Core Concepts
Spectral Convolutional Conditional Neural Processes (SConvCNPs) leverage Fourier Neural Operators to enhance the expressive capabilities of Convolutional Conditional Neural Processes (ConvCNPs) in modeling stationary stochastic processes.
Abstract
The paper introduces Spectral Convolutional Conditional Neural Processes (SConvCNPs), a new addition to the Conditional Neural Process (CNP) family. SConvCNPs aim to address the limitations of ConvCNPs, which rely on local discrete kernels in their convolution layers, by incorporating Fourier Neural Operators (FNOs) to perform global convolution.
The key highlights are:
Conditional Neural Processes (CNPs) use neural networks to parameterize stochastic processes, providing well-calibrated predictions and simple maximum-likelihood training.
ConvCNPs, a variant of CNPs, utilize convolution to introduce translation equivariance as an inductive bias. However, their reliance on local discrete kernels can pose challenges in capturing long-range dependencies and complex patterns, especially with limited and irregularly sampled observations.
SConvCNPs leverage the formulation of FNOs to perform global convolution, allowing for more efficient representation of functions in the frequency domain.
Experiments on synthetic one-dimensional regression tasks demonstrate that SConvCNPs either match or outperform the performance of baseline models, including Vanilla CNP, Attentive CNP, and ConvCNP, particularly in scenarios with periodic underlying functions.
The use of global convolution in SConvCNPs provides a more robust representation of underlying patterns by considering information collectively, as evidenced by the superior fits produced by SConvCNPs compared to the baselines.
Stats
The paper presents results on synthetic one-dimensional regression tasks with the following processes:
Gaussian Process with RBF kernel
Gaussian Process with Matérn 5/2 kernel
Periodic Gaussian Process
Sawtooth function
Square wave function
Quotes
"By a substantial margin, most convolutional kernels used in CNNs are designed as finite sequences of independent weights. The CNNs' effective memory horizon, which is determined by the kernel size, is generally much smaller than the input length and must be specified beforehand (Romero et al., 2021). As a result, the capability to capture dependencies that extend beyond the kernel's effective range is hindered."
"This limitation becomes even more pronounced when dealing with irregularly sampled or partially observed data, a situation frequently encountered in contexts where NPs are utilized."