arXiv subjects

Florian Graf

Publications and source records attributed to Florian Graf.

11 recordsLinked to original sources

arXiv2026

Anomaly Detection for Sparse and Irregular Multivariate Time Series with Latent SDEs

Multivariate time series anomaly detection (MTSAD) is critical for a wide range of application areas, such as industrial monitoring, cybersecurity, or healthcare. Real-world data is often sparse, irregularly sampled or partially observed, yet existing methods assume uniformly sampled time series. We propose a generative approach based on Latent SDEs that projects the observed time series on a continuous-time stochastic dynamical system, directly being able to handle missing observations and irregular sampling, while also naturally capturing possible cyclic behavior that many real-world use cases inherently possess. Experiments on six anomaly benchmark datasets show that our proposed method ranks first among state-of-the-art baselines. We further demonstrate that our method remains robust under severe data sparsity, while performance significantly degrades for the tested baseline methods. These results highlight latent SDEs as a natural inductive bias for anomaly detection in multivariate time series, especially in presence of real-world irregularities.

cs.LG↗

arXiv2026

Learning Topological Representations for Molecular Dynamics

Molecular dynamics (MD) simulations generate trajectories in a high-dimensional configuration space whose analysis critically depends on molecular descriptors, typically handcrafted observables or learned kinetic embeddings. Designing descriptors that are both expressive and broadly applicable, however, remains challenging. We study persistent homology (PH) as a general-purpose representation for MD and introduce the masked Flood complex, a protein-tailored modification of a recently introduced simplicial complex construction that emphasizes inter-residue structure at low computational cost. Vectorized persistence diagrams then provide information-rich, geometry-aware summaries of protein conformations, which we evaluate on protein class prediction, frame-level observable regression, and Markov state model (MSM) estimation from learned low-dimensional coordinates in a single shared representation space. Results on the mdCATH dataset show that PH-based descriptors are competitive across tasks, with masked Flood PH yielding the most consistent overall performance. Further, when using topologically-informed MSMs as a drop-in replacement within the recent MarS-FM framework for generative modeling of protein conformations, we obtain consistently better ensemble statistics than MSMs based on physical observables. Finally, we explore the transferability of the generative model to qualitatively different, fast folding, proteins.

q-bio.BM↗

arXiv2025

The Flood Complex: Large-Scale Persistent Homology on Millions of Points

We consider the problem of computing persistent homology (PH) for large-scale Euclidean point cloud data, aimed at downstream machine learning tasks, where the exponential growth of the most widely-used Vietoris-Rips complex imposes serious computational limitations. Although more scalable alternatives such as the Alpha complex or sparse Rips approximations exist, they often still result in a prohibitively large number of simplices. This poses challenges in the complex construction and in the subsequent PH computation, prohibiting their use on large-scale point clouds. To mitigate these issues, we introduce the Flood complex, inspired by the advantages of the Alpha and Witness complex constructions. Informally, at a given filtration value $r\geq 0$, the Flood complex contains all simplices from a Delaunay triangulation of a small subset of the point cloud $X$ that are fully covered by balls of radius $r$ emanating from $X$, a process we call flooding. Our construction allows for efficient PH computation, possesses several desirable theoretical properties, and is amenable to GPU parallelization. Scaling experiments on 3D point cloud data show that we can compute PH of up to dimension 2 on several millions of points. Importantly, when evaluating object classification performance on real-world and synthetic data, we provide evidence that this scaling capability is needed, especially if objects are geometrically or topologically complex, yielding performance superior to other PH-based methods and neural networks for point cloud data. Source code and datasets are available on https://github.com/plus-rkwitt/flooder.

cs.LG↗

arXiv2024

Neural Persistence Dynamics

We consider the problem of learning the dynamics in the topology of time-evolving point clouds, the prevalent spatiotemporal model for systems exhibiting collective behavior, such as swarms of insects and birds or particles in physics. In such systems, patterns emerge from (local) interactions among self-propelled entities. While several well-understood governing equations for motion and interaction exist, they are notoriously difficult to fit to data, as most prior work requires knowledge about individual motion trajectories, i.e., a requirement that is challenging to satisfy with an increasing number of entities. To evade such confounding factors, we investigate collective behavior from a $\textit{topological perspective}$, but instead of summarizing entire observation sequences (as done previously), we propose learning a latent dynamical model from topological features $\textit{per time point}$. The latter is then used to formulate a downstream regression task to predict the parametrization of some a priori specified governing equation. We implement this idea based on a latent ODE learned from vectorized (static) persistence diagrams and show that a combination of recent stability results for persistent homology justifies this modeling choice. Various (ablation) experiments not only demonstrate the relevance of each model component but provide compelling empirical evidence that our proposed model - $\textit{Neural Persistence Dynamics}$ - substantially outperforms the state-of-the-art across a diverse set of parameter regression tasks.

cs.LG↗

arXiv2023

Latent SDEs on Homogeneous Spaces

We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the solution of a latent stochastic differential equation (SDE). Motivated by the challenges that arise when trying to learn an (almost arbitrary) latent neural SDE from data, such as efficient gradient computation, we take a step back and study a specific subclass instead. In our case, the SDE evolves on a homogeneous latent space and is induced by stochastic dynamics of the corresponding (matrix) Lie group. In learning problems, SDEs on the unit n-sphere are arguably the most relevant incarnation of this setup. Notably, for variational inference, the sphere not only facilitates using a truly uninformative prior, but we also obtain a particularly simple and intuitive expression for the Kullback-Leibler divergence between the approximate posterior and prior process in the evidence lower bound. Experiments demonstrate that a latent SDE of the proposed type can be learned efficiently by means of an existing one-step geometric Euler-Maruyama scheme. Despite restricting ourselves to a less rich class of SDEs, we achieve competitive or even state-of-the-art results on various time series interpolation/classification problems.

cs.LG↗

arXiv2023

Dissecting Supervised Contrastive Learning

Minimizing cross-entropy over the softmax scores of a linear map composed with a high-capacity encoder is arguably the most popular choice for training neural networks on supervised learning tasks. However, recent works show that one can directly optimize the encoder instead, to obtain equally (or even more) discriminative representations via a supervised variant of a contrastive objective. In this work, we address the question whether there are fundamental differences in the sought-for representation geometry in the output space of the encoder at minimal loss. Specifically, we prove, under mild assumptions, that both losses attain their minimum once the representations of each class collapse to the vertices of a regular simplex, inscribed in a hypersphere. We provide empirical evidence that this configuration is attained in practice and that reaching a close-to-optimal state typically indicates good generalization performance. Yet, the two losses show remarkably different optimization behavior. The number of iterations required to perfectly fit to data scales superlinearly with the amount of randomly flipped labels for the supervised contrastive loss. This is in contrast to the approximately linear scaling previously reported for networks trained with cross-entropy.

stat.ML↗

arXiv2023

On Measuring Excess Capacity in Neural Networks

We study the excess capacity of deep networks in the context of supervised classification. That is, given a capacity measure of the underlying hypothesis class - in our case, empirical Rademacher complexity - to what extent can we (a priori) constrain this class while retaining an empirical error on a par with the unconstrained regime? To assess excess capacity in modern architectures (such as residual networks), we extend and unify prior Rademacher complexity bounds to accommodate function composition and addition, as well as the structure of convolutions. The capacity-driving terms in our bounds are the Lipschitz constants of the layers and an (2, 1) group norm distance to the initializations of the convolution weights. Experiments on benchmark datasets of varying task difficulty indicate that (1) there is a substantial amount of excess capacity per task, and (2) capacity can be kept at a surprisingly similar level across tasks. Overall, this suggests a notion of compressibility with respect to weight norms, complementary to classic compression via weight pruning. Source code is available at https://github.com/rkwitt/excess_capacity.

cs.LG↗

arXiv2021

Topological Attention for Time Series Forecasting

The problem of (point) forecasting $ \textit{univariate} $ time series is considered. Most approaches, ranging from traditional statistical methods to recent learning-based techniques with neural networks, directly operate on raw time series observations. As an extension, we study whether $\textit{local topological properties}$, as captured via persistent homology, can serve as a reliable signal that provides complementary information for learning to forecast. To this end, we propose $\textit{topological attention}$, which allows attending to local topological features within a time horizon of historical data. Our approach easily integrates into existing end-to-end trainable forecasting models, such as $\texttt{N-BEATS}$, and in combination with the latter exhibits state-of-the-art performance on the large-scale M4 benchmark dataset of 100,000 diverse time series from different domains. Ablation experiments, as well as a comparison to a broad range of forecasting methods in a setting where only a single time series is available for training, corroborate the beneficial nature of including local topological information through an attention mechanism.

cs.LG↗

arXiv2021

Graph Filtration Learning

We propose an approach to learning with graph-structured data in the problem domain of graph classification. In particular, we present a novel type of readout operation to aggregate node features into a graph-level representation. To this end, we leverage persistent homology computed via a real-valued, learnable, filter function. We establish the theoretical foundation for differentiating through the persistent homology computation. Empirically, we show that this type of readout operation compares favorably to previous techniques, especially when the graph connectivity structure is informative for the learning problem.

cs.LG↗

arXiv2021

Topologically Densified Distributions

We study regularization in the context of small sample-size learning with over-parameterized neural networks. Specifically, we shift focus from architectural properties, such as norms on the network weights, to properties of the internal representations before a linear classifier. Specifically, we impose a topological constraint on samples drawn from the probability measure induced in that space. This provably leads to mass concentration effects around the representations of training instances, i.e., a property beneficial for generalization. By leveraging previous work to impose topological constraints in a neural network setting, we provide empirical evidence (across various vision benchmarks) to support our claim for better generalization.

cs.LG↗

arXiv2020

Achiral, Helicity Preserving, and Resonant Structures for Enhanced Sensing of Chiral Molecules

We derive a set of design requirements that lead to structures suitable for molecular circular dichroism (CD) enhancement. Achirality of the structure and two suitably selected sequentially incident beams of opposite helicity ensures that the CD signal only depends on the chiral absorption properties of the molecules, and not on the achiral ones. Under this condition, a helicity preserving structure, which prevents the coupling of the two polarization handednesses, maximizes the enhancement of the CD signal for a given ability of the structure to enhance the field. When the achirality and helicity preservation requirements are met, the enhancement of the CD signal is directly related to the enhancement of the field. Next, we design an exemplary structure following the requirements. The considered system is a planar array of silicon cylinders under normally incident plane-wave illumination. Full-wave numerical calculations show that the enhancement of the transmission CD signal is between 6.5 and 3.75 for interaction lengths between 1.25 and 3 times the height of the cylinders.

physics.optics↗