Ouns El Harzli

Ouns El Harzli, Bernardo Cuenca Grau, Ian Horrocks · oxford

In recent years, there has been increasing interest in explanation methods for neural model predictions that offer precise formal guarantees. These include abductive (respectively, contrastive) methods, which aim to compute minimal subsets of input features that are sufficient for a given prediction to hold (respectively, to change a given prediction). The corresponding decision problems are, however, known to be intractable. In this paper, we investigate whether tractability can be regained by focusing on neural models implementing a monotonic function. Although the relevant decision problems remain intractable, we can show that they become solvable in polynomial time by means of greedy algorithms if we additionally assume that the activation functions are continuous everywhere and differentiable almost everywhere. Our experiments suggest favourable performance of our algorithms.

Ouns El Harzli, Hugo Wallner, Yoonsoo Nam et al.

Sparse auto-encoders (SAEs) have re-emerged as a prominent method for mechanistic interpretability, yet they face two significant challenges: the non-smoothness of the $L_1$ penalty, which hinders reconstruction and scalability, and a lack of alignment between learned features and human semantics. In this paper, we address these limitations by adapting unconstrained feature models-a mathematical framework from neural collapse theory-and by supervising the task. We supervise (decoder-only) SAEs to reconstruct feature vectors by jointly learning sparse concept embeddings and decoder weights. Validated on Stable Diffusion 3.5, our approach demonstrates compositional generalization, successfully reconstructing images with concept combinations unseen during training, and enabling feature-level intervention for semantic image editing without prompt modification.

Ouns El Harzli, Bernardo Cuenca Grau, Artur d'Avila Garcez et al.

Fibring of modal logics is a well-established formalism for combining countable families of modal logics into a single fibred language with common semantics, characterized by fibred models. Inspired by this formalism, fibring of neural networks was introduced as a neurosymbolic framework for combining learning and reasoning in neural networks. Fibring of neural networks uses the (pre-)activations of a trained network to evaluate a fibring function computing the weights of another network whose outputs are injected back into the original network. However, the exact correspondence between fibring of neural networks and fibring of modal logics was never formally established. In this paper, we close this gap by formalizing the idea of fibred models \emph{compatible} with fibred neural networks. Using this correspondence, we then derive non-uniform logical expressiveness results for Graph Neural Networks (GNNs), Graph Attention Networks (GATs) and Transformer encoders. Longer-term, the goal of this paper is to open the way for the use of fibring as a formalism for interpreting the logical theories learnt by neural networks with the tools of computational logic.

Kristof Lommers, Ouns El Harzli, Jack Kim

This study aims to examine the challenges and applications of machine learning for financial research. Machine learning algorithms have been developed for certain data environments which substantially differ from the one we encounter in finance. Not only do difficulties arise due to some of the idiosyncrasies of financial markets, there is a fundamental tension between the underlying paradigm of machine learning and the research philosophy in financial economics. Given the peculiar features of financial markets and the empirical framework within social science, various adjustments have to be made to the conventional machine learning methodology. We discuss some of the main challenges of machine learning in finance and examine how these could be accounted for. Despite some of the challenges, we argue that machine learning could be unified with financial research to become a robust complement to the econometrician's toolbox. Moreover, we discuss the various applications of machine learning in the research process such as estimation, empirical discovery, testing, causal inference and prediction.

Ouns El Harzli, Bernardo Cuenca Grau, Guillermo Valle-Pérez et al.

Double-descent curves in neural networks describe the phenomenon that the generalisation error initially descends with increasing parameters, then grows after reaching an optimal number of parameters which is less than the number of data points, but then descends again in the overparameterized regime. In this paper, we use techniques from random matrix theory to characterize the spectral distribution of the empirical feature covariance matrix as a width-dependent perturbation of the spectrum of the neural network Gaussian process (NNGP) kernel, thus establishing a novel connection between the NNGP literature and the random matrix theory literature in the context of neural networks. Our analytical expression allows us to study the generalisation behavior of the corresponding kernel and GP regression, and provides a new interpretation of the double-descent phenomenon, namely as governed by the discrepancy between the width-dependent empirical kernel and the width-independent NNGP kernel.