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Tobias J. Riedlinger

Publications and source records attributed to Tobias J. Riedlinger.

4 recordsLinked to original sources

Consistency of Learned Sparse Grid Quadrature Rules using NeuralODEs

We prove consistency of a recently proposed scheme that evaluates expected values by composing a learned transport map with Clenshaw--Curtis sparse-grid quadrature on a tractable product source. Our analysis hinges on the structural fact that composition of a $C^k_{\mathrm{mix}}$-regular function -- which carries the fast quadrature rate $m^{-k}(\log m)^{(d-1)(k+1)}$ -- with a $C^1$-diffeomorphism can only be guaranteed to be $C^k_{\mathrm{mix}}$ itself, if the diffeomorphism is diagonal up to a permutation of coordinates. The fast rate is therefore available exclusively for product targets, and the analysis splits into two regimes. In the general regime of arbitrary targets, we learn the transport as the time-one flow of a $\mathrm{ReLU}^{k+1}$-neural ODE trained by maximum likelihood. The resulting flow lies in the isotropic space $C^k$ and yields the rate $m^{-k/d}(\log m)^{(d-1)(k/d+1)}$, with raising the density smoothness $k$ and the matched activation order $k+1$ mitigating the curse of dimensionality at the cost of harder optimization. In the diagonal regime of product targets, the Knothe--Rosenblatt map is itself diagonal and we estimate it pointwise via empirical quantile transport, a lightweight alternative that recovers the full mixed-regularity rate. In both regimes, the resulting LtI estimator is PAC (probably approximately correct) consistent. With high probability the numerical integral approximates the true value to arbitrary accuracy as both the sample size $n$ and the quadrature budget $m$ tend to infinity.

math.NA↗

Regularity of Solutions to Beckmann's Parametric Optimal Transport

Beckmann's problem in optimal transport minimizes the total squared flux in a continuous transport problem from a source to a target distribution. In this article, the regularity theory for solutions to Beckmann's problem in optimal transport is developed utilizing an unconstrained Lagrangian formulation and solving the variational first order optimality conditions. It turns out that the Lagrangian multiplier that enforces Beckmann's divergence constraint fulfills a Poisson equation and the flux vector field is obtained as the potential's gradient. Utilizing Schauder estimates from elliptic regularity theory, the exact Hölder regularity of the potential, the flux and the flow generating is derived on the basis of Hölder regularity of source and target densities on a bounded, regular domain. If the target distribution depends on parameters, as is the case in conditional (``promptable'') generative learning, we provide sufficient conditions for separate and joint Hölder continuity of the resulting vector field in the parameter and the data dimension. Following a recent result by Belomnestny et al., one can thus approximate such vector fields with deep ReQu neural networks in C^(k,alpha)-Hölder norm. We also show that this approach generalizes to other probability paths, like Fisher-Rao gradient flows.

math.AP↗

Towards Reliable Detection of Empty Space: Conditional Marked Point Processes for Object Detection

Deep neural networks have set the state-of-the-art in computer vision tasks such as bounding box detection and semantic segmentation. Object detectors and segmentation models assign confidence scores to predictions, reflecting the model's uncertainty in object detection or pixel-wise classification. However, these confidence estimates are often miscalibrated, as their architectures and loss functions are tailored to task performance rather than probabilistic foundation. Even with well calibrated predictions, object detectors fail to quantify uncertainty outside detected bounding boxes, i.e., the model does not make a probability assessment of whether an area without detected objects is truly free of obstacles. This poses a safety risk in applications such as automated driving, where uncertainty in empty areas remains unexplored. In this work, we propose an object detection model grounded in spatial statistics. Bounding box data matches realizations of a marked point process, commonly used to describe the probabilistic occurrence of spatial point events identified as bounding box centers, where marks are used to describe the spatial extension of bounding boxes and classes. Our statistical framework enables a likelihood-based training and provides well-defined confidence estimates for whether a region is drivable, i.e., free of objects. We demonstrate the effectiveness of our method through calibration assessments and evaluation of performance.

cs.CV↗

Numerical and statistical analysis of NeuralODE with Runge-Kutta time integration

NeuralODE is one example for generative machine learning based on the push forward of a simple source measure with a bijective mapping, which in the case of NeuralODE is given by the flow of a ordinary differential equation. Using Liouville's formula, the log-density of the push forward measure is easy to compute and thus NeuralODE can be trained based on the maximum Likelihood method such that the Kulback-Leibler divergence between the push forward through the flow map and the target measure generating the data becomes small. In this work, we give a detailed account on the consistency of Maximum Likelihood based empirical risk minimization for a generic class of target measures. In contrast to prior work, we do not only consider the statistical learning theory, but also give a detailed numerical analysis of the NeuralODE algorithm based on the 2nd order Runge-Kutta (RK) time integration. Using the universal approximation theory for deep ReQU networks, the stability and convergence rated for the RK scheme as well as metric entropy and concentration inequalities, we are able to prove that NeuralODE is a probably approximately correct (PAC) learning algorithm.

cs.LG↗