Gesine Reinert

Michał Kozyra, Gesine Reinert

Modern deep networks remain fragile under distribution shift and adversarial perturbations, often due to excessive or poorly structured input sensitivity. We introduce TASER (Task-Aware Stein Regularisation), a training-time regularisation framework derived from Langevin Stein operators. By penalising pointwise Stein residuals under the training distribution, TASER encourages geometric compatibility between predictors and data density, inducing anisotropic, data-aware smoothness. We provide theoretical links between Stein regularisation and reduced first-order shift sensitivity, develop scalable implementation variants compatible with modern architectures, and demonstrate improved robustness and stability across regression and vision benchmarks. Across CIFAR-10 experiments, TASER consistently improves the adversarial robustness of established training methods without incurring statistically significant clean-accuracy degradation.

Yixuan He, Michael Permultter, Gesine Reinert et al.

Signed and directed networks are ubiquitous in real-world applications. However, there has been relatively little work proposing spectral graph neural networks (GNNs) for such networks. Here we introduce a signed directed Laplacian matrix, which we call the magnetic signed Laplacian, as a natural generalization of both the signed Laplacian on signed graphs and the magnetic Laplacian on directed graphs. We then use this matrix to construct a novel efficient spectral GNN architecture and conduct extensive experiments on both node clustering and link prediction tasks. In these experiments, we consider tasks related to signed information, tasks related to directional information, and tasks related to both signed and directional information. We demonstrate that our proposed spectral GNN is effective for incorporating both signed and directional information, and attains leading performance on a wide range of data sets. Additionally, we provide a novel synthetic network model, which we refer to as the Signed Directed Stochastic Block Model, and a number of novel real-world data sets based on lead-lag relationships in financial time series.

Stratis Limnios, Praveen Selvaraj, Mihai Cucuringu et al.

Over recent years, denoising diffusion generative models have come to be considered as state-of-the-art methods for synthetic data generation, especially in the case of generating images. These approaches have also proved successful in other applications such as tabular and graph data generation. However, due to computational complexity, to this date, the application of these techniques to graph data has been restricted to small graphs, such as those used in molecular modeling. In this paper, we propose SaGess, a discrete denoising diffusion approach, which is able to generate large real-world networks by augmenting a diffusion model (DiGress) with a generalized divide-and-conquer framework. The algorithm is capable of generating larger graphs by sampling a covering of subgraphs of the initial graph in order to train DiGress. SaGess then constructs a synthetic graph using the subgraphs that have been generated by DiGress. We evaluate the quality of the synthetic data sets against several competitor methods by comparing graph statistics between the original and synthetic samples, as well as evaluating the utility of the synthetic data set produced by using it to train a task-driven model, namely link prediction. In our experiments, SaGess, outperforms most of the one-shot state-of-the-art graph generating methods by a significant factor, both on the graph metrics and on the link prediction task.

James Wilsenach, Katie Warnaby, Charlotte M. Deane et al.

As a relatively new field, network neuroscience has tended to focus on aggregate behaviours of the brain averaged over many successive experiments or over long recordings in order to construct robust brain models. These models are limited in their ability to explain dynamic state changes in the brain which occurs spontaneously as a result of normal brain function. Hidden Markov Models (HMMs) trained on neuroimaging time series data have since arisen as a method to produce dynamical models that are easy to train but can be difficult to fully parametrise or analyse. We propose an interpretation of these neural HMMs as multiplex brain state graph models we term Hidden Markov Graph Models (HMGMs). This interpretation allows for dynamic brain activity to be analysed using the full repertoire of network analysis techniques. Furthermore, we propose a general method for selecting HMM hyperparameters in the absence of external data, based on the principle of maximum entropy, and use this to select the number of layers in the multiplex model. We produce a new tool for determining important communities of brain regions using a spatiotemporal random walk-based procedure that takes advantage of the underlying Markov structure of the model. Our analysis of real multi-subject fMRI data provides new results that corroborate the modular processing hypothesis of the brain at rest as well as contributing new evidence of functional overlap between and within dynamic brain state communities. Our analysis pipeline provides a way to characterise dynamic network activity of the brain under novel behaviours or conditions.

Jase Clarkson, Wenkai Xu, Mihai Cucuringu et al.

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on the marginal coverage of the prediction sets and the split conformal prediction variant has a very low computational cost compared to model training. We study the robustness of split conformal prediction in a data contamination setting, where we assume a small fraction of the calibration scores are drawn from a different distribution than the bulk. We quantify the impact of the corrupted data on the coverage and efficiency of the constructed sets when evaluated on "clean" test points, and verify our results with numerical experiments. Moreover, we propose an adjustment in the classification setting which we call Contamination Robust Conformal Prediction, and verify the efficacy of our approach using both synthetic and real datasets.

Yixuan He, Gesine Reinert, David Wipf et al.

The angular synchronization problem aims to accurately estimate (up to a constant additive phase) a set of unknown angles $θ_1, \dots, θ_n\in[0, 2π)$ from $m$ noisy measurements of their offsets $θ_i-θ_j \;\mbox{mod} \; 2π.$ Applications include, for example, sensor network localization, phase retrieval, and distributed clock synchronization. An extension of the problem to the heterogeneous setting (dubbed $k$-synchronization) is to estimate $k$ groups of angles simultaneously, given noisy observations (with unknown group assignment) from each group. Existing methods for angular synchronization usually perform poorly in high-noise regimes, which are common in applications. In this paper, we leverage neural networks for the angular synchronization problem, and its heterogeneous extension, by proposing GNNSync, a theoretically-grounded end-to-end trainable framework using directed graph neural networks. In addition, new loss functions are devised to encode synchronization objectives. Experimental results on extensive data sets demonstrate that GNNSync attains competitive, and often superior, performance against a comprehensive set of baselines for the angular synchronization problem and its extension, validating the robustness of GNNSync even at high noise levels.

Wenkai Xu, Gesine Reinert

Synthetic data generation has become a key ingredient for training machine learning procedures, addressing tasks such as data augmentation, analysing privacy-sensitive data, or visualising representative samples. Assessing the quality of such synthetic data generators hence has to be addressed. As (deep) generative models for synthetic data often do not admit explicit probability distributions, classical statistical procedures for assessing model goodness-of-fit may not be applicable. In this paper, we propose a principled procedure to assess the quality of a synthetic data generator. The procedure is a kernelised Stein discrepancy (KSD)-type test which is based on a non-parametric Stein operator for the synthetic data generator of interest. This operator is estimated from samples which are obtained from the synthetic data generator and hence can be applied even when the model is only implicit. In contrast to classical testing, the sample size from the synthetic data generator can be as large as desired, while the size of the observed data, which the generator aims to emulate is fixed. Experimental results on synthetic distributions and trained generative models on synthetic and real datasets illustrate that the method shows improved power performance compared to existing approaches.

Wenkai Xu, Gesine Reinert

We propose and analyse a novel statistical procedure, coined AgraSSt, to assess the quality of graph generators that may not be available in explicit form. In particular, AgraSSt can be used to determine whether a learnt graph generating process is capable of generating graphs that resemble a given input graph. Inspired by Stein operators for random graphs, the key idea of AgraSSt is the construction of a kernel discrepancy based on an operator obtained from the graph generator. AgraSSt can provide interpretable criticisms for a graph generator training procedure and help identify reliable sample batches for downstream tasks. Using Stein`s method we give theoretical guarantees for a broad class of random graph models. We provide empirical results on both synthetic input graphs with known graph generation procedures, and real-world input graphs that the state-of-the-art (deep) generative models for graphs are trained on.

Moritz Weckbecker, Wenkai Xu, Gesine Reinert

Score-based kernelised Stein discrepancy (KSD) tests have emerged as a powerful tool for the goodness of fit tests, especially in high dimensions; however, the test performance may depend on the choice of kernels in an underlying reproducing kernel Hilbert space (RKHS). Here we assess the effect of RKHS choice for KSD tests of random networks models, developed for exponential random graph models (ERGMs) in Xu and Reinert (2021)and for synthetic graph generators in Xu and Reinert (2022). We investigate the power performance and the computational runtime of the test in different scenarios, including both dense and sparse graph regimes. Experimental results on kernel performance for model assessment tasks are shown and discussed on synthetic and real-world network applications.

Jase Clarkson, Mihai Cucuringu, Andrew Elliott et al.

Generative models for network time series (also known as dynamic graphs) have tremendous potential in fields such as epidemiology, biology and economics, where complex graph-based dynamics are core objects of study. Designing flexible and scalable generative models is a very challenging task due to the high dimensionality of the data, as well as the need to represent temporal dependencies and marginal network structure. Here we introduce DAMNETS, a scalable deep generative model for network time series. DAMNETS outperforms competing methods on all of our measures of sample quality, over both real and synthetic data sets.

Gholamali Aminian, Amir R. Asadi, Tian Li et al.

The generalization error (risk) of a supervised statistical learning algorithm quantifies its prediction ability on previously unseen data. Inspired by exponential tilting, \citet{li2020tilted} proposed the {\it tilted empirical risk} (TER) as a non-linear risk metric for machine learning applications such as classification and regression problems. In this work, we examine the generalization error of the tilted empirical risk in the robustness regime under \textit{negative tilt}. Our first contribution is to provide uniform and information-theoretic bounds on the {\it tilted generalization error}, defined as the difference between the population risk and the tilted empirical risk, under negative tilt for unbounded loss function under bounded $(1+ε)$-th moment of loss function for some $ε\in(0,1]$ with a convergence rate of $O(n^{-ε/(1+ε)})$ where $n$ is the number of training samples, revealing a novel application for TER under no distribution shift. Secondly, we study the robustness of the tilted empirical risk with respect to noisy outliers at training time and provide theoretical guarantees under distribution shift for the tilted empirical risk. We empirically corroborate our findings in simple experimental setups where we evaluate our bounds to select the value of tilt in a data-driven manner.

Eng-Jon Ong, Omer Bobrowski, Gesine Reinert et al.

Estimating the intrinsic dimensionality (ID) of data is a fundamental problem in machine learning and computer vision, providing insight into the true degrees of freedom underlying high-dimensional observations. Existing methods often rely on geometric or distributional assumptions and can significantly fail when these assumptions are violated. In this paper, we introduce a novel ID estimator based on nearest-neighbor distance ratios that involves simple calculations and achieves state-of-the-art results. Most importantly, we provide a theoretical analysis proving that our estimator is \emph{universal}, namely, it converges to the true ID independently of the distribution generating the data. We present experimental results on benchmark manifolds and real-world datasets to demonstrate the performance of our estimator.

Yixuan He, Xitong Zhang, Junjie Huang et al.

Networks are ubiquitous in many real-world applications (e.g., social networks encoding trust/distrust relationships, correlation networks arising from time series data). While many networks are signed or directed, or both, there is a lack of unified software packages on graph neural networks (GNNs) specially designed for signed and directed networks. In this paper, we present PyTorch Geometric Signed Directed (PyGSD), a software package which fills this gap. Along the way, we evaluate the implemented methods with experiments with a view to providing insights into which method to choose for a given task. The deep learning framework consists of easy-to-use GNN models, synthetic and real-world data, as well as task-specific evaluation metrics and loss functions for signed and directed networks. As an extension library for PyG, our proposed software is maintained with open-source releases, detailed documentation, continuous integration, unit tests and code coverage checks. The GitHub repository of the library is https://github.com/SherylHYX/pytorch_geometric_signed_directed.

Yixuan He, Quan Gan, David Wipf et al.

Recovering global rankings from pairwise comparisons has wide applications from time synchronization to sports team ranking. Pairwise comparisons corresponding to matches in a competition can be construed as edges in a directed graph (digraph), whose nodes represent e.g. competitors with an unknown rank. In this paper, we introduce neural networks into the ranking recovery problem by proposing the so-called GNNRank, a trainable GNN-based framework with digraph embedding. Moreover, new objectives are devised to encode ranking upsets/violations. The framework involves a ranking score estimation approach, and adds an inductive bias by unfolding the Fiedler vector computation of the graph constructed from a learnable similarity matrix. Experimental results on extensive data sets show that our methods attain competitive and often superior performance against baselines, as well as showing promising transfer ability. Codes and preprocessed data are at: \url{https://github.com/SherylHYX/GNNRank}.

Gholamali Aminian, Yixuan He, Gesine Reinert et al.

This work provides a theoretical framework for assessing the generalization error of graph neural networks in the over-parameterized regime, where the number of parameters surpasses the quantity of data points. We explore two widely utilized types of graph neural networks: graph convolutional neural networks and message passing graph neural networks. Prior to this study, existing bounds on the generalization error in the over-parametrized regime were uninformative, limiting our understanding of over-parameterized network performance. Our novel approach involves deriving upper bounds within the mean-field regime for evaluating the generalization error of these graph neural networks. We establish upper bounds with a convergence rate of $O(1/n)$, where $n$ is the number of graph samples. These upper bounds offer a theoretical assurance of the networks' performance on unseen data in the challenging over-parameterized regime and overall contribute to our understanding of their performance.

James M. Adams, Gesine Reinert, Lukasz Szpruch et al.

Counterfactual explanations for black-box models aim to pr ovide insight into an algorithmic decision to its recipient. For a binary classification problem an individual counterfactual details which features might be changed for the model to infer the opposite class. High-dimensional feature spaces that are typical of machine learning classification models admit many possible counterfactual examples to a decision, and so it is important to identify additional criteria to select the most useful counterfactuals. In this paper, we explore the idea that the counterfactuals should be maximally informative when considering the knowledge of a specific individual about the underlying classifier. To quantify this information gain we explicitly model the knowledge of the individual, and assess the uncertainty of predictions which the individual makes by the width of a conformal prediction interval. Regions of feature space where the prediction interval is wide correspond to areas where the confidence in decision making is low, and an additional counterfactual example might be more informative to an individual. To explore and evaluate our individualised conformal prediction interval counterfactuals (CPICFs), first we present a synthetic data set on a hypercube which allows us to fully visualise the decision boundary, conformal intervals via three different methods, and resultant CPICFs. Second, in this synthetic data set we explore the impact of a single CPICF on the knowledge of an individual locally around the original query. Finally, in both our synthetic data set and a complex real world dataset with a combination of continuous and discrete variables, we measure the utility of these counterfactuals via data augmentation, testing the performance on a held out set.

Ruikang Ouyang, Andrew Elliott, Stratis Limnios et al.

For analysing real-world networks, graph representation learning is a popular tool. These methods, such as a graph autoencoder (GAE), typically rely on low-dimensional representations, also called embeddings, which are obtained through minimising a loss function; these embeddings are used with a decoder for downstream tasks such as node classification and edge prediction. While GAEs tend to be fairly accurate, they suffer from scalability issues. For improved speed, a Local2Global approach, which combines graph patch embeddings based on eigenvector synchronisation, was shown to be fast and achieve good accuracy. Here we propose L2G2G, a Local2Global method which improves GAE accuracy without sacrificing scalability. This improvement is achieved by dynamically synchronising the latent node representations, while training the GAEs. It also benefits from the decoder computing an only local patch loss. Hence, aligning the local embeddings in each epoch utilises more information from the graph than a single post-training alignment does, while maintaining scalability. We illustrate on synthetic benchmarks, as well as real-world examples, that L2G2G achieves higher accuracy than the standard Local2Global approach and scales efficiently on the larger data sets. We find that for large and dense networks, it even outperforms the slow, but assumed more accurate, GAEs.

Anum Fatima, Gesine Reinert

Complex data are often represented as a graph, which in turn can often be viewed as a realisation of a random graph, such as an inhomogeneous random graph model (IRG). For general fast goodness-of-fit tests in high dimensions, kernelised Stein discrepancy (KSD) tests are a powerful tool. Here, we develop a KSD-type test for IRG models that can be carried out with a single observation of the network. The test applies to a network of any size, but is particularly interesting for small networks for which asymptotic tests are not warranted. We also provide theoretical guarantees.

Gesine Reinert, Wenkai Xu

Generating graphs that preserve characteristic structures while promoting sample diversity can be challenging, especially when the number of graph observations is small. Here, we tackle the problem of graph generation from only one observed graph. The classical approach of graph generation from parametric models relies on the estimation of parameters, which can be inconsistent or expensive to compute due to intractable normalisation constants. Generative modelling based on machine learning techniques to generate high-quality graph samples avoids parameter estimation but usually requires abundant training samples. Our proposed generating procedure, SteinGen, which is phrased in the setting of graphs as realisations of exponential random graph models, combines ideas from Stein's method and MCMC by employing Markovian dynamics which are based on a Stein operator for the target model. SteinGen uses the Glauber dynamics associated with an estimated Stein operator to generate a sample, and re-estimates the Stein operator from the sample after every sampling step. We show that on a class of exponential random graph models this novel "estimation and re-estimation" generation strategy yields high distributional similarity (high fidelity) to the original data, combined with high sample diversity.

Gholamali Aminian, Andrew Elliott, Tiger Li et al.

Detecting payment fraud in real-world banking streams requires models that can exploit both the order of events and the irregular time gaps between them. We introduce FraudTransformer, a sequence model that augments a vanilla GPT-style architecture with (i) a dedicated time encoder that embeds either absolute timestamps or inter-event values, and (ii) a learned positional encoder that preserves relative order. Experiments on a large industrial dataset -- tens of millions of transactions and auxiliary events -- show that FraudTransformer surpasses four strong classical baselines (Logistic Regression, XGBoost and LightGBM) as well as transformer ablations that omit either the time or positional component. On the held-out test set it delivers the highest AUROC and PRAUC.

Leoni Carla Wirth, Gholamali Aminian, Gesine Reinert

Networks are popular for representing complex data. In particular, differentially private synthetic networks are much in demand for method and algorithm development. The network generator should be easy to implement and should come with theoretical guarantees. Here we start with complex data as input and jointly provide a network representation as well as a synthetic network generator. Using a random connection model, we devise an effective algorithmic approach for generating attributed synthetic graphs which is $ε$-differentially private at the vertex level, while preserving utility under an appropriate notion of distance which we develop. We provide theoretical guarantees for the accuracy of the private synthetic graphs using the fused Gromov-Wasserstein distance, which extends the Wasserstein metric to structured data. Our method draws inspiration from the PSMM method of \citet{he2023}.

Yixuan He, Aaron Sandel, David Wipf et al.

How can we identify groups of primate individuals which could be conjectured to drive social structure? To address this question, one of us has collected a time series of data for social interactions between chimpanzees. Here we use a network representation, leading to the task of combining these data into a time series of a single weighted network per time stamp, where different proximities should be given different weights reflecting their relative importance. We optimize these proximity-type weights in a principled way, using an innovative loss function which rewards structural consistency for consecutive time steps. The approach is empirically validated by carefully designed synthetic data. Using statistical tests, we provide a way of identifying groups of individuals that stay related for a significant length of time. Applying the approach to the chimpanzee data set, we detect cliques in the animal social network time series, which can be validated by real-world intuition from prior research and qualitative observations by chimpanzee experts.

Stefanos Bennett, Mihai Cucuringu, Gesine Reinert

In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution with a time delay; the result is a lead-lag structure amongst the time series variables. In this paper, we propose a method for the detection of lead-lag clusters of time series in multivariate systems. We demonstrate that the web of pairwise lead-lag relationships between time series can be helpfully construed as a directed network, for which there exist suitable algorithms for the detection of pairs of lead-lag clusters with high pairwise imbalance. Within our framework, we consider a number of choices for the pairwise lead-lag metric and directed network clustering components. Our framework is validated on both a synthetic generative model for multivariate lead-lag time series systems and daily real-world US equity prices data. We showcase that our method is able to detect statistically significant lead-lag clusters in the US equity market. We study the nature of these clusters in the context of the empirical finance literature on lead-lag relations and demonstrate how these can be used for the construction of predictive financial signals.

Yixuan He, Gesine Reinert, Songchao Wang et al.

Node embeddings are a powerful tool in the analysis of networks; yet, their full potential for the important task of node clustering has not been fully exploited. In particular, most state-of-the-art methods generating node embeddings of signed networks focus on link sign prediction, and those that pertain to node clustering are usually not graph neural network (GNN) methods. Here, we introduce a novel probabilistic balanced normalized cut loss for training nodes in a GNN framework for semi-supervised signed network clustering, called SSSNET. The method is end-to-end in combining embedding generation and clustering without an intermediate step; it has node clustering as main focus, with an emphasis on polarization effects arising in networks. The main novelty of our approach is a new take on the role of social balance theory for signed network embeddings. The standard heuristic for justifying the criteria for the embeddings hinges on the assumption that "an enemy's enemy is a friend". Here, instead, a neutral stance is assumed on whether or not the enemy of an enemy is a friend. Experimental results on various data sets, including a synthetic signed stochastic block model, a polarized version of it, and real-world data at different scales, demonstrate that SSSNET can achieve comparable or better results than state-of-the-art spectral clustering methods, for a wide range of noise and sparsity levels. SSSNET complements existing methods through the possibility of including exogenous information, in the form of node-level features or labels.

Yixuan He, Gesine Reinert, Mihai Cucuringu

Node clustering is a powerful tool in the analysis of networks. We introduce a graph neural network framework, named DIGRAC, to obtain node embeddings for directed networks in a self-supervised manner, including a novel probabilistic imbalance loss, which can be used for network clustering. Here, we propose \textit{directed flow imbalance} measures, which are tightly related to directionality, to reveal clusters in the network even when there is no density difference between clusters. In contrast to standard approaches in the literature, in this paper, directionality is not treated as a nuisance, but rather contains the main signal. DIGRAC optimizes directed flow imbalance for clustering without requiring label supervision, unlike existing graph neural network methods, and can naturally incorporate node features, unlike existing spectral methods. Extensive experimental results on synthetic data, in the form of directed stochastic block models, and real-world data at different scales, demonstrate that our method, based on flow imbalance, attains state-of-the-art results on directed graph clustering when compared against 10 state-of-the-art methods from the literature, for a wide range of noise and sparsity levels, graph structures, and topologies, and even outperforms supervised methods.

Wenkai Xu, Gesine Reinert

We propose and analyse a novel nonparametric goodness of fit testing procedure for exchangeable exponential random graph models (ERGMs) when a single network realisation is observed. The test determines how likely it is that the observation is generated from a target unnormalised ERGM density. Our test statistics are derived from a kernel Stein discrepancy, a divergence constructed via Steins method using functions in a reproducing kernel Hilbert space, combined with a discrete Stein operator for ERGMs. The test is a Monte Carlo test based on simulated networks from the target ERGM. We show theoretical properties for the testing procedure for a class of ERGMs. Simulation studies and real network applications are presented.

Anatol E. Wegner, Luis Ospina-Forero, Robert E. Gaunt et al.

Many complex systems can be represented as networks, and the problem of network comparison is becoming increasingly relevant. There are many techniques for network comparison, from simply comparing network summary statistics to sophisticated but computationally costly alignment-based approaches. Yet it remains challenging to accurately cluster networks that are of a different size and density, but hypothesized to be structurally similar. In this paper, we address this problem by introducing a new network comparison methodology that is aimed at identifying common organizational principles in networks. The methodology is simple, intuitive and applicable in a wide variety of settings ranging from the functional classification of proteins to tracking the evolution of a world trade network.