## Oral Session 1: Deep Learning Theory and Causality

Abstract:

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Tue 7 Dec. 0:00 - 0:15 PST

(Oral)
##### Framing RNN as a kernel method: A neural ODE approach

Adeline Fermanian · Pierre Marion · Jean-Philippe Vert · Gérard Biau

Building on the interpretation of a recurrent neural network (RNN) as a continuous-time neural differential equation, we show, under appropriate conditions, that the solution of a RNN can be viewed as a linear function of a specific feature set of the input sequence, known as the signature. This connection allows us to frame a RNN as a kernel method in a suitable reproducing kernel Hilbert space. As a consequence, we obtain theoretical guarantees on generalization and stability for a large class of recurrent networks. Our results are illustrated on simulated datasets.

Tue 7 Dec. 0:15 - 0:20 PST

(Q&A)
##### Q&A

Tue 7 Dec. 0:20 - 0:35 PST

(Oral)
##### A Universal Law of Robustness via Isoperimetry

Sebastien Bubeck · Mark Sellke

Classically, data interpolation with a parametrized model class is possible as long as the number of parameters is larger than the number of equations to be satisfied. A puzzling phenomenon in the current practice of deep learning is that models are trained with many more parameters than what this classical theory would suggest. We propose a theoretical explanation for this phenomenon. We prove that for a broad class of data distributions and model classes, overparametrization is {\em necessary} if one wants to interpolate the data {\em smoothly}. Namely we show that {\em smooth} interpolation requires $d$ times more parameters than mere interpolation, where $d$ is the ambient data dimension. We prove this universal law of robustness for any smoothly parametrized function class with polynomial size weights, and any covariate distribution verifying isoperimetry. In the case of two-layers neural networks and Gaussian covariates, this law was conjectured in prior work by Bubeck, Li and Nagaraj. We also give an interpretation of our result as an improved generalization bound for model classes consisting of smooth functions.

Tue 7 Dec. 0:35 - 0:40 PST

(Q&A)
##### Q&A

Tue 7 Dec. 0:40 - 0:55 PST

(Oral)
##### Causal Identification with Matrix Equations

Sanghack Lee · Elias Bareinboim

Causal effect identification is concerned with determining whether a causal effect is computable from a combination of qualitative assumptions about the underlying system (e.g., a causal graph) and distributions collected from this system. Many identification algorithms exclusively rely on graphical criteria made of a non-trivial combination of probability axioms, do-calculus, and refined c-factorization (e.g., Lee & Bareinboim, 2020). In a sequence of increasingly sophisticated results, it has been shown how proxy variables can be used to identify certain effects that would not be otherwise recoverable in challenging scenarios through solving matrix equations (e.g., Kuroki & Pearl, 2014; Miao et al., 2018). In this paper, we develop a new causal identification algorithm which utilizes both graphical criteria and matrix equations. Specifically, we first characterize the relationships between certain graphically-driven formulae and matrix multiplications. With such characterizations, we broaden the spectrum of proxy variable based identification conditions and further propose novel intermediary criteria based on the pseudoinverse of a matrix. Finally, we devise a causal effect identification algorithm, which accepts as input a collection of marginal, conditional, and interventional distributions, integrating enriched matrix-based criteria into a graphical identification approach.

Tue 7 Dec. 0:55 - 1:00 PST

(Q&A)