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Chris Kolb

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

4 papers
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Possible papers

4

ICLR Conference 2025 Conference Paper

Deep Weight Factorization: Sparse Learning Through the Lens of Artificial Symmetries

  • Chris Kolb
  • Tobias Weber
  • Bernd Bischl
  • David Rügamer

Sparse regularization techniques are well-established in machine learning, yet their application in neural networks remains challenging due to the non-differentiability of penalties like the $L_1$ norm, which is incompatible with stochastic gradient descent. A promising alternative is shallow weight factorization, where weights are decomposed into two factors, allowing for smooth optimization of $L_1$-penalized neural networks by adding differentiable $L_2$ regularization to the factors. In this work, we introduce deep weight factorization, extending previous shallow approaches to more than two factors. We theoretically establish equivalence of our deep factorization with non-convex sparse regularization and analyze its impact on training dynamics and optimization. Due to the limitations posed by standard training practices, we propose a tailored initialization scheme and identify important learning rate requirements necessary for training factorized networks. We demonstrate the effectiveness of our deep weight factorization through experiments on various architectures and datasets, consistently outperforming its shallow counterpart and widely used pruning methods.

NeurIPS Conference 2025 Conference Paper

Differentiable Sparsity via $D$-Gating: Simple and Versatile Structured Penalization

  • Chris Kolb
  • Laetitia Frost
  • Bernd Bischl
  • David Rügamer

Structured sparsity regularization offers a principled way to compact neural networks, but its non-differentiability breaks compatibility with conventional stochastic gradient descent and requires either specialized optimizers or additional post-hoc pruning without formal guarantees. In this work, we propose $D$-Gating, a fully differentiable structured overparameterization that splits each group of weights into a primary weight vector and multiple scalar gating factors. We prove that any local minimum under $D$-Gating is also a local minimum using non-smooth structured $L_{2, 2/D}$ penalization, and further show that the $D$-Gating objective converges at least exponentially fast to the $L_{2, 2/D}$–regularized loss in the gradient flow limit. Together, our results show that $D$-Gating is theoretically equivalent to solving the original group sparsity problem, yet induces distinct learning dynamics that evolve from a non-sparse regime into sparse optimization. We validate our theory across vision, language, and tabular tasks, where $D$-Gating consistently delivers strong performance–sparsity tradeoffs and outperforms both direct optimization of structured penalties and conventional pruning baselines.

ICML Conference 2024 Conference Paper

Generalizing Orthogonalization for Models with Non-Linearities

  • David Rügamer
  • Chris Kolb
  • Tobias Weber
  • Lucas Kook
  • Thomas Nagler

The complexity of black-box algorithms can lead to various challenges, including the introduction of biases. These biases present immediate risks in the algorithms’ application. It was, for instance, shown that neural networks can deduce racial information solely from a patient’s X-ray scan, a task beyond the capability of medical experts. If this fact is not known to the medical expert, automatic decision-making based on this algorithm could lead to prescribing a treatment (purely) based on racial information. While current methodologies allow for the "orthogonalization" or "normalization" of neural networks with respect to such information, existing approaches are grounded in linear models. Our paper advances the discourse by introducing corrections for non-linearities such as ReLU activations. Our approach also encompasses scalar and tensor-valued predictions, facilitating its integration into neural network architectures. Through extensive experiments, we validate our method’s effectiveness in safeguarding sensitive data in generalized linear models, normalizing convolutional neural networks for metadata, and rectifying pre-existing embeddings for undesired attributes.

UAI Conference 2024 Conference Paper

How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression

  • Lucas Kook
  • Chris Kolb
  • Philipp Schiele
  • Daniel Dold
  • Marcel Arpogaus
  • Cornelius Fritz
  • Philipp F. M. Baumann
  • Philipp Kopper

Neural network representations of simple models, such as linear regression, are being studied increasingly to better understand the underlying principles of deep learning algorithms. However, neural representations of distributional regression models, such as the Cox model, have received little attention so far. We close this gap by proposing a framework for distributional regression using inverse flow transformations (DRIFT), which includes neural representations of the aforementioned models. We empirically demonstrate that the neural representations of models in DRIFT can serve as a substitute for their classical statistical counterparts in several applications involving continuous, ordered, time-series, and survival outcomes. We confirm that models in DRIFT empirically match the performance of several statistical methods in terms of estimation of partial effects, prediction, and aleatoric uncertainty quantification. DRIFT covers both interpretable statistical models and flexible neural networks opening up new avenues in both statistical modeling and deep learning.

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