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Simone Brugiapaglia

Publications and source records attributed to Simone Brugiapaglia.

At least 19 recordsLinked to original sources

Deep greedy unfolding: Sorting out argsorting in greedy sparse recovery algorithms

Gradient-based learning imposes (deep) neural networks to be differentiable at all steps. This includes model-based architectures constructed by unrolling iterations of an iterative algorithm onto layers of a neural network, known as algorithm unrolling. However, greedy sparse recovery algorithms depend on the non-differentiable argsort operator, which hinders their integration into neural networks. In this paper, we address this challenge in Orthogonal Matching Pursuit (OMP) and Iterative Hard Thresholding (IHT), two popular representative algorithms in this class. We propose permutation-based variants of these algorithms and approximate permutation matrices using "soft" permutation matrices derived from softsort, a continuous relaxation of argsort. We demonstrate -- both theoretically and numerically -- that Soft-OMP and Soft-IHT, as differentiable counterparts of OMP and IHT and fully compatible with neural network training, effectively approximate these algorithms with a controllable degree of accuracy. This leads to the development of OMP- and IHT-Net, fully trainable network architectures based on Soft-OMP and Soft-IHT, respectively. Finally, by choosing weights as "structure-aware" trainable parameters, we connect our approach to structured sparse recovery and demonstrate its ability to extract latent sparsity patterns from data.

cs.LG

A short tour of operator learning theory: Convergence rates, statistical limits, and open questions

This paper surveys recent developments at the intersection of operator learning, statistical learning theory, and approximation theory. First, it reviews error bounds for empirical risk minimization with a focus on holomorphic operators and neural network approximations. Next, it illustrates fundamental performance limits in terms of sample size by adopting a minimax perspective and considering various notions of regularity beyond holomorphy. The paper ends with a discussion on the interplay between these two perspectives and related open questions.

math.NA

Algorithmic Foundations of Deep Learning: Complexity-Theoretic Rates and a Characterization of Universal Approximation

Feedforward neural network (NN) expressivity is typically studied by emulating optimal basis-expansion schemes. While powerful, this perspective is incomplete: it primarily captures complexity through regularity, and therefore does not distinguish intuitively simple and complicated objects with comparable regularity, such as the square-root function and a typical Brownian path. The guiding message is that neural networks should be viewed not only as flexible basis functions, but also as models of computation. If a function is computable by a real-valued circuit over a prescribed elementary gate language, then it can be computed to comparable accuracy by an NN with explicit depth, width, and non-zero-parameter bounds controlled by the depth, width, gate count, and gate structure. Thus, neural-network complexity is not governed by regularity alone, but also by algorithmic complexity. We then show that any definable NN model satisfying a natural parallelization condition, allowing possibly multivariate non-linearities such as attention or layer normalization, is a universal approximator if and only if it contains a non-affine nonlinearity. The scope of our theory is illustrated by deducing universal approximation guarantees for continuous functions, minimax-optimal approximation guarantees for Besov classes, logarithmic-error complexity for holomorphic functions, and by showing that NNs can emulate numerical algorithms such as Newton-Raphson root finding and power iteration without architecture-specific arguments. Its precision is illustrated by shortest-path computation on $k$-vertex graphs: compiling the tropical dynamic-programming circuit yields NNs with O(log(1/ε)) non-zero parameters, exponentially improving in 1/ε over the generic $O(ε^{-c k^2})$ Lipschitz-approximation scale, for a constant c>0.

cs.LG

The devil in the (de)tails: an improved recovery guarantee for sparse approximation

Many functions exhibit approximate sparsity in their coefficients with respect to a given dictionary. In recent literature, sparse approximation in such a dictionary from i.i.d. pointwise samples, underpinned by compressed sensing, has become a powerful tool for high-dimensional function approximation. A key step in this framework is truncating the (typically countably-infinite) dictionary to a finite index set of size $n$, so that compressed sensing tools can be used to approximate the function by a sparse combination of these truncated dictionary elements. This introduces a discrete $L^2$-truncation error over the sample points, which in standard approaches, is bounded by the continuous $L^\infty$-norm. Such a deterministic, worst-case bound ignores the randomness of the sample points entirely. As a result, $n$ must be taken unnecessarily large to keep the truncation error under control, which directly inflates the size of the matrix involved in the sparse recovery algorithm and increases computational cost. In this paper, we show that by exploiting the i.i.d. structure of the sample points, the discrete $L^2$ truncation error admits a bound that instead reflects the faster decay behaviour of the continuous $L^2$-norm truncation error and yields significantly smaller truncation sets and decreased computational cost. We demonstrate this through applications to weighted Wiener spaces and anisotropic Sobolev spaces, in each case obtaining significantly smaller truncation sets than recent works. In addition, we also present an improved bound of independent interest for sparse approximation in bounded Riesz systems, where the measurement condition exhibits a smaller (and scale-invariant) dependence on the Riesz constants than in previous works.

math.NA

On Continuous Terminal Embeddings of Sets of Positive Reach

In this paper we prove the existence of Hölder continuous terminal embeddings of any desired $X \subseteq \mathbb{R}^d$ into $\mathbb{R}^{m}$ with $m=\mathcal{O}(\varepsilon^{-2}ω(S_X)^2)$, for arbitrarily small distortion $\varepsilon$, where $ω(S_X)$ denotes the Gaussian width of the unit secants of $X$. More specifically, when $X$ is a finite set we provide terminal embeddings that are locally $\frac{1}{2}$-Hölder almost everywhere, and when $X$ is infinite with positive reach we give terminal embeddings that are locally $\frac{1}{4}$-Hölder everywhere sufficiently close to $X$ (i.e., within all tubes around $X$ of radius less than $X$'s reach). When $X$ is a compact $d$-dimensional submanifold of $\mathbb{R}^N$, an application of our main results provides terminal embeddings into $\tilde{\mathcal{O}}(d)$-dimensional space that are locally Hölder everywhere sufficiently close to the manifold.

math.OC

Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity

We show that, in a precise sense, a broad class of feedforward neural networks learn (have finite sample complexity) in the PAC model: every fixed finite feedforward architecture whose layers are definable in an o-minimal structure has finite sample complexity in the agnostic PAC setting, even with unbounded parameters. This covers standard fixed-size MLPs, CNNs, GNNs, and transformers with fixed sequence length, together with the operations and layers typically used in such architectures, including linear projections, residual connections, attention mechanisms, pooling layers, normalization layers, and admissible positional encodings. Hence, distribution-free learnability for modern non-recurrent architectures is not an exceptional property of particular activations or architecture-specific VC arguments, but a consequence of tame feedforward computation. Our results reposition finite-sample PAC learnability as a baseline rather than a differentiator: they shift the focus of architectural comparison toward inductive biases, symmetries and geometric priors, scalability, and optimization behaviour.

stat.ML

Fast One-Pass Sparse Approximation of the Top Eigenvectors of Huge Approximately Low-Rank Matrices? Yes, $MAM^*$!

Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massive matrices based on a single compact linear sketch. The resulting compressive-sensing-based approaches can approximate the leading eigenvectors of huge approximately low-rank matrices that are too large to store in memory based on a single pass over its entries while utilizing a total memory footprint on the order of the much smaller desired sparse eigenvector approximations. Finally, the compressive sensing recovery algorithm itself (which takes the gathered compressive matrix measurements as input, and then outputs sparse approximations of its top eigenvectors) can also be formulated to run in a time which principally depends on the size of the sought sparse approximations, making its runtime sublinear in the size of the large matrix whose eigenvectors one aims to approximate. Preliminary experiments on huge matrices having $\sim 10^{16}$ entries illustrate the developed theory and demonstrate the practical potential of the proposed approach.

cs.IT

Surrogate models for diffusion on graphs via sparse polynomials

Diffusion kernels over graphs have been widely utilized as effective tools in various applications due to their ability to accurately model the flow of information through nodes and edges. However, there is a notable gap in the literature regarding the development of surrogate models for diffusion processes on graphs. In this work, we fill this gap by proposing sparse polynomial-based surrogate models for parametric diffusion equations on graphs with community structure. In tandem, we provide convergence guarantees for both least squares and compressed sensing-based approximations by showing the holomorphic regularity of parametric solutions to these diffusion equations. Our theoretical findings are accompanied by a series of numerical experiments conducted on both synthetic and real-world graphs that demonstrate the applicability of our methodology.

math.NA

Provable Emergence of Deep Neural Collapse and Low-Rank Bias in $L^2$-Regularized Nonlinear Networks

We present a unified theoretical framework connecting the first property of Deep Neural Collapse (DNC1) to the emergence of implicit low-rank bias in nonlinear networks trained with $L^2$ weight decay regularization. Our main contributions are threefold. First, we derive a quantitative relation between the Total Cluster Variation (TCV) of intermediate embeddings and the numerical rank of stationary weight matrices. In particular, we establish that, at any critical point, the distance from a weight matrix to the set of rank-$K$ matrices is bounded by a constant times the TCV of earlier-layer features, scaled inversely with the weight-decay parameter. Second, we prove global optimality of DNC1 in a constrained representation-cost setting for both feedforward and residual architectures, showing that zero TCV across intermediate layers minimizes the representation cost under natural architectural constraints. Third, we establish a benign landscape property: for almost every interpolating initialization there exists a continuous, loss-decreasing path from the initialization to a globally optimal, DNC1-satisfying configuration. Our theoretical claims are validated empirically; numerical experiments confirm the predicted relations among TCV, singular-value structure, and weight decay. These results indicate that neural collapse and low-rank bias are intimately linked phenomena arising from the optimization geometry induced by weight decay.

cs.LG

Approximating Matrix Functions with Deep Neural Networks and Transformers

Transformers have revolutionized natural language processing, but their use for numerical computation has received less attention. We study the approximation of matrix functions, which map scalar functions to matrices, using neural networks including transformers. We focus on functions mapping square matrices to square matrices of the same dimension. These types of matrix functions appear throughout scientific computing, e.g., the matrix exponential in continuous-time Markov chains and the matrix sign function in stability analysis of dynamical systems. In this paper, we make two contributions. First, we prove bounds on the width and depth of ReLU networks needed to approximate the matrix exponential to an arbitrary precision. Second, we show experimentally that a transformer encoder-decoder with suitable numerical encodings can approximate certain matrix functions at a relative error of 5% with high probability. Our study reveals that the encoding scheme strongly affects performance, with different schemes working better for different functions.

cs.LG

Reconstruction of frequency-localized functions from pointwise samples via least squares and deep learning

Recovering frequency-localized functions from pointwise data is a fundamental task in signal processing. We examine this problem from an approximation-theoretic perspective, focusing on least squares and deep learning-based methods. First, we establish a novel recovery theorem for least squares approximations using the Slepian basis from uniform random samples in low dimensions, explicitly tracking the dependence of the bandwidth on the sampling complexity. Building on these results, we then present a recovery guarantee for approximating bandlimited functions via deep learning from pointwise data. This result, framed as a practical existence theorem, provides conditions on the network architecture, training procedure, and data acquisition sufficient for accurate approximation. To complement our theoretical findings, we perform numerical comparisons between least squares and deep learning for approximating one- and two-dimensional functions. We conclude with a discussion of the theoretical limitations and the practical gaps between theory and implementation.

math.CA

Physics-informed deep learning and compressive collocation for high-dimensional diffusion-reaction equations: practical existence theory and numerics

On the forefront of scientific computing, Deep Learning (DL), i.e., machine learning with Deep Neural Networks (DNNs), has emerged a powerful new tool for solving Partial Differential Equations (PDEs). It has been observed that DNNs are particularly well suited to weakening the effect of the curse of dimensionality, a term coined by Richard E. Bellman in the late `50s to describe challenges such as the exponential dependence of the sample complexity, i.e., the number of samples required to solve an approximation problem, on the dimension of the ambient space. However, although DNNs have been used to solve PDEs since the `90s, the literature underpinning their mathematical efficiency in terms of numerical analysis (i.e., stability, accuracy, and sample complexity), is only recently beginning to emerge. In this paper, we leverage recent advancements in function approximation using sparsity-based techniques and random sampling to develop and analyze an efficient high-dimensional PDE solver based on DL. We show, both theoretically and numerically, that it can compete with a novel stable and accurate compressive spectral collocation method for the solution of high-dimensional, steady-state diffusion-reaction equations with periodic boundary conditions. In particular, we demonstrate a new practical existence theorem, which establishes the existence of a class of trainable DNNs with suitable bounds on the network architecture and a sufficient condition on the sample complexity, with logarithmic or, at worst, linear scaling in dimension, such that the resulting networks stably and accurately approximate a diffusion-reaction PDE with high probability.

cs.LG

Real-Time Motion Detection Using Dynamic Mode Decomposition

Dynamic Mode Decomposition (DMD) is a numerical method that seeks to fit timeseries data to a linear dynamical system. In doing so, DMD decomposes dynamic data into spatially coherent modes that evolve in time according to exponential growth/decay or with a fixed frequency of oscillation. A prolific application of DMD has been to video, where one interprets the high-dimensional pixel space evolving through time as the video plays. In this work, we propose a simple and interpretable motion detection algorithm for streaming video data rooted in DMD. Our method leverages the fact that there exists a correspondence between the evolution of important video features, such as foreground motion, and the eigenvalues of the matrix which results from applying DMD to segments of video. We apply the method to a database of test videos which emulate security footage under varying realistic conditions. Effectiveness is analyzed using receiver operating characteristic curves, while we use cross-validation to optimize the threshold parameter that identifies movement.

cs.CV

The greedy side of the LASSO: New algorithms for weighted sparse recovery via loss function-based orthogonal matching pursuit

We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the iterative construction of the signal support via greedy index selection and a signal update based on solving a local data-fitting problem restricted to the current support. We show that greedy selection rules associated with popular weighted sparsity-promoting loss functions admit explicitly computable and simple formulas. Specifically, we consider $ \ell^0 $- and $ \ell^1 $-based versions of the weighted LASSO (Least Absolute Shrinkage and Selection Operator), the Square-Root LASSO (SR-LASSO) and the Least Absolute Deviations LASSO (LAD-LASSO). Through numerical experiments on Gaussian compressive sensing and high-dimensional function approximation, we demonstrate the effectiveness of the proposed algorithms and empirically show that they inherit desirable characteristics from the corresponding loss functions, such as SR-LASSO's noise-blind optimal parameter tuning and LAD-LASSO's fault tolerance. In doing so, our study sheds new light on the connection between greedy sparse recovery and convex relaxation.

cs.IT

Near-optimal learning of Banach-valued, high-dimensional functions via deep neural networks

The past decade has seen increasing interest in applying Deep Learning (DL) to Computational Science and Engineering (CSE). Driven by impressive results in applications such as computer vision, Uncertainty Quantification (UQ), genetics, simulations and image processing, DL is increasingly supplanting classical algorithms, and seems poised to revolutionize scientific computing. However, DL is not yet well-understood from the standpoint of numerical analysis. Little is known about the efficiency and reliability of DL from the perspectives of stability, robustness, accuracy, and sample complexity. In particular, approximating solutions to parametric PDEs is an objective of UQ for CSE. Training data for such problems is often scarce and corrupted by errors. Moreover, the target function is a possibly infinite-dimensional smooth function taking values in the PDE solution space, generally an infinite-dimensional Banach space. This paper provides arguments for Deep Neural Network (DNN) approximation of such functions, with both known and unknown parametric dependence, that overcome the curse of dimensionality. We establish practical existence theorems that describe classes of DNNs with dimension-independent architecture size and training procedures based on minimizing the (regularized) $\ell^2$-loss which achieve near-optimal algebraic rates of convergence. These results involve key extensions of compressed sensing for Banach-valued recovery and polynomial emulation with DNNs. When approximating solutions of parametric PDEs, our results account for all sources of error, i.e., sampling, optimization, approximation and physical discretization, and allow for training high-fidelity DNN approximations from coarse-grained sample data. Our theoretical results fall into the category of non-intrusive methods, providing a theoretical alternative to classical methods for high-dimensional approximation.

math.NA

A practical existence theorem for reduced order models based on convolutional autoencoders

In recent years, deep learning has gained increasing popularity in the fields of Partial Differential Equations (PDEs) and Reduced Order Modeling (ROM), providing domain practitioners with new powerful data-driven techniques such as Physics-Informed Neural Networks (PINNs), Neural Operators, Deep Operator Networks (DeepONets) and Deep-Learning based ROMs (DL-ROMs). In this context, deep autoencoders based on Convolutional Neural Networks (CNNs) have proven extremely effective, outperforming established techniques, such as the reduced basis method, when dealing with complex nonlinear problems. However, despite the empirical success of CNN-based autoencoders, there are only a few theoretical results supporting these architectures, usually stated in the form of universal approximation theorems. In particular, although the existing literature provides users with guidelines for designing convolutional autoencoders, the subsequent challenge of learning the latent features has been barely investigated. Furthermore, many practical questions remain unanswered, e.g., the number of snapshots needed for convergence or the neural network training strategy. In this work, using recent techniques from sparse high-dimensional function approximation, we fill some of these gaps by providing a new practical existence theorem for CNN-based autoencoders when the parameter-to-solution map is holomorphic. This regularity assumption arises in many relevant classes of parametric PDEs, such as the parametric diffusion equation, for which we discuss an explicit application of our general theory.

math.NA

Learning smooth functions in high dimensions: from sparse polynomials to deep neural networks

Learning approximations to smooth target functions of many variables from finite sets of pointwise samples is an important task in scientific computing and its many applications in computational science and engineering. Despite well over half a century of research on high-dimensional approximation, this remains a challenging problem. Yet, significant advances have been made in the last decade towards efficient methods for doing this, commencing with so-called sparse polynomial approximation methods and continuing most recently with methods based on Deep Neural Networks (DNNs). In tandem, there have been substantial advances in the relevant approximation theory and analysis of these techniques. In this work, we survey this recent progress. We describe the contemporary motivations for this problem, which stem from parametric models and computational uncertainty quantification; the relevant function classes, namely, classes of infinite-dimensional, Banach-valued, holomorphic functions; fundamental limits of learnability from finite data for these classes; and finally, sparse polynomial and DNN methods for efficiently learning such functions from finite data. For the latter, there is currently a significant gap between the approximation theory of DNNs and the practical performance of deep learning. Aiming to narrow this gap, we develop the topic of practical existence theory, which asserts the existence of dimension-independent DNN architectures and training strategies that achieve provably near-optimal generalization errors in terms of the amount of training data.

math.NA

Square Root LASSO: Well-posedness, Lipschitz stability and the tuning trade off

This paper studies well-posedness and parameter sensitivity of the Square Root LASSO (SR-LASSO), an optimization model for recovering sparse solutions to linear inverse problems in finite dimension. An advantage of the SR-LASSO (e.g., over the standard LASSO) is that the optimal tuning of the regularization parameter is robust with respect to measurement noise. This paper provides three point-based regularity conditions at a solution of the SR-LASSO: the weak, intermediate, and strong assumptions. It is shown that the weak assumption implies uniqueness of the solution in question. The intermediate assumption yields a directionally differentiable and locally Lipschitz solution map (with explicit Lipschitz bounds), whereas the strong assumption gives continuous differentiability of said map around the point in question. Our analysis leads to new theoretical insights on the comparison between SR-LASSO and LASSO from the viewpoint of tuning parameter sensitivity: noise-robust optimal parameter choice for SR-LASSO comes at the "price" of elevated tuning parameter sensitivity. Numerical results support and showcase the theoretical findings.

math.OC