Search Results for author: Anastasis Kratsios

Found 30 papers, 9 papers with code

Mixture of Experts Soften the Curse of Dimensionality in Operator Learning

no code implementations13 Apr 2024 Anastasis Kratsios, Takashi Furuya, J. Antonio Lara B., Matti Lassas, Maarten de Hoop

In this paper, we construct a mixture of neural operators (MoNOs) between function spaces whose complexity is distributed over a network of expert neural operators (NOs), with each NO satisfying parameter scaling restrictions.

Operator learning

Breaking the Curse of Dimensionality with Distributed Neural Computation

no code implementations5 Feb 2024 Haitz Sáez de Ocáriz Borde, Takashi Furuya, Anastasis Kratsios, Marc T. Law

This improves the optimal bounds for traditional non-distributed deep learning models, namely ReLU MLPs, which need $\mathcal{O}(\varepsilon^{-n/2})$ parameters to achieve the same accuracy.

Characterizing Overfitting in Kernel Ridgeless Regression Through the Eigenspectrum

no code implementations2 Feb 2024 Tin Sum Cheng, Aurelien Lucchi, Anastasis Kratsios, David Belius

We derive new bounds for the condition number of kernel matrices, which we then use to enhance existing non-asymptotic test error bounds for kernel ridgeless regression in the over-parameterized regime for a fixed input dimension.

regression

Deep Kalman Filters Can Filter

no code implementations30 Oct 2023 Blanka Hovart, Anastasis Kratsios, Yannick Limmer, Xuwei Yang

Deep Kalman filters (DKFs) are a class of neural network models that generate Gaussian probability measures from sequential data.

Neural Snowflakes: Universal Latent Graph Inference via Trainable Latent Geometries

no code implementations23 Oct 2023 Haitz Sáez de Ocáriz Borde, Anastasis Kratsios

Furthermore, when the latent graph can be represented in the feature space of a sufficiently regular kernel, we show that the combined neural snowflake and MLP encoder do not succumb to the curse of dimensionality by using only a low-degree polynomial number of parameters in the number of nodes.

Inductive Bias Metric Learning

Energy-Guided Continuous Entropic Barycenter Estimation for General Costs

no code implementations2 Oct 2023 Alexander Kolesov, Petr Mokrov, Igor Udovichenko, Milena Gazdieva, Gudmund Pammer, Anastasis Kratsios, Evgeny Burnaev, Alexander Korotin

Optimal transport (OT) barycenters are a mathematically grounded way of averaging probability distributions while capturing their geometric properties.

Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing

1 code implementation8 Sep 2023 Xuwei Yang, Anastasis Kratsios, Florian Krach, Matheus Grasselli, Aurelien Lucchi

We propose an optimal iterative scheme for federated transfer learning, where a central planner has access to datasets ${\cal D}_1,\dots,{\cal D}_N$ for the same learning model $f_{\theta}$.

Adversarial Robustness regression +1

Capacity Bounds for Hyperbolic Neural Network Representations of Latent Tree Structures

no code implementations18 Aug 2023 Anastasis Kratsios, Ruiyang Hong, Haitz Sáez de Ocáriz Borde

We find that the network complexity of HNN implementing the graph representation is independent of the representation fidelity/distortion.

An Approximation Theory for Metric Space-Valued Functions With A View Towards Deep Learning

no code implementations24 Apr 2023 Anastasis Kratsios, Chong Liu, Matti Lassas, Maarten V. de Hoop, Ivan Dokmanić

Motivated by the developing mathematics of deep learning, we build universal functions approximators of continuous maps between arbitrary Polish metric spaces $\mathcal{X}$ and $\mathcal{Y}$ using elementary functions between Euclidean spaces as building blocks.

Generative Ornstein-Uhlenbeck Markets via Geometric Deep Learning

no code implementations17 Feb 2023 Anastasis Kratsios, Cody Hyndman

We consider the problem of simultaneously approximating the conditional distribution of market prices and their log returns with a single machine learning model.

Instance-Dependent Generalization Bounds via Optimal Transport

no code implementations2 Nov 2022 Songyan Hou, Parnian Kassraie, Anastasis Kratsios, Andreas Krause, Jonas Rothfuss

Existing generalization bounds fail to explain crucial factors that drive the generalization of modern neural networks.

Generalization Bounds Inductive Bias

Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis

no code implementations24 Oct 2022 Luca Galimberti, Anastasis Kratsios, Giulia Livieri

Causal operators (CO), such as various solution operators to stochastic differential equations, play a central role in contemporary stochastic analysis; however, there is still no canonical framework for designing Deep Learning (DL) models capable of approximating COs.

valid

Small Transformers Compute Universal Metric Embeddings

1 code implementation NeurIPS 2023 Anastasis Kratsios, Valentin Debarnot, Ivan Dokmanić

We derive embedding guarantees for feature maps implemented by small neural networks called \emph{probabilistic transformers}.

Memorization

Do ReLU Networks Have An Edge When Approximating Compactly-Supported Functions?

no code implementations24 Apr 2022 Anastasis Kratsios, Behnoosh Zamanlooy

Our first main result transcribes this "structured" approximation problem into a universality problem.

Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer

no code implementations31 Jan 2022 Beatrice Acciaio, Anastasis Kratsios, Gudmund Pammer

Several problems in stochastic analysis are defined through their geometry, and preserving that geometric structure is essential to generating meaningful predictions.

Time Series Time Series Analysis

Universal Approximation Under Constraints is Possible with Transformers

no code implementations ICLR 2022 Anastasis Kratsios, Behnoosh Zamanlooy, Tianlin Liu, Ivan Dokmanić

Many practical problems need the output of a machine learning model to satisfy a set of constraints, $K$.

Universal Regular Conditional Distributions

no code implementations17 May 2021 Anastasis Kratsios

The first strategy builds functions in $C(\mathbb{R}^d,\mathcal{P}_1(\mathbb{R}^D))$ which can be efficiently approximated by a PT, uniformly on any given compact subset of $\mathbb{R}^d$.

Universal Approximation Theorems for Differentiable Geometric Deep Learning

no code implementations13 Jan 2021 Anastasis Kratsios, Leonie Papon

We show that our GDL models can approximate any continuous target function uniformly on compact sets of a controlled maximum diameter.

Optimizing Optimizers: Regret-optimal gradient descent algorithms

no code implementations31 Dec 2020 Philippe Casgrain, Anastasis Kratsios

The need for fast and robust optimization algorithms are of critical importance in all areas of machine learning.

Learning Sub-Patterns in Piecewise Continuous Functions

1 code implementation29 Oct 2020 Anastasis Kratsios, Behnoosh Zamanlooy

Most stochastic gradient descent algorithms can optimize neural networks that are sub-differentiable in their parameters; however, this implies that the neural network's activation function must exhibit a degree of continuity which limits the neural network model's uniform approximation capacity to continuous functions.

A Canonical Transform for Strengthening the Local $L^p$-Type Universal Approximation Property

2 code implementations24 Jun 2020 Anastasis Kratsios, Behnoosh Zamanlooy

The transformed model class, denoted by $\mathscr{F}\text{-tope}$, is shown to be dense in $L^p_{\mu,\text{strict}}(\mathbb{R}^d,\mathbb{R}^D)$ which is a topological space whose elements are locally $p$-integrable functions and whose topology is much finer than usual norm topology on $L^p_{\mu}(\mathbb{R}^d,\mathbb{R}^D)$; here $\mu$ is any suitable $\sigma$-finite Borel measure $\mu$ on $\mathbb{R}^d$.

Non-Euclidean Universal Approximation

1 code implementation NeurIPS 2020 Anastasis Kratsios, Eugene Bilokopytov

Our result is also used to show that the common practice of randomizing all but the last two layers of a DNN produces a universal family of functions with probability one.

Gaussian Processes

Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices

1 code implementation28 Apr 2020 Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen, Josef Teichmann

The robust PCA of covariance matrices plays an essential role when isolating key explanatory features.

The Universal Approximation Property

no code implementations8 Oct 2019 Anastasis Kratsios

The universal approximation property of various machine learning models is currently only understood on a case-by-case basis, limiting the rapid development of new theoretically justified neural network architectures and blurring our understanding of our current models' potential.

Partial Uncertainty and Applications to Risk-Averse Valuation

no code implementations30 Sep 2019 Anastasis Kratsios

When the random vector represents the payoff of derivative security in a complete financial market, its R-conditioning with respect to the risk-neutral measure is interpreted as its risk-averse value.

NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation

no code implementations31 Aug 2018 Anastasis Kratsios, Cody Hyndman

We quantify the number of parameters required for this new architecture to memorize any set of input-output pairs while simultaneously fixing every point of the input space lying outside some compact set, and we quantify the size of this set as a function of our model's depth.

Dimensionality Reduction Meta-Learning

Non-Euclidean Conditional Expectation and Filtering

no code implementations16 Oct 2017 Anastasis Kratsios, Cody B. Hyndman

A non-Euclidean generalization of conditional expectation is introduced and characterized as the minimizer of expected intrinsic squared-distance from a manifold-valued target.

Cannot find the paper you are looking for? You can Submit a new open access paper.