SearcharxivSearch

arXiv subjects

Rebecca Willett

Publications and source records attributed to Rebecca Willett.

At least 19 recordsLinked to original sources

Iterative Refinement Diffusion for Super-Resolved Data Assimilation of Multiscale Physical Systems

Recovering high-resolution states from sparse, low-resolution observations is a central challenge in scientific machine learning and data assimilation. Classical data assimilation exploits temporal information through forecast-analysis cycles, but often requires repeated access to expensive high-resolution forecast models. Generative super-resolution can recover unresolved structure from coarse observations, but is commonly used as a one-shot mapping that does not fully exploit constraints from past states. We introduce Iterative Refinement (IR), a learned data assimilation framework that combines these perspectives. Instead of performing a single coarse-to-fine reconstruction, IR decomposes the task into resolution-wise forecast-analysis operations across a multiresolution hierarchy. At each stage, a shared neural operator with resolution-dependent spectral mode slicing provides a dynamical prior, while a shared conditional diffusion corrector uses the current coarser-resolution state to produce a refined posterior at the next finer resolution. We evaluate IR on one-dimensional stochastically forced Burgers dynamics and two-dimensional Kraichnan turbulence. On the challenging 256x256 Kraichnan benchmark, IR achieves an RMSE of 0.184 and an SSIM of 0.836, outperforming spectral upsampling, one-shot diffusion super-resolution, enhanced deep super-resolution, and an autoregressive forecaster. On the more constrained Burgers testbed, IR remains competitive with one-shot diffusion, which achieves the lowest RMSE. These results show that one-shot generative reconstruction can be effective for simpler settings, while hierarchical forecast-analysis refinement becomes advantageous in strongly multiscale and underdetermined regimes. Overall, IR combines temporal priors, generative correction, and multiresolution reconstruction for learned data assimilation in complex physical systems.

cs.LG

Diffusion models recover accurate mixture weights despite score function insensitivity

Score-based generative models exhibit a puzzling behavior: they often appear to cover all modes of a target multimodal distribution and yet may fail to learn the correct relative mode amplitudes, which can be interpreted as mixture weights. We resolve this apparent paradox by relating the diffusion score matching (DSM) loss to the error in estimating mixture weights from generated samples. We show that, even when the target score is insensitive to mixture weights, generated samples can recover the weights accurately if the scores at intermediate noise levels are informative about the weights. Accordingly, we define the diffusion score sensitivity index (DSSI) as the variation in the DSM loss relative to changes in a parameter. We then show that the DSSI governs the accuracy with which the parameter of the target distribution can be estimated from generated samples. For Gaussian mixtures in arbitrary dimensions, we prove that the mixture weight estimation errors are on the same order as the DSM loss under mild conditions. Empirically, we show the emergence of sensitivity during the noising process of benchmark data distributions under typical noise schedules, and that these sensitivity values predict how well a well-trained model recovers mixture weights. Furthermore, we show that the choice of noise schedule can reduce diffusion sensitivity, leading to mode amplification. Although we focus on mixture weights, the proposed sensitivity framework governs the recovery of any qualitative parameter of the target distribution.

cs.LG

Joint inference of weak lensing convergence map and cosmology with diffusion models

We present a method for joint inference of cosmological parameters and convergence maps from weak lensing observations, targeting the full posterior conditioned on the observed shear field. Our approach uses implicit inference with diffusion models, learning the joint distribution from simulations, without the need to have an explicit and differentiable forward model for gradient-based MCMC sampling. We introduce a transformer-based architecture that operates in pixel space and treats cosmological parameters as additional tokens in a unified sequence, enabling efficient multimodal processing within a single network. At inference time, the trained model generates posterior samples of joint convergence maps and cosmological parameters conditioned on observed noisy shear fields. We demonstrate the method on simulated weak lensing data generated from log-normal fields in a wcdm cosmology. The model accurately reconstructs convergence maps and recovers cosmological posteriors that agree with traditional MCMC, while remaining well calibrated across the prior, with a MIRA calibration score of $0.635 \pm 0.017$ on the joint posterior (where $0.667$ is optimal). The inferred fields reproduce the correct two-point statistics as well as non-Gaussian statistics such as the one-point distribution. This work establishes diffusion-based implicit inference as a viable route toward full field-level cosmological analyses, paving the way for applications to more realistic, non-differentiable simulators.

astro-ph.CO

Rigorous uncertainty quantification of probabilistic AI weather forecasts with conformal prediction

Probabilistic weather forecasting is undergoing rapid transformation with artificial intelligence (AI). In traditional numerical weather prediction, computing power can limit how well ensemble forecasts approximate the unknown statistical distribution of future states. AI models facilitate larger ensembles and are trained with probabilistic considerations, ideally leading to better uncertainty quantification. Forecasts from these state-of-the-art models are often considered well-calibrated. However, here we show that the statistical coverage of such models, the ultimate measure of calibration, can struggle, especially on extreme events. To address this shortcoming, we employ conformal prediction, a class of statistical methods that mathematically guarantees coverage under no distributional assumptions, unlike previous post-processing techniques. We apply online conformal prediction to temperature and precipitation forecasts (including extremes) of three leading global weather models, GenCast, NeuralGCM, and AIFS-ENS, ensuring calibrated uncertainty at no expense to other probabilistic metrics. This post-processing method can be applied to any forecasting model.

physics.ao-ph

Residual Connections Harm Generative Representation Learning

We show that introducing a weighting factor to reduce the influence of identity shortcuts in residual networks significantly enhances semantic feature learning in generative representation learning frameworks, such as masked autoencoders (MAEs) and diffusion models. Our modification notably improves feature quality, raising ImageNet-1K K-Nearest Neighbor accuracy from 27.4% to 63.9% and linear probing accuracy from 67.8% to 72.7% for MAEs with a ViT-B/16 backbone, while also enhancing generation quality in diffusion models. This significant gap suggests that, while residual connection structure serves an essential role in facilitating gradient propagation, it may have a harmful side effect of reducing capacity for abstract learning by virtue of injecting an echo of shallower representations into deeper layers. We ameliorate this downside via a fixed formula for monotonically decreasing the contribution of identity connections as layer depth increases. Our design promotes the gradual development of feature abstractions, without impacting network trainability. Analyzing the representations learned by our modified residual networks, we find correlation between low effective feature rank and downstream task performance.

cs.CV

Auto-differentiable data assimilation: Co-learning of states, dynamics, and filtering algorithms

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics. This paper introduces a framework for jointly learning the state, dynamics, and parameters of filtering algorithms in data assimilation through a process we refer to as auto-differentiable filtering. The framework leverages a theoretically motivated loss function that enables learning from partial, noisy observations via gradient-based optimization using auto-differentiation. We further demonstrate how several well-known data assimilation methods can be learned or tuned within this framework. To underscore the versatility of auto-differentiable filtering, we perform experiments on dynamical systems spanning multiple scientific domains, such as the Clohessy-Wiltshire equations from aerospace engineering, the Lorenz-96 system from atmospheric science, and the generalized Lotka-Volterra equations from systems biology. Finally, we provide guidelines for practitioners to customize our framework according to their observation model, accuracy requirements, and computational budget.

stat.ML

Accelerating PDE Surrogates via RL-Guided Mesh Optimization

Deep surrogate models for parametric partial differential equations (PDEs) can deliver high-fidelity approximations but remain prohibitively data-hungry: training often requires thousands of fine-grid simulations, each incurring substantial computational cost. To address this challenge, we introduce RLMesh, an end-to-end framework for efficient surrogate training under limited simulation budget. The key idea is to use reinforcement learning (RL) to adaptively allocate mesh grid points non-uniformly within each simulation domain, focusing numerical resolution in regions most critical for accurate PDE solutions. A lightweight proxy model further accelerates RL training by providing efficient reward estimates without full surrogate retraining. Experiments on PDE benchmarks demonstrate that RLMesh achieves competitive accuracy to baselines but with substantially fewer simulation queries. These results show that solver-level spatial adaptivity can dramatically improve the efficiency of surrogate training pipelines, enabling practical deployment of learning-based PDE surrogates across a wide range of problems.

cs.LG

Faster Adaptive Optimization via Expected Gradient Outer Product Reparameterization

Adaptive optimization algorithms -- such as Adagrad, Adam, and their variants -- have found widespread use in machine learning, signal processing and many other settings. Several methods in this family are not rotationally equivariant, meaning that simple reparameterizations (i.e. change of basis) can drastically affect their convergence. However, their sensitivity to the choice of parameterization has not been systematically studied; it is not clear how to identify a "favorable" change of basis in which these methods perform best. In this paper we propose a reparameterization method and demonstrate both theoretically and empirically its potential to improve their convergence behavior. Our method is an orthonormal transformation based on the expected gradient outer product (EGOP) matrix, which can be approximated using either full-batch or stochastic gradient oracles. We show that for a broad class of functions, the sensitivity of adaptive algorithms to choice-of-basis is influenced by the decay of the EGOP matrix spectrum. We illustrate the potential impact of EGOP reparameterization by presenting empirical evidence and theoretical arguments that common machine learning tasks with "natural" data exhibit EGOP spectral decay.

cs.LG

A Model-Guided Neural Network Method for the Inverse Scattering Problem

Inverse medium scattering is an ill-posed, nonlinear wave-based imaging problem arising in medical imaging, remote sensing, and non-destructive testing. Machine learning (ML) methods offer increased inference speed and flexibility in capturing prior knowledge of imaging targets relative to classical optimization-based approaches; however, they perform poorly in regimes where the scattering behavior is highly nonlinear. A key limitation is that ML methods struggle to incorporate the physics governing the scattering process, which are typically inferred implicitly from the training data or loosely enforced via architectural design. In this paper, we present a method that endows a machine learning framework with explicit knowledge of problem physics, in the form of a differentiable solver representing the forward model. The proposed method progressively refines reconstructions of the scattering potential using measurements at increasing wave frequencies, following a classical strategy to stabilize recovery. Empirically, we find that our method provides high-quality reconstructions at a fraction of the computational or sampling costs of competing approaches.

physics.comp-ph

Solving Inverse Problems with Deep Linear Neural Networks: Global Convergence Guarantees for Gradient Descent with Weight Decay

Machine learning methods are commonly used to solve inverse problems, wherein an unknown signal must be estimated from few indirect measurements generated via a known acquisition procedure. In particular, neural networks perform well empirically but have limited theoretical guarantees. In this work, we study an underdetermined linear inverse problem that admits several possible solution operators that map measurements to estimates of the target signal. A standard remedy (e.g., in compressed sensing) for establishing the uniqueness of the solution mapping is to assume the existence of a latent low-dimensional structure in the source signal. We ask the following question: do deep linear neural networks adapt to unknown low-dimensional structure when trained by gradient descent with weight decay regularization? We prove that mildly overparameterized deep linear networks trained in this manner converge to an approximate solution mapping that accurately solves the inverse problem while implicitly encoding latent subspace structure. We show rigorously that deep linear networks trained with weight decay automatically adapt to latent subspace structure in the data under practical stepsize and weight initialization schemes. Our work highlights that regularization and overparameterization improve generalization, while overparameterization also accelerates convergence during training.

cs.LG

Stabilizing black-box model selection with the inflated argmax

Model selection is the process of choosing from a class of candidate models given data. For instance, methods such as the LASSO and sparse identification of nonlinear dynamics (SINDy) formulate model selection as finding a sparse solution to a linear system of equations determined by training data. However, absent strong assumptions, such methods are highly unstable: if a single data point is removed from the training set, a different model may be selected. In this paper, we present a new approach to stabilizing model selection with theoretical stability guarantees that leverages a combination of bagging and an ''inflated'' argmax operation. Our method selects a small collection of models that all fit the data, and it is stable in that, with high probability, the removal of any training point will result in a collection of selected models that overlaps with the original collection. We illustrate this method in (a) a simulation in which strongly correlated covariates make standard LASSO model selection highly unstable, (b) a Lotka-Volterra model selection problem focused on identifying how competition in an ecosystem influences species' abundances, (c) a graph subset selection problem using cell-signaling data from proteomics, and (d) unsupervised $κ$-means clustering. In these settings, the proposed method yields stable, compact, and accurate collections of selected models, outperforming a variety of benchmarks.

stat.ML

Hardware Acceleration for HPS Algorithms in Two and Three Dimensions

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré--Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [2019] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.

math.NA

Sketch-Augmented Features Improve Learning Long-Range Dependencies in Graph Neural Networks

Graph Neural Networks learn on graph-structured data by iteratively aggregating local neighborhood information. While this local message passing paradigm imparts a powerful inductive bias and exploits graph sparsity, it also yields three key challenges: (i) oversquashing of long-range information, (ii) oversmoothing of node representations, and (iii) limited expressive power. In this work we inject randomized global embeddings of node features, which we term \textit{Sketched Random Features}, into standard GNNs, enabling them to efficiently capture long-range dependencies. The embeddings are unique, distance-sensitive, and topology-agnostic -- properties which we analytically and empirically show alleviate the aforementioned limitations when injected into GNNs. Experimental results on real-world graph learning tasks confirm that this strategy consistently improves performance over baseline GNNs, offering both a standalone solution and a complementary enhancement to existing techniques such as graph positional encodings. Our source code is available at \href{https://github.com/ryienh/sketched-random-features}{https://github.com/ryienh/sketched-random-features}.

cs.LG

How do simple rotations affect the implicit bias of Adam?

Adaptive gradient methods such as Adam and Adagrad are widely used in machine learning, yet their effect on the generalization of learned models -- relative to methods like gradient descent -- remains poorly understood. Prior work on binary classification suggests that Adam exhibits a ``richness bias,'' which can help it learn nonlinear decision boundaries closer to the Bayes-optimal decision boundary relative to gradient descent. However, the coordinate-wise preconditioning scheme employed by Adam renders the overall method sensitive to orthogonal transformations of feature space. We show that this sensitivity can manifest as a reversal of Adam's competitive advantage: even small rotations of the underlying data distribution can make Adam forfeit its richness bias and converge to a linear decision boundary that is farther from the Bayes-optimal decision boundary than the one learned by gradient descent. To alleviate this issue, we show that a recently proposed reparameterization method -- which applies an orthogonal transformation to the optimization objective -- endows any first-order method with equivariance to data rotations, and we empirically demonstrate its ability to restore Adam's bias towards rich decision boundaries.

cs.LG

Can a calibration metric be both testable and actionable?

Forecast probabilities often serve as critical inputs for binary decision making. In such settings, calibration$\unicode{x2014}$ensuring forecasted probabilities match empirical frequencies$\unicode{x2014}$is essential. Although the common notion of Expected Calibration Error (ECE) provides actionable insights for decision making, it is not testable: it cannot be empirically estimated in many practical cases. Conversely, the recently proposed Distance from Calibration (dCE) is testable, but it is not actionable since it lacks decision-theoretic guarantees needed for high-stakes applications. To resolve this question, we consider Cutoff Calibration Error, a calibration measure that bridges this gap by assessing calibration over intervals of forecasted probabilities. We show that Cutoff Calibration Error is both testable and actionable, and we examine its implications for popular post-hoc calibration methods, such as isotonic regression and Platt scaling.

stat.ME

Distribution-free inference with hierarchical data

This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold. To address this challenge, a hierarchical form of exchangeability is derived, facilitating extensions of distribution-free methods, including conformal prediction and jackknife+. While the standard theoretical guarantee obtained by the conformal prediction framework is a marginal predictive coverage guarantee, in the special case of independent repeated measurements, it is possible to achieve a stronger form of coverage -- the "second-moment coverage" property -- to provide better control of conditional miscoverage rates, and distribution-free prediction sets that achieve this property are constructed. Simulations illustrate that this guarantee indeed leads to uniformly small conditional miscoverage rates. Empirically, this stronger guarantee comes at the cost of a larger width of the prediction set in scenarios where the fitted model is poorly calibrated, but this cost is very mild in cases where the fitted model is accurate.

math.ST

Hierarchical Implicit Neural Emulators

Neural PDE solvers offer a powerful tool for modeling complex dynamical systems, but often struggle with error accumulation over long time horizons and maintaining stability and physical consistency. We introduce a multiscale implicit neural emulator that enhances long-term prediction accuracy by conditioning on a hierarchy of lower-dimensional future state representations. Drawing inspiration from the stability properties of numerical implicit time-stepping methods, our approach leverages predictions several steps ahead in time at increasing compression rates for next-timestep refinements. By actively adjusting the temporal downsampling ratios, our design enables the model to capture dynamics across multiple granularities and enforce long-range temporal coherence. Experiments on turbulent fluid dynamics show that our method achieves high short-term accuracy and produces long-term stable forecasts, significantly outperforming autoregressive baselines while adding minimal computational overhead.

cs.LG

Assumption-free stability for ranking problems

In this work, we consider ranking problems among a finite set of candidates: for instance, selecting the top-$k$ items among a larger list of candidates or obtaining the full ranking of all items in the set. These problems are often unstable, in the sense that estimating a ranking from noisy data can exhibit high sensitivity to small perturbations. Concretely, if we use data to provide a score for each item (say, by aggregating preference data over a sample of users), then for two items with similar scores, small fluctuations in the data can alter the relative ranking of those items. Many existing theoretical results for ranking problems assume a separation condition to avoid this challenge, but real-world data often contains items whose scores are approximately tied, limiting the applicability of existing theory. To address this gap, we develop a new algorithmic stability framework for ranking problems, and propose two novel ranking operators for achieving stable ranking: the \emph{inflated top-$k$} for the top-$k$ selection problem and the \emph{inflated full ranking} for ranking the full list. To enable stability, each method allows for expressing some uncertainty in the output. For both of these two problems, our proposed methods provide guaranteed stability, with no assumptions on data distributions and no dependence on the total number of candidates to be ranked. Experiments on real-world data confirm that the proposed methods offer stability without compromising the informativeness of the output.

stat.ML