Sparse Sum-of-Squares Layers for Certified Learning

Overview & Synopsis

A central limitation of modern machine learning systems is the lack of formal certificates guaranteeing their behavior beyond empirical, sample-based evaluation. Sum-of-squares (SOS) methods provide such guarantees by certifying polynomial inequalities over continuous domains via semidefinite programming (SDP). While prior work has introduced SDP layers as differentiable components in neural networks, repeated learning calls can lose the computational benefit of the forward program's sparse representation. We propose Sparse SOS Layers, differentiable value layers whose backward passes reuse the local coordinates of the forward solve. Under a fixed template and learned objective coefficients, each layer avoids building dense certificates and reuses its sparse structure across training steps. Compared with existing methods, our approach achieves up to 2.7 times speedup in total warm-call time, with nearly 100 times lower memory usage (1.7 vs. 160 GiB) for relatively large problem sizes for the tested dense parameterization. Experiments cover sparse polynomial certification, pendulum control, combinatorial relaxations, robotics projection, oscillator chains, and pose graph synchronization. A design study achieves zero certified violations across unseen problem instances and sizes, while requiring roughly 7 times fewer optimization solves than estimating gradients by perturbing the objective coefficients and re-solving the problem (finite differences). These results show that sparse certificate values can be effectively integrated into learning pipelines when the backward pass respects the verifier's structure.