Nicolás García Trillos

Nicolas Garcia Trillos, Matt Jacobs, Jakwang Kim

We study a family of adversarial multiclass classification problems and provide equivalent reformulations in terms of: 1) a family of generalized barycenter problems introduced in the paper and 2) a family of multimarginal optimal transport problems where the number of marginals is equal to the number of classes in the original classification problem. These new theoretical results reveal a rich geometric structure of adversarial learning problems in multiclass classification and extend recent results restricted to the binary classification setting. A direct computational implication of our results is that by solving either the barycenter problem and its dual, or the MOT problem and its dual, we can recover the optimal robust classification rule and the optimal adversarial strategy for the original adversarial problem. Examples with synthetic and real data illustrate our results.

Aditya Kumar Akash, Sixu Li, Nicolás García Trillos

Based on the concepts of Wasserstein barycenter (WB) and Gromov-Wasserstein barycenter (GWB), we propose a unified mathematical framework for neural network (NN) model fusion and utilize it to reveal new insights about the linear mode connectivity of SGD solutions. In our framework, the fusion occurs in a layer-wise manner and builds on an interpretation of a node in a network as a function of the layer preceding it. The versatility of our mathematical framework allows us to talk about model fusion and linear mode connectivity for a broad class of NNs, including fully connected NN, CNN, ResNet, RNN, and LSTM, in each case exploiting the specific structure of the network architecture. We present extensive numerical experiments to: 1) illustrate the strengths of our approach in relation to other model fusion methodologies and 2) from a certain perspective, provide new empirical evidence for recent conjectures which say that two local minima found by gradient-based methods end up lying on the same basin of the loss landscape after a proper permutation of weights is applied to one of the models.

Nicolás García Trillos, Anna Little, Daniel McKenzie et al.

We analyze the convergence properties of Fermat distances, a family of density-driven metrics defined on Riemannian manifolds with an associated probability measure. Fermat distances may be defined either on discrete samples from the underlying measure, in which case they are random, or in the continuum setting, in which they are induced by geodesics under a density-distorted Riemannian metric. We prove that discrete, sample-based Fermat distances converge to their continuum analogues in small neighborhoods with a precise rate that depends on the intrinsic dimensionality of the data and the parameter governing the extent of density weighting in Fermat distances. This is done by leveraging novel geometric and statistical arguments in percolation theory that allow for non-uniform densities and curved domains. Our results are then used to prove that discrete graph Laplacians based on discrete, sample-driven Fermat distances converge to corresponding continuum operators. In particular, we show the discrete eigenvalues and eigenvectors converge to their continuum analogues at a dimension-dependent rate, which allows us to interpret the efficacy of discrete spectral clustering using Fermat distances in terms of the resulting continuum limit. The perspective afforded by our discrete-to-continuum Fermat distance analysis leads to new clustering algorithms for data and related insights into efficient computations associated to density-driven spectral clustering. Our theoretical analysis is supported with numerical simulations and experiments on synthetic and real image data.

Nicolas Garcia Trillos, Matt Jacobs, Jakwang Kim

We study three models of the problem of adversarial training in multiclass classification designed to construct robust classifiers against adversarial perturbations of data in the agnostic-classifier setting. We prove the existence of Borel measurable robust classifiers in each model and provide a unified perspective of the adversarial training problem, expanding the connections with optimal transport initiated by the authors in previous work and developing new connections between adversarial training in the multiclass setting and total variation regularization. As a corollary of our results, we prove the existence of Borel measurable solutions to the agnostic adversarial training problem in the binary classification setting, a result that improves results in the literature of adversarial training, where robust classifiers were only known to exist within the enlarged universal $σ$-algebra of the feature space.

Nicolas Garcia Trillos, Melanie Weber

Let $M$ denote a low-dimensional manifold embedded in Euclidean space and let ${X}= \{ x_1, \dots, x_n \}$ be a collection of points uniformly sampled from it. We study the relationship between the curvature of a random geometric graph built from ${X}$ and the curvature of the manifold $M$ via continuum limits of Ollivier's discrete Ricci curvature. We prove pointwise, non-asymptotic consistency results and also show that if $M$ has Ricci curvature bounded from below by a positive constant, then the random geometric graph will inherit this global structural property with high probability. We discuss applications of the global discrete curvature bounds to contraction properties of heat kernels on graphs, as well as implications for manifold learning from data clouds. In particular, we show that our consistency results allow for estimating the intrinsic curvature of a manifold by first estimating concrete extrinsic quantities.

Camilo Garcia Trillos, Nicolas Garcia Trillos

We propose iterative algorithms to solve adversarial problems in a variety of supervised learning settings of interest. Our algorithms, which can be interpreted as suitable ascent-descent dynamics in Wasserstein spaces, take the form of a system of interacting particles. These interacting particle dynamics are shown to converge toward appropriate mean-field limit equations in certain large number of particles regimes. In turn, we prove that, under certain regularity assumptions, these mean-field equations converge, in the large time limit, toward approximate Nash equilibria of the original adversarial learning problems. We present results for nonconvex-nonconcave settings, as well as for nonconvex-concave ones. Numerical experiments illustrate our results.

Yuetian Luo, Nicolas Garcia Trillos

We study a general matrix optimization problem with a fixed-rank positive semidefinite (PSD) constraint. We perform the Burer-Monteiro factorization and consider a particular Riemannian quotient geometry in a search space that has a total space equipped with the Euclidean metric. When the original objective f satisfies standard restricted strong convexity and smoothness properties, we characterize the global landscape of the factorized objective under the Riemannian quotient geometry. We show the entire search space can be divided into three regions: (R1) the region near the target parameter of interest, where the factorized objective is geodesically strongly convex and smooth; (R2) the region containing neighborhoods of all strict saddle points; (R3) the remaining regions, where the factorized objective has a large gradient. To our best knowledge, this is the first global landscape analysis of the Burer-Monteiro factorized objective under the Riemannian quotient geometry. Our results provide a fully geometric explanation for the superior performance of vanilla gradient descent under the Burer-Monteiro factorization. When f satisfies a weaker restricted strict convexity property, we show there exists a neighborhood near local minimizers such that the factorized objective is geodesically convex. To prove our results we provide a comprehensive landscape analysis of a matrix factorization problem with a least squares objective, which serves as a critical bridge. Our conclusions are also based on a result of independent interest stating that the geodesic ball centered at Y with a radius 1/3 of the least singular value of Y is a geodesically convex set under the Riemannian quotient geometry, which as a corollary, also implies a quantitative bound of the convexity radius in the Bures-Wasserstein space. The convexity radius obtained is sharp up to constants.

Nicolás García Trillos, Ryan Murray, Matthew Thorpe

In the (special) smoothing spline problem one considers a variational problem with a quadratic data fidelity penalty and Laplacian regularisation. Higher order regularity can be obtained via replacing the Laplacian regulariser with a poly-Laplacian regulariser. The methodology is readily adapted to graphs and here we consider graph poly-Laplacian regularisation in a fully supervised, non-parametric, noise corrupted, regression problem. In particular, given a dataset $\{x_i\}_{i=1}^n$ and a set of noisy labels $\{y_i\}_{i=1}^n\subset\mathbb{R}$ we let $u_n:\{x_i\}_{i=1}^n\to\mathbb{R}$ be the minimiser of an energy which consists of a data fidelity term and an appropriately scaled graph poly-Laplacian term. When $y_i = g(x_i)+ξ_i$, for iid noise $ξ_i$, and using the geometric random graph, we identify (with high probability) the rate of convergence of $u_n$ to $g$ in the large data limit $n\to\infty$. Furthermore, our rate, up to logarithms, coincides with the known rate of convergence in the usual smoothing spline model.

Nicolas García Trillos, Daniel Sanz-Alonso, Ruiyi Yang

In recent decades, science and engineering have been revolutionized by a momentous growth in the amount of available data. However, despite the unprecedented ease with which data are now collected and stored, labeling data by supplementing each feature with an informative tag remains to be challenging. Illustrative tasks where the labeling process requires expert knowledge or is tedious and time-consuming include labeling X-rays with a diagnosis, protein sequences with a protein type, texts by their topic, tweets by their sentiment, or videos by their genre. In these and numerous other examples, only a few features may be manually labeled due to cost and time constraints. How can we best propagate label information from a small number of expensive labeled features to a vast number of unlabeled ones? This is the question addressed by semi-supervised learning (SSL). This article overviews recent foundational developments on graph-based Bayesian SSL, a probabilistic framework for label propagation using similarities between features. SSL is an active research area and a thorough review of the extant literature is beyond the scope of this article. Our focus will be on topics drawn from our own research that illustrate the wide range of mathematical tools and ideas that underlie the rigorous study of the statistical accuracy and computational efficiency of graph-based Bayesian SSL.

Chenghui Li, Rishi Sonthalia, Nicolas Garcia Trillos

There is a large variety of machine learning methodologies that are based on the extraction of spectral geometric information from data. However, the implementations of many of these methods often depend on traditional eigensolvers, which present limitations when applied in practical online big data scenarios. To address some of these challenges, researchers have proposed different strategies for training neural networks as alternatives to traditional eigensolvers, with one such approach known as Spectral Neural Network (SNN). In this paper, we investigate key theoretical aspects of SNN. First, we present quantitative insights into the tradeoff between the number of neurons and the amount of spectral geometric information a neural network learns. Second, we initiate a theoretical exploration of the optimization landscape of SNN's objective to shed light on the training dynamics of SNN. Unlike typical studies of convergence to global solutions of NN training dynamics, SNN presents an additional complexity due to its non-convex ambient loss function.

Nicolas Garcia Trillos, Matt Jacobs, Jakwang Kim et al.

Despite the success of deep learning-based algorithms, it is widely known that neural networks may fail to be robust. A popular paradigm to enforce robustness is adversarial training (AT), however, this introduces many computational and theoretical difficulties. Recent works have developed a connection between AT in the multiclass classification setting and multimarginal optimal transport (MOT), unlocking a new set of tools to study this problem. In this paper, we leverage the MOT connection to propose computationally tractable numerical algorithms for computing universal lower bounds on the optimal adversarial risk and identifying optimal classifiers. We propose two main algorithms based on linear programming (LP) and entropic regularization (Sinkhorn). Our key insight is that one can harmlessly truncate the higher order interactions between classes, preventing the combinatorial run times typically encountered in MOT problems. We validate these results with experiments on MNIST and CIFAR-$10$, which demonstrate the tractability of our approach.

Nicolás García Trillos, Chenghui Li, Raghavendra Venkatraman

We study the problem of estimating eigenpairs of elliptic differential operators from samples of a distribution $ρ$ supported on a manifold $M$. The operators discussed in the paper are relevant in unsupervised learning and in particular are obtained by taking suitable scaling limits of widely used graph Laplacians over data clouds. We study the minimax risk for this eigenpair estimation problem and explore the rates of approximation that can be achieved by commonly used graph Laplacians built from random data. More concretely, assuming that $ρ$ belongs to a certain family of distributions with controlled second derivatives, and assuming that the $d$-dimensional manifold $M$ where $ρ$ is supported has bounded geometry, we prove that the statistical minimax rate for approximating eigenvalues and eigenvectors in the $H^1(M)$-sense is $n^{-2/(d+4)}$, a rate that matches the minimax rate for a closely related density estimation problem. We then revisit the literature studying Laplacians over proximity graphs in the large data limit and prove that, under slightly stronger regularity assumptions on the data generating model, eigenpairs of graph Laplacians induce manifold agnostic estimators with an error of approximation that, up to logarithmic corrections, matches our lower bounds. Our analysis allows us to expand the existing literature on graph-based learning in at least two significant ways: 1) we consider stronger norms to measure the error of approximation than the ones that had been analyzed in the past; 2) our rates of convergence are uniform over a family of smooth distributions and do not just apply to densities with special symmetries, and, as a consequence of our lower bounds, are essentially sharp when the connectivity of the graph is sufficiently high.

Chenghui Li, Nicolás García Trillos, Housen Li et al.

Given i.i.d.\ samples $X_n =\{ x_1, \dots, x_n \}$ from a distribution supported on a low dimensional manifold ${M}$ embedded in Eucliden space, we consider the graph Laplacian operator $Δ_n$ associated to an $\varepsilon$-proximity graph over $X_n$ and study the asymptotic fluctuations of its eigenvalues around their means. In particular, letting $\hatλ_l^\varepsilon$ denote the $l$-th eigenvalue of $Δ_n$, and under suitable assumptions on the data generating model and on the rate of decay of $\varepsilon$, we prove that $\sqrt{n } (\hatλ_{l}^\varepsilon - \mathbb{E}[\hatλ_{l}^\varepsilon] )$ is asymptotically Gaussian with a variance that we can explicitly characterize. A formal argument allows us to interpret this asymptotic variance as the dissipation of a gradient flow of a suitable energy with respect to the Fisher-Rao geometry. This geometric interpretation allows us to give, in turn, a statistical interpretation of the asymptotic variance in terms of a Cramer-Rao lower bound for the estimation of the eigenvalues of certain weighted Laplace-Beltrami operator. The latter interpretation suggests a form of asymptotic statistical efficiency for the eigenvalues of the graph Laplacian. We also present CLTs for multiple eigenvalues and through several numerical experiments explore the validity of our results when some of the assumptions that we make in our theoretical analysis are relaxed.

Katy Craig, Nicolás García Trillos, Đorđe Nikolić

Motivated by applications in classification of vector valued measures and multispecies PDE, we develop a theory that unifies existing notions of vector valued optimal transport, from dynamic formulations (à la Benamou-Brenier) to static formulations (à la Kantorovich). In our framework, vector valued measures are modeled as probability measures on a product space $\mathbb{R}^d \times G$, where $G$ is a weighted graph over a finite set of nodes and the graph geometry strongly influences the associated dynamic and static distances. We obtain sharp inequalities relating four notions of vector valued optimal transport and prove that the distances are mutually bi-Hölder equivalent. We discuss the theoretical and practical advantages of each metric and indicate potential applications in multispecies PDE and data analysis. In particular, one of the static formulations discussed in the paper is amenable to linearization, a technique that has been explored in recent years to accelerate the computation of pairwise optimal transport distances.

Camilo Andrés García Trillos, Nicolás García Trillos

We consider adversarially robust classification in a multiclass setting under arbitrary loss functions and derive dual and barycentric reformulations of the corresponding learner-agnostic robust risk minimization problem. We provide explicit characterizations for important cases such as the cross-entropy loss, loss functions with a power form, and the quadratic loss, extending in this way available results for the 0-1 loss. These reformulations enable efficient computation of sharp lower bounds for adversarial risks and facilitate the design of robust classifiers beyond the 0-1 loss setting. Our paper uncovers interesting connections between adversarial robustness, $α$-fair packing problems, and generalized barycenter problems for arbitrary positive measures where Kullback-Leibler and Tsallis entropies are used as penalties. Our theoretical results are accompanied with illustrative numerical experiments where we obtain tighter lower bounds for adversarial risks with the cross-entropy loss function.

Nicolas Garcia Trillos, Bodhisattva Sen

In the standard formulation of the denoising problem, one is given a probabilistic model relating a latent variable $Θ\in Ω\subset \mathbb{R}^m \; (m\ge 1)$ and an observation $Z \in \mathbb{R}^d$ according to: $Z \mid Θ\sim p(\cdot\mid Θ)$ and $Θ\sim G^*$, and the goal is to construct a map to recover the latent variable from the observation. The posterior mean, a natural candidate for estimating $Θ$ from $Z$, attains the minimum Bayes risk (under the squared error loss) but at the expense of over-shrinking the $Z$, and in general may fail to capture the geometric features of the prior distribution $G^*$ (e.g., low dimensionality, discreteness, sparsity, etc.). To rectify these drawbacks, we take a new perspective on this denoising problem that is inspired by optimal transport (OT) theory and use it to study a different, OT-based, denoiser at the population level setting. We rigorously prove that, under general assumptions on the model, this OT-based denoiser is mathematically well-defined and unique, and is closely connected to the solution to a Monge OT problem. We then prove that, under appropriate identifiability assumptions on the model, the OT-based denoiser can be recovered solely from information of the marginal distribution of $Z$ and the posterior mean of the model, after solving a linear relaxation problem over a suitable space of couplings that is reminiscent of standard multimarginal OT problems. In particular, thanks to Tweedie's formula, when the likelihood model $\{ p(\cdot \mid θ) \}_{θ\in Ω}$ is an exponential family of distributions, the OT based-denoiser can be recovered solely from the marginal distribution of $Z$. In general, our family of OT-like relaxations is of interest in its own right and for the denoising problem suggests alternative numerical methods inspired by the rich literature on computational OT.

Leon Bungert, Nicolás García Trillos, Matt Jacobs et al.

Although deep neural networks have achieved super-human performance on many classification tasks, they often exhibit a worrying lack of robustness towards adversarially generated examples. Thus, considerable effort has been invested into reformulating standard Risk Minimization (RM) into an adversarially robust framework. Recently, attention has shifted towards approaches which interpolate between the robustness offered by adversarial training and the higher clean accuracy and faster training times of RM. In this paper, we take a fresh and geometric view on one such method -- Probabilistically Robust Learning (PRL). We propose a mathematical framework for understanding PRL, which allows us to identify geometric pathologies in its original formulation and to introduce a family of probabilistic nonlocal perimeter functionals to rectify them. We prove existence of solutions to the original and modified problems using novel relaxation methods and also study properties, as well as local limits, of the introduced perimeters. We also clarify, through a suitable $Γ$-convergence analysis, the way in which the original and modified PRL models interpolate between risk minimization and adversarial training.

Jose A. Carrillo, Nicolas Garcia Trillos, Sixu Li et al.

Federated learning is an important framework in modern machine learning that seeks to integrate the training of learning models from multiple users, each user having their own local data set, in a way that is sensitive to data privacy and to communication loss constraints. In clustered federated learning, one assumes an additional unknown group structure among users, and the goal is to train models that are useful for each group, rather than simply training a single global model for all users. In this paper, we propose a novel solution to the problem of clustered federated learning that is inspired by ideas in consensus-based optimization (CBO). Our new CBO-type method is based on a system of interacting particles that is oblivious to group memberships. Our model is motivated by rigorous mathematical reasoning, including a mean field analysis describing the large number of particles limit of our particle system, as well as convergence guarantees for the simultaneous global optimization of general non-convex objective functions (corresponding to the loss functions of each cluster of users) in the mean-field regime. Experimental results demonstrate the efficacy of our FedCBO algorithm compared to other state-of-the-art methods and help validate our methodological and theoretical work.

Leon Bungert, Nicolás García Trillos, Ryan Murray

We establish an equivalence between a family of adversarial training problems for non-parametric binary classification and a family of regularized risk minimization problems where the regularizer is a nonlocal perimeter functional. The resulting regularized risk minimization problems admit exact convex relaxations of the type $L^1+$ (nonlocal) $\operatorname{TV}$, a form frequently studied in image analysis and graph-based learning. A rich geometric structure is revealed by this reformulation which in turn allows us to establish a series of properties of optimal solutions of the original problem, including the existence of minimal and maximal solutions (interpreted in a suitable sense), and the existence of regular solutions (also interpreted in a suitable sense). In addition, we highlight how the connection between adversarial training and perimeter minimization problems provides a novel, directly interpretable, statistical motivation for a family of regularized risk minimization problems involving perimeter/total variation. The majority of our theoretical results are independent of the distance used to define adversarial attacks.

Camilo Garcia Trillos, Nicolas Garcia Trillos

In this paper we explore the relation between distributionally robust learning and different forms of regularization to enforce robustness of deep neural networks. In particular, starting from a concrete min-max distributionally robust problem, and using tools from optimal transport theory, we derive first order and second order approximations to the distributionally robust problem in terms of appropriate regularized risk minimization problems. In the context of deep ResNet models, we identify the structure of the resulting regularization problems as mean-field optimal control problems where the number and dimension of state variables is within a dimension-free factor of the dimension of the original unrobust problem. Using the Pontryagin maximum principles associated to these problems we motivate a family of scalable algorithms for the training of robust neural networks. Our analysis recovers some results and algorithms known in the literature (in settings explained throughout the paper) and provides many other theoretical and algorithmic insights that to our knowledge are novel. In our analysis we employ tools that we deem useful for a future analysis of more general adversarial learning problems.

Katy Craig, Nicolás García Trillos, Dejan Slepčev

In this work we build a unifying framework to interpolate between density-driven and geometry-based algorithms for data clustering, and specifically, to connect the mean shift algorithm with spectral clustering at discrete and continuum levels. We seek this connection through the introduction of Fokker-Planck equations on data graphs. Besides introducing new forms of mean shift algorithms on graphs, we provide new theoretical insights on the behavior of the family of diffusion maps in the large sample limit as well as provide new connections between diffusion maps and mean shift dynamics on a fixed graph. Several numerical examples illustrate our theoretical findings and highlight the benefits of interpolating density-driven and geometry-based clustering algorithms.

Nicolas Garcia Trillos, Pengfei He, Chenghui Li

In this work we study statistical properties of graph-based algorithms for multi-manifold clustering (MMC). In MMC the goal is to retrieve the multi-manifold structure underlying a given Euclidean data set when this one is assumed to be obtained by sampling a distribution on a union of manifolds $\mathcal{M} = \mathcal{M}_1 \cup\dots \cup \mathcal{M}_N$ that may intersect with each other and that may have different dimensions. We investigate sufficient conditions that similarity graphs on data sets must satisfy in order for their corresponding graph Laplacians to capture the right geometric information to solve the MMC problem. Precisely, we provide high probability error bounds for the spectral approximation of a tensorized Laplacian on $\mathcal{M}$ with a suitable graph Laplacian built from the observations; the recovered tensorized Laplacian contains all geometric information of all the individual underlying manifolds. We provide an example of a family of similarity graphs, which we call annular proximity graphs with angle constraints, satisfying these sufficient conditions. We contrast our family of graphs with other constructions in the literature based on the alignment of tangent planes. Extensive numerical experiments expand the insights that our theory provides on the MMC problem.

Nicolas Garcia Trillos, Ryan Murray

We study a version of adversarial classification where an adversary is empowered to corrupt data inputs up to some distance $\varepsilon$, using tools from variational analysis. In particular, we describe necessary conditions associated with the optimal classifier subject to such an adversary. Using the necessary conditions, we derive a geometric evolution equation which can be used to track the change in classification boundaries as $\varepsilon$ varies. This evolution equation may be described as an uncoupled system of differential equations in one dimension, or as a mean curvature type equation in higher dimension. In one dimension, and under mild assumptions on the data distribution, we rigorously prove that one can use the initial value problem starting from $\varepsilon=0$, which is simply the Bayes classifier, in order to solve for the global minimizer of the adversarial problem for small values of $\varepsilon$. In higher dimensions we provide a similar result, albeit conditional to the existence of regular solutions of the initial value problem. In the process of proving our main results we obtain a result of independent interest connecting the original adversarial problem with an optimal transport problem under no assumptions on whether classes are balanced or not. Numerical examples illustrating these ideas are also presented.

Jeff Calder, Nicolas Garcia Trillos, Marta Lewicka

In this paper we study Lipschitz regularity of elliptic PDEs on geometric graphs, constructed from random data points. The data points are sampled from a distribution supported on a smooth manifold. The family of equations that we study arises in data analysis in the context of graph-based learning and contains, as important examples, the equations satisfied by graph Laplacian eigenvectors. In particular, we prove high probability interior and global Lipschitz estimates for solutions of graph Poisson equations. Our results can be used to show that graph Laplacian eigenvectors are, with high probability, essentially Lipschitz regular with constants depending explicitly on their corresponding eigenvalues. Our analysis relies on a probabilistic coupling argument of suitable random walks at the continuum level, and an interpolation method for extending functions on random point clouds to the continuum manifold. As a byproduct of our general regularity results, we obtain high probability $L^\infty$ and approximate $\mathcal{C}^{0,1}$ convergence rates for the convergence of graph Laplacian eigenvectors towards eigenfunctions of the corresponding weighted Laplace-Beltrami operators. The convergence rates we obtain scale like the $L^2$-convergence rates established by two of the authors in previous work.

Nicolas Garcia Trillos, Javier Morales

In this paper we introduce a theoretical framework for semi-discrete optimization using ideas from optimal transport. Our primary motivation is in the field of deep learning, and specifically in the task of neural architecture search. With this aim in mind, we discuss the geometric and theoretical motivation for new techniques for neural architecture search (in a companion paper we show that algorithms inspired by our framework are competitive with contemporaneous methods). We introduce a Riemannian-like metric on the space of probability measures over a semi-discrete space $\mathbb{R}^d \times \mathcal{G}$ where $\mathcal{G}$ is a finite weighted graph. With such Riemmanian structure in hand, we derive formal expressions for the gradient flow of a relative entropy functional, as well as second order dynamics for the optimization of said energy. Then, with the aim of providing a rigorous motivation for the gradient flow equations derived formally, we also consider an iterative procedure known as minimizing movement scheme (i.e., Implicit Euler scheme, or JKO scheme) and apply it to the relative entropy with respect to a suitable cost function. For some specific choices of metric and cost, we rigorously show that the minimizing movement scheme of the relative entropy functional converges to the gradient flow process provided by the formal Riemannian structure. This flow coincides with a system of reaction-diffusion equations on $\mathbb{R}^d$.

Nicolas Garcia Trillos, Felix Morales, Javier Morales

In this paper we introduce two algorithms for neural architecture search (NASGD and NASAGD) following the theoretical work by two of the authors [5] which used the geometric structure of optimal transport to introduce the conceptual basis for new notions of traditional and accelerated gradient descent algorithms for the optimization of a function on a semi-discrete space. Our algorithms, which use the network morphism framework introduced in [2] as a baseline, can analyze forty times as many architectures as the hill climbing methods [2, 14] while using the same computational resources and time and achieving comparable levels of accuracy. For example, using NASGD on CIFAR-10, our method designs and trains networks with an error rate of 4.06 in only 12 hours on a single GPU.

Nicolas Garcia Trillos, Ryan Murray, Matthew Thorpe

In this work we study statistical properties of graph-based clustering algorithms that rely on the optimization of balanced graph cuts, the main example being the optimization of Cheeger cuts. We consider proximity graphs built from data sampled from an underlying distribution supported on a generic smooth compact manifold $M$. In this setting, we obtain high probability convergence rates for both the Cheeger constant and the associated Cheeger cuts towards their continuum counterparts. The key technical tools are careful estimates of interpolation operators which lift empirical Cheeger cuts to the continuum, as well as continuum stability estimates for isoperimetric problems. To our knowledge the quantitative estimates obtained here are the first of their kind.

Jeff Calder, Nicolas Garcia Trillos

In this paper we improve the spectral convergence rates for graph-based approximations of Laplace-Beltrami operators constructed from random data. We utilize regularity of the continuum eigenfunctions and strong pointwise consistency results to prove that spectral convergence rates are the same as the pointwise consistency rates for graph Laplacians. In particular, for an optimal choice of the graph connectivity $\varepsilon$, our results show that the eigenvalues and eigenvectors of the graph Laplacian converge to those of the Laplace-Beltrami operator at a rate of $O(n^{-1/(m+4)})$, up to log factors, where $m$ is the manifold dimension and $n$ is the number of vertices in the graph. Our approach is general and allows us to analyze a large variety of graph constructions that include $\varepsilon$-graphs and $k$-NN graphs.

Nicolas Garcia Trillos, Daniel Sanz-Alonso, Ruiyi Yang

Several data analysis techniques employ similarity relationships between data points to uncover the intrinsic dimension and geometric structure of the underlying data-generating mechanism. In this paper we work under the model assumption that the data is made of random perturbations of feature vectors lying on a low-dimensional manifold. We study two questions: how to define the similarity relationship over noisy data points, and what is the resulting impact of the choice of similarity in the extraction of global geometric information from the underlying manifold. We provide concrete mathematical evidence that using a local regularization of the noisy data to define the similarity improves the approximation of the hidden Euclidean distance between unperturbed points. Furthermore, graph-based objects constructed with the locally regularized similarity function satisfy better error bounds in their recovery of global geometric ones. Our theory is supported by numerical experiments that demonstrate that the gain in geometric understanding facilitated by local regularization translates into a gain in classification accuracy in simulated and real data.

Nicolas Garcia Trillos, Franca Hoffmann, Bamdad Hosseini

We analyze the spectral clustering procedure for identifying coarse structure in a data set $x_1, \dots, x_n$, and in particular study the geometry of graph Laplacian embeddings which form the basis for spectral clustering algorithms. More precisely, we assume that the data is sampled from a mixture model supported on a manifold $\mathcal{M}$ embedded in $\mathbb{R}^d$, and pick a connectivity length-scale $\varepsilon>0$ to construct a kernelized graph Laplacian. We introduce a notion of a well-separated mixture model which only depends on the model itself, and prove that when the model is well separated, with high probability the embedded data set concentrates on cones that are centered around orthogonal vectors. Our results are meaningful in the regime where $\varepsilon = \varepsilon(n)$ is allowed to decay to zero at a slow enough rate as the number of data points grows. This rate depends on the intrinsic dimension of the manifold on which the data is supported.

Nicolas Garcia Trillos, Ryan Murray

This paper investigates the use of methods from partial differential equations and the Calculus of variations to study learning problems that are regularized using graph Laplacians. Graph Laplacians are a powerful, flexible method for capturing local and global geometry in many classes of learning problems, and the techniques developed in this paper help to broaden the methodology of studying such problems. In particular, we develop the use of maximum principle arguments to establish asymptotic consistency guarantees within the context of noise corrupted, non-parametric regression with samples living on an unknown manifold embedded in $\mathbb{R}^d$. The maximum principle arguments provide a new technical tool which informs parameter selection by giving concrete error estimates in terms of various regularization parameters. A review of learning algorithms which utilize graph Laplacians, as well as previous developments in the use of differential equation and variational techniques to study those algorithms, is given. In addition, new connections are drawn between Laplacian methods and other machine learning techniques, such as kernel regression and k-nearest neighbor methods.

Nicolas Garcia Trillos, Moritz Gerlach, Matthias Hein et al.

We study the convergence of the graph Laplacian of a random geometric graph generated by an i.i.d. sample from a $m$-dimensional submanifold $M$ in $R^d$ as the sample size $n$ increases and the neighborhood size $h$ tends to zero. We show that eigenvalues and eigenvectors of the graph Laplacian converge with a rate of $O\Big(\big(\frac{\log n}{n}\big)^\frac{1}{2m}\Big)$ to the eigenvalues and eigenfunctions of the weighted Laplace-Beltrami operator of $M$. No information on the submanifold $M$ is needed in the construction of the graph or the "out-of-sample extension" of the eigenvectors. Of independent interest is a generalization of the rate of convergence of empirical measures on submanifolds in $R^d$ in infinity transportation distance.

Nicolas Garcia Trillos, Zachary Kaplan, Thabo Samakhoana et al.

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate scalings of graph parameters that provably lead to a well-defined limiting posterior as the size of the unlabeled data set grows. Furthermore, we show that these consistency results have profound algorithmic implications. When consistency holds, carefully designed graph-based Markov chain Monte Carlo algorithms are proved to have a uniform spectral gap, independent of the number of unlabeled inputs. Several numerical experiments corroborate both the statistical consistency and the algorithmic scalability established by the theory.

Nicolas Garcia Trillos, Daniel Sanz-Alonso

We consider the problem of recovering a function input of a differential equation formulated on an unknown domain $M$. We assume to have access to a discrete domain $M_n=\{x_1, \dots, x_n\} \subset M$, and to noisy measurements of the output solution at $p\le n$ of those points. We introduce a graph-based Bayesian inverse problem, and show that the graph-posterior measures over functions in $M_n$ converge, in the large $n$ limit, to a posterior over functions in $M$ that solves a Bayesian inverse problem with known domain. The proofs rely on the variational formulation of the Bayesian update, and on a new topology for the study of convergence of measures over functions on point clouds to a measure over functions on the continuum. Our framework, techniques, and results may serve to lay the foundations of robust uncertainty quantification of graph-based tasks in machine learning. The ideas are presented in the concrete setting of recovering the initial condition of the heat equation on an unknown manifold.

Nicolas Garcia Trillos

We consider a point cloud $X_n := \{ x_1, \dots, x_n \}$ uniformly distributed on the flat torus $\mathbb{T}^d : = \mathbb{R}^d / \mathbb{Z}^d $, and construct a geometric graph on the cloud by connecting points that are within distance $\varepsilon$ of each other. We let $\mathcal{P}(X_n)$ be the space of probability measures on $X_n$ and endow it with a discrete Wasserstein distance $W_n$ as introduced independently by Chow et al, Maas, and Mielke for general finite Markov chains. We show that as long as $\varepsilon= \varepsilon_n$ decays towards zero slower than an explicit rate depending on the level of uniformity of $X_n$, then the space $(\mathcal{P}(X_n), W_n)$ converges in the Gromov-Hausdorff sense towards the space of probability measures on $\mathbb{T}^d$ endowed with the Wasserstein distance. The analysis presented in this paper is a first step in the study of stability of evolution equations defined over random point clouds as the number of points grows to infinity.

Nicolas Garcia Trillos

This paper studies the large sample asymptotics of data analysis procedures based on the optimization of functionals defined on $k$-NN graphs on point clouds. The paper is framed in the context of minimization of balanced cut functionals, but our techniques, ideas and results can be adapted to other functionals of relevance. We rigorously show that provided the number of neighbors in the graph $k:=k_n$ scales with the number of points in the cloud as $n \gg k_n \gg \log(n)$, then with probability one, the solution to the graph cut optimization problem converges towards the solution of an analogue variational problem at the continuum level.

Nicolas Garcia Trillos, Ryan Murray

This work considers the problem of binary classification: given training data $x_1, \dots, x_n$ from a certain population, together with associated labels $y_1,\dots, y_n \in \left\{0,1 \right\}$, determine the best label for an element $x$ not among the training data. More specifically, this work considers a variant of the regularized empirical risk functional which is defined intrinsically to the observed data and does not depend on the underlying population. Tools from modern analysis are used to obtain a concise proof of asymptotic consistency as regularization parameters are taken to zero at rates related to the size of the sample. These analytical tools give a new framework for understanding overfitting and underfitting, and rigorously connect the notion of overfitting with a loss of compactness.

Nicolás García Trillos, Dejan Slepčev

This paper establishes the consistency of spectral approaches to data clustering. We consider clustering of point clouds obtained as samples of a ground-truth measure. A graph representing the point cloud is obtained by assigning weights to edges based on the distance between the points they connect. We investigate the spectral convergence of both unnormalized and normalized graph Laplacians towards the appropriate operators in the continuum domain. We obtain sharp conditions on how the connectivity radius can be scaled with respect to the number of sample points for the spectral convergence to hold. We also show that the discrete clusters obtained via spectral clustering converge towards a continuum partition of the ground truth measure. Such continuum partition minimizes a functional describing the continuum analogue of the graph-based spectral partitioning. Our approach, based on variational convergence, is general and flexible.

Nicolas Garcia Trillos, Dejan Slepcev, James von Brecht et al.

This paper establishes the consistency of a family of graph-cut-based algorithms for clustering of data clouds. We consider point clouds obtained as samples of a ground-truth measure. We investigate approaches to clustering based on minimizing objective functionals defined on proximity graphs of the given sample. Our focus is on functionals based on graph cuts like the Cheeger and ratio cuts. We show that minimizers of the these cuts converge as the sample size increases to a minimizer of a corresponding continuum cut (which partitions the ground truth measure). Moreover, we obtain sharp conditions on how the connectivity radius can be scaled with respect to the number of sample points for the consistency to hold. We provide results for two-way and for multiway cuts. Furthermore we provide numerical experiments that illustrate the results and explore the optimality of scaling in dimension two.

Nicolás García Trillos, Dejan Slepčev

We consider point clouds obtained as random samples of a measure on a Euclidean domain. A graph representing the point cloud is obtained by assigning weights to edges based on the distance between the points they connect. Our goal is to develop mathematical tools needed to study the consistency, as the number of available data points increases, of graph-based machine learning algorithms for tasks such as clustering. In particular, we study when is the cut capacity, and more generally total variation, on these graphs a good approximation of the perimeter (total variation) in the continuum setting. We address this question in the setting of $Γ$-convergence. We obtain almost optimal conditions on the scaling, as number of points increases, of the size of the neighborhood over which the points are connected by an edge for the $Γ$-convergence to hold. Taking the limit is enabled by a transportation based metric which allows to suitably compare functionals defined on different point clouds.