JNLR
JAX-based non-linear reconciliation and learning
J-NLR is a Python library for non-linear reconciliation, learning, and geometric analysis on constraint manifolds. Built on JAX, it leverages automatic differentiation and GPU/TPU acceleration to efficiently project predicted values onto surfaces defined by implicit constraints $f(z) = 0$.
📚 Documentation - Full API reference, examples, and interactive notebooks
Minimal projection example
import numpy as np
from jnlr.reconcile import make_solver
# generate gaussian samples in 3d
# and reproject them onto the constraint
n_samples = 1000
X = np.random.randn(n_samples, 3)
# define a constraint as an implicit function.
# Each component of the function (1 in this case) returns
# how far a point is from the surface of the constraint
def f_implicit(v):
z1, z2, z3 = v
return z1**2 + z2**2 - z3**2
solver = make_solver(f_implicit, n_iterations=30)
X_proj = solver(X)
incoherence_pre = np.mean(np.abs([f_implicit(x_i) for x_i in X]))
incoherence_post = np.mean(np.abs([f_implicit(x_i) for x_i in X_proj]))
print("mean abs f before projection: {:0.2e}".format(incoherence_pre))
print("mean abs f after projection: {:0.2e}".format(incoherence_post))
response:
mean abs f before projection: 1.84e+00
mean abs f after projection: 1.91e-09
Key Features
-
Non-linear Reconciliation — Multiple solvers (Augmented Lagrangian, curvature-aware Newton, vanilla projections) for projecting forecasts onto constraint manifolds defined by $f(z)=0$, each respecting a user-defined weighting matrix $W$. ▶ Interactive example
-
SHOULD Analysis — Curvature-based methods to determine when reconciliation is beneficial. Analyse the local curvature of the constraint surface and the distribution of prediction errors to verify whether RMSE is guaranteed to reduce before applying any correction. ▶ Interactive example
-
Manifold Sampling — Sample from explicit (graph) or implicit manifolds using volume-weighted random sampling, Latin hypercube designs, or Langevin dynamics constrained to the surface — useful for Monte-Carlo estimation and training-set augmentation. ▶ Interactive example
-
Mesh Generation — Create triangulated meshes from explicit parameterisations for visualisation and exact geodesic computation. ▶ Interactive example
-
Geodesics — Compute geodesic distances and shortest paths on manifolds via the exact Mitchell–Mount–Papadimitriou (MMP) algorithm or fast graph-based approximations. Includes the pointcloud geodesic distance, a probabilistic score for distributional shifts on curved spaces. ▶ Interactive example
-
Visualization — Interactive 3D rendering of manifolds, projections, sampling distributions, and geodesic paths with Plotly. All example notebooks include fully interactive, rotatable plots — explore them in the docs.
-
JAX-native — Fully JIT-compiled and vectorized (
vmap) for high-performance batch processing. Automatic differentiation provides exact Jacobians and Hessians without finite-difference approximations.
Citation
If you use JNLR in academic work, please cite the associated paper:
Lorenzo Nespoli, Anubhab Biswas, Roberto Rocchetta, and Vasco Medici.
"Nonlinear reconciliation: Error reduction theorems."
Transactions on Machine Learning Research (TMLR), 2026.
OpenReview: https://openreview.net/forum?id=dXRWuogm3J
BibTeX
@article{nespoli2026nonlinear_reconciliation,
title = {Nonlinear reconciliation: Error reduction theorems},
author = {Nespoli, Lorenzo and Biswas, Anubhab and Rocchetta, Roberto and Medici, Vasco},
journal = {Transactions on Machine Learning Research},
year = {2026},
url = {https://openreview.net/forum?id=dXRWuogm3J},
note = {Accepted by TMLR}
}
Acknowledgements
This work has been funded by the Swiss State Secretariat for Education, Research and Innovation (SERI) under the Swiss contribution to the Horizon Europe projects DR-RISE (Horizon Europe, Grant Agreement No. 101104154) and REEFLEX (Horizon Europe, Grant Agreement No. 101096192).
Metadata
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For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
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