Charles Kulick

ML
h-index2
5papers
19citations
Novelty48%
AI Score45

5 Papers

MLNov 1, 2023
Data-Driven Model Selections of Second-Order Particle Dynamics via Integrating Gaussian Processes with Low-Dimensional Interacting Structures

Jinchao Feng, Charles Kulick, Sui Tang

In this paper, we focus on the data-driven discovery of a general second-order particle-based model that contains many state-of-the-art models for modeling the aggregation and collective behavior of interacting agents of similar size and body type. This model takes the form of a high-dimensional system of ordinary differential equations parameterized by two interaction kernels that appraise the alignment of positions and velocities. We propose a Gaussian Process-based approach to this problem, where the unknown model parameters are marginalized by using two independent Gaussian Process (GP) priors on latent interaction kernels constrained to dynamics and observational data. This results in a nonparametric model for interacting dynamical systems that accounts for uncertainty quantification. We also develop acceleration techniques to improve scalability. Moreover, we perform a theoretical analysis to interpret the methodology and investigate the conditions under which the kernels can be recovered. We demonstrate the effectiveness of the proposed approach on various prototype systems, including the selection of the order of the systems and the types of interactions. In particular, we present applications to modeling two real-world fish motion datasets that display flocking and milling patterns up to 248 dimensions. Despite the use of small data sets, the GP-based approach learns an effective representation of the nonlinear dynamics in these spaces and outperforms competitor methods.

LGMay 8
Transformers Can Implement Preconditioned Richardson Iteration for In-Context Gaussian Kernel Regression

Mingsong Yan, Dongyang Li, Charles Kulick et al.

Mechanistic accounts of in-context learning (ICL) have identified iterative algorithms for linear regression and related linear prediction tasks, often using linear or ReLU attention variants. For nonlinear ICL, prior work has related softmax and kernelized attention to functional-gradient-type dynamics, but it remains unclear whether a standard transformer with softmax attention can implement a convergent solver with an end-to-end prediction-error guarantee. In this paper, we study in-context kernel ridge regression (KRR) with Gaussian kernels and show that a standard softmax-attention transformer can approximate the KRR predictor during its forward pass by implementing preconditioned Richardson iteration on the associated kernel linear system. Under bounded-data assumptions, we construct a single-head transformer with $O(\log(1/ε))$ blocks and MLP width $O(\sqrt{N/ε})$ that achieves $ε$-accurate prediction for prompts of length $N$. Our construction reveals a functional decomposition within the transformer architecture: softmax attention produces a row-normalized Gaussian-kernel operator needed for cross-token interactions, while ReLU MLP layers act locally to approximate the intra-token scalar arithmetic required by the update. Empirically, we train GPT-2-style transformers on Gaussian-process regression tasks to further test the preconditioned Richardson interpretation. Through linear probing, we compare the transformer's layer-wise predictions with the step-wise outputs of classical KRR solvers and find that its error profiles align most consistently with preconditioned Richardson iteration. Ablation studies further support this interpretation. Together, our theory and experiments identify preconditioned Richardson iteration as a concrete mechanism that softmax-attention transformers can realize for nonlinear in-context Gaussian-kernel regression.

MLNov 3, 2025
Data-driven Learning of Interaction Laws in Multispecies Particle Systems with Gaussian Processes: Convergence Theory and Applications

Jinchao Feng, Charles Kulick, Sui Tang

We develop a Gaussian process framework for learning interaction kernels in multi-species interacting particle systems from trajectory data. Such systems provide a canonical setting for multiscale modeling, where simple microscopic interaction rules generate complex macroscopic behaviors. While our earlier work established a Gaussian process approach and convergence theory for single-species systems, and later extended to second-order models with alignment and energy-type interactions, the multi-species setting introduces new challenges: heterogeneous populations interact both within and across species, the number of unknown kernels grows, and asymmetric interactions such as predator-prey dynamics must be accommodated. We formulate the learning problem in a nonparametric Bayesian setting and establish rigorous statistical guarantees. Our analysis shows recoverability of the interaction kernels, provides quantitative error bounds, and proves statistical optimality of posterior estimators, thereby unifying and generalizing previous single-species theory. Numerical experiments confirm the theoretical predictions and demonstrate the effectiveness of the proposed approach, highlighting its advantages over existing kernel-based methods. This work contributes a complete statistical framework for data-driven inference of interaction laws in multi-species systems, advancing the broader multiscale modeling program of connecting microscopic particle dynamics with emergent macroscopic behavior.

LGOct 4, 2025
On the Convergence and Size Transferability of Continuous-depth Graph Neural Networks

Mingsong Yan, Charles Kulick, Sui Tang

Continuous-depth graph neural networks, also known as Graph Neural Differential Equations (GNDEs), combine the structural inductive bias of Graph Neural Networks (GNNs) with the continuous-depth architecture of Neural ODEs, offering a scalable and principled framework for modeling dynamics on graphs. In this paper, we present a rigorous convergence analysis of GNDEs with time-varying parameters in the infinite-node limit, providing theoretical insights into their size transferability. To this end, we introduce Graphon Neural Differential Equations (Graphon-NDEs) as the infinite-node limit of GNDEs and establish their well-posedness. Leveraging tools from graphon theory and dynamical systems, we prove the trajectory-wise convergence of GNDE solutions to Graphon-NDE solutions. Moreover, we derive explicit convergence rates under two deterministic graph sampling regimes: (1) weighted graphs sampled from smooth graphons, and (2) unweighted graphs sampled from $\{0,1\}$-valued (discontinuous) graphons. We further establish size transferability bounds, providing theoretical justification for the practical strategy of transferring GNDE models trained on moderate-sized graphs to larger, structurally similar graphs without retraining. Numerical experiments using synthetic and real data support our theoretical findings.

MLJun 4, 2021
Learning particle swarming models from data with Gaussian processes

Jinchao Feng, Charles Kulick, Yunxiang Ren et al.

Interacting particle or agent systems that display a rich variety of swarming behaviours are ubiquitous in science and engineering. A fundamental and challenging goal is to understand the link between individual interaction rules and swarming. In this paper, we study the data-driven discovery of a second-order particle swarming model that describes the evolution of $N$ particles in $\mathbb{R}^d$ under radial interactions. We propose a learning approach that models the latent radial interaction function as Gaussian processes, which can simultaneously fulfill two inference goals: one is the nonparametric inference of {the} interaction function with pointwise uncertainty quantification, and the other one is the inference of unknown scalar parameters in the non-collective friction forces of the system. We formulate the learning problem as a statistical inverse problem and provide a detailed analysis of recoverability conditions, establishing that a coercivity condition is sufficient for recoverability. Given data collected from $M$ i.i.d trajectories with independent Gaussian observational noise, we provide a finite-sample analysis, showing that our posterior mean estimator converges in a Reproducing kernel Hilbert space norm, at an optimal rate in $M$ equal to the one in the classical 1-dimensional Kernel Ridge regression. As a byproduct, we show we can obtain a parametric learning rate in $M$ for the posterior marginal variance using $L^{\infty}$ norm, and the rate could also involve $N$ and $L$ (the number of observation time instances for each trajectory), depending on the condition number of the inverse problem. Numerical results on systems that exhibit different swarming behaviors demonstrate efficient learning of our approach from scarce noisy trajectory data.