Sparse Sum-of-Squares Layers for Certified Learning

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, their scalability is limited by two key bottlenecks, that we are fixing in this paper: (i) failure to preserve sparsity from the forward SOS program in the backward pass, leading to inefficient training, and (ii) loss of certificate structure during differentiation, preventing its use in learning. We propose a differentiable sparse SOS layer whose backward pass mirrors the sparse structure of the forward solve, reusing local blocks, overlaps, and sparse constraints. The method avoids building dense certificates for scalar losses and computes gradients using the same sparse structure when certificate details are required. Experiments show that this enables practical SOS-based layers within learning systems, reducing backward computation time by one to three orders of magnitude while preserving certification quality. We evaluate on sparse polynomial certification, pendulum control, combinatorial relaxations, robotics projection, oscillator chains, and pose graph synchronization. Results demonstrate that sparse certificate objectives can be effectively integrated into learning pipelines when the backward pass respects the verifier's structure.