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Rodrigo Veiga

Publications and source records attributed to Rodrigo Veiga.

9 recordsLinked to original sources

Information-Geometric Forward Policy Training in GFlowNets

Generative Flow Networks (GFlowNets) have emerged as a flexible framework for amortised inference over discrete and mixed discrete-continuous objects, requiring only an unnormalised target density specified through a reward. In this work, we formulate forward-policy training in GFlowNets through the information geometry of the induced trajectory sampler. Treating the forward policy as an induced trajectory sampler, we show that its intrinsic first-order geometry is given by the Fisher-Rao metric of the trajectory family, and that the associated natural gradient provides the canonical local update whenever the corresponding Fisher information is computable or accurately approximable. We derive an exact decomposition of the trajectory Fisher into per-step conditional second moments, which clarifies when temporal score interactions vanish and when dense couplings remain under shared parameterisation. This leads to three computational regimes: settings with tractable exact Fisher information, settings where Monte Carlo estimators of the expected Fisher are sufficient, and structure-exploitable settings in which target locality or factorisation yields accurate approximations of the Fisher expectation. In the latter case, graphical-model tools such as exact marginalisation, separator methods, and belief propagation provide principled surrogates for natural-gradient updates. The resulting framework turns target structure into optimisation geometry and yields a tractable route to structure-aware forward-policy training in GFlowNets. We illustrate the framework empirically through examples comparing convergence and exploration behaviour under Riemannian and Euclidean optimisation.

stat.ML

Denoising Score Matching with Random Features: Insights on Diffusion Models from Precise Learning Curves

We theoretically investigate the phenomena of generalization and memorization in diffusion models. Empirical studies suggest that these phenomena are influenced by model complexity and the size of the training dataset. In our experiments, we further observe that the number of noise samples per data sample ($m$) used during Denoising Score Matching (DSM) plays a significant and non-trivial role. We capture these behaviors and shed insights into their mechanisms by deriving asymptotically precise expressions for test and train errors of DSM under a simple theoretical setting. The score function is parameterized by random features neural networks, with the target distribution being $d$-dimensional Gaussian. We operate in a regime where the dimension $d$, number of data samples $n$, and number of features $p$ tend to infinity while keeping the ratios $\psi_n=\frac{n}{d}$ and $\psi_p=\frac{p}{d}$ fixed. By characterizing the test and train errors, we identify regimes of generalization and memorization as a function of $\psi_n,\psi_p$, and $m$. Our theoretical findings are consistent with the empirical observations.

cs.LG

Analysis of Diffusion Models for Manifold Data

We analyze the time reversed dynamics of generative diffusion models. If the exact empirical score function is used in a regime of large dimension and exponentially large number of samples, these models are known to undergo transitions between distinct dynamical regimes. We extend this analysis and compute the transitions for an analytically tractable manifold model where the statistical model for the data is a mixture of lower dimensional Gaussians embedded in higher dimensional space. We compute the so-called speciation and collapse transition times, as a function of the ratio of manifold-to-ambient space dimensions, and other characteristics of the data model. An important tool used in our analysis is the exact formula for the mutual information (or free energy) of Generalized Linear Models.

math.ST

Stochastic Gradient Flow Dynamics of Test Risk and its Exact Solution for Weak Features

We investigate the test risk of continuous-time stochastic gradient flow dynamics in learning theory. Using a path integral formulation we provide, in the regime of a small learning rate, a general formula for computing the difference between test risk curves of pure gradient and stochastic gradient flows. We apply the general theory to a simple model of weak features, which displays the double descent phenomenon, and explicitly compute the corrections brought about by the added stochastic term in the dynamics, as a function of time and model parameters. The analytical results are compared to simulations of discrete-time stochastic gradient descent and show good agreement.

stat.ML

Extracting Blockchain Concepts from Text

Blockchains provide a mechanism through which mutually distrustful remote parties can reach consensus on the state of a ledger of information. With the great acceleration with which this space is developed, the demand for those seeking to learn about blockchain also grows. Being a technical subject, it can be quite intimidating to start learning. For this reason, the main objective of this project was to apply machine learning models to extract information from whitepapers and academic articles focused on the blockchain area to organize this information and aid users to navigate the space.

cs.IR

Learning curves for the multi-class teacher-student perceptron

One of the most classical results in high-dimensional learning theory provides a closed-form expression for the generalisation error of binary classification with the single-layer teacher-student perceptron on i.i.d. Gaussian inputs. Both Bayes-optimal estimation and empirical risk minimisation (ERM) were extensively analysed for this setting. At the same time, a considerable part of modern machine learning practice concerns multi-class classification. Yet, an analogous analysis for the corresponding multi-class teacher-student perceptron was missing. In this manuscript we fill this gap by deriving and evaluating asymptotic expressions for both the Bayes-optimal and ERM generalisation errors in the high-dimensional regime. For Gaussian teacher weights, we investigate the performance of ERM with both cross-entropy and square losses, and explore the role of ridge regularisation in approaching Bayes-optimality. In particular, we observe that regularised cross-entropy minimisation yields close-to-optimal accuracy. Instead, for a binary teacher we show that a first-order phase transition arises in the Bayes-optimal performance.

stat.ML

Phase diagram of Stochastic Gradient Descent in high-dimensional two-layer neural networks

Despite the non-convex optimization landscape, over-parametrized shallow networks are able to achieve global convergence under gradient descent. The picture can be radically different for narrow networks, which tend to get stuck in badly-generalizing local minima. Here we investigate the cross-over between these two regimes in the high-dimensional setting, and in particular investigate the connection between the so-called mean-field/hydrodynamic regime and the seminal approach of Saad & Solla. Focusing on the case of Gaussian data, we study the interplay between the learning rate, the time scale, and the number of hidden units in the high-dimensional dynamics of stochastic gradient descent (SGD). Our work builds on a deterministic description of SGD in high-dimensions from statistical physics, which we extend and for which we provide rigorous convergence rates.

stat.ML

Restricted Boltzmann Machine Flows and The Critical Temperature of Ising models

We explore alternative experimental setups for the iterative sampling (flow) from Restricted Boltzmann Machines (RBM) mapped on the temperature space of square lattice Ising models by a neural network thermometer. This framework has been introduced to explore connections between RBM-based deep neural networks and the Renormalization Group (RG). It has been found that, under certain conditions, the flow of an RBM trained with Ising spin configurations approaches in the temperature space a value around the critical one: $ k_B T_c / J \approx 2.269$. In this paper we consider datasets with no information about model topology to argue that a neural network thermometer is not an accurate way to detect whether the RBM has learned scale invariance or not.

cond-mat.stat-mech

Age-structured estimation of COVID-19 ICU demand from low quality data

We sample aggravated cases following age-structured probabilities from confirmed cases and use ICU occupation data to find a subnotification factor. A logistic fit is then employed to project the progression of the COVID-19 epidemic with plateau scenarios taken from locations that have reached this stage. Finally, the logistic curve found is corrected by the subnotification factor and sampled to project the future demand for ICU beds.

physics.soc-ph