Organizing Committee
- Anna Gilbert
Yale University - Roy Lederman
Yale University - Gilad Lerman
University of Minnesota - Per-Gunnar Martinsson
University of Texas at Austin - Andrea Nahmod
University of Massachusetts Amherst - Kirill Serkh
University of Toronto - Christoph Thiele
University of Bonn - Sijue Wu
University of Michigan
Abstract
The mathematical and computational toolbox for modern experimental and engineering problems has become more diverse than ever before, with a flurry of new challenges in inverse problems and successful practical solutions that present further theoretical questions. In the spirit of the 2012 “Challenges in Geometry, Analysis, and Computation: High-Dimensional Synthesis” workshop at Yale, the “Modern Applied and Computational Analysis” workshop will be a celebration of different perspectives on inverse problems, models, inference, and harmonic analysis and a debate about the challenges and opportunities in the next decade of applied analysis. The topics include inverse problems, randomized linear algebra, machine learning in applied analysis, and tensor networks.
The organizers would like to thank James Bremer, Ronald Coifman, Jingfang Huang, Peter Jones, Mauro Maggioni, Yair Minsky, Vladimir Rokhlin, Wilhelm Schlag, John Schotland, Amit Singer, Stefan Steinerberger, and Mark Tygert for their help.
Confirmed Speakers & Participants
Talks will be presented virtually or in-person as indicated in the schedule below.
- Speaker
- Poster Presenter
- Attendee
- Virtual Attendee
-
Ian Adelstein
Yale University
-
Yariv Aizenbud
Yale University
-
Bradley Alpert
NIST
-
Noah Amsel
New York University
-
Travis Askham
New Jersey Institute of Technology
-
Amir Averbuch
Tel Aviv University
-
Francoise Axel
Yale University
-
Demba Ba
Harvard University
-
Ronen Basri
Weizmann Institute of Science
-
Gregory Beylkin
University of Colorado Boulder
-
Chris Bishop
Stony Brook University
-
Carlos Borges
University of Central Florida
-
Leon Bottou
Meta
-
Jeffrey Brock
Yale University
-
James Brofos
SESCO Enterprises LLC
-
Satish Chandran
University of California Riverside
-
Dongwei Chen
Clemson University
-
Xiuyuan Cheng
Duke University
-
Alexander Cloninger
University of California at San Diego
-
Ronald Coifman
Yale University
-
Mark Comerford
University of Rhode Island
-
Zizai Cui
Yale University
-
Steve Damelin
Mathematical Scientist, Ann Arbor MI
-
Guy David
Université Paris-Saclay
-
Edward De Brouwer
Yale University
-
Tiago dos Santos Domingues
Yale University
-
Ran Duan
PIMCO
-
Dominique Duncan
University of Southern California
-
Fariba Fahroo
AFOSR
-
Dami Fasina
Yale University
-
Anna Gilbert
Yale University
-
Zydrunas Gimbutas
NIST
-
Alex Gittens
Rensselaer Polytechnic Institute
-
Alexandra Golovin
Duke University
-
María González
Universidad de Cádiz
-
Tristan Goodwill
Courant Institute of Mathematical Sciences
-
Abinand Gopal
Yale University
-
Sigal Gottlieb
University of Massachusetts Dartmouth
-
Leslie Greengard
New York University
-
Philip Greengard
Columbia University
-
F. Alberto Grünbaum
University of California, Berkeley
-
Diana Halikias
Cornell University
-
Ashlin Harris
Brown University
-
Jeremy Hoskins
University of Chicago
-
Jingfang Huang
University of North Carolina at Chapel Hill
-
Jonas Katona
Yale University
-
Isay Katsman
Yale University
-
Yannis Kevrekidis
Johns Hopkins University
-
Bahram Khalichi
New York University
-
Yuehaw Khoo
The University of Chicago
-
Yuval Kluger
Yale University
-
Brian Knight
UC Davis
-
Dhruv Kohli
University of California San Diego
-
Shahar Kovalsky
Duke University
-
Smita Krishnaswamy
Yale University
-
Dan Kushnir
Bell Laboratories, Nokia
-
Boris Landa
Yale University
-
Roy Lederman
Yale University
-
William Leeb
University of Minnesota, Twin Cities
-
Gilad Lerman
University of Minnesota
-
Sivan Leviyang
Georgetown University
-
Lin Lin
University of California - Berkeley
-
Ya-Wei Eileen Lin
Technion - Israel Institute of Technology
-
Ofir Lindenbaum
Bar Ilan University
-
Sheng Liu
New York University
-
Yiping Lu
stanford
-
Paul MacManus
Charles River Development
-
Mauro Maggioni
Johns Hopkins University
-
Nicholas Marshall
Oregon State University
-
Per-Gunnar Martinsson
University of Texas at Austin
-
Ian Oliver McPherson
Johns Hopkins University
-
Michelle Michelle
Purdue University
-
Eric Michielssen
University of Michigan
-
Gal Mishne
University of California San Diego
-
Martin Mohlenkamp
Ohio University
-
Caroline Moosmüller
University of North Carolina at Chapel Hill
-
Jason Morris
SUNY Brockport
-
Arje Nachman
Air Force Office of Scientific Research
-
Sachin Natesh
University of Colorado Boulder
-
Kevin O'Neill
Yale University
-
Andrei Osipov
Two Sigma
-
Maria Pereyra
University of New Mexico
-
Erez Peterfreund
Yale
-
Jacques PEYRIERE
Universite Paris-Saclay
-
Jill Pipher
Brown University - ICERM
-
Matthew Piselli
Yale University
-
Qing Qu
University of Michigan
-
Neta Rabin
Tel-Aviv University
-
Manas Rachh
Flatiron Institute
-
Vladimir Rokhlin
Yale University
-
Amir Sagiv
Columbia University
-
Naoki Saito
University of California, Davis
-
John Schotland
Yale University
-
Raanan Schul
stony brook university
-
Kirill Serkh
University of Toronto
-
Sarswati Shah
Universidad Nacional Autónoma de México
-
Uri Shaham
Bar Ilan University
-
Zhaiming Shen
University of Georgia
-
Zewen Shen
University of Toronto
-
Nan Sheng
University of Chicago
-
David Silva Sánchez
Yale University
-
Amit Singer
Princeton University
-
Stanislav Smirnov
Université de Genève
-
Stefan Steinerberger
University of Washington
-
Ronen Talmon
Technion - Israel Institute of Technology
-
Christoph Thiele
University of Bonn
-
Bogdan Toader
Yale University
-
Mark Tygert
Meta Platforms, Inc.
-
Ignacio Uriarte-Tuero
University of Toronto
-
Shravan Veerapaneni
University of Michigan
-
Adrian Vladu
CNRS
-
Peng Wang
The University of Michigan
-
Li Wang
University of Minnesota
-
Zhongjian Wang
The University of Chicago
-
Haiyang Wang
Flatiron Institute
-
Tony Wong
ICERM
-
Bobbie Wu
University of Massachusetts Lowell
-
Hau-Tieng Wu
Duke University
-
Xingchi Yan
Harvard University
-
Fengyu Yang
University of North Carolina at Chapel Hill
-
Ruiyi Yang
Princeton University
-
Zhuolun Yang
Brown University
-
Joon-Hyeok Yim
Yale University
-
Yukun Yue
Carnegie Mellon University
-
Hanwen Zhang
Yale University
-
Wenjun Zhao
Brown University
-
Mohan Zhao
University of Toronto
-
Valery Zheludev
Tel Aviv University
-
Ming Zhong
Johns Hopkins University
Workshop Schedule
Monday, June 26, 2023
-
8:30 - 8:50 am EDTCheck In11th Floor Collaborative Space
-
8:50 - 9:00 am EDTWelcome11th Floor Lecture Hall
- Brendan Hassett, ICERM/Brown University
-
9:00 - 9:45 am EDTWeil-Petersson curves, traveling salesman theorems, and minimal surfaces11th Floor Lecture Hall
- Speaker
- Chris Bishop, Stony Brook University
- Session Chairs
- Amir Sagiv, Columbia University
- Raanan Schul, stony brook university
Abstract
Weil-Petersson curves are a class of rectifiable closed curves in the plane, defined as the closure of the smooth curves with respect to the Weil-Petersson metric defined by Takhtajan and Teo in 2006. Their work solved a problem from string theory by making the space of closed loops into a Hilbert manifold, but the same class of curves also arises naturally in complex analysis, geometric measure theory, probability theory, knot theory, computer vision, and other areas. No geometric description of Weil-Petersson curves was known until 2019, but there are now more than twenty equivalent conditions. One involves inscribed polygons and can be explained to a calculus student. Another is a strengthening of Peter Jones's traveling salesman condition characterizing rectifiable curves. A third says a curve is Weil-Petersson iff it bounds a minimal surface in hyperbolic 3-space that has finite total curvature. I will discuss these and several other characterizations and sketch why they are all equivalent to each other.
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10:00 - 10:30 am EDTCoffee Break11th Floor Collaborative Space
-
10:30 - 11:15 am EDTNew perspectives on inverse problems: stochasticity and Monte Carlo method11th Floor Lecture Hall
- Speaker
- Li Wang, University of Minnesota
- Session Chairs
- Amir Sagiv, Columbia University
- Raanan Schul, stony brook university
Abstract
In this talk, we introduce two new aspects of inverse problems formulated as PDE-constrained optimization. Firstly, while current approaches assume deterministic parameters, many real-world problems exhibit stochastic behavior. We present a novel approach that treats the PDE solver as a push-forward map to recover the full distribution of unknown random parameters. We introduce a gradient-flow equation to estimate the ground-truth parameter probability distribution. Secondly, as problem dimensions increase, Monte Carlo methods regain relevance. However, directly applying them to gradient-based PDE-constrained optimization poses challenges due to the product of forward and adjoint solutions involving Dirac deltas. We propose strategies to rescue Monte Carlo methods and make them compatible with gradient-based optimization.
-
11:30 am - 12:15 pm EDTQuantum Signal Processing11th Floor Lecture Hall
- Speaker
- Lin Lin, University of California - Berkeley
- Session Chairs
- Amir Sagiv, Columbia University
- Raanan Schul, stony brook university
Abstract
Quantum Signal Processing (QSP) is a revolutionary technique that uses a product of unitary matrices to represent polynomials, with numerous applications in quantum computing. In this talk, I will introduce QSP in a fashion that does not require prior knowledge on quantum computing. We introduce optimization-based algorithms that can efficiently find the ""phase factors"" used to represent a given polynomial. We also identify a surprising connection between the smoothness of the target function and the decay properties of a specific branch of the phase factors. Y. Dong, L. Lin, H. Ni, J. Wang, Infinite quantum signal processing [arXiv:2209.10162] J. Wang, Y. Dong, L. Lin, On the energy landscape of symmetric quantum signal processing, Quantum 6, 850, 2022 Y. Dong, X. Meng, K. B. Whaley, L. Lin, Efficient phase factor evaluation in quantum signal processing, Phys. Rev. A 103, 042419, 2021
-
12:30 - 2:30 pm EDTLunch/Free Time
-
2:30 - 3:15 pm EDTNonlocal PDEs and Quantum Optics11th Floor Lecture Hall
- Speaker
- John Schotland, Yale University
- Session Chairs
- Per-Gunnar Martinsson, University of Texas at Austin
- Manas Rachh, Flatiron Institute
Abstract
Quantum optics is the quantum theory of the interaction of light and matter. In this talk, I will describe a real-space formulation of quantum electrodynamics with applications to many body problems. The goal is to understand the transport of nonclassical states of light in random media. In this setting, there is a close relation to kinetic equations for nonlocal PDEs with random coefficients.
-
3:30 - 4:00 pm EDTCoffee Break11th Floor Collaborative Space
-
4:00 - 4:45 pm EDTWigner-Smith Methods for Computational Electromagnetics and Acoustics11th Floor Lecture Hall
- Speaker
- Eric Michielssen, University of Michigan
- Session Chairs
- Per-Gunnar Martinsson, University of Texas at Austin
- Manas Rachh, Flatiron Institute
Abstract
Wigner-Smith (WS) time delay concepts have been used extensively in quantum mechanics to characterize delays experienced by particles interacting with a potential well. This presentation will formally extend WS time delay theory to Maxwells equations and explores its potential applications in electromagnetics. The WS time delay matrix relates a lossless and reciprocal systems scattering matrix to its frequency derivative and allows for the construction of modes that experience well-defined group delays when interacting with the system. The matrix entries for guiding, scattering, and radiating systems are energy-like overlap integrals of the electric and/or magnetic fields that arise upon excitation of the system via its ports. Numerous applications in electromagnetics will be highlighted, including the characterization of group delays in multiport systems, the description of electromagnetic fields in terms of elementary scattering processes, and the characterization of frequency sensitivities of fields and multiport antenna impedance matrices. Extensions of WS methods towards lossy and dispersive systems will be analyzed as well, and avenues for leveraging WS concepts in computational electromagnetics will be discussed.
-
5:00 - 6:30 pm EDTReception11th Floor Collaborative Space
Tuesday, June 27, 2023
-
9:00 - 9:45 am EDTOf Crystals and Corals11th Floor Lecture Hall
- Speaker
- Stanislav Smirnov, Université de Genève
- Session Chairs
- Gilad Lerman, University of Minnesota
- Gal Mishne, University of California San Diego
Abstract
There are many real-world processes exhibiting fractal growing shapes - from mineral deposition and coral growth to lightning strikes, and in many of them growth is related to diffusion properties. We will discuss two seminal models: Diffusion Limited Aggregation was introduced by Witten and Sanders in 1981 and was generalized to Dielectric Breakdown Model by Niemayer et al shortly afterwards. Numerically they approximate very well a wide range of physical phenomena. However, despite a very simple definition (DLA cluster grows by attaching particles undergoing Brownian motion when they hit the aggregate), very little is understood today, and even less is known rigorously - essentially, only the famous Harry Kesten upper bound on the DLA growth. We will try to show the flavor of these models and present some new results. Based on a joint preprint with Ilya Losev and some further work.
-
10:00 - 10:30 am EDTCoffee Break11th Floor Collaborative Space
-
10:30 - 11:15 am EDTOn the Connectivity of Chord-arc Curves11th Floor Lecture Hall
- Speaker
- María González, Universidad de Cádiz
- Session Chairs
- Gilad Lerman, University of Minnesota
- Gal Mishne, University of California San Diego
Abstract
A chord-arc curve is a locally rectifiable curve satisfying the property that the length of the shortest arc on the curve joining any two points is comparable to the distance between these two points. In this talk, we will introduce the open problem of the connectivity of the manifold of chord arc curves, already mentioned by G. David in his thesis in 1981, and present some recent results that allow us to transfer the connectivity problem to a problem involving the spectrum of a Beurling- type operator on a particular weighted space.
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11:30 am - 12:15 pm EDTMultiscale Diffusion Geometry for Learning Manifolds, Flows and Optimal Transport11th Floor Lecture Hall
- Speaker
- Smita Krishnaswamy, Yale University
- Session Chairs
- Gilad Lerman, University of Minnesota
- Gal Mishne, University of California San Diego
Abstract
In this talk we show how to learn the underlying geometry of data using multiscale data diffusion, and then combine this with deep learning for prediction and inference in several different settings. First we look at capturing graphs using multiscale diffusion based geometric scattering within neural frameworks. We show how to make such networks end-to-end differentiable in order to learn rich representations spaces from which to classify and generate graphs. We then show how to extend this type of analysis to manifolds, where point-clouds of data can be similarly featurized using cascades of wavelets on data graphs to create a manifold scattering transform. Next we show how to derive Wasserstein distances between pointclouds of such data using multiscale diffusion distances. FInally we move from static to dynamic optimal transport using neural ODEs in order to learn dynamic trajectories from static snapshot data—a key problem in inference from single cell data. Throughout the talk, we present examples of such techniques being applied to massively high throughput and high dimensional datasets from biology and medicine.
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12:30 - 2:00 pm EDTLunch/Free TimeLunch/Free Time
-
2:00 - 3:00 pm EDTPoster Session BlitzLightning Talks - 11th Floor Lecture Hall
- Session Chair
- Bogdan Toader, Yale University
-
3:30 - 5:30 pm EDTPoster Session / Coffee BreakPoster Session - 11th Floor Collaborative Space
-
4:30 - 4:45 pm EDTRemarks - Peter Jones pt 111th Floor Lecture Hall
- Jill Pipher, Brown University - ICERM
-
4:45 - 5:00 pm EDTRemarks - Peter Jones pt 211th Floor Lecture Hall
- Ronald Coifman, Yale University
Wednesday, June 28, 2023
-
9:00 - 9:45 am EDTSome old and some newer perspectives on data-driven modeling of complex systems11th Floor Lecture Hall
- Speaker
- Yannis Kevrekidis, Johns Hopkins University
- Session Chairs
- James Brofos, SESCO Enterprises LLC
- Shira Golovin, Duke University
Abstract
I will discuss avenues in data driven modeling of complex systems (for my group and myself) that my interaction with Raphy Coifman has enabled - from "variable free" latent space dynamics twenty years ago to "learning what to learn" and "backward in time" today.
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10:00 - 10:30 am EDTCoffee Break11th Floor Collaborative Space
-
10:30 - 11:15 am EDTHow will we plan our stakes in deep haystacks? Science in the AI Spring11th Floor Lecture Hall
- Speaker
- Demba Ba, Harvard University
- Session Chairs
- James Brofos, SESCO Enterprises LLC
- Shira Golovin, Duke University
Abstract
To elucidate the basic laws that govern processes around us, scientists ask questions and, often, collect data that will let them answer these questions. The answers typically rely on the solutions to so-called inverse problems, namely algorithms for mapping data to latent variables the scientist can interpret. Physical/statistical models often constrain the latent variables and how they relate to data we acquire. In recent years, deep learning algorithms, largely myopic to these constraints, have become a popular method for solving inverse problems. I will argue that the cost of collecting data in science, the need for interpretability, and the dynamic nature of scientific data make vanilla artificial neural networks (ANNs) unsuitable, at best, in scientific settings. I will argue for sparsity of latent representations as a mild form of inductive biase for DNN models of scientific data, which can let us enjoy both the interpretability of traditional methods for solving inverse problems, and the expressive power of ANNs. I will demonstrate that ANNs designed in this fashion make powerful interpretable tools for elucidating the principles of neural computation, and for solving a wide range of inverse problems in imaging, Physics, and beyond, particularly in the data-scare/limited regime that characterizes many scientific settings.
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11:30 am - 12:15 pm EDTOn the Connection between Deep Neural Networks and Kernel Methods11th Floor Lecture Hall
- Speaker
- Ronen Basri, Weizmann Institute of Science
- Session Chairs
- James Brofos, SESCO Enterprises LLC
- Shira Golovin, Duke University
Abstract
Recent theoretical work has shown that under certain conditions, massively overparameterized neural networks are equivalent to kernel regressors with a family of kernels called Neural Tangent Kernels (NTKs). My work in this subject aims to better understand the properties of NTK for various network architectures and relate them to the inductive bias of real neural networks. In particular, I will argue that for input data distributed uniformly on the sphere NTK favors low-frequency predictions over high-frequency ones, potentially explaining why overparameterized networks can generalize even when they perfectly fit their training data. I will further discuss the behavior of NTK when data is distributed nonuniformly and show that NTK (with ReLU activation) is tightly related to the classical Laplace kernel, which has a simple closed-form. Finally, I will discuss our analysis of NTK for convolutional networks, which indicates that these networks are biased toward learning low frequency target functions with any higher frequencies concentrated in local regions. Overall, our results suggest that much insight about neural networks can be obtained from the analysis of NTK.
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12:25 - 12:30 pm EDTGroup Photo (Immediately After Talk)11th Floor Lecture Hall
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12:30 - 2:30 pm EDTOpen Problem Session LunchLunch/Free Time
-
2:30 - 3:30 pm EDTPanel Part 1 (Introductions / Presentations)Panel Discussion - 11th Floor Lecture Hall
- Moderator
- Anna Gilbert, Yale University
- Panelists
- Ronald Coifman, Yale University
- Guy David, Université Paris-Saclay
- Fariba Fahroo, AFOSR
- Leslie Greengard, New York University
- F. Alberto Grünbaum, University of California, Berkeley
- Yannis Kevrekidis, Johns Hopkins University
- Arje Nachman, Air Force Office of Scientific Research
- Vladimir Rokhlin, Yale University
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3:30 - 4:00 pm EDTCoffee Break11th Floor Collaborative Space
-
4:00 - 5:00 pm EDTPanel Part 2Panel Discussion - 11th Floor Lecture Hall
- Moderator
- Anna Gilbert, Yale University
- Panelists
- Ronald Coifman, Yale University
- Guy David, Université Paris-Saclay
- Fariba Fahroo, AFOSR
- Leslie Greengard, New York University
- F. Alberto Grünbaum, University of California, Berkeley
- Yannis Kevrekidis, Johns Hopkins University
- Arje Nachman, Air Force Office of Scientific Research
- Vladimir Rokhlin, Yale University
Thursday, June 29, 2023
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9:00 - 9:45 am EDTSome estimation problems for high-dimensional stochastic dynamical systems with structure11th Floor Lecture Hall
- Speaker
- Mauro Maggioni, Johns Hopkins University
- Session Chairs
- Yariv Aizenbud, Yale University
- Ronen Talmon, Technion - Israel Institute of Technology
Abstract
We consider several estimation problems for stochastic dynamical systems from observations of trajectories: Let A be a linear dynamical system on a graph G. A and G are unknown, we observe a small number of entries of A, A^2, …, A^T, and we wish to estimate A. We study when this problem is well-posed, introduce an estimator of A based on matrix completion of a low-rank structured block-Hankel matrix, obtain results that capture some of the trade-offs between sampling in space and time, and finally show that this estimator can be constructed by a fast algorithm that provably locally converges quadratically to A. We verify this numerically on a variety of examples [C. Kuemmerle, MM, S. Tang]. We consider nonlinear dynamical systems modeling interacting agents. The laws of interactions between the agents are often simple, e.g. they depend only on a function of pairwise interactions. Given observations along trajectories of the agents, we construct statistically and computationally efficient estimators for the laws of interactions, in a nonparametric fashion, and give conditions guaranteeing the problem is well-posed [F. Lu, MM, J. Feng, P. Martin, J.Miller, S. Tang and M. Zhong]. We consider model reduction of fast-slow high-dimensional stochastic systems with a low-dimensional slow manifold M. The fast modes are not assumed to be small, nor orthogonal to M. Both the dynamics and M are unknown; given access to a black-box simulator from which short bursts of simulations can be obtained, we estimate of the manifold M, an effective stochastic process on M, and a simulator thereof, adapted to the dimension of M, and with time steps dependent on the regularity of the effective process. The estimation may be performed on-the-fly, for efficient exploration. We demonstrate the simulation of paths of the effective dynamics, and estimation of crucial features, including the stationary distribution, metastable states, residence times and transition rates [MM, X.-F. Ye, S. Yang].
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10:00 - 10:30 am EDTCoffee Break11th Floor Collaborative Space
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10:30 - 11:15 am EDTLow distortion embeddings with bottom-up manifold learning11th Floor Lecture Hall
- Speaker
- Gal Mishne, University of California San Diego
- Session Chairs
- Yariv Aizenbud, Yale University
- Ronen Talmon, Technion - Israel Institute of Technology
Abstract
Manifold learning algorithms aim to map high-dimensional data into lower dimensions while preserving local and global structure. In this talk, I present Low Distortion Local Eigenmaps (LDLE), a bottom-up manifold learning framework that constructs low-distortion local views of a dataset in lower dimensions and registers them to obtain a global embedding. Motivated by Jones, Maggioni, and Schul (2008), LDLE constructs local views by selecting subsets of the global eigenvectors of the graph Laplacian such that they are locally orthogonal. The global embedding is obtained by rigidly aligning these local views, which is solved iteratively. Our global alignment formulation enables tearing manifolds so as to embed them into their intrinsic dimension, including manifolds without boundary and non-orientable manifolds. We define a strong and weak notion of global distortion to evaluate embeddings in low dimensions. We show that Riemannian Gradient Descent (RGD) converges to an embedding with guaranteed low global distortion. Compared to competing manifold learning and data visualization approaches, we demonstrate that LDLE achieves lowest local and global distortion on real and synthetic datasets.
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11:30 am - 12:15 pm EDTCurvature on Combinatorial Graphs11th Floor Lecture Hall
- Speaker
- Stefan Steinerberger, University of Washington
- Session Chairs
- Yariv Aizenbud, Yale University
- Ronen Talmon, Technion - Israel Institute of Technology
Abstract
Curvature is one of the fundamental ingredients in differential geometry. It is interesting to think of combinatorial graphs as manifolds and a number of different notions of curvature have been proposed. I will introduce some of the existing ideas and then propose a new notion based on a simple and completely explicit linear system of equations. This notion satisfies a surprisingly large number of desirable properties -- connections to game theory (especially the von Neumann Minimax Theorem) and potential theory will be sketched. I will also sketch some curious related open problems. No prior knowledge of differential geometry (or graphs) is required.
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12:30 - 2:30 pm EDTNetworking LunchLunch/Free Time - 11th Floor Collaborative Space
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2:30 - 3:15 pm EDTReduced label complexity for tight linear regression11th Floor Lecture Hall
- Speaker
- Alex Gittens, Rensselaer Polytechnic Institute
- Session Chairs
- Kirill Serkh, University of Toronto
- Amit Singer, Princeton University
Abstract
The success of modern supervised machine learning is predicated on the existence of large labeled data sets, but in many domains, it is cost prohibitive to generate a large number of high quality labels. It is more feasible to first collect a large unlabeled data set, then decide to invest in labeling a subset of this data set. This motivates the consideration of label complexity: for a given supervised learning problem and unlabeled data set, what is the minimal number of labels required so that a model fitted using the labeled subset has almost as much predictive power as would a model fitted on the entire data set if all the labels were available? We present algorithmic results on the label complexity of linear regression: given n data points, how many samples must be labeled to obtain a model with near optimal in-sample prediction error? Existing approaches to reducing the label complexity of linear regression--including various approaches from the randomized numerical linear algebra community such as core-sets and the use of iterative algorithms that touch one data point per iteration-- are applicable when a constant factor approximation is acceptable. New approaches are needed to enter the regime where the approximation factor decreases with the size of the data set. In this setting, we provide a polynomial time algorithm that reduces the label complexity by O(sqrt(n)) additively. The algorithm is based on a tight analysis of the regression error incurred by forming a core-set using backward selection.
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3:30 - 4:15 pm EDTRandomized algorithms for linear algebraic computations11th Floor Lecture Hall
- Speaker
- Per-Gunnar Martinsson, University of Texas at Austin
- Session Chairs
- Kirill Serkh, University of Toronto
- Amit Singer, Princeton University
Abstract
The talk will describe how randomized algorithms can effectively, accurately, and reliably solve linear algebraic problems that are omnipresent in scientific computing and in data analysis. We will focus on techniques for low rank approximation, since these methods are particularly simple and powerful. The talk will also briefly survey a number of other randomized algorithms for tasks such as solving linear systems, estimating matrix norms, and computing full matrix factorizations.
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5:00 - 7:00 pm EDTBanquet (offsite)Banquet (offsite)
Friday, June 30, 2023
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9:00 - 9:45 am EDTProject and Forget: Solving Large-Scale Metric Constrained Problems11th Floor Lecture Hall
- Speaker
- Anna Gilbert, Yale University
- Session Chairs
- Boris Landa, Yale University
- John Schotland, Yale University
Abstract
Many important machine learning problems can be formulated as highly constrained convex optimization problems. One important example is metric constrained problems. In this paper, we show that standard optimization techniques can not be used to solve metric constrained problem. To solve such problems, we provide a general active set framework, called Project and Forget, and several variants thereof that use Bregman projections. Project and Forget is a general purpose method that can be used to solve highly constrained convex problems with many (possibly exponentially) constraints. We provide a theoretical analysis of Project and Forget and prove that our algorithms converge to the global optimal solution and have a linear rate of convergence. We demonstrate that using our method, we can solve large problem instances of general weighted correlation clustering, metric nearness, information theoretic metric learning and quadratically regularized optimal transport; in each case, out-performing the state of the art methods with respect to CPU times and problem sizes. Joint work with Rishi Sonthalia (UCLA)
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10:00 - 10:30 am EDTCoffee Break11th Floor Collaborative Space
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10:30 - 11:15 am EDTRandomized tensor-network algorithms for random data in high-dimensions11th Floor Lecture Hall
- Speaker
- Yuehaw Khoo, The University of Chicago
- Session Chairs
- Boris Landa, Yale University
- John Schotland, Yale University
Abstract
Tensor-network ansatz have long been employed to solve the high-dimensional Schrödinger equation, demonstrating linear complexity scaling with respect to dimensionality. Recently, this ansatz has found applications in various machine learning scenarios, including supervised learning and generative modeling, where the data originates from a random process. In this talk, we present a new perspective on randomized linear algebra, showcasing its usage in estimating a density as a tensor-network from i.i.d. samples of a distribution, without the curse of dimensionality, and without the use of optimization techniques. Moreover, we illustrate how this concept can combine the strengths of particle and tensor-network methods for solving high-dimensional PDEs, resulting in enhanced flexibility for both approaches. (Based on joint works with Yian Chen, Jeremy Hoskins, YoonHaeng Hur, Michael Lindsey, Yifan Peng, Miles Stoudenmire, Xun Tang, and Lexing Ying).
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11:30 am - 12:15 pm EDTIntegral equations and singular waveguides11th Floor Lecture Hall
- Speaker
- Jeremy Hoskins, University of Chicago
- Session Chairs
- Boris Landa, Yale University
- John Schotland, Yale University
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12:30 - 4:00 pm EDTLunch/ Free Time for CollaborationLunch/Free Time
All event times are listed in ICERM local time in Providence, RI (Eastern Daylight Time / UTC-4).
All event times are listed in .
ICERM local time in Providence, RI is Eastern Daylight Time (UTC-4). Would you like to switch back to ICERM time or choose a different custom timezone?