Learning Macroscopic Dynamics from Partial Microscopic Observations

Macroscopic observables of a system are of keen interest in real applications such as the design of novel materials. Current methods rely on microscopic trajectory simulations, where the forces on all microscopic coordinates need to be computed or measured. However, this can be computationally prohibitive for realistic systems. In this paper, we propose a method to learn macroscopic dynamics requiring only force computations on a subset of the microscopic coordinates. Our method relies on a sparsity assumption: the force on each microscopic coordinate relies only on a small number of other coordinates. The main idea of our approach is to map the training procedure on the macroscopic coordinates back to the microscopic coordinates, on which partial force computations can be used as stochastic estimation to update model parameters. We provide a theoretical justification of this under suitable conditions. We demonstrate the accuracy, force computation efficiency, and robustness of our method on learning macroscopic closure models from a variety of microscopic systems, including those modeled by partial differential equations or molecular dynamics simulations.

Unifying back-propagation and forward-forward algorithms through model predictive control

We introduce a Model Predictive Control (MPC) framework for training deep neural networks, systematically unifying the Back-Propagation (BP) and Forward-Forward (FF) algorithms. At the same time, it gives rise to a range of intermediate training algorithms with varying look-forward horizons, leading to a performance-efficiency trade-off. We perform a precise analysis of this trade-off on a deep linear network, where the qualitative conclusions carry over to general networks. Based on our analysis, we propose a principled method to choose the optimization horizon based on given objectives and model specifications. Numerical results on various models and tasks demonstrate the versatility of our method.

Accelerating Legacy Numerical Solvers by Non-intrusive Gradient-based Meta-solving

Scientific computing is an essential tool for scientific discovery and engineering design, and its computational cost is always a main concern in practice. To accelerate scientific computing, it is a promising approach to use machine learning (especially meta-learning) techniques for selecting hyperparameters of traditional numerical methods. There have been numerous proposals to this direction, but many of them require automatic-differentiable numerical methods. However, in reality, many practical applications still depend on well-established but non-automatic-differentiable legacy codes, which prevents practitioners from applying the state-of-the-art research to their own problems. To resolve this problem, we propose a non-intrusive methodology with a novel gradient estimation technique to combine machine learning and legacy numerical codes without any modification. We theoretically and numerically show the advantage of the proposed method over other baselines and present applications of accelerating established non-automatic-differentiable numerical solvers implemented in PETSc, a widely used open-source numerical software library.

From Generalization Analysis to Optimization Designs for State Space Models

A State Space Model (SSM) is a foundation model in time series analysis, which has recently been shown as an alternative to transformers in sequence modeling. In this paper, we theoretically study the generalization of SSMs and propose improvements to training algorithms based on the generalization results. Specifically, we give a \textit{data-dependent} generalization bound for SSMs, showing an interplay between the SSM parameters and the temporal dependencies of the training sequences. Leveraging the generalization bound, we (1) set up a scaling rule for model initialization based on the proposed generalization measure, which significantly improves the robustness of the output value scales on SSMs to different temporal patterns in the sequence data; (2) introduce a new regularization method for training SSMs to enhance the generalization performance. Numerical results are conducted to validate our results.

PID Control-Based Self-Healing to Improve the Robustness of Large Language Models

Despite the effectiveness of deep neural networks in numerous natural language processing applications, recent findings have exposed the vulnerability of these language models when minor perturbations are introduced. While appearing semantically indistinguishable to humans, these perturbations can significantly reduce the performance of well-trained language models, raising concerns about the reliability of deploying them in safe-critical situations. In this work, we construct a computationally efficient self-healing process to correct undesired model behavior during online inference when perturbations are applied to input data. This is formulated as a trajectory optimization problem in which the internal states of the neural network layers are automatically corrected using a PID (Proportional-Integral-Derivative) control mechanism. The P controller targets immediate state adjustments, while the I and D controllers consider past states and future dynamical trends, respectively. We leverage the geometrical properties of the training data to design effective linear PID controllers. This approach reduces the computational cost to that of using just the P controller, instead of the full PID control. Further, we introduce an analytical method for approximating the optimal control solutions, enhancing the real-time inference capabilities of this controlled system. Moreover, we conduct a theoretical error analysis of the analytic solution in a simplified setting. The proposed PID control-based self-healing is a low cost framework that improves the robustness of pre-trained large language models, whether standard or robustly trained, against a wide range of perturbations. A detailed implementation can be found in:https://github.com/zhuotongchen/PID-Control-Based-Self-Healing-to-Improve-the-Robustness-of-Large-Language-Models.

DynGMA: a robust approach for learning stochastic differential equations from data

Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions, and construct likelihood-based loss by approximating the transition density to train these networks. However, these methods often rely on one-step stochastic numerical schemes, necessitating data with sufficiently high time resolution. In this paper, we introduce novel approximations to the transition density of the parameterized SDE: a Gaussian density approximation inspired by the random perturbation theory of dynamical systems, and its extension, the dynamical Gaussian mixture approximation (DynGMA). Benefiting from the robust density approximation, our method exhibits superior accuracy compared to baseline methods in learning the fully unknown drift and diffusion functions and computing the invariant distribution from trajectory data. And it is capable of handling trajectory data with low time resolution and variable, even uncontrollable, time step sizes, such as data generated from Gillespie's stochastic simulations. We then conduct several experiments across various scenarios to verify the advantages and robustness of the proposed method.

Mitigating distribution shift in machine learning-augmented hybrid simulation

We study the problem of distribution shift generally arising in machine-learning augmented hybrid simulation, where parts of simulation algorithms are replaced by data-driven surrogates. We first establish a mathematical framework to understand the structure of machine-learning augmented hybrid simulation problems, and the cause and effect of the associated distribution shift. We show correlations between distribution shift and simulation error both numerically and theoretically. Then, we propose a simple methodology based on tangent-space regularized estimator to control the distribution shift, thereby improving the long-term accuracy of the simulation results. In the linear dynamics case, we provide a thorough theoretical analysis to quantify the effectiveness of the proposed method. Moreover, we conduct several numerical experiments, including simulating a partially known reaction-diffusion equation and solving Navier-Stokes equations using the projection method with a data-driven pressure solver. In all cases, we observe marked improvements in simulation accuracy under the proposed method, especially for systems with high degrees of distribution shift, such as those with relatively strong non-linear reaction mechanisms, or flows at large Reynolds numbers.

StableSSM: Alleviating the Curse of Memory in State-space Models through Stable Reparameterization

In this paper, we investigate the long-term memory learning capabilities of state-space models (SSMs) from the perspective of parameterization. We prove that state-space models without any reparameterization exhibit a memory limitation similar to that of traditional RNNs: the target relationships that can be stably approximated by state-space models must have an exponential decaying memory. Our analysis identifies this "curse of memory" as a result of the recurrent weights converging to a stability boundary, suggesting that a reparameterization technique can be effective. To this end, we introduce a class of reparameterization techniques for SSMs that effectively lift its memory limitations. Besides improving approximation capabilities, we further illustrate that a principled choice of reparameterization scheme can also enhance optimization stability. We validate our findings using synthetic datasets and language models.

Asymptotically Fair Participation in Machine Learning Models: an Optimal Control Perspective

The performance of state-of-the-art machine learning models often deteriorates when testing on demographics that are under-represented in the training dataset. This problem has predominately been studied in a supervised learning setting where the data distribution is static. However, real-world applications often involve distribution shifts caused by the deployed models. For instance, the performance disparity against monitory users can lead to a high customer churn rate, thus the available data provided by active users are skewed due to the lack of minority users. This feedback effect further exacerbates the disparity among different demographic groups in future steps. To address this issue, we propose asymptotically fair participation as a condition to maintain long-term model performance over all demographic groups. In this work, we aim to address the problem of achieving asymptotically fair participation via optimal control formulation. Moreover, we design a surrogate retention system based on existing literature on evolutionary population dynamics to approximate the dynamics of distribution shifts on active user counts, from which the objective of achieving asymptotically fair participation is formulated as an optimal control problem, and the control variables are considered as the model parameters. We apply an efficient implementation of Pontryagin's maximum principle to estimate the optimal control solution. To evaluate the effectiveness of the proposed method, we design a generic simulation environment that simulates the population dynamics of the feedback effect between user retention and model performance. When we deploy the resulting models to the simulation environment, the optimal control solution accounts for long-term planning and leads to superior performance compared with existing baseline methods.

Interpolation, Approximation and Controllability of Deep Neural Networks

We investigate the expressive power of deep residual neural networks idealized as continuous dynamical systems through control theory. Specifically, we consider two properties that arise from supervised learning, namely universal interpolation - the ability to match arbitrary input and target training samples - and the closely related notion of universal approximation - the ability to approximate input-target functional relationships via flow maps. Under the assumption of affine invariance of the control family, we give a characterisation of universal interpolation, showing that it holds for essentially any architecture with non-linearity. Furthermore, we elucidate the relationship between universal interpolation and universal approximation in the context of general control systems, showing that the two properties cannot be deduced from each other. At the same time, we identify conditions on the control family and the target function that ensures the equivalence of the two notions.