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In processing multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers, specific to each time series, often implemented as learnable embeddings. Ideally, these local embeddings should encode meaningful representations of the unique dynamics of each sequence. However, when these are learned end-to-end as parameters of a forecasting model, they may end up acting as mere sequence identifiers. Shared processing blocks may then become reliant on such identifiers, limiting their transferability to new contexts. In this paper, we address this issue by investigating methods to regularize the learning of local learnable embeddings for time series processing. Specifically, we perform the first extensive empirical study on the subject and show how such regularizations consistently improve performance in widely adopted architectures. Furthermore, we show that methods preventing the co-adaptation of local and global parameters are particularly effective in this context. This hypothesis is validated by comparing several methods preventing the downstream models from relying on sequence identifiers, going as far as completely resetting the embeddings during training. The obtained results provide an important contribution to understanding the interplay between learnable local parameters and shared processing layers: a key challenge in modern time series processing models and a step toward developing effective foundation models for time series.

Within a prediction task, Graph Neural Networks (GNNs) use relational information as an inductive bias to enhance the model's accuracy. As task-relevant relations might be unknown, graph structure learning approaches have been proposed to learn them while solving the downstream prediction task. In this paper, we demonstrate that minimization of a point-prediction loss function, e.g., the mean absolute error, does not guarantee proper learning of the latent relational information and its associated uncertainty. Conversely, we prove that a suitable loss function on the stochastic model outputs simultaneously grants (i) the unknown adjacency matrix latent distribution and (ii) optimal performance on the prediction task. Finally, we propose a sampling-based method that solves this joint learning task. Empirical results validate our theoretical claims and demonstrate the effectiveness of the proposed approach.

Modern graph representation learning works mostly under the assumption of dealing with regularly sampled temporal graph snapshots, which is far from realistic, e.g., social networks and physical systems are characterized by continuous dynamics and sporadic observations. To address this limitation, we introduce the Temporal Graph Ordinary Differential Equation (TG-ODE) framework, which learns both the temporal and spatial dynamics from graph streams where the intervals between observations are not regularly spaced. We empirically validate the proposed approach on several graph benchmarks, showing that TG-ODE can achieve state-of-the-art performance in irregular graph stream tasks., Comment: Preprint. Accepted at IJCAI 2024

Virtual sensing techniques allow for inferring signals at new unmonitored locations by exploiting spatio-temporal measurements coming from physical sensors at different locations. However, as the sensor coverage becomes sparse due to costs or other constraints, physical proximity cannot be used to support interpolation. In this paper, we overcome this challenge by leveraging dependencies between the target variable and a set of correlated variables (covariates) that can frequently be associated with each location of interest. From this viewpoint, covariates provide partial observability, and the problem consists of inferring values for unobserved channels by exploiting observations at other locations to learn how such variables can correlate. We introduce a novel graph-based methodology to exploit such relationships and design a graph deep learning architecture, named GgNet, implementing the framework. The proposed approach relies on propagating information over a nested graph structure that is used to learn dependencies between variables as well as locations. GgNet is extensively evaluated under different virtual sensing scenarios, demonstrating higher reconstruction accuracy compared to the state-of-the-art., Comment: Accepted at ICLR 2024

Given a set of synchronous time series, each associated with a sensor-point in space and characterized by inter-series relationships, the problem of spatiotemporal forecasting consists of predicting future observations for each point. Spatiotemporal graph neural networks achieve striking results by representing the relationships across time series as a graph. Nonetheless, most existing methods rely on the often unrealistic assumption that inputs are always available and fail to capture hidden spatiotemporal dynamics when part of the data is missing. In this work, we tackle this problem through hierarchical spatiotemporal downsampling. The input time series are progressively coarsened over time and space, obtaining a pool of representations that capture heterogeneous temporal and spatial dynamics. Conditioned on observations and missing data patterns, such representations are combined by an interpretable attention mechanism to generate the forecasts. Our approach outperforms state-of-the-art methods on synthetic and real-world benchmarks under different missing data distributions, particularly in the presence of contiguous blocks of missing values., Comment: Accepted at ICML 2024

Graph-based deep learning methods have become popular tools to process collections of correlated time series. Differently from traditional multivariate forecasting methods, neural graph-based predictors take advantage of pairwise relationships by conditioning forecasts on a (possibly dynamic) graph spanning the time series collection. The conditioning can take the form of an architectural inductive bias on the neural forecasting architecture, resulting in a family of deep learning models called spatiotemporal graph neural networks. Such relational inductive biases enable the training of global forecasting models on large time-series collections, while at the same time localizing predictions w.r.t. each element in the set (i.e., graph nodes) by accounting for local correlations among them (i.e., graph edges). Indeed, recent theoretical and practical advances in graph neural networks and deep learning for time series forecasting make the adoption of such processing frameworks appealing and timely. However, most of the studies in the literature focus on proposing variations of existing neural architectures by taking advantage of modern deep learning practices, while foundational and methodological aspects have not been subject to systematic investigation. To fill the gap, this paper aims to introduce a comprehensive methodological framework that formalizes the forecasting problem and provides design principles for graph-based predictive models and methods to assess their performance. At the same time, together with an overview of the field, we provide design guidelines, recommendations, and best practices, as well as an in-depth discussion of open challenges and future research directions.

Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the wealth of information implicit in available data. With the recent advancements in graph neural networks (GNNs), there has been a surge in GNN-based approaches for time series analysis. These approaches can explicitly model inter-temporal and inter-variable relationships, which traditional and other deep neural network-based methods struggle to do. In this survey, we provide a comprehensive review of graph neural networks for time series analysis (GNN4TS), encompassing four fundamental dimensions: forecasting, classification, anomaly detection, and imputation. Our aim is to guide designers and practitioners to understand, build applications, and advance research of GNN4TS. At first, we provide a comprehensive task-oriented taxonomy of GNN4TS. Then, we present and discuss representative research works and introduce mainstream applications of GNN4TS. A comprehensive discussion of potential future research directions completes the survey. This survey, for the first time, brings together a vast array of knowledge on GNN-based time series research, highlighting foundations, practical applications, and opportunities of graph neural networks for time series analysis., Comment: 37 pages, 6 figures, 7 tables; Project page: https://github.com/KimMeen/Awesome-GNN4TS

Relationships among time series can be exploited as inductive biases in learning effective forecasting models. In hierarchical time series, relationships among subsets of sequences induce hard constraints (hierarchical inductive biases) on the predicted values. In this paper, we propose a graph-based methodology to unify relational and hierarchical inductive biases in the context of deep learning for time series forecasting. In particular, we model both types of relationships as dependencies in a pyramidal graph structure, with each pyramidal layer corresponding to a level of the hierarchy. By exploiting modern - trainable - graph pooling operators we show that the hierarchical structure, if not available as a prior, can be learned directly from data, thus obtaining cluster assignments aligned with the forecasting objective. A differentiable reconciliation stage is incorporated into the processing architecture, allowing hierarchical constraints to act both as an architectural bias as well as a regularization element for predictions. Simulation results on representative datasets show that the proposed method compares favorably against the state of the art., Comment: Published at ICML 2024

Graph-based representations and message-passing modular policies constitute prominent approaches to tackling composable control problems in reinforcement learning (RL). However, as shown by recent graph deep learning literature, such local message-passing operators can create information bottlenecks and hinder global coordination. The issue becomes more serious in tasks requiring high-level planning. In this work, we propose a novel methodology, named Feudal Graph Reinforcement Learning (FGRL), that addresses such challenges by relying on hierarchical RL and a pyramidal message-passing architecture. In particular, FGRL defines a hierarchy of policies where high-level commands are propagated from the top of the hierarchy down through a layered graph structure. The bottom layers mimic the morphology of the physical system, while the upper layers correspond to higher-order sub-modules. The resulting agents are then characterized by a committee of policies where actions at a certain level set goals for the level below, thus implementing a hierarchical decision-making structure that can naturally implement task decomposition. We evaluate the proposed framework on a graph clustering problem and MuJoCo locomotion tasks; simulation results show that FGRL compares favorably against relevant baselines. Furthermore, an in-depth analysis of the command propagation mechanism provides evidence that the introduced message-passing scheme favors learning hierarchical decision-making policies.

Conditioning image generation on specific features of the desired output is a key ingredient of modern generative models. However, existing approaches lack a general and unified way of representing structural and semantic conditioning at diverse granularity levels. This paper explores a novel method to condition image generation, based on object-centric relational representations. In particular, we propose a methodology to condition the generation of objects in an image on the attributed graph representing their structure and the associated semantic information. We show that such architectural biases entail properties that facilitate the manipulation and conditioning of the generative process and allow for regularizing the training procedure. The proposed conditioning framework is implemented by means of a neural network that learns to generate a 2D, multi-channel, layout mask of the objects, which can be used as a soft inductive bias in the downstream generative task. To do so, we leverage both 2D and graph convolutional operators. We also propose a novel benchmark for image generation consisting of a synthetic dataset of images paired with their relational representation. Empirical results show that the proposed approach compares favorably against relevant baselines., Comment: Accepted at TMLR

The well-known Kalman filters model dynamical systems by relying on state-space representations with the next state updated, and its uncertainty controlled, by fresh information associated with newly observed system outputs. This paper generalizes, for the first time in the literature, Kalman and extended Kalman filters to discrete-time settings where inputs, states, and outputs are represented as attributed graphs whose topology and attributes can change with time. The setup allows us to adapt the framework to cases where the output is a vector or a scalar too (node/graph level tasks). Within the proposed theoretical framework, the unknown state-transition and the readout functions are learned end-to-end along with the downstream prediction task., Comment: Added empirical validation

Spatiotemporal graph neural networks have shown to be effective in time series forecasting applications, achieving better performance than standard univariate predictors in several settings. These architectures take advantage of a graph structure and relational inductive biases to learn a single (global) inductive model to predict any number of the input time series, each associated with a graph node. Despite the gain achieved in computational and data efficiency w.r.t. fitting a set of local models, relying on a single global model can be a limitation whenever some of the time series are generated by a different spatiotemporal stochastic process. The main objective of this paper is to understand the interplay between globality and locality in graph-based spatiotemporal forecasting, while contextually proposing a methodological framework to rationalize the practice of including trainable node embeddings in such architectures. We ascribe to trainable node embeddings the role of amortizing the learning of specialized components. Moreover, embeddings allow for 1) effectively combining the advantages of shared message-passing layers with node-specific parameters and 2) efficiently transferring the learned model to new node sets. Supported by strong empirical evidence, we provide insights and guidelines for specializing graph-based models to the dynamics of each time series and show how this aspect plays a crucial role in obtaining accurate predictions., Comment: Accepted at NeurIPS 2023

This paper introduces a novel residual correlation analysis, called AZ-analysis, to assess the optimality of spatio-temporal predictive models. The proposed AZ-analysis constitutes a valuable asset for discovering and highlighting those space-time regions where the model can be improved with respect to performance. The AZ-analysis operates under very mild assumptions and is based on a spatio-temporal graph that encodes serial and functional dependencies in the data; asymptotically distribution-free summary statistics identify existing residual correlation in space and time regions, hence localizing time frames and/or communities of sensors, where the predictor can be improved.

State-space models constitute an effective modeling tool to describe multivariate time series and operate by maintaining an updated representation of the system state from which predictions are made. Within this framework, relational inductive biases, e.g., associated with functional dependencies existing among signals, are not explicitly exploited leaving unattended great opportunities for effective modeling approaches. The manuscript aims, for the first time, at filling this gap by matching state-space modeling and spatio-temporal data where the relational information, say the functional graph capturing latent dependencies, is learned directly from data and is allowed to change over time. Within a probabilistic formulation that accounts for the uncertainty in the data-generating process, an encoder-decoder architecture is proposed to learn the state-space model end-to-end on a downstream task. The proposed methodological framework generalizes several state-of-the-art methods and demonstrates to be effective in extracting meaningful relational information while achieving optimal forecasting performance in controlled environments.

In real-world applications, the process generating the data might suffer from nonstationary effects (e.g., due to seasonality, faults affecting sensors or actuators, and changes in the users' behaviour). These changes, often called concept drift, might induce severe (potentially catastrophic) impacts on trained learning models that become obsolete over time, and inadequate to solve the task at hand. Learning in presence of concept drift aims at designing machine and deep learning models that are able to track and adapt to concept drift. Typically, techniques to handle concept drift are either active or passive, and traditionally, these have been considered to be mutually exclusive. Active techniques use an explicit drift detection mechanism, and re-train the learning algorithm when concept drift is detected. Passive techniques use an implicit method to deal with drift, and continually update the model using incremental learning. Differently from what present in the literature, we propose a hybrid alternative which merges the two approaches, hence, leveraging on their advantages. The proposed method called Hybrid-Adaptive REBAlancing (HAREBA) significantly outperforms strong baselines and state-of-the-art methods in terms of learning quality and speed; we experiment how it is effective under severe class imbalance levels too., Comment: Keywords: incremental learning, concept drift, class imbalance, data streams, nonstationary environments

Neural forecasting of spatiotemporal time series drives both research and industrial innovation in several relevant application domains. Graph neural networks (GNNs) are often the core component of the forecasting architecture. However, in most spatiotemporal GNNs, the computational complexity scales up to a quadratic factor with the length of the sequence times the number of links in the graph, hence hindering the application of these models to large graphs and long temporal sequences. While methods to improve scalability have been proposed in the context of static graphs, few research efforts have been devoted to the spatiotemporal case. To fill this gap, we propose a scalable architecture that exploits an efficient encoding of both temporal and spatial dynamics. In particular, we use a randomized recurrent neural network to embed the history of the input time series into high-dimensional state representations encompassing multi-scale temporal dynamics. Such representations are then propagated along the spatial dimension using different powers of the graph adjacency matrix to generate node embeddings characterized by a rich pool of spatiotemporal features. The resulting node embeddings can be efficiently pre-computed in an unsupervised manner, before being fed to a feed-forward decoder that learns to map the multi-scale spatiotemporal representations to predictions. The training procedure can then be parallelized node-wise by sampling the node embeddings without breaking any dependency, thus enabling scalability to large networks. Empirical results on relevant datasets show that our approach achieves results competitive with the state of the art, while dramatically reducing the computational burden., Comment: Published as conference paper at AAAI 23

Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational information characterizing the underlying data-generating process is unavailable and the practitioner is left with the problem of inferring from data which relational graph to use in the subsequent processing stages. We propose novel, principled - yet practical - probabilistic score-based methods that learn the relational dependencies as distributions over graphs while maximizing end-to-end the performance at task. The proposed graph learning framework is based on consolidated variance reduction techniques for Monte Carlo score-based gradient estimation, is theoretically grounded, and, as we show, effective in practice. In this paper, we focus on the time series forecasting problem and show that, by tailoring the gradient estimators to the graph learning problem, we are able to achieve state-of-the-art performance while controlling the sparsity of the learned graph and the computational scalability. We empirically assess the effectiveness of the proposed method on synthetic and real-world benchmarks, showing that the proposed solution can be used as a stand-alone graph identification procedure as well as a graph learning component of an end-to-end forecasting architecture., Comment: Accepted for publication in JMLR

Modeling multivariate time series as temporal signals over a (possibly dynamic) graph is an effective representational framework that allows for developing models for time series analysis. In fact, discrete sequences of graphs can be processed by autoregressive graph neural networks to recursively learn representations at each discrete point in time and space. Spatiotemporal graphs are often highly sparse, with time series characterized by multiple, concurrent, and long sequences of missing data, e.g., due to the unreliable underlying sensor network. In this context, autoregressive models can be brittle and exhibit unstable learning dynamics. The objective of this paper is, then, to tackle the problem of learning effective models to reconstruct, i.e., impute, missing data points by conditioning the reconstruction only on the available observations. In particular, we propose a novel class of attention-based architectures that, given a set of highly sparse discrete observations, learn a representation for points in time and space by exploiting a spatiotemporal propagation architecture aligned with the imputation task. Representations are trained end-to-end to reconstruct observations w.r.t. the corresponding sensor and its neighboring nodes. Compared to the state of the art, our model handles sparse data without propagating prediction errors or requiring a bidirectional model to encode forward and backward time dependencies. Empirical results on representative benchmarks show the effectiveness of the proposed method., Comment: Accepted at NeurIPS 2022

We present the first whiteness test for graphs, i.e., a whiteness test for multivariate time series associated with the nodes of a dynamic graph. The statistical test aims at finding serial dependencies among close-in-time observations, as well as spatial dependencies among neighboring observations given the underlying graph. The proposed test is a spatio-temporal extension of traditional tests from the system identification literature and finds applications in similar, yet more general, application scenarios involving graph signals. The AZ-test is versatile, allowing the underlying graph to be dynamic, changing in topology and set of nodes, and weighted, thus accounting for connections of different strength, as is the case in many application scenarios like transportation networks and sensor grids. The asymptotic distribution -- as the number of graph edges or temporal observations increases -- is known, and does not assume identically distributed data. We validate the practical value of the test on both synthetic and real-world problems, and show how the test can be employed to assess the quality of spatio-temporal forecasting models by analyzing the prediction residuals appended to the graphs stream.

The design of efficient hardware accelerators for high-throughput data-processing applications, e.g., deep neural networks, is a challenging task in computer architecture design. In this regard, High-Level Synthesis (HLS) emerges as a solution for fast prototyping application-specific hardware starting from a behavioural description of the application computational flow. This Design-Space Exploration (DSE) aims at identifying Pareto optimal synthesis configurations whose exhaustive search is often unfeasible due to the design-space dimensionality and the prohibitive computational cost of the synthesis process. Within this framework, we effectively and efficiently address the design problem by proposing, for the first time in the literature, graph neural networks that jointly predict acceleration performance and hardware costs of a synthesized behavioral specification given optimization directives. The learned model can be used to rapidly approach the Pareto curve by guiding the DSE, taking into account performance and cost estimates. The proposed method outperforms traditional HLS-driven DSE approaches, by accounting for arbitrary length of computer programs and the invariant properties of the input. We propose a novel hybrid control and data flow graph representation that enables training the graph neural network on specifications of different hardware accelerators; the methodology naturally transfers to unseen data-processing applications too. Moreover, we show that our approach achieves prediction accuracy comparable with that of commonly used simulators without having access to analytical models of the HLS compiler and the target FPGA, while being orders of magnitude faster. Finally, the learned representation can be exploited for DSE in unexplored configuration spaces by fine-tuning on a small number of samples from the new target domain.

Graph neural network (GNN)-based fault diagnosis (FD) has received increasing attention in recent years, due to the fact that data coming from several application domains can be advantageously represented as graphs. Indeed, this particular representation form has led to superior performance compared to traditional FD approaches. In this review, an easy introduction to GNN, potential applications to the field of fault diagnosis, and future perspectives are given. First, the paper reviews neural network-based FD methods by focusing on their data representations, namely, time-series, images, and graphs. Second, basic principles and principal architectures of GNN are introduced, with attention to graph convolutional networks, graph attention networks, graph sample and aggregate, graph auto-encoder, and spatial-temporal graph convolutional networks. Third, the most relevant fault diagnosis methods based on GNN are validated through the detailed experiments, and conclusions are made that the GNN-based methods can achieve good fault diagnosis performance. Finally, discussions and future challenges are provided., Comment: 17 pages, 18 figures, 10 tables

Cellular automata (CA) are a class of computational models that exhibit rich dynamics emerging from the local interaction of cells arranged in a regular lattice. In this work we focus on a generalised version of typical CA, called graph cellular automata (GCA), in which the lattice structure is replaced by an arbitrary graph. In particular, we extend previous work that used convolutional neural networks to learn the transition rule of conventional CA and we use graph neural networks to learn a variety of transition rules for GCA. First, we present a general-purpose architecture for learning GCA, and we show that it can represent any arbitrary GCA with finite and discrete state space. Then, we test our approach on three different tasks: 1) learning the transition rule of a GCA on a Voronoi tessellation; 2) imitating the behaviour of a group of flocking agents; 3) learning a rule that converges to a desired target state., Comment: 35th Conference on Neural Information Processing Systems (NeurIPS 2021)

Inspired by the conventional pooling layers in convolutional neural networks, many recent works in the field of graph machine learning have introduced pooling operators to reduce the size of graphs. The great variety in the literature stems from the many possible strategies for coarsening a graph, which may depend on different assumptions on the graph structure or the specific downstream task. In this paper we propose a formal characterization of graph pooling based on three main operations, called selection, reduction, and connection, with the goal of unifying the literature under a common framework. Following this formalization, we introduce a taxonomy of pooling operators and categorize more than thirty pooling methods proposed in recent literature. We propose criteria to evaluate the performance of a pooling operator and use them to investigate and contrast the behavior of different classes of the taxonomy on a variety of tasks., Comment: 10 pages, 6 figures

Dealing with missing values and incomplete time series is a labor-intensive, tedious, inevitable task when handling data coming from real-world applications. Effective spatio-temporal representations would allow imputation methods to reconstruct missing temporal data by exploiting information coming from sensors at different locations. However, standard methods fall short in capturing the nonlinear time and space dependencies existing within networks of interconnected sensors and do not take full advantage of the available - and often strong - relational information. Notably, most state-of-the-art imputation methods based on deep learning do not explicitly model relational aspects and, in any case, do not exploit processing frameworks able to adequately represent structured spatio-temporal data. Conversely, graph neural networks have recently surged in popularity as both expressive and scalable tools for processing sequential data with relational inductive biases. In this work, we present the first assessment of graph neural networks in the context of multivariate time series imputation. In particular, we introduce a novel graph neural network architecture, named GRIN, which aims at reconstructing missing data in the different channels of a multivariate time series by learning spatio-temporal representations through message passing. Empirical results show that our model outperforms state-of-the-art methods in the imputation task on relevant real-world benchmarks with mean absolute error improvements often higher than 20%., Comment: Accepted at ICLR 2022

In recent years, the machine learning community has seen a continuous growing interest in research aimed at investigating dynamical aspects of both training procedures and machine learning models. Of particular interest among recurrent neural networks we have the Reservoir Computing (RC) paradigm characterized by conceptual simplicity and a fast training scheme. Yet, the guiding principles under which RC operates are only partially understood. In this work, we analyze the role played by Generalized Synchronization (GS) when training a RC to solve a generic task. In particular, we show how GS allows the reservoir to correctly encode the system generating the input signal into its dynamics. We also discuss necessary and sufficient conditions for the learning to be feasible in this approach. Moreover, we explore the role that ergodicity plays in this process, showing how its presence allows the learning outcome to apply to multiple input trajectories. Finally, we show that satisfaction of the GS can be measured by means of the Mutual False Nearest Neighbors index, which makes effective to practitioners theoretical derivations.

In this paper we present Spektral, an open-source Python library for building graph neural networks with TensorFlow and the Keras application programming interface. Spektral implements a large set of methods for deep learning on graphs, including message-passing and pooling operators, as well as utilities for processing graphs and loading popular benchmark datasets. The purpose of this library is to provide the essential building blocks for creating graph neural networks, focusing on the guiding principles of user-friendliness and quick prototyping on which Keras is based. Spektral is, therefore, suitable for absolute beginners and expert deep learning practitioners alike. In this work, we present an overview of Spektral's features and report the performance of the methods implemented by the library in scenarios of node classification, graph classification, and graph regression., Comment: ICML 2020 - GRL+ Workshop

Reservoir computing is a popular approach to design recurrent neural networks, due to its training simplicity and approximation performance. The recurrent part of these networks is not trained (e.g., via gradient descent), making them appealing for analytical studies by a large community of researchers with backgrounds spanning from dynamical systems to neuroscience. However, even in the simple linear case, the working principle of these networks is not fully understood and their design is usually driven by heuristics. A novel analysis of the dynamics of such networks is proposed, which allows the investigator to express the state evolution using the controllability matrix. Such a matrix encodes salient characteristics of the network dynamics; in particular, its rank represents an input-indepedent measure of the memory capacity of the network. Using the proposed approach, it is possible to compare different reservoir architectures and explain why a cyclic topology achieves favourable results as verified by practitioners.

Reinforcement learning algorithms based on Q-learning are driving Deep Reinforcement Learning (DRL) research towards solving complex problems and achieving super-human performance on many of them. Nevertheless, Q-Learning is known to be positively biased since it learns by using the maximum over noisy estimates of expected values. Systematic overestimation of the action values coupled with the inherently high variance of DRL methods can lead to incrementally accumulate errors, causing learning algorithms to diverge. Ideally, we would like DRL agents to take into account their own uncertainty about the optimality of each action, and be able to exploit it to make more informed estimations of the expected return. In this regard, Weighted Q-Learning (WQL) effectively reduces bias and shows remarkable results in stochastic environments. WQL uses a weighted sum of the estimated action values, where the weights correspond to the probability of each action value being the maximum; however, the computation of these probabilities is only practical in the tabular setting. In this work, we provide methodological advances to benefit from the WQL properties in DRL, by using neural networks trained with Dropout as an effective approximation of deep Gaussian processes. In particular, we adopt the Concrete Dropout variant to obtain calibrated estimates of epistemic uncertainty in DRL. The estimator, then, is obtained by taking several stochastic forward passes through the action-value network and computing the weights in a Monte Carlo fashion. Such weights are Bayesian estimates of the probability of each action value corresponding to the maximum w.r.t. a posterior probability distribution estimated by Dropout. We show how our novel Deep Weighted Q-Learning algorithm reduces the bias w.r.t. relevant baselines and provides empirical evidence of its advantages on representative benchmarks., Comment: RLDM 2022. For a complete discussion and additional results, check our JMLR paper at https://www.jmlr.org/papers/v22/20-633.html

In graph neural networks (GNNs), pooling operators compute local summaries of input graphs to capture their global properties, and they are fundamental for building deep GNNs that learn hierarchical representations. In this work, we propose the Node Decimation Pooling (NDP), a pooling operator for GNNs that generates coarser graphs while preserving the overall graph topology. During training, the GNN learns new node representations and fits them to a pyramid of coarsened graphs, which is computed offline in a pre-processing stage. NDP consists of three steps. First, a node decimation procedure selects the nodes belonging to one side of the partition identified by a spectral algorithm that approximates the \maxcut{} solution. Afterwards, the selected nodes are connected with Kron reduction to form the coarsened graph. Finally, since the resulting graph is very dense, we apply a sparsification procedure that prunes the adjacency matrix of the coarsened graph to reduce the computational cost in the GNN. Notably, we show that it is possible to remove many edges without significantly altering the graph structure. Experimental results show that NDP is more efficient compared to state-of-the-art graph pooling operators while reaching, at the same time, competitive performance on a significant variety of graph classification tasks.

We present Graph Random Neural Features (GRNF), a novel embedding method from graph-structured data to real vectors based on a family of graph neural networks. The embedding naturally deals with graph isomorphism and preserves the metric structure of the graph domain, in probability. In addition to being an explicit embedding method, it also allows us to efficiently and effectively approximate graph metric distances (as well as complete kernel functions); a criterion to select the embedding dimension trading off the approximation accuracy with the computational cost is also provided. GRNF can be used within traditional processing methods or as a training-free input layer of a graph neural network. The theoretical guarantees that accompany GRNF ensure that the considered graph distance is metric, hence allowing to distinguish any pair of non-isomorphic graphs., Comment: to be published in Proceedings of the 37th International Conference on Machine Learning, 2020

Severe constraints on memory and computation characterizing the Internet-of-Things (IoT) units may prevent the execution of Deep Learning (DL)-based solutions, which typically demand large memory and high processing load. In order to support a real-time execution of the considered DL model at the IoT unit level, DL solutions must be designed having in mind constraints on memory and processing capability exposed by the chosen IoT technology. In this paper, we introduce a design methodology aiming at allocating the execution of Convolutional Neural Networks (CNNs) on a distributed IoT application. Such a methodology is formalized as an optimization problem where the latency between the data-gathering phase and the subsequent decision-making one is minimized, within the given constraints on memory and processing load at the units level. The methodology supports multiple sources of data as well as multiple CNNs in execution on the same IoT system allowing the design of CNN-based applications demanding autonomy, low decision-latency, and high Quality-of-Service.

Management and efficient operations in critical infrastructure such as Smart Grids take huge advantage of accurate power load forecasting which, due to its nonlinear nature, remains a challenging task. Recently, deep learning has emerged in the machine learning field achieving impressive performance in a vast range of tasks, from image classification to machine translation. Applications of deep learning models to the electric load forecasting problem are gaining interest among researchers as well as the industry, but a comprehensive and sound comparison among different architectures is not yet available in the literature. This work aims at filling the gap by reviewing and experimentally evaluating on two real-world datasets the most recent trends in electric load forecasting, by contrasting deep learning architectures on short term forecast (one day ahead prediction). Specifically, we focus on feedforward and recurrent neural networks, sequence to sequence models and temporal convolutional neural networks along with architectural variants, which are known in the signal processing community but are novel to the load forecasting one.

Spectral clustering (SC) is a popular clustering technique to find strongly connected communities on a graph. SC can be used in Graph Neural Networks (GNNs) to implement pooling operations that aggregate nodes belonging to the same cluster. However, the eigendecomposition of the Laplacian is expensive and, since clustering results are graph-specific, pooling methods based on SC must perform a new optimization for each new sample. In this paper, we propose a graph clustering approach that addresses these limitations of SC. We formulate a continuous relaxation of the normalized minCUT problem and train a GNN to compute cluster assignments that minimize this objective. Our GNN-based implementation is differentiable, does not require to compute the spectral decomposition, and learns a clustering function that can be quickly evaluated on out-of-sample graphs. From the proposed clustering method, we design a graph pooling operator that overcomes some important limitations of state-of-the-art graph pooling techniques and achieves the best performance in several supervised and unsupervised tasks.

Among the various architectures of Recurrent Neural Networks, Echo State Networks (ESNs) emerged due to their simplified and inexpensive training procedure. These networks are known to be sensitive to the setting of hyper-parameters, which critically affect their behaviour. Results show that their performance is usually maximized in a narrow region of hyper-parameter space called edge of chaos. Finding such a region requires searching in hyper-parameter space in a sensible way: hyper-parameter configurations marginally outside such a region might yield networks exhibiting fully developed chaos, hence producing unreliable computations. The performance gain due to optimizing hyper-parameters can be studied by considering the memory--nonlinearity trade-off, i.e., the fact that increasing the nonlinear behavior of the network degrades its ability to remember past inputs, and vice-versa. In this paper, we propose a model of ESNs that eliminates critical dependence on hyper-parameters, resulting in networks that provably cannot enter a chaotic regime and, at the same time, denotes nonlinear behaviour in phase space characterised by a large memory of past inputs, comparable to the one of linear networks. Our contribution is supported by experiments corroborating our theoretical findings, showing that the proposed model displays dynamics that are rich-enough to approximate many common nonlinear systems used for benchmarking.

This paper proposes an autoregressive (AR) model for sequences of graphs, which generalises traditional AR models. A first novelty consists in formalising the AR model for a very general family of graphs, characterised by a variable topology, and attributes associated with nodes and edges. A graph neural network (GNN) is also proposed to learn the AR function associated with the graph-generating process (GGP), and subsequently predict the next graph in a sequence. The proposed method is compared with four baselines on synthetic GGPs, denoting a significantly better performance on all considered problems., Comment: International Joint Conference on Neural Networks (IJCNN) 2019

Popular graph neural networks implement convolution operations on graphs based on polynomial spectral filters. In this paper, we propose a novel graph convolutional layer inspired by the auto-regressive moving average (ARMA) filter that, compared to polynomial ones, provides a more flexible frequency response, is more robust to noise, and better captures the global graph structure. We propose a graph neural network implementation of the ARMA filter with a recursive and distributed formulation, obtaining a convolutional layer that is efficient to train, localized in the node space, and can be transferred to new graphs at test time. We perform a spectral analysis to study the filtering effect of the proposed ARMA layer and report experiments on four downstream tasks: semi-supervised node classification, graph signal classification, graph classification, and graph regression. Results show that the proposed ARMA layer brings significant improvements over graph neural networks based on polynomial filters.

Constant-curvature Riemannian manifolds (CCMs) have been shown to be ideal embedding spaces in many application domains, as their non-Euclidean geometry can naturally account for some relevant properties of data, like hierarchy and circularity. In this work, we introduce the CCM adversarial autoencoder (CCM-AAE), a probabilistic generative model trained to represent a data distribution on a CCM. Our method works by matching the aggregated posterior of the CCM-AAE with a probability distribution defined on a CCM, so that the encoder implicitly learns to represent data on the CCM to fool the discriminator network. The geometric constraint is also explicitly imposed by jointly training the CCM-AAE to maximise the membership degree of the embeddings to the CCM. While a few works in recent literature make use of either hyperspherical or hyperbolic manifolds for different learning tasks, ours is the first unified framework to seamlessly deal with CCMs of different curvatures. We show the effectiveness of our model on three different datasets characterised by non-trivial geometry: semi-supervised classification on MNIST, link prediction on two popular citation datasets, and graph-based molecule generation using the QM9 chemical database. Results show that our method improves upon other autoencoders based on Euclidean and non-Euclidean geometries on all tasks taken into account., Comment: Submitted to Applied Soft Computing

Echo State Networks (ESNs) are simplified recurrent neural network models composed of a reservoir and a linear, trainable readout layer. The reservoir is tunable by some hyper-parameters that control the network behaviour. ESNs are known to be effective in solving tasks when configured on a region in (hyper-)parameter space called \emph{Edge of Criticality} (EoC), where the system is maximally sensitive to perturbations hence affecting its behaviour. In this paper, we propose binary ESNs, which are architecturally equivalent to standard ESNs but consider binary activation functions and binary recurrent weights. For these networks, we derive a closed-form expression for the EoC in the autonomous case and perform simulations in order to assess their behavior in the case of noisy neurons and in the presence of a signal. We propose a theoretical explanation for the fact that the variance of the input plays a major role in characterizing the EoC.

Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to cover a large class of applications, we consider the general family of attributed graphs where both topology (number of vertexes and edge configuration) and related attributes are allowed to change also in the stationary case. Novel Change Point Methods (CPMs) are proposed, that (i) map graphs into a vector domain; (ii) apply a suitable statistical test in the vector space; (iii) detect the change --if any-- according to a confidence level and provide an estimate for its time occurrence. Two specific multivariate CPMs have been designed: one that detects shifts in the distribution mean, the other addressing generic changes affecting the distribution. We ground our proposal with theoretical results showing how to relate the inference attained in the numerical vector space to the graph domain, and vice versa. We also show how to extend the methodology for handling multiple change points in the same sequence. Finally, the proposed CPMs have been validated on real data sets coming from epileptic-seizure detection problems and on labeled data sets for graph classification. Results show the effectiveness of what proposed in relevant application scenarios.

The space of graphs is often characterised by a non-trivial geometry, which complicates learning and inference in practical applications. A common approach is to use embedding techniques to represent graphs as points in a conventional Euclidean space, but non-Euclidean spaces have often been shown to be better suited for embedding graphs. Among these, constant-curvature Riemannian manifolds (CCMs) offer embedding spaces suitable for studying the statistical properties of a graph distribution, as they provide ways to easily compute metric geodesic distances. In this paper, we focus on the problem of detecting changes in stationarity in a stream of attributed graphs. To this end, we introduce a novel change detection framework based on neural networks and CCMs, that takes into account the non-Euclidean nature of graphs. Our contribution in this work is twofold. First, via a novel approach based on adversarial learning, we compute graph embeddings by training an autoencoder to represent graphs on CCMs. Second, we introduce two novel change detection tests operating on CCMs. We perform experiments on synthetic data, as well as two real-world application scenarios: the detection of epileptic seizures using functional connectivity brain networks, and the detection of hostility between two subjects, using human skeletal graphs. Results show that the proposed methods are able to detect even small changes in a graph-generating process, consistently outperforming approaches based on Euclidean embeddings., Comment: 14 pages, 8 figures

Mapping complex input data into suitable lower dimensional manifolds is a common procedure in machine learning. This step is beneficial mainly for two reasons: (1) it reduces the data dimensionality and (2) it provides a new data representation possibly characterised by convenient geometric properties. Euclidean spaces are by far the most widely used embedding spaces, thanks to their well-understood structure and large availability of consolidated inference methods. However, recent research demonstrated that many types of complex data (e.g., those represented as graphs) are actually better described by non-Euclidean geometries. Here, we investigate how embedding graphs on constant-curvature manifolds (hyper-spherical and hyperbolic manifolds) impacts on the ability to detect changes in sequences of attributed graphs. The proposed methodology consists in embedding graphs into a geometric space and perform change detection there by means of conventional methods for numerical streams. The curvature of the space is a parameter that we learn to reproduce the geometry of the original application-dependent graph space. Preliminary experimental results show the potential capability of representing graphs by means of curved manifold, in particular for change and anomaly detection problems., Comment: To be published in IEEE IJCNN 2018

Graph representations offer powerful and intuitive ways to describe data in a multitude of application domains. Here, we consider stochastic processes generating graphs and propose a methodology for detecting changes in stationarity of such processes. The methodology is general and considers a process generating attributed graphs with a variable number of vertices/edges, without the need to assume one-to-one correspondence between vertices at different time steps. The methodology acts by embedding every graph of the stream into a vector domain, where a conventional multivariate change detection procedure can be easily applied. We ground the soundness of our proposal by proving several theoretical results. In addition, we provide a specific implementation of the methodology and evaluate its effectiveness on several detection problems involving attributed graphs representing biological molecules and drawings. Experimental results are contrasted with respect to suitable baseline methods, demonstrating the effectiveness of our approach.