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Yoshinobu Kawahara

Yoshinobu Kawahara contributes to research discovery and scholarly infrastructure.

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Published work

18 published item(s)

preprint2026arXiv

Mesh Field Theory: Port-Hamiltonian Formulation of Mesh-Based Physics

We present Mesh Field Theory (MeshFT) and its neural realization, MeshFT-Net: a structure-preserving framework for mesh-based continuum physics that cleanly separates the physics' topological structure from its metric structure. Imposing minimal physical principles (locality, permutation equivariance, orientation covariance, and energy balance/dissipation inequality), we prove a reduction theorem for mesh-based physics. Under these conditions, the physical dynamics admit a local factorization into a port-Hamiltonian form: the conservative interconnection is fixed uniquely by mesh topology, whereas metric effects enter only through constitutive relations and dissipation. This reduction clarifies what must be fixed and what should be learned, directly informing MeshFT-Net's design. Across evaluations on analytic and realistic datasets, physics-consistency tests, and out-of-distribution validation, MeshFT-Net achieves near-zero energy drift and strong physical fidelity (correct dispersion and momentum conservation) along with robust extrapolation and high data efficiency. By eliminating non-physical degrees of freedom and learning only metric-dependent structure, MeshFT provides a principled inductive bias for stable, faithful, and data-efficient learning-based physical simulation.

preprint2022arXiv

Data-driven End-to-end Learning of Pole Placement Control for Nonlinear Dynamics via Koopman Invariant Subspaces

We propose a data-driven method for controlling the frequency and convergence rate of black-box nonlinear dynamical systems based on the Koopman operator theory. With the proposed method, a policy network is trained such that the eigenvalues of a Koopman operator of controlled dynamics are close to the target eigenvalues. The policy network consists of a neural network to find a Koopman invariant subspace, and a pole placement module to adjust the eigenvalues of the Koopman operator. Since the policy network is differentiable, we can train it in an end-to-end fashion using reinforcement learning. We demonstrate that the proposed method achieves better performance than model-free reinforcement learning and model-based control with system identification.

preprint2022arXiv

Koopman Q-learning: Offline Reinforcement Learning via Symmetries of Dynamics

Offline reinforcement learning leverages large datasets to train policies without interactions with the environment. The learned policies may then be deployed in real-world settings where interactions are costly or dangerous. Current algorithms over-fit to the training dataset and as a consequence perform poorly when deployed to out-of-distribution generalizations of the environment. We aim to address these limitations by learning a Koopman latent representation which allows us to infer symmetries of the system's underlying dynamic. The latter is then utilized to extend the otherwise static offline dataset during training; this constitutes a novel data augmentation framework which reflects the system's dynamic and is thus to be interpreted as an exploration of the environments phase space. To obtain the symmetries we employ Koopman theory in which nonlinear dynamics are represented in terms of a linear operator acting on the space of measurement functions of the system and thus symmetries of the dynamics may be inferred directly. We provide novel theoretical results on the existence and nature of symmetries relevant for control systems such as reinforcement learning settings. Moreover, we empirically evaluate our method on several benchmark offline reinforcement learning tasks and datasets including D4RL, Metaworld and Robosuite and find that by using our framework we consistently improve the state-of-the-art of model-free Q-learning methods.

preprint2021arXiv

Discriminant Dynamic Mode Decomposition for Labeled Spatio-Temporal Data Collections

Extracting coherent patterns is one of the standard approaches towards understanding spatio-temporal data. Dynamic mode decomposition (DMD) is a powerful tool for extracting coherent patterns, but the original DMD and most of its variants do not consider label information, which is often available as side information of spatio-temporal data. In this work, we propose a new method for extracting distinctive coherent patterns from labeled spatio-temporal data collections, such that they contribute to major differences in a labeled set of dynamics. We achieve such pattern extraction by incorporating discriminant analysis into DMD. To this end, we define a kernel function on subspaces spanned by sets of dynamic modes and develop an objective to take both reconstruction goodness as DMD and class-separation goodness as discriminant analysis into account. We illustrate our method using a synthetic dataset and several real-world datasets. The proposed method can be a useful tool for exploratory data analysis for understanding spatio-temporal data.

preprint2021arXiv

Meta-Learning for Koopman Spectral Analysis with Short Time-series

Koopman spectral analysis has attracted attention for nonlinear dynamical systems since we can analyze nonlinear dynamics with a linear regime by embedding data into a Koopman space by a nonlinear function. For the analysis, we need to find appropriate embedding functions. Although several neural network-based methods have been proposed for learning embedding functions, existing methods require long time-series for training neural networks. This limitation prohibits performing Koopman spectral analysis in applications where only short time-series are available. In this paper, we propose a meta-learning method for estimating embedding functions from unseen short time-series by exploiting knowledge learned from related but different time-series. With the proposed method, a representation of a given short time-series is obtained by a bidirectional LSTM for extracting its properties. The embedding function of the short time-series is modeled by a neural network that depends on the time-series representation. By sharing the LSTM and neural networks across multiple time-series, we can learn common knowledge from different time-series while modeling time-series-specific embedding functions with the time-series representation. Our model is trained such that the expected test prediction error is minimized with the episodic training framework. We experimentally demonstrate that the proposed method achieves better performance in terms of eigenvalue estimation and future prediction than existing methods.

preprint2020arXiv

Analysis via Orthonormal Systems in Reproducing Kernel Hilbert $C^*$-Modules and Applications

Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with reproducing kernel Hilbert $C^*$-module (RKHM), which is another generalization of RKHS than vector-valued RKHS (vv-RKHS). Analysis with RKHMs enables us to deal with structures among variables more explicitly than vv-RKHS. We show the theoretical validity for the construction of orthonormal systems in Hilbert $C^*$-modules, and derive concrete procedures for orthonormalization in RKHMs with those theoretical properties in numerical computations. Moreover, we apply those to generalize with RKHM kernel principal component analysis and the analysis of dynamical systems with Perron-Frobenius operators. The empirical performance of our methods is also investigated by using synthetic and real-world data.

preprint2020arXiv

Kernel Mean Embeddings of Von Neumann-Algebra-Valued Measures

Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von Neumann-algebra-valued measures into reproducing kernel Hilbert modules (RKHMs), which provides an inner product and distance between von Neumann-algebra-valued measures. Von Neumann-algebra-valued measures can, for example, encode relations between arbitrary pairs of variables in a multivariate distribution or positive operator-valued measures for quantum mechanics. Thus, this allows us to perform probabilistic analyses explicitly reflected with higher-order interactions among variables, and provides a way of applying machine learning frameworks to problems in quantum mechanics. We also show that the injectivity of the existing KME and the universality of RKHS are generalized to RKHM, which confirms many useful features of the existing KME remain in our generalized KME. And, we investigate the empirical performance of our methods using synthetic and real-world data.

preprint2020arXiv

Physically-interpretable classification of biological network dynamics for complex collective motions

Understanding biological network dynamics is a fundamental issue in various scientific and engineering fields. Network theory is capable of revealing the relationship between elements and their propagation; however, for complex collective motions, the network properties often transiently and complexly change. A fundamental question addressed here pertains to the classification of collective motion network based on physically-interpretable dynamical properties. Here we apply a data-driven spectral analysis called graph dynamic mode decomposition, which obtains the dynamical properties for collective motion classification. Using a ballgame as an example, we classified the strategic collective motions in different global behaviours and discovered that, in addition to the physical properties, the contextual node information was critical for classification. Furthermore, we discovered the label-specific stronger spectra in the relationship among the nearest agents, providing physical and semantic interpretations. Our approach contributes to the understanding of principles of biological complex network dynamics from the perspective of nonlinear dynamical systems.

preprint2019arXiv

Dynamic mode decomposition in vector-valued reproducing kernel Hilbert spaces for extracting dynamical structure among observables

Understanding nonlinear dynamical systems (NLDSs) is challenging in a variety of engineering and scientific fields. Dynamic mode decomposition (DMD), which is a numerical algorithm for the spectral analysis of Koopman operators, has been attracting attention as a way of obtaining global modal descriptions of NLDSs without requiring explicit prior knowledge. However, since existing DMD algorithms are in principle formulated based on the concatenation of scalar observables, it is not directly applicable to data with dependent structures among observables, which take, for example, the form of a sequence of graphs. In this paper, we formulate Koopman spectral analysis for NLDSs with structures among observables and propose an estimation algorithm for this problem. This method can extract and visualize the underlying low-dimensional global dynamics of NLDSs with structures among observables from data, which can be useful in understanding the underlying dynamics of such NLDSs. To this end, we first formulate the problem of estimating spectra of the Koopman operator defined in vector-valued reproducing kernel Hilbert spaces, and then develop an estimation procedure for this problem by reformulating tensor-based DMD. As a special case of our method, we propose the method named as Graph DMD, which is a numerical algorithm for Koopman spectral analysis of graph dynamical systems, using a sequence of adjacency matrices. We investigate the empirical performance of our method by using synthetic and real-world data.

preprint2015arXiv

Parametric Maxflows for Structured Sparse Learning with Convex Relaxations of Submodular Functions

The proximal problem for structured penalties obtained via convex relaxations of submodular functions is known to be equivalent to minimizing separable convex functions over the corresponding submodular polyhedra. In this paper, we reveal a comprehensive class of structured penalties for which penalties this problem can be solved via an efficiently solvable class of parametric maxflow optimization. We then show that the parametric maxflow algorithm proposed by Gallo et al. and its variants, which runs, in the worst-case, at the cost of only a constant factor of a single computation of the corresponding maxflow optimization, can be adapted to solve the proximal problems for those penalties. Several existing structured penalties satisfy these conditions; thus, regularized learning with these penalties is solvable quickly using the parametric maxflow algorithm. We also investigate the empirical runtime performance of the proposed framework.

preprint2014arXiv

A direct method for estimating a causal ordering in a linear non-Gaussian acyclic model

Structural equation models and Bayesian networks have been widely used to analyze causal relations between continuous variables. In such frameworks, linear acyclic models are typically used to model the datagenerating process of variables. Recently, it was shown that use of non-Gaussianity identifies a causal ordering of variables in a linear acyclic model without using any prior knowledge on the network structure, which is not the case with conventional methods. However, existing estimation methods are based on iterative search algorithms and may not converge to a correct solution in a finite number of steps. In this paper, we propose a new direct method to estimate a causal ordering based on non-Gaussianity. In contrast to the previous methods, our algorithm requires no algorithmic parameters and is guaranteed to converge to the right solution within a small fixed number of steps if the data strictly follows the model.

preprint2014arXiv

Causal Discovery in a Binary Exclusive-or Skew Acyclic Model: BExSAM

Discovering causal relations among observed variables in a given data set is a major objective in studies of statistics and artificial intelligence. Recently, some techniques to discover a unique causal model have been explored based on non-Gaussianity of the observed data distribution. However, most of these are limited to continuous data. In this paper, we present a novel causal model for binary data and propose an efficient new approach to deriving the unique causal model governing a given binary data set under skew distributions of external binary noises. Experimental evaluation shows excellent performance for both artificial and real world data sets.

preprint2013arXiv

Efficient network-guided multi-locus association mapping with graph cuts

As an increasing number of genome-wide association studies reveal the limitations of attempting to explain phenotypic heritability by single genetic loci, there is growing interest for associating complex phenotypes with sets of genetic loci. While several methods for multi-locus mapping have been proposed, it is often unclear how to relate the detected loci to the growing knowledge about gene pathways and networks. The few methods that take biological pathways or networks into account are either restricted to investigating a limited number of predetermined sets of loci, or do not scale to genome-wide settings. We present SConES, a new efficient method to discover sets of genetic loci that are maximally associated with a phenotype, while being connected in an underlying network. Our approach is based on a minimum cut reformulation of the problem of selecting features under sparsity and connectivity constraints that can be solved exactly and rapidly. SConES outperforms state-of-the-art competitors in terms of runtime, scales to hundreds of thousands of genetic loci, and exhibits higher power in detecting causal SNPs in simulation studies than existing methods. On flowering time phenotypes and genotypes from Arabidopsis thaliana, SConES detects loci that enable accurate phenotype prediction and that are supported by the literature. Matlab code for SConES is available at http://webdav.tuebingen.mpg.de/u/karsten/Forschung/scones/

preprint2013arXiv

Structured Convex Optimization under Submodular Constraints

A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and we show that a wide range of convex optimization problems under submodular constraints can be solved much more efficiently than general submodular optimization methods by a reduction to a maximum flow problem. Furthermore, we give some applications, including sparse optimization methods, in which the proposed methods are effective. Additionally, we evaluate the performance of the proposed method through computational experiments.

preprint2012arXiv

Discovering causal structures in binary exclusive-or skew acyclic models

Discovering causal relations among observed variables in a given data set is a main topic in studies of statistics and artificial intelligence. Recently, some techniques to discover an identifiable causal structure have been explored based on non-Gaussianity of the observed data distribution. However, most of these are limited to continuous data. In this paper, we present a novel causal model for binary data and propose a new approach to derive an identifiable causal structure governing the data based on skew Bernoulli distributions of external noise. Experimental evaluation shows excellent performance for both artificial and real world data sets.

preprint2011arXiv

DirectLiNGAM: A direct method for learning a linear non-Gaussian structural equation model

Structural equation models and Bayesian networks have been widely used to analyze causal relations between continuous variables. In such frameworks, linear acyclic models are typically used to model the data-generating process of variables. Recently, it was shown that use of non-Gaussianity identifies the full structure of a linear acyclic model, i.e., a causal ordering of variables and their connection strengths, without using any prior knowledge on the network structure, which is not the case with conventional methods. However, existing estimation methods are based on iterative search algorithms and may not converge to a correct solution in a finite number of steps. In this paper, we propose a new direct method to estimate a causal ordering and connection strengths based on non-Gaussianity. In contrast to the previous methods, our algorithm requires no algorithmic parameters and is guaranteed to converge to the right solution within a small fixed number of steps if the data strictly follows the model.

preprint2011arXiv

Prismatic Algorithm for Discrete D.C. Programming Problems

In this paper, we propose the first exact algorithm for minimizing the difference of two submodular functions (D.S.), i.e., the discrete version of the D.C. programming problem. The developed algorithm is a branch-and-bound-based algorithm which responds to the structure of this problem through the relationship between submodularity and convexity. The D.S. programming problem covers a broad range of applications in machine learning because this generalizes the optimization of a wide class of set functions. We empirically investigate the performance of our algorithm, and illustrate the difference between exact and approximate solutions respectively obtained by the proposed and existing algorithms in feature selection and discriminative structure learning.

preprint2010arXiv

GroupLiNGAM: Linear non-Gaussian acyclic models for sets of variables

Finding the structure of a graphical model has been received much attention in many fields. Recently, it is reported that the non-Gaussianity of data enables us to identify the structure of a directed acyclic graph without any prior knowledge on the structure. In this paper, we propose a novel non-Gaussianity based algorithm for more general type of models; chain graphs. The algorithm finds an ordering of the disjoint subsets of variables by iteratively evaluating the independence between the variable subset and the residuals when the remaining variables are regressed on those. However, its computational cost grows exponentially according to the number of variables. Therefore, we further discuss an efficient approximate approach for applying the algorithm to large sized graphs. We illustrate the algorithm with artificial and real-world datasets.