these issues, we make three key contributions. First, to improve scalability, we propose temporal separated matrix factorization, where a single matrix is divided into multiple smaller matrices for independent factorization, resulting in faster computation. Second, to improve robustness, we introduce bi-clustering regularization, which jointly optimizes graph embedding and clustering, thereby filtering out noisy features from the graph embeddings. Third, to further enhance effectiveness and efficiency, we propose selective embedding updating, where we update only the embeddings of dynamic nodes while the embeddings of static nodes are fixed among different timestamps. Experimental results on six synthetic and five real-world benchmarks demonstrate the scalability, robustness and effectiveness of our proposed method. Source code is available at https://github.com/Clearloveyuan/DyG-MF.

Causal representation learning aims to unveil latent high-level causal representations from observed low-level data. One of its primary tasks is to provide reliable assurance of identifying these latent causal models, known as identifiability. A recent breakthrough explores identifiability by leveraging the change of causal influences among latent causal variables across multiple environments liu2022identifying. However, this progress rests on the assumption that the causal relationships among latent causal variables adhere strictly to linear Gaussian models. In this paper, we extend the scope of latent causal models to involve nonlinear causal relationships, represented by polynomial models, and general noise distributions conforming to the exponential family. Additionally, we investigate the necessity of imposing changes on all causal parameters and present partial identifiability results when part of them remains unchanged. Further, we propose a novel empirical estimation method, grounded in our theoretical finding, that enables learning consistent latent causal representations. Our experimental results, obtained from both synthetic and real-world data, validate our theoretical contributions concerning identifiability and consistency.

We present Manifold Diffusion Fields (MDF), an approach to learn generative models of continuous functions defined over Riemannian manifolds. Leveraging insights from spectral geometry analysis, we define an intrinsic coordinate system on the manifold via the eigen-functions of the Laplace-Beltrami Operator. MDF represents functions using an explicit parametrization formed by a set of multiple input-output pairs. Our approach allows to sample continuous functions on manifolds and is invariant with respect to rigid and isometric transformations of the manifold. Empirical results on several datasets and manifolds show that MDF can capture distributions of such functions with better diversity and fidelity than previous approaches.

This book introduces the mathematical foundations and techniques that lead to the development and analysis of many of the algorithms that are used in machine learning. It starts with an introductory chapter that describes notation used throughout the book and serve at a reminder of basic concepts in calculus, linear algebra and probability and also introduces some measure theoretic terminology, which can be used as a reading guide for the sections that use these tools. The introductory chapters also provide background material on matrix analysis and optimization. The latter chapter provides theoretical support to many algorithms that are used in the book, including stochastic gradient descent, proximal methods, etc. After discussing basic concepts for statistical prediction, the book includes an introduction to reproducing kernel theory and Hilbert space techniques, which are used in many places, before addressing the description of various algorithms for supervised statistical learning, including linear methods, support vector machines, decision trees, boosting, or neural networks. The subject then switches to generative methods, starting with a chapter that presents sampling methods and an introduction to the theory of Markov chains. The following chapter describe the theory of graphical models, an introduction to variational methods for models with latent variables, and to deep-learning based generative models. The next chapters focus on unsupervised learning methods, for clustering, factor analysis and manifold learning. The final chapter of the book is theory-oriented and discusses concentration inequalities and generalization bounds.

Clustering aims to group unlabelled samples based on their similarities. It has become a significant tool for the analysis of high-dimensional data. However, most of the clustering methods merely generate pseudo labels and thus are unable to simultaneously present the similarities between different clusters and outliers. This paper proposes a new framework called High-dimensional Clustering onto Hamiltonian Cycle (HCHC) to solve the above problems. First, HCHC combines global structure with local structure in one objective function for deep clustering, improving the labels as relative probabilities, to mine the similarities between different clusters while keeping the local structure in each cluster. Then, the anchors of different clusters are sorted on the optimal Hamiltonian cycle generated by the cluster similarities and mapped on the circumference of a circle. Finally, a sample with a higher probability of a cluster will be mapped closer to the corresponding anchor. In this way, our framework allows us to appreciate three aspects visually and simultaneously - clusters (formed by samples with high probabilities), cluster similarities (represented as circular distances), and outliers (recognized as dots far away from all clusters). The experiments illustrate the superiority of HCHC.

Linear transformation of the inputs alters the training performance of feed-forward networks that are otherwise equivalent. However, most linear transforms are viewed as a pre-processing operation separate from the actual training. Starting from equivalent networks, it is shown that pre-processing inputs using linear transformation are equivalent to multiplying the negative gradient matrix with an autocorrelation matrix per training iteration. Second order method is proposed to find the autocorrelation matrix that maximizes learning in a given iteration. When the autocorrelation matrix is diagonal, the method optimizes input gains. This optimal input gain (OIG) approach is used to improve two first-order two-stage training algorithms, namely back-propagation (BP) and hidden weight optimization (HWO), which alternately update the input weights and solve linear equations for output weights. Results show that the proposed OIG approach greatly enhances the performance of the first-order algorithms, often allowing them to rival the popular Levenberg-Marquardt approach with far less computation. It is shown that HWO is equivalent to BP with Whitening transformation applied to the inputs. HWO effectively combines Whitening transformation with learning. Thus, OIG improved HWO could be a significant building block to more complex deep learning architectures.

Knowledge hallucination have raised widespread concerns for the security and reliability of deployed LLMs. Previous efforts in detecting hallucinations have been employed at logit-level uncertainty estimation or language-level self-consistency evaluation, where the semantic information is inevitably lost during the token-decoding procedure. Thus, we propose to explore the dense semantic information retained within LLMs' INternal States for hallucInation DEtection (INSIDE). In particular, a simple yet effective EigenScore metric is proposed to better evaluate responses' self-consistency, which exploits the eigenvalues of responses' covariance matrix to measure the semantic consistency/diversity in the dense embedding space. Furthermore, from the perspective of self-consistent hallucination detection, a test time feature clipping approach is explored to truncate extreme activations in the internal states, which reduces overconfident generations and potentially benefits the detection of overconfident hallucinations. Extensive experiments and ablation studies are performed on several popular LLMs and question-answering (QA) benchmarks, showing the effectiveness of our proposal.

Capturing high-dimensional social interactions and feasible futures is essential for predicting trajectories. To address this complex nature, several attempts have been devoted to reducing the dimensionality of the output variables via parametric curve fitting such as the B\'ezier curve and B-spline function. However, these functions, which originate in computer graphics fields, are not suitable to account for socially acceptable human dynamics. In this paper, we present EigenTrajectory (ET), a trajectory prediction approach that uses a novel trajectory descriptor to form a compact space, known here as ET space, in place of Euclidean space, for representing pedestrian movements. We first reduce the complexity of the trajectory descriptor via a low-rank approximation. We transform the pedestrians' history paths into our ET space represented by spatio-temporal principle components, and feed them into off-the-shelf trajectory forecasting models. The inputs and outputs of the models as well as social interactions are all gathered and aggregated in the corresponding ET space. Lastly, we propose a trajectory anchor-based refinement method to cover all possible futures in the proposed ET space. Extensive experiments demonstrate that our EigenTrajectory predictor can significantly improve both the prediction accuracy and reliability of existing trajectory forecasting models on public benchmarks, indicating that the proposed descriptor is suited to represent pedestrian behaviors. Code is publicly available at https://github.com/inhwanbae/EigenTrajectory .

In recent years, many large directed networks such as online social networks are collected with the help of powerful data engineering and data storage techniques. Analyses of such networks attract significant attention from both the academics and industries. However, analyses of large directed networks are often time-consuming and expensive because the complexities of a lot of graph algorithms are often polynomial with the size of the graph. Hence, sampling algorithms that can generate graphs preserving properties of original graph are of great importance because they can speed up the analysis process. We propose a promising framework to sample directed graphs: Construct a sample graph with linearly rescaled Joint Degree Matrix (JDM) and Degree Correlation Matrix (DCM). Previous work shows that graphs with the same JDM and DCM will have a range of very similar graph properties. We also conduct experiments on real-world datasets to show that the numbers of non-zero entries in JDM and DCM are quite small compared to the number of edges and nodes. Adopting this framework, we propose a novel graph sampling algorithm that can provably preserves in-degree and out-degree distributions, which are two most fundamental properties of a graph. We also prove the upper bound for deviations in the joint degree distribution and degree correlation distribution, which correspond to JDM and DCM. Besides, we prove that the deviations in these distributions are negatively correlated with the sparsity of the JDM and DCM. Considering that these two matrices are always quite sparse, we believe that proposed algorithm will have a better-than-theory performance on real-world large directed networks.

Learning causal graphs from multivariate time series is a ubiquitous challenge in all application domains dealing with time-dependent systems, such as in Earth sciences, biology, or engineering, to name a few. Recent developments for this causal discovery learning task have shown considerable skill, notably the specific time-series adaptations of the popular conditional independence-based learning framework. However, uncertainty estimation is challenging for conditional independence-based methods. Here, we introduce a novel bootstrap approach designed for time series causal discovery that preserves the temporal dependencies and lag structure. It can be combined with a range of time series causal discovery methods and provides a measure of confidence for the links of the time series graphs. Furthermore, next to confidence estimation, an aggregation, also called bagging, of the bootstrapped graphs by majority voting results in bagged causal discovery methods. In this work, we combine this approach with the state-of-the-art conditional-independence-based algorithm PCMCI+. With extensive numerical experiments we empirically demonstrate that, in addition to providing confidence measures for links, Bagged-PCMCI+ improves in precision and recall as compared to its base algorithm PCMCI+, at the cost of higher computational demands. These statistical performance improvements are especially pronounced in the more challenging settings (short time sample size, large number of variables, high autocorrelation). Our bootstrap approach can also be combined with other time series causal discovery algorithms and can be of considerable use in many real-world applications.

We introduce in this paper the mechanism of graph random features (GRFs). GRFs can be used to construct unbiased randomized estimators of several important kernels defined on graphs' nodes, in particular the regularized Laplacian kernel. As regular RFs for non-graph kernels, they provide means to scale up kernel methods defined on graphs to larger networks. Importantly, they give substantial computational gains also for smaller graphs, while applied in downstream applications. Consequently, GRFs address the notoriously difficult problem of cubic (in the number of the nodes of the graph) time complexity of graph kernels algorithms. We provide a detailed theoretical analysis of GRFs and an extensive empirical evaluation: from speed tests, through Frobenius relative error analysis to kmeans graph-clustering with graph kernels. We show that the computation of GRFs admits an embarrassingly simple distributed algorithm that can be applied if the graph under consideration needs to be split across several machines. We also introduce a (still unbiased) quasi Monte Carlo variant of GRFs, q-GRFs, relying on the so-called reinforced random walks, that might be used to optimize the variance of GRFs. As a byproduct, we obtain a novel approach to solve certain classes of linear equations with positive and symmetric matrices.

Previous work has shown correlations between the hidden states of large language models and fMRI brain responses, on language tasks. These correlations have been taken as evidence of the representational similarity of these models and brain states. This study tests whether these previous results are robust to several possible concerns. Specifically this study shows: (i) that the previous results are still found after dimensionality reduction, and thus are not attributable to the curse of dimensionality; (ii) that previous results are confirmed when using new measures of similarity; (iii) that correlations between brain representations and those from models are specific to models trained on human language; and (iv) that the results are dependent on the presence of positional encoding in the models. These results confirm and strengthen the results of previous research and contribute to the debate on the biological plausibility and interpretability of state-of-the-art large language models.

Previously, methods for learning marginally stable linear dynamical systems either required the transition matrix to be symmetric or incurred regret bounds that scale polynomially with the system's hidden dimension. In this work, we introduce a novel method that overcomes this trade-off, achieving dimension-free regret despite the presence of asymmetric matrices and marginal stability. Our method combines spectral filtering with linear predictors and employs Chebyshev polynomials in the complex plane to construct a novel spectral filtering basis. This construction guarantees sublinear regret in an online learning framework, without relying on any statistical or generative assumptions. Specifically, we prove that as long as the transition matrix has eigenvalues with complex component bounded by 1/poly log T, then our method achieves regret O(T^{9/10}) when compared to the best linear dynamical predictor in hindsight.

We present Simplex Random Features (SimRFs), a new random feature (RF) mechanism for unbiased approximation of the softmax and Gaussian kernels by geometrical correlation of random projection vectors. We prove that SimRFs provide the smallest possible mean square error (MSE) on unbiased estimates of these kernels among the class of weight-independent geometrically-coupled positive random feature (PRF) mechanisms, substantially outperforming the previously most accurate Orthogonal Random Features at no observable extra cost. We present a more computationally expensive SimRFs+ variant, which we prove is asymptotically optimal in the broader family of weight-dependent geometrical coupling schemes (which permit correlations between random vector directions and norms). In extensive empirical studies, we show consistent gains provided by SimRFs in settings including pointwise kernel estimation, nonparametric classification and scalable Transformers.

Recent progress has been made towards learning invariant or equivariant representations with self-supervised learning. While invariant methods are evaluated on large scale datasets, equivariant ones are evaluated in smaller, more controlled, settings. We aim at bridging the gap between the two in order to learn more diverse representations that are suitable for a wide range of tasks. We start by introducing a dataset called 3DIEBench, consisting of renderings from 3D models over 55 classes and more than 2.5 million images where we have full control on the transformations applied to the objects. We further introduce a predictor architecture based on hypernetworks to learn equivariant representations with no possible collapse to invariance. We introduce SIE (Split Invariant-Equivariant) which combines the hypernetwork-based predictor with representations split in two parts, one invariant, the other equivariant, to learn richer representations. We demonstrate significant performance gains over existing methods on equivariance related tasks from both a qualitative and quantitative point of view. We further analyze our introduced predictor and show how it steers the learned latent space. We hope that both our introduced dataset and approach will enable learning richer representations without supervision in more complex scenarios. Code and data are available at https://github.com/facebookresearch/SIE.

Aiming at better representing multivariate relationships, this paper investigates a motif dimensional framework for higher-order graph learning. The graph learning effectiveness can be improved through OFFER. The proposed framework mainly aims at accelerating and improving higher-order graph learning results. We apply the acceleration procedure from the dimensional of network motifs. Specifically, the refined degree for nodes and edges are conducted in two stages: (1) employ motif degree of nodes to refine the adjacency matrix of the network; and (2) employ motif degree of edges to refine the transition probability matrix in the learning process. In order to assess the efficiency of the proposed framework, four popular network representation algorithms are modified and examined. By evaluating the performance of OFFER, both link prediction results and clustering results demonstrate that the graph representation learning algorithms enhanced with OFFER consistently outperform the original algorithms with higher efficiency.

Deep subspace clustering (DSC) networks based on self-expressive model learn representation matrix, often implemented in terms of fully connected network, in the embedded space. After the learning is finished, representation matrix is used by spectral clustering module to assign labels to clusters. However, such approach ignores complementary information that exist in other layers of the encoder (including the input data themselves). Herein, we apply selected linear subspace clustering algorithm to learn representation matrices from representations learned by all layers of encoder network including the input data. Afterward, we learn a multilayer graph that in a multi-view like manner integrates information from graph Laplacians of all used layers. That improves further performance of selected DSC network. Furthermore, we also provide formulation of our approach to cluster out-of-sample/test data points. We validate proposed approach on four well-known datasets with two DSC networks as baseline models. In almost all the cases, proposed approach achieved statistically significant improvement in three performance metrics. MATLAB code of proposed algorithm is posted on https://github.com/lovro-sinda/MLG-DSC.

Second-order optimizers, maintaining a matrix termed a preconditioner, are superior to first-order optimizers in both theory and practice. The states forming the preconditioner and its inverse root restrict the maximum size of models trained by second-order optimizers. To address this, compressing 32-bit optimizer states to lower bitwidths has shown promise in reducing memory usage. However, current approaches only pertain to first-order optimizers. In this paper, we propose the first 4-bit second-order optimizers, exemplified by 4-bit Shampoo, maintaining performance similar to that of 32-bit ones. We show that quantizing the eigenvector matrix of the preconditioner in 4-bit Shampoo is remarkably better than quantizing the preconditioner itself both theoretically and experimentally. By rectifying the orthogonality of the quantized eigenvector matrix, we enhance the approximation of the preconditioner's eigenvector matrix, which also benefits the computation of its inverse 4-th root. Besides, we find that linear square quantization slightly outperforms dynamic tree quantization when quantizing second-order optimizer states. Evaluation on various networks for image classification demonstrates that our 4-bit Shampoo achieves comparable test accuracy to its 32-bit counterpart while being more memory-efficient. The source code will be made available.

Humans recognize anomalies through two aspects: larger patch-wise representation discrepancies and weaker patch-to-normal-patch correlations. However, the previous AD methods didn't sufficiently combine the two complementary aspects to design AD models. To this end, we find that Transformer can ideally satisfy the two aspects as its great power in the unified modeling of patch-wise representations and patch-to-patch correlations. In this paper, we propose a novel AD framework: FOcus-the-Discrepancy (FOD), which can simultaneously spot the patch-wise, intra- and inter-discrepancies of anomalies. The major characteristic of our method is that we renovate the self-attention maps in transformers to Intra-Inter-Correlation (I2Correlation). The I2Correlation contains a two-branch structure to first explicitly establish intra- and inter-image correlations, and then fuses the features of two-branch to spotlight the abnormal patterns. To learn the intra- and inter-correlations adaptively, we propose the RBF-kernel-based target-correlations as learning targets for self-supervised learning. Besides, we introduce an entropy constraint strategy to solve the mode collapse issue in optimization and further amplify the normal-abnormal distinguishability. Extensive experiments on three unsupervised real-world AD benchmarks show the superior performance of our approach. Code will be available at https://github.com/xcyao00/FOD.

Spectral clustering is a leading clustering method. Two of its major shortcomings are the disjoint optimization process and the limited representation capacity. To address these issues, we propose a deep spectral clustering model (named BootSC), which jointly learns all stages of spectral clustering -- affinity matrix construction, spectral embedding, and k-means clustering -- using a single network in an end-to-end manner. BootSC leverages effective and efficient optimal-transport-derived supervision to bootstrap the affinity matrix and the cluster assignment matrix. Moreover, a semantically-consistent orthogonal re-parameterization technique is introduced to orthogonalize spectral embeddings, significantly enhancing the discrimination capability. Experimental results indicate that BootSC achieves state-of-the-art clustering performance. For example, it accomplishes a notable 16\% NMI improvement over the runner-up method on the challenging ImageNet-Dogs dataset. Our code is available at https://github.com/spdj2271/BootSC.

Invariance learning algorithms that conditionally filter out domain-specific random variables as distractors, do so based only on the data semantics, and not the target domain under evaluation. We show that a provably optimal and sample-efficient way of learning conditional invariances is by relaxing the invariance criterion to be non-commutatively directed towards the target domain. Under domain asymmetry, i.e., when the target domain contains semantically relevant information absent in the source, the risk of the encoder varphi^* that is optimal on average across domains is strictly lower-bounded by the risk of the target-specific optimal encoder Phi^*_tau. We prove that non-commutativity steers the optimization towards Phi^*_tau instead of varphi^*, bringing the H-divergence between domains down to zero, leading to a stricter bound on the target risk. Both our theory and experiments demonstrate that non-commutative invariance (NCI) can leverage source domain samples to meet the sample complexity needs of learning Phi^*_tau, surpassing SOTA invariance learning algorithms for domain adaptation, at times by over 2%, approaching the performance of an oracle. Implementation is available at https://github.com/abhrac/nci.

Stock price forecasting has remained an extremely challenging problem for many decades due to the high volatility of the stock market. Recent efforts have been devoted to modeling complex stock correlations toward joint stock price forecasting. Existing works share a common neural architecture that learns temporal patterns from individual stock series and then mixes up temporal representations to establish stock correlations. However, they only consider time-aligned stock correlations stemming from all the input stock features, which suffer from two limitations. First, stock correlations often occur momentarily and in a cross-time manner. Second, the feature effectiveness is dynamic with market variation, which affects both the stock sequential patterns and their correlations. To address the limitations, this paper introduces MASTER, a MArkert-Guided Stock TransformER, which models the momentary and cross-time stock correlation and leverages market information for automatic feature selection. MASTER elegantly tackles the complex stock correlation by alternatively engaging in intra-stock and inter-stock information aggregation. Experiments show the superiority of MASTER compared with previous works and visualize the captured realistic stock correlation to provide valuable insights.

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two observations for M-matrices lauritzen2019maximum,slawski2015estimation and even one observation for diagonally dominant M-matrices truell2021maximum. We propose an adaptive multiple-stage estimation method that refines the estimate by solving a weighted ell_1-regularized problem at each stage. Furthermore, we develop a unified framework based on the gradient projection method to solve the regularized problem, incorporating distinct projections to handle the constraints of M-matrices and diagonally dominant M-matrices. A theoretical analysis of the estimation error is provided. Our method outperforms state-of-the-art methods in precision matrix estimation and graph edge identification, as evidenced by synthetic and financial time-series data sets.

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across splits already predict much of the generated images. To formalize this, we develop a random matrix theory (RMT) framework that quantifies how finite datasets shape the expectation and variance of the learned denoiser and sampling map in the linear setting. For expectations, sampling variability acts as a renormalization of the noise level through a self-consistent relation σ^2 mapsto κ(σ^2), explaining why limited data overshrink low-variance directions and pull samples toward the dataset mean. For fluctuations, our variance formulas reveal three key factors behind cross-split disagreement: anisotropy across eigenmodes, inhomogeneity across inputs, and overall scaling with dataset size. Extending deterministic-equivalence tools to fractional matrix powers further allows us to analyze entire sampling trajectories. The theory sharply predicts the behavior of linear diffusion models, and we validate its predictions on UNet and DiT architectures in their non-memorization regime, identifying where and how samples deviates across training data split. This provides a principled baseline for reproducibility in diffusion training, linking spectral properties of data to the stability of generative outputs.

Energy-energy correlators are constructed by averaging the number of charged particle pairs within jets, weighted by the product of their transverse momenta, as a function of the angular separation of the particles within a pair. They are sensitive to a multitude of perturbative and nonperturbative quantum chromodynamics phenomena in high-energy particle collisions. Using lead-lead data recorded with the CMS detector, energy-energy correlators inside high transverse momentum jets are measured in heavy ion collisions for the first time. The data are obtained at a nucleon-nucleon center-of-mass energy of 5.02 TeV and correspond to an integrated luminosity of 1.70 nb^{-1}. A similar analysis is done for proton-proton collisions at the same center-of-mass energy to establish a reference. The ratio of lead-lead to proton-proton energy-energy correlators reveals significant jet substructure modifications in the quark-gluon plasma. The results are compared to different models that incorporate either color coherence or medium response effects, where the two effects predict similar substructure modifications.

Recommender systems are essential components of modern online platforms which presents personalized content in various domain. The traditional collaborative filtering methods depends on static user-item interaction graphs and a limited subset of similarity measures which fail to capture the changing nature of preferences of an individual. Recent graph neural network (GNN) based approaches focus on user-item bipartite graphs which do not use explicit user-user relational modelling and dynamic graph evolution during training. To address these limitations, this paper proposes a Dynamic Graph SimilarityAware Attention Graph Neural Network (DG-SA-GNN) framework that integrates dynamic user similarity graph construction with multi-similarity propagation and attention-based aggregation. The proposed architecture constructs four parallel user similarity graphs using Cosine, Jaccard, Discounted Pearson Correlation Coefficient (Discount PCC), and IPIJ similarity functions, each processed by a dedicated UserGNN module. A Graph Transformer fuses the four graph views, and a CrossAttention module refines user embeddings through interaction with item embeddings. Crucially, the graphs are reconstructed at scheduled epochs during training, enabling the model to adapt to the learned embedding space constituting the dynamic graph component. Mini-batch training with hard negative sampling improves scalability and convergence. Experiments on the MovieLens100K benchmark demonstrate that DG-SA-GNN achieves a Recall@20 of 0.162 and NDCG@20 of 0.065 which is better than the LightGCN baseline in recall. The results validate that dynamic multi-similarity graph construction coupled with attention-based fusion which produce recommendation performance

Deep neural networks are ubiquitous due to the ease of developing models and their influence on other domains. At the heart of this progress is convolutional neural networks (CNNs) that are capable of learning representations or features given a set of data. Making sense of such complex models (i.e., millions of parameters and hundreds of layers) remains challenging for developers as well as the end-users. This is partially due to the lack of tools or interfaces capable of providing interpretability and transparency. A growing body of literature, for example, class activation map (CAM), focuses on making sense of what a model learns from the data or why it behaves poorly in a given task. This paper builds on previous ideas to cope with the increasing demand for interpretable, robust, and transparent models. Our approach provides a simpler and intuitive (or familiar) way of generating CAM. The proposed Eigen-CAM computes and visualizes the principle components of the learned features/representations from the convolutional layers. Empirical studies were performed to compare the Eigen-CAM with the state-of-the-art methods (such as Grad-CAM, Grad-CAM++, CNN-fixations) by evaluating on benchmark datasets such as weakly-supervised localization and localizing objects in the presence of adversarial noise. Eigen-CAM was found to be robust against classification errors made by fully connected layers in CNNs, does not rely on the backpropagation of gradients, class relevance score, maximum activation locations, or any other form of weighting features. In addition, it works with all CNN models without the need to modify layers or retrain models. Empirical results show up to 12% improvement over the best method among the methods compared on weakly supervised object localization.

Symmetry learning has proven to be an effective approach for extracting the hidden structure of data, with the concept of equivariance relation playing the central role. However, most of the current studies are built on architectural theory and corresponding assumptions on the form of data. We propose Neural Fourier Transform (NFT), a general framework of learning the latent linear action of the group without assuming explicit knowledge of how the group acts on data. We present the theoretical foundations of NFT and show that the existence of a linear equivariant feature, which has been assumed ubiquitously in equivariance learning, is equivalent to the existence of a group invariant kernel on the dataspace. We also provide experimental results to demonstrate the application of NFT in typical scenarios with varying levels of knowledge about the acting group.