Daily Papers

We present a general convergent class of reinforcement learning algorithms that is founded on two distinct principles: (1) mapping value estimates to a different space using arbitrary functions from a broad class, and (2) linearly decomposing the reward signal into multiple channels. The first principle enables incorporating specific properties into the value estimator that can enhance learning. The second principle, on the other hand, allows for the value function to be represented as a composition of multiple utility functions. This can be leveraged for various purposes, e.g. dealing with highly varying reward scales, incorporating a priori knowledge about the sources of reward, and ensemble learning. Combining the two principles yields a general blueprint for instantiating convergent algorithms by orchestrating diverse mapping functions over multiple reward channels. This blueprint generalizes and subsumes algorithms such as Q-Learning, Log Q-Learning, and Q-Decomposition. In addition, our convergence proof for this general class relaxes certain required assumptions in some of these algorithms. Based on our theory, we discuss several interesting configurations as special cases. Finally, to illustrate the potential of the design space that our theory opens up, we instantiate a particular algorithm and evaluate its performance on the Atari suite.

Hyperspectral unmixing (HU) plays a fundamental role in a wide range of hyperspectral applications. It is still challenging due to the common presence of outlier channels and the large solution space. To address the above two issues, we propose a novel model by emphasizing both robust representation and learning-based sparsity. Specifically, we apply the ell_{2,1}-norm to measure the representation error, preventing outlier channels from dominating our objective. In this way, the side effects of outlier channels are greatly relieved. Besides, we observe that the mixed level of each pixel varies over image grids. Based on this observation, we exploit a learning-based sparsity method to simultaneously learn the HU results and a sparse guidance map. Via this guidance map, the sparsity constraint in the ell_{p}!left(!0!<! p!leq!1right)-norm is adaptively imposed according to the learnt mixed level of each pixel. Compared with state-of-the-art methods, our model is better suited to the real situation, thus expected to achieve better HU results. The resulted objective is highly non-convex and non-smooth, and so it is hard to optimize. As a profound theoretical contribution, we propose an efficient algorithm to solve it. Meanwhile, the convergence proof and the computational complexity analysis are systematically provided. Extensive evaluations verify that our method is highly promising for the HU task---it achieves very accurate guidance maps and much better HU results compared with state-of-the-art methods.

Deep neural networks, despite their success in numerous applications, often function without established theoretical foundations. In this paper, we bridge this gap by drawing parallels between deep learning and classical numerical analysis. By framing neural networks as operators with fixed points representing desired solutions, we develop a theoretical framework grounded in iterative methods for operator equations. Under defined conditions, we present convergence proofs based on fixed point theory. We demonstrate that popular architectures, such as diffusion models and AlphaFold, inherently employ iterative operator learning. Empirical assessments highlight that performing iterations through network operators improves performance. We also introduce an iterative graph neural network, PIGN, that further demonstrates benefits of iterations. Our work aims to enhance the understanding of deep learning by merging insights from numerical analysis, potentially guiding the design of future networks with clearer theoretical underpinnings and improved performance.

Several first order stochastic optimization methods commonly used in the Euclidean domain such as stochastic gradient descent (SGD), accelerated gradient descent or variance reduced methods have already been adapted to certain Riemannian settings. However, some of the most popular of these optimization tools - namely Adam , Adagrad and the more recent Amsgrad - remain to be generalized to Riemannian manifolds. We discuss the difficulty of generalizing such adaptive schemes to the most agnostic Riemannian setting, and then provide algorithms and convergence proofs for geodesically convex objectives in the particular case of a product of Riemannian manifolds, in which adaptivity is implemented across manifolds in the cartesian product. Our generalization is tight in the sense that choosing the Euclidean space as Riemannian manifold yields the same algorithms and regret bounds as those that were already known for the standard algorithms. Experimentally, we show faster convergence and to a lower train loss value for Riemannian adaptive methods over their corresponding baselines on the realistic task of embedding the WordNet taxonomy in the Poincare ball.

The fundamental success of large language models hinges upon the efficacious implementation of large-scale distributed training techniques. Nevertheless, building a vast, high-performance cluster featuring high-speed communication interconnectivity is prohibitively costly, and accessible only to prominent entities. In this work, we aim to lower this barrier and democratize large-scale training with limited bandwidth clusters. We propose a new approach called CO2 that introduces local-updating and asynchronous communication to the distributed data-parallel training, thereby facilitating the full overlap of COmunication with COmputation. CO2 is able to attain a high scalability even on extensive multi-node clusters constrained by very limited communication bandwidth. We further propose the staleness gap penalty and outer momentum clipping techniques together with CO2 to bolster its convergence and training stability. Besides, CO2 exhibits seamless integration with well-established ZeRO-series optimizers which mitigate memory consumption of model states with large model training. We also provide a mathematical proof of convergence, accompanied by the establishment of a stringent upper bound. Furthermore, we validate our findings through an extensive set of practical experiments encompassing a wide range of tasks in the fields of computer vision and natural language processing. These experiments serve to demonstrate the capabilities of CO2 in terms of convergence, generalization, and scalability when deployed across configurations comprising up to 128 A100 GPUs. The outcomes emphasize the outstanding capacity of CO2 to hugely improve scalability, no matter on clusters with 800Gbps RDMA or 80Gbps TCP/IP inter-node connections.

Parameter-Efficient Fine-Tuning (PEFT) methods have gained significant popularity for adapting pre-trained Large Language Models (LLMs) to downstream tasks, primarily due to their potential to significantly reduce memory and computational overheads. However, a common limitation in most PEFT approaches is their application of a uniform architectural design across all layers. This uniformity involves identical trainable modules and ignores the varying importance of each layer, leading to sub-optimal fine-tuning results. To overcome the above limitation and obtain better performance, we develop a novel approach, Importance-aware Sparse Tuning (IST), to fully utilize the inherent sparsity and select the most important subset of full layers with effective layer-wise importance scoring. The proposed IST is a versatile and plug-and-play technique compatible with various PEFT methods that operate on a per-layer basis. By leveraging the estimated importance scores, IST dynamically updates these selected layers in PEFT modules, leading to reduced memory demands. We further provide theoretical proof of convergence and empirical evidence of superior performance to demonstrate the advantages of IST over uniform updating strategies. Extensive experiments on a range of LLMs, PEFTs, and downstream tasks substantiate the effectiveness of our proposed method, showcasing IST's capacity to enhance existing layer-based PEFT methods. Our code is available at https://github.com/Kaiseem/IST.

We prove new convergence rates for a generalized version of stochastic Nesterov acceleration under interpolation conditions. Unlike previous analyses, our approach accelerates any stochastic gradient method which makes sufficient progress in expectation. The proof, which proceeds using the estimating sequences framework, applies to both convex and strongly convex functions and is easily specialized to accelerated SGD under the strong growth condition. In this special case, our analysis reduces the dependence on the strong growth constant from rho to rho as compared to prior work. This improvement is comparable to a square-root of the condition number in the worst case and address criticism that guarantees for stochastic acceleration could be worse than those for SGD.

Bilevel optimization is an important formulation for many machine learning problems. Current bilevel optimization algorithms assume that the gradient of the upper-level function is Lipschitz. However, recent studies reveal that certain neural networks such as recurrent neural networks (RNNs) and long-short-term memory networks (LSTMs) exhibit potential unbounded smoothness, rendering conventional bilevel optimization algorithms unsuitable. In this paper, we design a new bilevel optimization algorithm, namely BO-REP, to address this challenge. This algorithm updates the upper-level variable using normalized momentum and incorporates two novel techniques for updating the lower-level variable: initialization refinement and periodic updates. Specifically, once the upper-level variable is initialized, a subroutine is invoked to obtain a refined estimate of the corresponding optimal lower-level variable, and the lower-level variable is updated only after every specific period instead of each iteration. When the upper-level problem is nonconvex and unbounded smooth, and the lower-level problem is strongly convex, we prove that our algorithm requires mathcal{O}(1/epsilon^4) iterations to find an epsilon-stationary point in the stochastic setting, where each iteration involves calling a stochastic gradient or Hessian-vector product oracle. Notably, this result matches the state-of-the-art complexity results under the bounded smoothness setting and without mean-squared smoothness of the stochastic gradient, up to logarithmic factors. Our proof relies on novel technical lemmas for the periodically updated lower-level variable, which are of independent interest. Our experiments on hyper-representation learning, hyperparameter optimization, and data hyper-cleaning for text classification tasks demonstrate the effectiveness of our proposed algorithm.

This is a handbook of simple proofs of the convergence of gradient and stochastic gradient descent type methods. We consider functions that are Lipschitz, smooth, convex, strongly convex, and/or Polyak-{\L}ojasiewicz functions. Our focus is on ``good proofs'' that are also simple. Each section can be consulted separately. We start with proofs of gradient descent, then on stochastic variants, including minibatching and momentum. Then move on to nonsmooth problems with the subgradient method, the proximal gradient descent and their stochastic variants. Our focus is on global convergence rates and complexity rates. Some slightly less common proofs found here include that of SGD (Stochastic gradient descent) with a proximal step, with momentum, and with mini-batching without replacement.

In this paper, it is shown that if a sequence of resistance metric spaces equipped with measures converges with respect to the local Gromov-Hausdorff-vague topology, and certain non-explosion and metric-entropy conditions are satisfied, then the associated stochastic processes and their local times also converge. The metric-entropy condition can be checked by applying volume estimates of balls. Whilst similar results have been proved previously, the approach of this article is more widely applicable. Indeed, we recover various known conclusions for scaling limits of some deterministic self-similar fractal graphs, critical Galton-Watson trees, the critical Erdos-R\'enyi random graph and the configuration model (in the latter two cases, we prove for the first time the convergence of the models with respect to the resistance metric and also, for the configuration model, we overcome an error in the existing proof of local time convergence). Moreover, we derive new ones for scaling limits of uniform spanning trees and random recursive fractals. The metric-entropy condition also implies convergence of associated Gaussian processes.

We present a novel approach to feature labeling using gradient descent in token-space. While existing methods typically use language models to generate hypotheses about feature meanings, our method directly optimizes label representations by using a language model as a discriminator to predict feature activations. We formulate this as a multi-objective optimization problem in token-space, balancing prediction accuracy, entropy minimization, and linguistic naturalness. Our proof-of-concept experiments demonstrate successful convergence to interpretable single-token labels across diverse domains, including features for detecting animals, mammals, Chinese text, and numbers. Although our current implementation is constrained to single-token labels and relatively simple features, the results suggest that token-space gradient descent could become a valuable addition to the interpretability researcher's toolkit.

The loss functions of many learning problems contain multiple additive terms that can disagree and yield conflicting update directions. For Physics-Informed Neural Networks (PINNs), loss terms on initial/boundary conditions and physics equations are particularly interesting as they are well-established as highly difficult tasks. To improve learning the challenging multi-objective task posed by PINNs, we propose the ConFIG method, which provides conflict-free updates by ensuring a positive dot product between the final update and each loss-specific gradient. It also maintains consistent optimization rates for all loss terms and dynamically adjusts gradient magnitudes based on conflict levels. We additionally leverage momentum to accelerate optimizations by alternating the back-propagation of different loss terms. We provide a mathematical proof showing the convergence of the ConFIG method, and it is evaluated across a range of challenging PINN scenarios. ConFIG consistently shows superior performance and runtime compared to baseline methods. We also test the proposed method in a classic multi-task benchmark, where the ConFIG method likewise exhibits a highly promising performance. Source code is available at https://tum-pbs.github.io/ConFIG

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative prediction~Perdomo et. al., 2020, we introduce the concept of performatively stable policy. We then consider a regularized version of the reinforcement learning problem and show that repeatedly optimizing this objective converges to a performatively stable policy under reasonable assumptions on the transition dynamics. Our proof utilizes the dual perspective of the reinforcement learning problem and may be of independent interest in analyzing the convergence of other algorithms with decision-dependent environments. We then extend our results for the setting where the learner just performs gradient ascent steps instead of fully optimizing the objective, and for the setting where the learner has access to a finite number of trajectories from the changed environment. For both settings, we leverage the dual formulation of performative reinforcement learning and establish convergence to a stable solution. Finally, through extensive experiments on a grid-world environment, we demonstrate the dependence of convergence on various parameters e.g. regularization, smoothness, and the number of samples.

Preconditioned gradient methods are among the most general and powerful tools in optimization. However, preconditioning requires storing and manipulating prohibitively large matrices. We describe and analyze a new structure-aware preconditioning algorithm, called Shampoo, for stochastic optimization over tensor spaces. Shampoo maintains a set of preconditioning matrices, each of which operates on a single dimension, contracting over the remaining dimensions. We establish convergence guarantees in the stochastic convex setting, the proof of which builds upon matrix trace inequalities. Our experiments with state-of-the-art deep learning models show that Shampoo is capable of converging considerably faster than commonly used optimizers. Although it involves a more complex update rule, Shampoo's runtime per step is comparable to that of simple gradient methods such as SGD, AdaGrad, and Adam.

The Empirical Interpolation Method (EIM) is a greedy procedure that constructs approximate representations of two-variable functions in separated form. In its classical presentation, the two variables play a non-symmetric role. In this work, we give an equivalent definition of the EIM approximation, in which the two variables play symmetric roles. Then, we give a proof for the existence of this approximation, and extend it up to the convergence of the EIM, and for any norm chosen to compute the error in the greedy step. Finally, we introduce a way to compute a separated representation in the case where the number of selected values is different for each variable. In the case of a physical field measured by sensors, this is useful to discard a broken sensor while keeping the information provided by the associated selected field.

In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across algorithms. We provide a holistic overview of on-policy policy gradient algorithms to facilitate the understanding of both their theoretical foundations and their practical implementations. In this overview, we include a detailed proof of the continuous version of the Policy Gradient Theorem, convergence results and a comprehensive discussion of practical algorithms. We compare the most prominent algorithms on continuous control environments and provide insights on the benefits of regularization. All code is available at https://github.com/Matt00n/PolicyGradientsJax.

The equivalence of realizable and agnostic learnability is a fundamental phenomenon in learning theory. With variants ranging from classical settings like PAC learning and regression to recent trends such as adversarially robust learning, it's surprising that we still lack a unified theory; traditional proofs of the equivalence tend to be disparate, and rely on strong model-specific assumptions like uniform convergence and sample compression. In this work, we give the first model-independent framework explaining the equivalence of realizable and agnostic learnability: a three-line blackbox reduction that simplifies, unifies, and extends our understanding across a wide variety of settings. This includes models with no known characterization of learnability such as learning with arbitrary distributional assumptions and more general loss functions, as well as a host of other popular settings such as robust learning, partial learning, fair learning, and the statistical query model. More generally, we argue that the equivalence of realizable and agnostic learning is actually a special case of a broader phenomenon we call property generalization: any desirable property of a learning algorithm (e.g. noise tolerance, privacy, stability) that can be satisfied over finite hypothesis classes extends (possibly in some variation) to any learnable hypothesis class.

A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some scenarios where stronger results are needed in order to establish an asymptotic normal approximation uniformly over a family of probability measures. In this note we collect some results in this direction. We restrict ourselves to weak convergence in mathbb R^d with continuous limit measures.

Deep learning has aroused extensive attention due to its great empirical success. The efficiency of the block coordinate descent (BCD) methods has been recently demonstrated in deep neural network (DNN) training. However, theoretical studies on their convergence properties are limited due to the highly nonconvex nature of DNN training. In this paper, we aim at providing a general methodology for provable convergence guarantees for this type of methods. In particular, for most of the commonly used DNN training models involving both two- and three-splitting schemes, we establish the global convergence to a critical point at a rate of {cal O}(1/k), where k is the number of iterations. The results extend to general loss functions which have Lipschitz continuous gradients and deep residual networks (ResNets). Our key development adds several new elements to the Kurdyka-{\L}ojasiewicz inequality framework that enables us to carry out the global convergence analysis of BCD in the general scenario of deep learning.

In this paper we provide a new method to certify that a nearby polynomial system has a singular isolated root with a prescribed multiplicity structure. More precisely, given a polynomial system f =(f_1, ldots, f_N)in C[x_1, ldots, x_n]^N, we present a Newton iteration on an extended deflated system that locally converges, under regularity conditions, to a small deformation of f such that this deformed system has an exact singular root. The iteration simultaneously converges to the coordinates of the singular root and the coefficients of the so called inverse system that describes the multiplicity structure at the root. We use $alpha$-theory test to certify the quadratic convergence, and togive bounds on the size of the deformation and on the approximation error. The approach relies on an analysis of the punctual Hilbert scheme, for which we provide a new description. We show in particular that some of its strata can be rationally parametrized and exploit these parametrizations in the certification. We show in numerical experimentation how the approximate inverse system can be computed as a starting point of the Newton iterations and the fast numerical convergence to the singular root with its multiplicity structure, certified by our criteria.

A sequence of operators T_n from a Hilbert space {mathfrak H} to Hilbert spaces {mathfrak K}_n which is nondecreasing in the sense of contractive domination is shown to have a limit which is still a linear operator T from {mathfrak H} to a Hilbert space {mathfrak K}. Moreover, the closability or closedness of T_n is preserved in the limit. The closures converge likewise and the connection between the limits is investigated. There is no similar way of dealing directly with linear relations. However, the sequence of closures is still nondecreasing and then the convergence is governed by the monotonicity principle. There are some related results for nonincreasing sequences.

In location estimation, we are given n samples from a known distribution f shifted by an unknown translation lambda, and want to estimate lambda as precisely as possible. Asymptotically, the maximum likelihood estimate achieves the Cram\'er-Rao bound of error mathcal N(0, 1{nmathcal I}), where mathcal I is the Fisher information of f. However, the n required for convergence depends on f, and may be arbitrarily large. We build on the theory using smoothed estimators to bound the error for finite n in terms of mathcal I_r, the Fisher information of the r-smoothed distribution. As n to infty, r to 0 at an explicit rate and this converges to the Cram\'er-Rao bound. We (1) improve the prior work for 1-dimensional f to converge for constant failure probability in addition to high probability, and (2) extend the theory to high-dimensional distributions. In the process, we prove a new bound on the norm of a high-dimensional random variable whose 1-dimensional projections are subgamma, which may be of independent interest.

Gradient clipping is a popular modification to standard (stochastic) gradient descent, at every iteration limiting the gradient norm to a certain value c >0. It is widely used for example for stabilizing the training of deep learning models (Goodfellow et al., 2016), or for enforcing differential privacy (Abadi et al., 2016). Despite popularity and simplicity of the clipping mechanism, its convergence guarantees often require specific values of c and strong noise assumptions. In this paper, we give convergence guarantees that show precise dependence on arbitrary clipping thresholds c and show that our guarantees are tight with both deterministic and stochastic gradients. In particular, we show that (i) for deterministic gradient descent, the clipping threshold only affects the higher-order terms of convergence, (ii) in the stochastic setting convergence to the true optimum cannot be guaranteed under the standard noise assumption, even under arbitrary small step-sizes. We give matching upper and lower bounds for convergence of the gradient norm when running clipped SGD, and illustrate these results with experiments.

Solutions of nonlinear functional equations are generally not expressed as a finite number of combinations and compositions of elementary and known special functions. One of the approaches to study them is, firstly, to find formal solutions (that is, series whose terms are described and ordered in some way but which do not converge apriori) and, secondly, to study the convergence or summability of these formal solutions (the existence and uniqueness of actual solutions with the given asymptotic expansion in a certain domain). In this paper we deal only with the convergence of formal functional series having the form of an infinite sum of power functions with (complex, in general) power exponents and satisfying analytical functional equations of the following three types: a differential, q-difference or Mahler equation.

We examine the connections between deterministic, complete, and general global optimisation of continuous functions and a general concept of regression from the perspective of constructive type theory via the concept of 'searchability'. We see how the property of convergence of global optimisation is a straightforward consequence of searchability. The abstract setting allows us to generalise searchability and continuity to higher-order functions, so that we can formulate novel convergence criteria for regression, derived from the convergence of global optimisation. All the theory and the motivating examples are fully formalised in the proof assistant Agda.

In the past several years, the last-iterate convergence of the Stochastic Gradient Descent (SGD) algorithm has triggered people's interest due to its good performance in practice but lack of theoretical understanding. For Lipschitz convex functions, different works have established the optimal O(log(1/delta)log T/T) or O(log(1/delta)/T) high-probability convergence rates for the final iterate, where T is the time horizon and delta is the failure probability. However, to prove these bounds, all the existing works are either limited to compact domains or require almost surely bounded noises. It is natural to ask whether the last iterate of SGD can still guarantee the optimal convergence rate but without these two restrictive assumptions. Besides this important question, there are still lots of theoretical problems lacking an answer. For example, compared with the last-iterate convergence of SGD for non-smooth problems, only few results for smooth optimization have yet been developed. Additionally, the existing results are all limited to a non-composite objective and the standard Euclidean norm. It still remains unclear whether the last-iterate convergence can be provably extended to wider composite optimization and non-Euclidean norms. In this work, to address the issues mentioned above, we revisit the last-iterate convergence of stochastic gradient methods and provide the first unified way to prove the convergence rates both in expectation and in high probability to accommodate general domains, composite objectives, non-Euclidean norms, Lipschitz conditions, smoothness, and (strong) convexity simultaneously. Additionally, we extend our analysis to obtain the last-iterate convergence under heavy-tailed noises.

Consider a random uniform sample of n points in a compact region A of Euclidean d-space, d geq 2, with a smooth or (when d=2) polygonal boundary. Fix k bf N. Let T_{n,k} be the threshold r at which the geometric graph on these n vertices with distance parameter r becomes k-connected. We show that if d=2 then n (pi/|A|) T_{n,1}^2 - log n is asymptotically standard Gumbel. For (d,k) neq (2,1), it is n (theta_d/|A|) T_{n,k}^d - (2-2/d) log n - (4-2k-2/d) log log n that converges in distribution to a nondegenerate limit, where theta_d is the volume of the unit ball. The limit is Gumbel with scale parameter 2 except when (d,k)=(2,2) where the limit is two component extreme value distributed. The different cases reflect the fact that boundary effects are more more important in some cases than others. We also give similar results for the largest k-nearest neighbour link U_{n,k} in the sample, and show T_{n,k}=U_{n,k} with high probability. We provide estimates on rates of convergence and give similar results for Poisson samples in A. Finally, we give similar results even for non-uniform samples, with a less explicit sequence of centring constants.

We propose an online training procedure for a transformer-based automated theorem prover. Our approach leverages a new search algorithm, HyperTree Proof Search (HTPS), inspired by the recent success of AlphaZero. Our model learns from previous proof searches through online training, allowing it to generalize to domains far from the training distribution. We report detailed ablations of our pipeline's main components by studying performance on three environments of increasing complexity. In particular, we show that with HTPS alone, a model trained on annotated proofs manages to prove 65.4% of a held-out set of Metamath theorems, significantly outperforming the previous state of the art of 56.5% by GPT-f. Online training on these unproved theorems increases accuracy to 82.6%. With a similar computational budget, we improve the state of the art on the Lean-based miniF2F-curriculum dataset from 31% to 42% proving accuracy.

We give an improved theoretical analysis of score-based generative modeling. Under a score estimate with small L^2 error (averaged across timesteps), we provide efficient convergence guarantees for any data distribution with second-order moment, by either employing early stopping or assuming smoothness condition on the score function of the data distribution. Our result does not rely on any log-concavity or functional inequality assumption and has a logarithmic dependence on the smoothness. In particular, we show that under only a finite second moment condition, approximating the following in reverse KL divergence in epsilon-accuracy can be done in tilde Oleft(d log (1/delta){epsilon}right) steps: 1) the variance-delta Gaussian perturbation of any data distribution; 2) data distributions with 1/delta-smooth score functions. Our analysis also provides a quantitative comparison between different discrete approximations and may guide the choice of discretization points in practice.

We study an online learning problem in general-sum Stackelberg games, where players act in a decentralized and strategic manner. We study two settings depending on the type of information for the follower: (1) the limited information setting where the follower only observes its own reward, and (2) the side information setting where the follower has extra side information about the leader's reward. We show that for the follower, myopically best responding to the leader's action is the best strategy for the limited information setting, but not necessarily so for the side information setting -- the follower can manipulate the leader's reward signals with strategic actions, and hence induce the leader's strategy to converge to an equilibrium that is better off for itself. Based on these insights, we study decentralized online learning for both players in the two settings. Our main contribution is to derive last-iterate convergence and sample complexity results in both settings. Notably, we design a new manipulation strategy for the follower in the latter setting, and show that it has an intrinsic advantage against the best response strategy. Our theories are also supported by empirical results.

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity bounds are more accurate and less studied than in-expectation ones. However, SOTA high-probability non-asymptotic convergence results are derived under strong assumptions such as the boundedness of the gradient noise variance or of the objective's gradient itself. In this paper, we propose several algorithms with high-probability convergence results under less restrictive assumptions. In particular, we derive new high-probability convergence results under the assumption that the gradient/operator noise has bounded central alpha-th moment for alpha in (1,2] in the following setups: (i) smooth non-convex / Polyak-Lojasiewicz / convex / strongly convex / quasi-strongly convex minimization problems, (ii) Lipschitz / star-cocoercive and monotone / quasi-strongly monotone variational inequalities. These results justify the usage of the considered methods for solving problems that do not fit standard functional classes studied in stochastic optimization.

Adversarial training is a widely used strategy for making neural networks resistant to adversarial perturbations. For a neural network of width m, n input training data in d dimension, it takes Omega(mnd) time cost per training iteration for the forward and backward computation. In this paper we analyze the convergence guarantee of adversarial training procedure on a two-layer neural network with shifted ReLU activation, and shows that only o(m) neurons will be activated for each input data per iteration. Furthermore, we develop an algorithm for adversarial training with time cost o(m n d) per iteration by applying half-space reporting data structure.

Generalized self-concordance is a key property present in the objective function of many important learning problems. We establish the convergence rate of a simple Frank-Wolfe variant that uses the open-loop step size strategy gamma_t = 2/(t+2), obtaining a O(1/t) convergence rate for this class of functions in terms of primal gap and Frank-Wolfe gap, where t is the iteration count. This avoids the use of second-order information or the need to estimate local smoothness parameters of previous work. We also show improved convergence rates for various common cases, e.g., when the feasible region under consideration is uniformly convex or polyhedral.

Variational inference (VI) seeks to approximate a target distribution pi by an element of a tractable family of distributions. Of key interest in statistics and machine learning is Gaussian VI, which approximates pi by minimizing the Kullback-Leibler (KL) divergence to pi over the space of Gaussians. In this work, we develop the (Stochastic) Forward-Backward Gaussian Variational Inference (FB-GVI) algorithm to solve Gaussian VI. Our approach exploits the composite structure of the KL divergence, which can be written as the sum of a smooth term (the potential) and a non-smooth term (the entropy) over the Bures-Wasserstein (BW) space of Gaussians endowed with the Wasserstein distance. For our proposed algorithm, we obtain state-of-the-art convergence guarantees when pi is log-smooth and log-concave, as well as the first convergence guarantees to first-order stationary solutions when pi is only log-smooth.

We present an elementary, self-contained proof of Grothendieck's inequality that unifies the real and complex cases and yields both the Krivine and Haagerup bounds, the current best-known explicit bounds for the real and complex Grothendieck constants respectively. This article is intended to be pedagogical, combining and streamlining known ideas of Lindenstrauss--Pe{\l}czy\'nski, Krivine, and Haagerup into a proof that need only univariate calculus, basic complex variables, and a modicum of linear algebra as prerequisites.

We propose a novel framework to study asynchronous federated learning optimization with delays in gradient updates. Our theoretical framework extends the standard FedAvg aggregation scheme by introducing stochastic aggregation weights to represent the variability of the clients update time, due for example to heterogeneous hardware capabilities. Our formalism applies to the general federated setting where clients have heterogeneous datasets and perform at least one step of stochastic gradient descent (SGD). We demonstrate convergence for such a scheme and provide sufficient conditions for the related minimum to be the optimum of the federated problem. We show that our general framework applies to existing optimization schemes including centralized learning, FedAvg, asynchronous FedAvg, and FedBuff. The theory here provided allows drawing meaningful guidelines for designing a federated learning experiment in heterogeneous conditions. In particular, we develop in this work FedFix, a novel extension of FedAvg enabling efficient asynchronous federated training while preserving the convergence stability of synchronous aggregation. We empirically demonstrate our theory on a series of experiments showing that asynchronous FedAvg leads to fast convergence at the expense of stability, and we finally demonstrate the improvements of FedFix over synchronous and asynchronous FedAvg.

A burgeoning line of research leverages deep neural networks to approximate the solutions to high dimensional PDEs, opening lines of theoretical inquiry focused on explaining how it is that these models appear to evade the curse of dimensionality. However, most prior theoretical analyses have been limited to linear PDEs. In this work, we take a step towards studying the representational power of neural networks for approximating solutions to nonlinear PDEs. We focus on a class of PDEs known as nonlinear elliptic variational PDEs, whose solutions minimize an Euler-Lagrange energy functional E(u) = int_Omega L(x, u(x), nabla u(x)) - f(x) u(x)dx. We show that if composing a function with Barron norm b with partial derivatives of L produces a function of Barron norm at most B_L b^p, the solution to the PDE can be epsilon-approximated in the L^2 sense by a function with Barron norm Oleft(left(dB_Lright)^{max{p log(1/ epsilon), p^{log(1/epsilon)}}}right). By a classical result due to Barron [1993], this correspondingly bounds the size of a 2-layer neural network needed to approximate the solution. Treating p, epsilon, B_L as constants, this quantity is polynomial in dimension, thus showing neural networks can evade the curse of dimensionality. Our proof technique involves neurally simulating (preconditioned) gradient in an appropriate Hilbert space, which converges exponentially fast to the solution of the PDE, and such that we can bound the increase of the Barron norm at each iterate. Our results subsume and substantially generalize analogous prior results for linear elliptic PDEs over a unit hypercube.

The binary sum-of-digits function s returns the number of ones in the binary expansion of a nonnegative integer. Cusick's Hamming weight conjecture states that, for all integers tgeq 0, the set of nonnegative integers n such that s(n+t)geq s(n) has asymptotic density strictly larger than 1/2. We are concerned with the block-additive function r returning the number of (overlapping) occurrences of the block 11 in the binary expansion of n. The main result of this paper is a central limit-type theorem for the difference r(n+t)-r(n): the corresponding probability function is uniformly close to a Gaussian, where the uniform error tends to 0 as the number of blocks of ones in the binary expansion of t tends to infty.

We propose a new approach for generative modeling based on training a neural network to be idempotent. An idempotent operator is one that can be applied sequentially without changing the result beyond the initial application, namely f(f(z))=f(z). The proposed model f is trained to map a source distribution (e.g, Gaussian noise) to a target distribution (e.g. realistic images) using the following objectives: (1) Instances from the target distribution should map to themselves, namely f(x)=x. We define the target manifold as the set of all instances that f maps to themselves. (2) Instances that form the source distribution should map onto the defined target manifold. This is achieved by optimizing the idempotence term, f(f(z))=f(z) which encourages the range of f(z) to be on the target manifold. Under ideal assumptions such a process provably converges to the target distribution. This strategy results in a model capable of generating an output in one step, maintaining a consistent latent space, while also allowing sequential applications for refinement. Additionally, we find that by processing inputs from both target and source distributions, the model adeptly projects corrupted or modified data back to the target manifold. This work is a first step towards a ``global projector'' that enables projecting any input into a target data distribution.

This paper is the second in the series Commutative Scaling of Width and Depth (WD) about commutativity of infinite width and depth limits in deep neural networks. Our aim is to understand the behaviour of neural functions (functions that depend on a neural network model) as width and depth go to infinity (in some sense), and eventually identify settings under which commutativity holds, i.e. the neural function tends to the same limit no matter how width and depth limits are taken. In this paper, we formally introduce and define the commutativity framework, and discuss its implications on neural network design and scaling. We study commutativity for the neural covariance kernel which reflects how network layers separate data. Our findings extend previous results established in [55] by showing that taking the width and depth to infinity in a deep neural network with skip connections, when branches are suitably scaled to avoid exploding behaviour, result in the same covariance structure no matter how that limit is taken. This has a number of theoretical and practical implications that we discuss in the paper. The proof techniques in this paper are novel and rely on tools that are more accessible to readers who are not familiar with stochastic calculus (used in the proofs of WD(I))).

In this paper, we describe a phenomenon, which we named "super-convergence", where neural networks can be trained an order of magnitude faster than with standard training methods. The existence of super-convergence is relevant to understanding why deep networks generalize well. One of the key elements of super-convergence is training with one learning rate cycle and a large maximum learning rate. A primary insight that allows super-convergence training is that large learning rates regularize the training, hence requiring a reduction of all other forms of regularization in order to preserve an optimal regularization balance. We also derive a simplification of the Hessian Free optimization method to compute an estimate of the optimal learning rate. Experiments demonstrate super-convergence for Cifar-10/100, MNIST and Imagenet datasets, and resnet, wide-resnet, densenet, and inception architectures. In addition, we show that super-convergence provides a greater boost in performance relative to standard training when the amount of labeled training data is limited. The architectures and code to replicate the figures in this paper are available at github.com/lnsmith54/super-convergence. See http://www.fast.ai/2018/04/30/dawnbench-fastai/ for an application of super-convergence to win the DAWNBench challenge (see https://dawn.cs.stanford.edu/benchmark/).

We propose the convergent graph solver (CGS), a deep learning method that learns iterative mappings to predict the properties of a graph system at its stationary state (fixed point) with guaranteed convergence. CGS systematically computes the fixed points of a target graph system and decodes them to estimate the stationary properties of the system without the prior knowledge of existing solvers or intermediate solutions. The forward propagation of CGS proceeds in three steps: (1) constructing the input dependent linear contracting iterative maps, (2) computing the fixed-points of the linear maps, and (3) decoding the fixed-points to estimate the properties. The contractivity of the constructed linear maps guarantees the existence and uniqueness of the fixed points following the Banach fixed point theorem. To train CGS efficiently, we also derive a tractable analytical expression for its gradient by leveraging the implicit function theorem. We evaluate the performance of CGS by applying it to various network-analytic and graph benchmark problems. The results indicate that CGS has competitive capabilities for predicting the stationary properties of graph systems, irrespective of whether the target systems are linear or non-linear. CGS also shows high performance for graph classification problems where the existence or the meaning of a fixed point is hard to be clearly defined, which highlights the potential of CGS as a general graph neural network architecture.

We introduce a unified framework for iterative reasoning that leverages non-Euclidean geometry via Bregman divergences, higher-order operator averaging, and adaptive feedback mechanisms. Our analysis establishes that, under mild smoothness and contractivity assumptions, a generalized update scheme not only unifies classical methods such as mirror descent and dynamic programming but also captures modern chain-of-thought reasoning processes in large language models. In particular, we prove that our accelerated iterative update achieves an O(1/t^2) convergence rate in the absence of persistent perturbations, and we further demonstrate that feedback (iterative) architectures are necessary to approximate certain fixed-point functions efficiently. These theoretical insights bridge classical acceleration techniques with contemporary applications in neural computation and optimization.

We present a novel adaptive optimization algorithm for large-scale machine learning problems. Equipped with a low-cost estimate of local curvature and Lipschitz smoothness, our method dynamically adapts the search direction and step-size. The search direction contains gradient information preconditioned by a well-scaled diagonal preconditioning matrix that captures the local curvature information. Our methodology does not require the tedious task of learning rate tuning, as the learning rate is updated automatically without adding an extra hyperparameter. We provide convergence guarantees on a comprehensive collection of optimization problems, including convex, strongly convex, and nonconvex problems, in both deterministic and stochastic regimes. We also conduct an extensive empirical evaluation on standard machine learning problems, justifying our algorithm's versatility and demonstrating its strong performance compared to other start-of-the-art first-order and second-order methods.

A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition and the temporal variables obey some H\"older's continuity condition. The strong convergence in the finite time is studied and the convergence order is obtained.

Modern distributed training relies heavily on communication compression to reduce the communication overhead. In this work, we study algorithms employing a popular class of contractive compressors in order to reduce communication overhead. However, the naive implementation often leads to unstable convergence or even exponential divergence due to the compression bias. Error Compensation (EC) is an extremely popular mechanism to mitigate the aforementioned issues during the training of models enhanced by contractive compression operators. Compared to the effectiveness of EC in the data homogeneous regime, the understanding of the practicality and theoretical foundations of EC in the data heterogeneous regime is limited. Existing convergence analyses typically rely on strong assumptions such as bounded gradients, bounded data heterogeneity, or large batch accesses, which are often infeasible in modern machine learning applications. We resolve the majority of current issues by proposing EControl, a novel mechanism that can regulate error compensation by controlling the strength of the feedback signal. We prove fast convergence for EControl in standard strongly convex, general convex, and nonconvex settings without any additional assumptions on the problem or data heterogeneity. We conduct extensive numerical evaluations to illustrate the efficacy of our method and support our theoretical findings.

Off-policy learning from multistep returns is crucial for sample-efficient reinforcement learning, but counteracting off-policy bias without exacerbating variance is challenging. Classically, off-policy bias is corrected in a per-decision manner: past temporal-difference errors are re-weighted by the instantaneous Importance Sampling (IS) ratio after each action via eligibility traces. Many off-policy algorithms rely on this mechanism, along with differing protocols for cutting the IS ratios to combat the variance of the IS estimator. Unfortunately, once a trace has been fully cut, the effect cannot be reversed. This has led to the development of credit-assignment strategies that account for multiple past experiences at a time. These trajectory-aware methods have not been extensively analyzed, and their theoretical justification remains uncertain. In this paper, we propose a multistep operator that can express both per-decision and trajectory-aware methods. We prove convergence conditions for our operator in the tabular setting, establishing the first guarantees for several existing methods as well as many new ones. Finally, we introduce Recency-Bounded Importance Sampling (RBIS), which leverages trajectory awareness to perform robustly across lambda-values in an off-policy control task.

At initialization, artificial neural networks (ANNs) are equivalent to Gaussian processes in the infinite-width limit, thus connecting them to kernel methods. We prove that the evolution of an ANN during training can also be described by a kernel: during gradient descent on the parameters of an ANN, the network function f_theta (which maps input vectors to output vectors) follows the kernel gradient of the functional cost (which is convex, in contrast to the parameter cost) w.r.t. a new kernel: the Neural Tangent Kernel (NTK). This kernel is central to describe the generalization features of ANNs. While the NTK is random at initialization and varies during training, in the infinite-width limit it converges to an explicit limiting kernel and it stays constant during training. This makes it possible to study the training of ANNs in function space instead of parameter space. Convergence of the training can then be related to the positive-definiteness of the limiting NTK. We prove the positive-definiteness of the limiting NTK when the data is supported on the sphere and the non-linearity is non-polynomial. We then focus on the setting of least-squares regression and show that in the infinite-width limit, the network function f_theta follows a linear differential equation during training. The convergence is fastest along the largest kernel principal components of the input data with respect to the NTK, hence suggesting a theoretical motivation for early stopping. Finally we study the NTK numerically, observe its behavior for wide networks, and compare it to the infinite-width limit.

We propose a unified framework to study policy evaluation (PE) and the associated temporal difference (TD) methods for reinforcement learning in continuous time and space. We show that PE is equivalent to maintaining the martingale condition of a process. From this perspective, we find that the mean--square TD error approximates the quadratic variation of the martingale and thus is not a suitable objective for PE. We present two methods to use the martingale characterization for designing PE algorithms. The first one minimizes a "martingale loss function", whose solution is proved to be the best approximation of the true value function in the mean--square sense. This method interprets the classical gradient Monte-Carlo algorithm. The second method is based on a system of equations called the "martingale orthogonality conditions" with test functions. Solving these equations in different ways recovers various classical TD algorithms, such as TD(lambda), LSTD, and GTD. Different choices of test functions determine in what sense the resulting solutions approximate the true value function. Moreover, we prove that any convergent time-discretized algorithm converges to its continuous-time counterpart as the mesh size goes to zero, and we provide the convergence rate. We demonstrate the theoretical results and corresponding algorithms with numerical experiments and applications.

Fast adversarial training (FAT) is beneficial for improving the adversarial robustness of neural networks. However, previous FAT work has encountered a significant issue known as catastrophic overfitting when dealing with large perturbation budgets, \ie the adversarial robustness of models declines to near zero during training. To address this, we analyze the training process of prior FAT work and observe that catastrophic overfitting is accompanied by the appearance of loss convergence outliers. Therefore, we argue a moderately smooth loss convergence process will be a stable FAT process that solves catastrophic overfitting. To obtain a smooth loss convergence process, we propose a novel oscillatory constraint (dubbed ConvergeSmooth) to limit the loss difference between adjacent epochs. The convergence stride of ConvergeSmooth is introduced to balance convergence and smoothing. Likewise, we design weight centralization without introducing additional hyperparameters other than the loss balance coefficient. Our proposed methods are attack-agnostic and thus can improve the training stability of various FAT techniques. Extensive experiments on popular datasets show that the proposed methods efficiently avoid catastrophic overfitting and outperform all previous FAT methods. Code is available at https://github.com/FAT-CS/ConvergeSmooth.

Algorithms for online learning typically require one or more boundedness assumptions: that the domain is bounded, that the losses are Lipschitz, or both. In this paper, we develop a new setting for online learning with unbounded domains and non-Lipschitz losses. For this setting we provide an algorithm which guarantees R_{T}(u)le tilde O(G|u|T+L|u|^{2}T) regret on any problem where the subgradients satisfy |g_{t}|le G+L|w_{t}|, and show that this bound is unimprovable without further assumptions. We leverage this algorithm to develop new saddle-point optimization algorithms that converge in duality gap in unbounded domains, even in the absence of meaningful curvature. Finally, we provide the first algorithm achieving non-trivial dynamic regret in an unbounded domain for non-Lipschitz losses, as well as a matching lower bound. The regret of our dynamic regret algorithm automatically improves to a novel L^{*} bound when the losses are smooth.

Minimax problems are notoriously challenging to optimize. However, we demonstrate that the two-timescale extragradient can be a viable solution. By utilizing dynamical systems theory, we show that it converges to points that satisfy the second-order necessary condition of local minimax points, under a mild condition. This work surpasses all previous results as we eliminate a crucial assumption that the Hessian, with respect to the maximization variable, is nondegenerate.

In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the simplification that for each fixed upper-level variable, the lower-level solution must be a singleton (a.k.a., Lower-Level Singleton, LLS). In this work, we first design a counter-example to illustrate the invalidation of such LLS condition. Then by formulating BLPs from the view point of optimistic bi-level and aggregating hierarchical objective information, we establish Bi-level Descent Aggregation (BDA), a flexible and modularized algorithmic framework for generic bi-level optimization. Theoretically, we derive a new methodology to prove the convergence of BDA without the LLS condition. Our investigations also demonstrate that BDA is indeed compatible to a verify of particular first-order computation modules. Additionally, as an interesting byproduct, we also improve these conventional first-order bi-level schemes (under the LLS simplification). Particularly, we establish their convergences with weaker assumptions. Extensive experiments justify our theoretical results and demonstrate the superiority of the proposed BDA for different tasks, including hyper-parameter optimization and meta learning.

Cross-device Federated Learning (FL) faces significant challenges where low-end clients that could potentially make unique contributions are excluded from training large models due to their resource bottlenecks. Recent research efforts have focused on model-heterogeneous FL, by extracting reduced-size models from the global model and applying them to local clients accordingly. Despite the empirical success, general theoretical guarantees of convergence on this method remain an open question. This paper presents a unifying framework for heterogeneous FL algorithms with online model extraction and provides a general convergence analysis for the first time. In particular, we prove that under certain sufficient conditions and for both IID and non-IID data, these algorithms converge to a stationary point of standard FL for general smooth cost functions. Moreover, we introduce the concept of minimum coverage index, together with model reduction noise, which will determine the convergence of heterogeneous federated learning, and therefore we advocate for a holistic approach that considers both factors to enhance the efficiency of heterogeneous federated learning.

This paper provides a non-asymptotic analysis of linear stochastic approximation (LSA) algorithms with fixed stepsize. This family of methods arises in many machine learning tasks and is used to obtain approximate solutions of a linear system Atheta = b for which A and b can only be accessed through random estimates {({bf A}_n, {bf b}_n): n in N^*}. Our analysis is based on new results regarding moments and high probability bounds for products of matrices which are shown to be tight. We derive high probability bounds on the performance of LSA under weaker conditions on the sequence {({bf A}_n, {bf b}_n): n in N^*} than previous works. However, in contrast, we establish polynomial concentration bounds with order depending on the stepsize. We show that our conclusions cannot be improved without additional assumptions on the sequence of random matrices {{bf A}_n: n in N^*}, and in particular that no Gaussian or exponential high probability bounds can hold. Finally, we pay a particular attention to establishing bounds with sharp order with respect to the number of iterations and the stepsize and whose leading terms contain the covariance matrices appearing in the central limit theorems.

Nonconvex optimization is central in solving many machine learning problems, in which block-wise structure is commonly encountered. In this work, we propose cyclic block coordinate methods for nonconvex optimization problems with non-asymptotic gradient norm guarantees. Our convergence analysis is based on a gradient Lipschitz condition with respect to a Mahalanobis norm, inspired by a recent progress on cyclic block coordinate methods. In deterministic settings, our convergence guarantee matches the guarantee of (full-gradient) gradient descent, but with the gradient Lipschitz constant being defined w.r.t.~a Mahalanobis norm. In stochastic settings, we use recursive variance reduction to decrease the per-iteration cost and match the arithmetic operation complexity of current optimal stochastic full-gradient methods, with a unified analysis for both finite-sum and infinite-sum cases. We prove a faster linear convergence result when a Polyak-{\L}ojasiewicz (P{\L}) condition holds. To our knowledge, this work is the first to provide non-asymptotic convergence guarantees -- variance-reduced or not -- for a cyclic block coordinate method in general composite (smooth + nonsmooth) nonconvex settings. Our experimental results demonstrate the efficacy of the proposed cyclic scheme in training deep neural nets.

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to optimal control, to PDE-constrained optimization. We develop an adaptive inexact Newton method for this problem class. In each iteration, we solve the Lagrangian Newton system inexactly via a randomized iterative sketching solver, and select a suitable stepsize by performing line search on an exact augmented Lagrangian merit function. The randomized solvers have advantages over deterministic linear system solvers by significantly reducing per-iteration flops complexity and storage cost, when equipped with suitable sketching matrices. Our method adaptively controls the accuracy of the randomized solver and the penalty parameters of the exact augmented Lagrangian, to ensure that the inexact Newton direction is a descent direction of the exact augmented Lagrangian. This allows us to establish a global almost sure convergence. We also show that a unit stepsize is admissible locally, so that our method exhibits a local linear convergence. Furthermore, we prove that the linear convergence can be strengthened to superlinear convergence if we gradually sharpen the adaptive accuracy condition on the randomized solver. We demonstrate the superior performance of our method on benchmark nonlinear problems in CUTEst test set, constrained logistic regression with data from LIBSVM, and a PDE-constrained problem.

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which classical analysis applies only if the loss is either convex or smooth. We show that a very small modification to SGDM closes this gap: simply scale the update at each time point by an exponentially distributed random scalar. The resulting algorithm achieves optimal convergence guarantees. Intriguingly, this result is not derived by a specific analysis of SGDM: instead, it falls naturally out of a more general framework for converting online convex optimization algorithms to non-convex optimization algorithms.

In an effort to better understand the different ways in which the discount factor affects the optimization process in reinforcement learning, we designed a set of experiments to study each effect in isolation. Our analysis reveals that the common perception that poor performance of low discount factors is caused by (too) small action-gaps requires revision. We propose an alternative hypothesis that identifies the size-difference of the action-gap across the state-space as the primary cause. We then introduce a new method that enables more homogeneous action-gaps by mapping value estimates to a logarithmic space. We prove convergence for this method under standard assumptions and demonstrate empirically that it indeed enables lower discount factors for approximate reinforcement-learning methods. This in turn allows tackling a class of reinforcement-learning problems that are challenging to solve with traditional methods.

In this paper, we propose a weak regularity principle which is similar to both weak K\"onig's lemma and Ramsey's theorem. We begin by studying the computational strength of this principle in the context of reverse mathematics. We then analyze different ways of generalizing this principle.

A fundamental challenge in formal theorem proving by LLMs is the lack of high-quality training data. Although reinforcement learning or expert iteration partially mitigates this issue by alternating between LLM generating proofs and finetuning them on correctly generated ones, performance quickly plateaus due to the scarcity of correct proofs (sparse rewards). To keep improving the models with limited data, we draw inspiration from mathematicians, who continuously develop new results, partly by proposing novel conjectures or exercises (which are often variants of known results) and attempting to solve them. We design the Self-play Theorem Prover (STP) that simultaneously takes on two roles, conjecturer and prover, each providing training signals to the other. The conjecturer is trained iteratively on previously generated conjectures that are barely provable by the current prover, which incentivizes it to generate increasingly challenging conjectures over time. The prover attempts to prove the conjectures with standard expert iteration. We evaluate STP with both Lean and Isabelle formal versifiers. With 19.8 billion tokens generated during the training in Lean, STP proves 26.3% of the statements in the LeanWorkbook dataset, doubling the previous best result of 13.2% achieved through expert iteration. The final model achieves state-of-the-art performance among whole-proof generation methods on miniF2F-test (61.7%, pass@3200), Proofnet-test (23.1%, pass@3200) and PutnamBench (8/644, pass@3200).

Federated Learning is a distributed learning paradigm with two key challenges that differentiate it from traditional distributed optimization: (1) significant variability in terms of the systems characteristics on each device in the network (systems heterogeneity), and (2) non-identically distributed data across the network (statistical heterogeneity). In this work, we introduce a framework, FedProx, to tackle heterogeneity in federated networks. FedProx can be viewed as a generalization and re-parametrization of FedAvg, the current state-of-the-art method for federated learning. While this re-parameterization makes only minor modifications to the method itself, these modifications have important ramifications both in theory and in practice. Theoretically, we provide convergence guarantees for our framework when learning over data from non-identical distributions (statistical heterogeneity), and while adhering to device-level systems constraints by allowing each participating device to perform a variable amount of work (systems heterogeneity). Practically, we demonstrate that FedProx allows for more robust convergence than FedAvg across a suite of realistic federated datasets. In particular, in highly heterogeneous settings, FedProx demonstrates significantly more stable and accurate convergence behavior relative to FedAvg---improving absolute test accuracy by 22% on average.

Most prior results on differentially private stochastic gradient descent (DP-SGD) are derived under the simplistic assumption of uniform Lipschitzness, i.e., the per-sample gradients are uniformly bounded. We generalize uniform Lipschitzness by assuming that the per-sample gradients have sample-dependent upper bounds, i.e., per-sample Lipschitz constants, which themselves may be unbounded. We provide principled guidance on choosing the clip norm in DP-SGD for convex over-parameterized settings satisfying our general version of Lipschitzness when the per-sample Lipschitz constants are bounded; specifically, we recommend tuning the clip norm only till values up to the minimum per-sample Lipschitz constant. This finds application in the private training of a softmax layer on top of a deep network pre-trained on public data. We verify the efficacy of our recommendation via experiments on 8 datasets. Furthermore, we provide new convergence results for DP-SGD on convex and nonconvex functions when the Lipschitz constants are unbounded but have bounded moments, i.e., they are heavy-tailed.

This paper provides the first tight convergence analyses for RMSProp and Adam in non-convex optimization under the most relaxed assumptions of coordinate-wise generalized smoothness and affine noise variance. We first analyze RMSProp, which is a special case of Adam with adaptive learning rates but without first-order momentum. Specifically, to solve the challenges due to dependence among adaptive update, unbounded gradient estimate and Lipschitz constant, we demonstrate that the first-order term in the descent lemma converges and its denominator is upper bounded by a function of gradient norm. Based on this result, we show that RMSProp with proper hyperparameters converges to an epsilon-stationary point with an iteration complexity of mathcal O(epsilon^{-4}). We then generalize our analysis to Adam, where the additional challenge is due to a mismatch between the gradient and first-order momentum. We develop a new upper bound on the first-order term in the descent lemma, which is also a function of the gradient norm. We show that Adam with proper hyperparameters converges to an epsilon-stationary point with an iteration complexity of mathcal O(epsilon^{-4}). Our complexity results for both RMSProp and Adam match with the complexity lower bound established in arjevani2023lower.

This paper investigates the global convergence of stepsized Newton methods for convex functions. We propose several simple stepsize schedules with fast global convergence guarantees, up to O (k^{-3}), nearly matching lower complexity bounds Omega (k^{-3.5}) of second-order methods. For cases with multiple plausible smoothness parameterizations or an unknown smoothness constant, we introduce a stepsize backtracking procedure that ensures convergence as if the optimal smoothness parameters were known.

Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In this paper, we propose a distributed sampling scheme based on the alternating direction method of multipliers, which is commonly used in the optimization literature due to its fast convergence. In contrast to distributed optimization, distributed sampling allows for uncertainty quantification in Bayesian inference tasks. We provide both theoretical guarantees of our algorithm's convergence and experimental evidence of its superiority to the state-of-the-art. For our theoretical results, we use convex optimization tools to establish a fundamental inequality on the generated local sample iterates. This inequality enables us to show convergence of the distribution associated with these iterates to the underlying target distribution in Wasserstein distance. In simulation, we deploy our algorithm on linear and logistic regression tasks and illustrate its fast convergence compared to existing gradient-based methods.

Machine-assisted theorem proving refers to the process of conducting structured reasoning to automatically generate proofs for mathematical theorems. Recently, there has been a surge of interest in using machine learning models in conjunction with proof assistants to perform this task. In this paper, we introduce Pantograph, a tool that provides a versatile interface to the Lean 4 proof assistant and enables efficient proof search via powerful search algorithms such as Monte Carlo Tree Search. In addition, Pantograph enables high-level reasoning by enabling a more robust handling of Lean 4's inference steps. We provide an overview of Pantograph's architecture and features. We also report on an illustrative use case: using machine learning models and proof sketches to prove Lean 4 theorems. Pantograph's innovative features pave the way for more advanced machine learning models to perform complex proof searches and high-level reasoning, equipping future researchers to design more versatile and powerful theorem provers.

This paper rigorously shows how over-parameterization changes the convergence behaviors of gradient descent (GD) for the matrix sensing problem, where the goal is to recover an unknown low-rank ground-truth matrix from near-isotropic linear measurements. First, we consider the symmetric setting with the symmetric parameterization where M^* in R^{n times n} is a positive semi-definite unknown matrix of rank r ll n, and one uses a symmetric parameterization XX^top to learn M^*. Here X in R^{n times k} with k > r is the factor matrix. We give a novel Omega (1/T^2) lower bound of randomly initialized GD for the over-parameterized case (k >r) where T is the number of iterations. This is in stark contrast to the exact-parameterization scenario (k=r) where the convergence rate is exp (-Omega (T)). Next, we study asymmetric setting where M^* in R^{n_1 times n_2} is the unknown matrix of rank r ll min{n_1,n_2}, and one uses an asymmetric parameterization FG^top to learn M^* where F in R^{n_1 times k} and G in R^{n_2 times k}. Building on prior work, we give a global exact convergence result of randomly initialized GD for the exact-parameterization case (k=r) with an exp (-Omega(T)) rate. Furthermore, we give the first global exact convergence result for the over-parameterization case (k>r) with an exp(-Omega(alpha^2 T)) rate where alpha is the initialization scale. This linear convergence result in the over-parameterization case is especially significant because one can apply the asymmetric parameterization to the symmetric setting to speed up from Omega (1/T^2) to linear convergence. On the other hand, we propose a novel method that only modifies one step of GD and obtains a convergence rate independent of alpha, recovering the rate in the exact-parameterization case.

Variational inequalities have recently attracted considerable interest in machine learning as a flexible paradigm for models that go beyond ordinary loss function minimization (such as generative adversarial networks and related deep learning systems). In this setting, the optimal O(1/t) convergence rate for solving smooth monotone variational inequalities is achieved by the Extra-Gradient (EG) algorithm and its variants. Aiming to alleviate the cost of an extra gradient step per iteration (which can become quite substantial in deep learning applications), several algorithms have been proposed as surrogates to Extra-Gradient with a single oracle call per iteration. In this paper, we develop a synthetic view of such algorithms, and we complement the existing literature by showing that they retain a O(1/t) ergodic convergence rate in smooth, deterministic problems. Subsequently, beyond the monotone deterministic case, we also show that the last iterate of single-call, stochastic extra-gradient methods still enjoys a O(1/t) local convergence rate to solutions of non-monotone variational inequalities that satisfy a second-order sufficient condition.

In this paper we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free optimization method, as a stochastic relaxation of gradient descent. Remarkably, we observe that through communication of the particles, CBO exhibits a stochastic gradient descent (SGD)-like behavior despite solely relying on evaluations of the objective function. The fundamental value of such link between CBO and SGD lies in the fact that CBO is provably globally convergent to global minimizers for ample classes of nonsmooth and nonconvex objective functions, hence, on the one side, offering a novel explanation for the success of stochastic relaxations of gradient descent. On the other side, contrary to the conventional wisdom for which zero-order methods ought to be inefficient or not to possess generalization abilities, our results unveil an intrinsic gradient descent nature of such heuristics. This viewpoint furthermore complements previous insights into the working principles of CBO, which describe the dynamics in the mean-field limit through a nonlinear nonlocal partial differential equation that allows to alleviate complexities of the nonconvex function landscape. Our proofs leverage a completely nonsmooth analysis, which combines a novel quantitative version of the Laplace principle (log-sum-exp trick) and the minimizing movement scheme (proximal iteration). In doing so, we furnish useful and precise insights that explain how stochastic perturbations of gradient descent overcome energy barriers and reach deep levels of nonconvex functions. Instructive numerical illustrations support the provided theoretical insights.

Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting finite-sum structure, which generically arises in empirical variants of learning problems in these contexts. Further, methods with computable approximation errors are highly desirable, as they provide verifiable exit criteria. Motivated by these applications, we study finite-sum monotone inclusion problems, which model broad classes of equilibrium problems. Our main contributions are variants of the classical Halpern iteration that employ variance reduction to obtain improved complexity guarantees in which n component operators in the finite sum are ``on average'' either cocoercive or Lipschitz continuous and monotone, with parameter L. The resulting oracle complexity of our methods, which provide guarantees for the last iterate and for a (computable) operator norm residual, is mathcal{O}( n + nLvarepsilon^{-1}), which improves upon existing methods by a factor up to n. This constitutes the first variance reduction-type result for general finite-sum monotone inclusions and for more specific problems such as convex-concave optimization when operator norm residual is the optimality measure. We further argue that, up to poly-logarithmic factors, this complexity is unimprovable in the monotone Lipschitz setting; i.e., the provided result is near-optimal.

We study the problem of convergence to a stationary point in zero-sum games. We propose competitive gradient optimization (CGO ), a gradient-based method that incorporates the interactions between the two players in zero-sum games for optimization updates. We provide continuous-time analysis of CGO and its convergence properties while showing that in the continuous limit, CGO predecessors degenerate to their gradient descent ascent (GDA) variants. We provide a rate of convergence to stationary points and further propose a generalized class of alpha-coherent function for which we provide convergence analysis. We show that for strictly alpha-coherent functions, our algorithm convergences to a saddle point. Moreover, we propose optimistic CGO (OCGO), an optimistic variant, for which we show convergence rate to saddle points in alpha-coherent class of functions.

Error Feedback (EF) is a highly popular and immensely effective mechanism for fixing convergence issues which arise in distributed training methods (such as distributed GD or SGD) when these are enhanced with greedy communication compression techniques such as TopK. While EF was proposed almost a decade ago (Seide et al., 2014), and despite concentrated effort by the community to advance the theoretical understanding of this mechanism, there is still a lot to explore. In this work we study a modern form of error feedback called EF21 (Richtarik et al., 2021) which offers the currently best-known theoretical guarantees, under the weakest assumptions, and also works well in practice. In particular, while the theoretical communication complexity of EF21 depends on the quadratic mean of certain smoothness parameters, we improve this dependence to their arithmetic mean, which is always smaller, and can be substantially smaller, especially in heterogeneous data regimes. We take the reader on a journey of our discovery process. Starting with the idea of applying EF21 to an equivalent reformulation of the underlying problem which (unfortunately) requires (often impractical) machine cloning, we continue to the discovery of a new weighted version of EF21 which can (fortunately) be executed without any cloning, and finally circle back to an improved analysis of the original EF21 method. While this development applies to the simplest form of EF21, our approach naturally extends to more elaborate variants involving stochastic gradients and partial participation. Further, our technique improves the best-known theory of EF21 in the rare features regime (Richtarik et al., 2023). Finally, we validate our theoretical findings with suitable experiments.

We consider a deep matrix factorization model of covariance matrices trained with the Bures-Wasserstein distance. While recent works have made important advances in the study of the optimization problem for overparametrized low-rank matrix approximation, much emphasis has been placed on discriminative settings and the square loss. In contrast, our model considers another interesting type of loss and connects with the generative setting. We characterize the critical points and minimizers of the Bures-Wasserstein distance over the space of rank-bounded matrices. For low-rank matrices the Hessian of this loss can theoretically blow up, which creates challenges to analyze convergence of optimizaton methods. We establish convergence results for gradient flow using a smooth perturbative version of the loss and convergence results for finite step size gradient descent under certain assumptions on the initial weights.

To mitigate the privacy leakages and communication burdens of Federated Learning (FL), decentralized FL (DFL) discards the central server and each client only communicates with its neighbors in a decentralized communication network. However, existing DFL suffers from high inconsistency among local clients, which results in severe distribution shift and inferior performance compared with centralized FL (CFL), especially on heterogeneous data or sparse communication topology. To alleviate this issue, we propose two DFL algorithms named DFedSAM and DFedSAM-MGS to improve the performance of DFL. Specifically, DFedSAM leverages gradient perturbation to generate local flat models via Sharpness Aware Minimization (SAM), which searches for models with uniformly low loss values. DFedSAM-MGS further boosts DFedSAM by adopting Multiple Gossip Steps (MGS) for better model consistency, which accelerates the aggregation of local flat models and better balances communication complexity and generalization. Theoretically, we present improved convergence rates small Obig(1{KT}+1{T}+1{K^{1/2}T^{3/2}(1-lambda)^2}big) and small Obig(1{KT}+1{T}+lambda^Q+1{K^{1/2}T^{3/2}(1-lambda^Q)^2}big) in non-convex setting for DFedSAM and DFedSAM-MGS, respectively, where 1-lambda is the spectral gap of gossip matrix and Q is the number of MGS. Empirically, our methods can achieve competitive performance compared with CFL methods and outperform existing DFL methods.

Adaptive gradient methods, e.g. Adam, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid training of modern deep neural networks. Nevertheless, they are observed to suffer from compromised generalization ability compared with stochastic gradient descent (SGD) and tend to be trapped in local minima at an early stage during training. Intriguingly, we discover that substituting the gradient in the second raw moment estimate term with its momentumized version in Adam can resolve the issue. The intuition is that gradient with momentum contains more accurate directional information and therefore its second moment estimation is a more favorable option for learning rate scaling than that of the raw gradient. Thereby we propose AdaMomentum as a new optimizer reaching the goal of training fast while generalizing much better. We further develop a theory to back up the improvement in generalization and provide convergence guarantees under both convex and nonconvex settings. Extensive experiments on a wide range of tasks and models demonstrate that AdaMomentum exhibits state-of-the-art performance and superior training stability consistently.

The average reward criterion is relatively less studied as most existing works in the Reinforcement Learning literature consider the discounted reward criterion. There are few recent works that present on-policy average reward actor-critic algorithms, but average reward off-policy actor-critic is relatively less explored. In this work, we present both on-policy and off-policy deterministic policy gradient theorems for the average reward performance criterion. Using these theorems, we also present an Average Reward Off-Policy Deep Deterministic Policy Gradient (ARO-DDPG) Algorithm. We first show asymptotic convergence analysis using the ODE-based method. Subsequently, we provide a finite time analysis of the resulting stochastic approximation scheme with linear function approximator and obtain an epsilon-optimal stationary policy with a sample complexity of Omega(epsilon^{-2.5}). We compare the average reward performance of our proposed ARO-DDPG algorithm and observe better empirical performance compared to state-of-the-art on-policy average reward actor-critic algorithms over MuJoCo-based environments.

Recent research shows that when Gradient Descent (GD) is applied to neural networks, the loss almost never decreases monotonically. Instead, the loss oscillates as gradient descent converges to its ''Edge of Stability'' (EoS). Here, we find a quantity that does decrease monotonically throughout GD training: the sharpness attained by the gradient flow solution (GFS)-the solution that would be obtained if, from now until convergence, we train with an infinitesimal step size. Theoretically, we analyze scalar neural networks with the squared loss, perhaps the simplest setting where the EoS phenomena still occur. In this model, we prove that the GFS sharpness decreases monotonically. Using this result, we characterize settings where GD provably converges to the EoS in scalar networks. Empirically, we show that GD monotonically decreases the GFS sharpness in a squared regression model as well as practical neural network architectures.

We study differentially private (DP) machine learning algorithms as instances of noisy fixed-point iterations, in order to derive privacy and utility results from this well-studied framework. We show that this new perspective recovers popular private gradient-based methods like DP-SGD and provides a principled way to design and analyze new private optimization algorithms in a flexible manner. Focusing on the widely-used Alternating Directions Method of Multipliers (ADMM) method, we use our general framework to derive novel private ADMM algorithms for centralized, federated and fully decentralized learning. For these three algorithms, we establish strong privacy guarantees leveraging privacy amplification by iteration and by subsampling. Finally, we provide utility guarantees using a unified analysis that exploits a recent linear convergence result for noisy fixed-point iterations.

Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely many steps under a (preconditioned) restricted isometry condition. In this paper, we present a new perspective to analyze the algorithm, which turns out that the efficiency of the algorithm can be further elaborated by an estimate of the number of iterations for the guaranteed convergence. The convergence condition of NST+HT+FB is also improved. Moreover, an adaptive scheme (AdptNST+HT+FB) without the knowledge of the sparsity level is proposed with its convergence guarantee. The number of iterations for the finite step of convergence of the AdptNST+HT+FB scheme is also derived. It is further shown that the number of iterations can be significantly reduced by exploiting the structure of the specific sparse signal or the random measurement matrix.

Score-based generative modeling with probability flow ordinary differential equations (ODEs) has achieved remarkable success in a variety of applications. While various fast ODE-based samplers have been proposed in the literature and employed in practice, the theoretical understandings about convergence properties of the probability flow ODE are still quite limited. In this paper, we provide the first non-asymptotic convergence analysis for a general class of probability flow ODE samplers in 2-Wasserstein distance, assuming accurate score estimates. We then consider various examples and establish results on the iteration complexity of the corresponding ODE-based samplers.

We carry out an information-theoretical analysis of a two-layer neural network trained from input-output pairs generated by a teacher network with matching architecture, in overparametrized regimes. Our results come in the form of bounds relating i) the mutual information between training data and network weights, or ii) the Bayes-optimal generalization error, to the same quantities but for a simpler (generalized) linear model for which explicit expressions are rigorously known. Our bounds, which are expressed in terms of the number of training samples, input dimension and number of hidden units, thus yield fundamental performance limits for any neural network (and actually any learning procedure) trained from limited data generated according to our two-layer teacher neural network model. The proof relies on rigorous tools from spin glasses and is guided by ``Gaussian equivalence principles'' lying at the core of numerous recent analyses of neural networks. With respect to the existing literature, which is either non-rigorous or restricted to the case of the learning of the readout weights only, our results are information-theoretic (i.e. are not specific to any learning algorithm) and, importantly, cover a setting where all the network parameters are trained.

We propose a new variant of AMSGrad, a popular adaptive gradient based optimization algorithm widely used for training deep neural networks. Our algorithm adds prior knowledge about the sequence of consecutive mini-batch gradients and leverages its underlying structure making the gradients sequentially predictable. By exploiting the predictability and ideas from optimistic online learning, the proposed algorithm can accelerate the convergence and increase sample efficiency. After establishing a tighter upper bound under some convexity conditions on the regret, we offer a complimentary view of our algorithm which generalizes the offline and stochastic version of nonconvex optimization. In the nonconvex case, we establish a non-asymptotic convergence bound independently of the initialization. We illustrate the practical speedup on several deep learning models via numerical experiments.

Recently, a wide range of memory-efficient LLM training algorithms have gained substantial popularity. These methods leverage the low-rank structure of gradients to project optimizer states into a subspace using projection matrix found by singular value decomposition (SVD). However, convergence of these algorithms is highly dependent on the update rules of their projection matrix. In this work, we provide the first convergence guarantee for arbitrary update rules of projection matrix. This guarantee is generally applicable to optimizers that can be analyzed with Hamiltonian Descent, including most common ones, such as LION, Adam. Inspired by our theoretical understanding, we propose Online Subspace Descent, a new family of subspace descent optimizer without SVD. Instead of updating the projection matrix with eigenvectors, Online Subspace Descent updates the projection matrix with online PCA. Online Subspace Descent is flexible and introduces only minimum overhead to training. We show that for the task of pretraining LLaMA models ranging from 60M to 7B parameters on the C4 dataset, Online Subspace Descent achieves lower perplexity and better downstream tasks performance than state-of-the-art low-rank training methods across different settings and narrows the gap with full-rank baselines.

We present a set-theoretic, proof-irrelevant model for Calculus of Constructions (CC) with predicative induction and judgmental equality in Zermelo-Fraenkel set theory with an axiom for countably many inaccessible cardinals. We use Aczel's trace encoding which is universally defined for any function type, regardless of being impredicative. Direct and concrete interpretations of simultaneous induction and mutually recursive functions are also provided by extending Dybjer's interpretations on the basis of Aczel's rule sets. Our model can be regarded as a higher-order generalization of the truth-table methods. We provide a relatively simple consistency proof of type theory, which can be used as the basis for a theorem prover.

The algorithm of Shor for prime factorization is a hybrid algorithm consisting of a quantum part and a classical part. The main focus of the classical part is a continued fraction analysis. The presentation of this is often short, pointing to text books on number theory. In this contribution, we present the relevant results and proofs from the theory of continued fractions in detail (even in more detail than in text books) filling the gap to allow a complete comprehension of the algorithm of Shor. Similarly, we provide a detailed computation of the estimation of the probability that convergents will provide the period required for determining a prime factor.

Federated learning (FL) is a trending training paradigm to utilize decentralized training data. FL allows clients to update model parameters locally for several epochs, then share them to a global model for aggregation. This training paradigm with multi-local step updating before aggregation exposes unique vulnerabilities to adversarial attacks. Adversarial training is a popular and effective method to improve the robustness of networks against adversaries. In this work, we formulate a general form of federated adversarial learning (FAL) that is adapted from adversarial learning in the centralized setting. On the client side of FL training, FAL has an inner loop to generate adversarial samples for adversarial training and an outer loop to update local model parameters. On the server side, FAL aggregates local model updates and broadcast the aggregated model. We design a global robust training loss and formulate FAL training as a min-max optimization problem. Unlike the convergence analysis in classical centralized training that relies on the gradient direction, it is significantly harder to analyze the convergence in FAL for three reasons: 1) the complexity of min-max optimization, 2) model not updating in the gradient direction due to the multi-local updates on the client-side before aggregation and 3) inter-client heterogeneity. We address these challenges by using appropriate gradient approximation and coupling techniques and present the convergence analysis in the over-parameterized regime. Our main result theoretically shows that the minimum loss under our algorithm can converge to epsilon small with chosen learning rate and communication rounds. It is noteworthy that our analysis is feasible for non-IID clients.

In this paper, we construct a mixture of neural operators (MoNOs) between function spaces whose complexity is distributed over a network of expert neural operators (NOs), with each NO satisfying parameter scaling restrictions. Our main result is a distributed universal approximation theorem guaranteeing that any Lipschitz non-linear operator between L^2([0,1]^d) spaces can be approximated uniformly over the Sobolev unit ball therein, to any given varepsilon>0 accuracy, by an MoNO while satisfying the constraint that: each expert NO has a depth, width, and rank of O(varepsilon^{-1}). Naturally, our result implies that the required number of experts must be large, however, each NO is guaranteed to be small enough to be loadable into the active memory of most computers for reasonable accuracies varepsilon. During our analysis, we also obtain new quantitative expression rates for classical NOs approximating uniformly continuous non-linear operators uniformly on compact subsets of L^2([0,1]^d).

Federated Learning (FL) enables edge devices or clients to collaboratively train machine learning (ML) models without sharing their private data. Much of the existing work in FL focuses on efficiently learning a model for a single task. In this paper, we study simultaneous training of multiple FL models using a common set of clients. The few existing simultaneous training methods employ synchronous aggregation of client updates, which can cause significant delays because large models and/or slow clients can bottleneck the aggregation. On the other hand, a naive asynchronous aggregation is adversely affected by stale client updates. We propose FedAST, a buffered asynchronous federated simultaneous training algorithm that overcomes bottlenecks from slow models and adaptively allocates client resources across heterogeneous tasks. We provide theoretical convergence guarantees for FedAST for smooth non-convex objective functions. Extensive experiments over multiple real-world datasets demonstrate that our proposed method outperforms existing simultaneous FL approaches, achieving up to 46.0% reduction in time to train multiple tasks to completion.

In this paper, we propose a novel centralized Asynchronous Federated Learning (FL) framework, FAVANO, for training Deep Neural Networks (DNNs) in resource-constrained environments. Despite its popularity, ``classical'' federated learning faces the increasingly difficult task of scaling synchronous communication over large wireless networks. Moreover, clients typically have different computing resources and therefore computing speed, which can lead to a significant bias (in favor of ``fast'' clients) when the updates are asynchronous. Therefore, practical deployment of FL requires to handle users with strongly varying computing speed in communication/resource constrained setting. We provide convergence guarantees for FAVANO in a smooth, non-convex environment and carefully compare the obtained convergence guarantees with existing bounds, when they are available. Experimental results show that the FAVANO algorithm outperforms current methods on standard benchmarks.

In this paper, we study the infinite-depth limit of finite-width residual neural networks with random Gaussian weights. With proper scaling, we show that by fixing the width and taking the depth to infinity, the pre-activations converge in distribution to a zero-drift diffusion process. Unlike the infinite-width limit where the pre-activation converge weakly to a Gaussian random variable, we show that the infinite-depth limit yields different distributions depending on the choice of the activation function. We document two cases where these distributions have closed-form (different) expressions. We further show an intriguing change of regime phenomenon of the post-activation norms when the width increases from 3 to 4. Lastly, we study the sequential limit infinite-depth-then-infinite-width and compare it with the more commonly studied infinite-width-then-infinite-depth limit.

We introduce Gradient Descent with Adaptive Momentum Scaling (Grams), a novel optimization algorithm that decouples the direction and magnitude of parameter updates in deep learning. Unlike traditional optimizers that directly integrate momentum into updates, Grams separates the update direction, derived from current gradients, from momentum, which is used solely for adaptive magnitude scaling. This approach enables Grams to achieve improved loss descent compared to state-of-the-art cautious and momentum-based optimizers. We establish a global convergence guarantee for Grams and validate its effectiveness through extensive empirical evaluations. The results demonstrate Grams' superior performance, including faster convergence and better generalization, compared to widely-used optimizers such as Adam, Lion, and their cautious variants. Our results highlight Grams' potential as a transformative approach for efficient optimization in large-scale machine learning.

We consider the distributionally robust optimization (DRO) problem with spectral risk-based uncertainty set and f-divergence penalty. This formulation includes common risk-sensitive learning objectives such as regularized condition value-at-risk (CVaR) and average top-k loss. We present Prospect, a stochastic gradient-based algorithm that only requires tuning a single learning rate hyperparameter, and prove that it enjoys linear convergence for smooth regularized losses. This contrasts with previous algorithms that either require tuning multiple hyperparameters or potentially fail to converge due to biased gradient estimates or inadequate regularization. Empirically, we show that Prospect can converge 2-3times faster than baselines such as stochastic gradient and stochastic saddle-point methods on distribution shift and fairness benchmarks spanning tabular, vision, and language domains.

In federated learning (FL), clients usually have diverse participation statistics that are unknown a priori, which can significantly harm the performance of FL if not handled properly. Existing works aiming at addressing this problem are usually based on global variance reduction, which requires a substantial amount of additional memory in a multiplicative factor equal to the total number of clients. An important open problem is to find a lightweight method for FL in the presence of clients with unknown participation rates. In this paper, we address this problem by adapting the aggregation weights in federated averaging (FedAvg) based on the participation history of each client. We first show that, with heterogeneous participation statistics, FedAvg with non-optimal aggregation weights can diverge from the optimal solution of the original FL objective, indicating the need of finding optimal aggregation weights. However, it is difficult to compute the optimal weights when the participation statistics are unknown. To address this problem, we present a new algorithm called FedAU, which improves FedAvg by adaptively weighting the client updates based on online estimates of the optimal weights without knowing the statistics of client participation. We provide a theoretical convergence analysis of FedAU using a novel methodology to connect the estimation error and convergence. Our theoretical results reveal important and interesting insights, while showing that FedAU converges to an optimal solution of the original objective and has desirable properties such as linear speedup. Our experimental results also verify the advantage of FedAU over baseline methods with various participation patterns.

We resolve an open problem of Hanneke on the subject of universally consistent online learning with non-i.i.d. processes and unbounded losses. The notion of an optimistically universal learning rule was defined by Hanneke in an effort to study learning theory under minimal assumptions. A given learning rule is said to be optimistically universal if it achieves a low long-run average loss whenever the data generating process makes this goal achievable by some learning rule. Hanneke posed as an open problem whether, for every unbounded loss, the family of processes admitting universal learning are precisely those having a finite number of distinct values almost surely. In this paper, we completely resolve this problem, showing that this is indeed the case. As a consequence, this also offers a dramatically simpler formulation of an optimistically universal learning rule for any unbounded loss: namely, the simple memorization rule already suffices. Our proof relies on constructing random measurable partitions of the instance space and could be of independent interest for solving other open questions. We extend the results to the non-realizable setting thereby providing an optimistically universal Bayes consistent learning rule.

Empirical neural tangent kernels (eNTKs) can provide a good understanding of a given network's representation: they are often far less expensive to compute and applicable more broadly than infinite width NTKs. For networks with O output units (e.g. an O-class classifier), however, the eNTK on N inputs is of size NO times NO, taking O((NO)^2) memory and up to O((NO)^3) computation. Most existing applications have therefore used one of a handful of approximations yielding N times N kernel matrices, saving orders of magnitude of computation, but with limited to no justification. We prove that one such approximation, which we call "sum of logits", converges to the true eNTK at initialization for any network with a wide final "readout" layer. Our experiments demonstrate the quality of this approximation for various uses across a range of settings.

The entropic fictitious play (EFP) is a recently proposed algorithm that minimizes the sum of a convex functional and entropy in the space of measures -- such an objective naturally arises in the optimization of a two-layer neural network in the mean-field regime. In this work, we provide a concise primal-dual analysis of EFP in the setting where the learning problem exhibits a finite-sum structure. We establish quantitative global convergence guarantees for both the continuous-time and discrete-time dynamics based on properties of a proximal Gibbs measure introduced in Nitanda et al. (2022). Furthermore, our primal-dual framework entails a memory-efficient particle-based implementation of the EFP update, and also suggests a connection to gradient boosting methods. We illustrate the efficiency of our novel implementation in experiments including neural network optimization and image synthesis.

The infinitely wide neural network has been proven a useful and manageable mathematical model that enables the understanding of many phenomena appearing in deep learning. One example is the convergence of random deep networks to Gaussian processes that allows a rigorous analysis of the way the choice of activation function and network weights impacts the training dynamics. In this paper, we extend the seminal proof of Matthews et al. (2018) to a larger class of initial weight distributions (which we call PSEUDO-IID), including the established cases of IID and orthogonal weights, as well as the emerging low-rank and structured sparse settings celebrated for their computational speed-up benefits. We show that fully-connected and convolutional networks initialized with PSEUDO-IID distributions are all effectively equivalent up to their variance. Using our results, one can identify the Edge-of-Chaos for a broader class of neural networks and tune them at criticality in order to enhance their training. Moreover, they enable the posterior distribution of Bayesian Neural Networks to be tractable across these various initialization schemes.

In recent decades, a growing number of discoveries in fields of mathematics have been assisted by computer algorithms, primarily for exploring large parameter spaces that humans would take too long to investigate. As computers and algorithms become more powerful, an intriguing possibility arises - the interplay between human intuition and computer algorithms can lead to discoveries of novel mathematical concepts that would otherwise remain elusive. To realize this perspective, we have developed a massively parallel computer algorithm that discovers an unprecedented number of continued fraction formulas for fundamental mathematical constants. The sheer number of formulas discovered by the algorithm unveils a novel mathematical structure that we call the conservative matrix field. Such matrix fields (1) unify thousands of existing formulas, (2) generate infinitely many new formulas, and most importantly, (3) lead to unexpected relations between different mathematical constants, including multiple integer values of the Riemann zeta function. Conservative matrix fields also enable new mathematical proofs of irrationality. In particular, we can use them to generalize the celebrated proof by Ap\'ery for the irrationality of zeta(3). Utilizing thousands of personal computers worldwide, our computer-supported research strategy demonstrates the power of experimental mathematics, highlighting the prospects of large-scale computational approaches to tackle longstanding open problems and discover unexpected connections across diverse fields of science.

We generalize gradient descent with momentum for optimization in differentiable games to have complex-valued momentum. We give theoretical motivation for our method by proving convergence on bilinear zero-sum games for simultaneous and alternating updates. Our method gives real-valued parameter updates, making it a drop-in replacement for standard optimizers. We empirically demonstrate that complex-valued momentum can improve convergence in realistic adversarial games - like generative adversarial networks - by showing we can find better solutions with an almost identical computational cost. We also show a practical generalization to a complex-valued Adam variant, which we use to train BigGAN to better inception scores on CIFAR-10.

Adam outperforms SGD when training language models. Yet this advantage is not well-understood theoretically -- previous convergence analysis for Adam and SGD mainly focuses on the number of steps T and is already minimax-optimal in non-convex cases, which are both O(T^{-1/4}). In this work, we argue that the exploitation of nice ell_infty-geometry is the key advantage of Adam over SGD. More specifically, we give a new convergence analysis for Adam under novel assumptions that loss is smooth under ell_infty-geometry rather than the more common ell_2-geometry, which yields a much better empirical smoothness constant for GPT-2 and ResNet models. Our experiments confirm that Adam performs much worse when the favorable ell_infty-geometry is changed while SGD provably remains unaffected. We also extend the convergence analysis to blockwise Adam under novel blockwise smoothness assumptions.

We present a generalization of the proximal operator defined through a convex combination of convex objectives, where the coefficients are updated in a minimax fashion. We prove that this new operator is Bregman firmly nonexpansive with respect to a Bregman divergence that combines Euclidean and information geometries.

This paper explores the expressive power of deep neural networks through the framework of function compositions. We demonstrate that the repeated compositions of a single fixed-size ReLU network exhibit surprising expressive power, despite the limited expressive capabilities of the individual network itself. Specifically, we prove by construction that L_2circ g^{circ r}circ mathcal{L}_1 can approximate 1-Lipschitz continuous functions on [0,1]^d with an error O(r^{-1/d}), where g is realized by a fixed-size ReLU network, mathcal{L}_1 and L_2 are two affine linear maps matching the dimensions, and g^{circ r} denotes the r-times composition of g. Furthermore, we extend such a result to generic continuous functions on [0,1]^d with the approximation error characterized by the modulus of continuity. Our results reveal that a continuous-depth network generated via a dynamical system has immense approximation power even if its dynamics function is time-independent and realized by a fixed-size ReLU network.

Federated learning is an emerging distributed machine learning framework which jointly trains a global model via a large number of local devices with data privacy protections. Its performance suffers from the non-vanishing biases introduced by the local inconsistent optimal and the rugged client-drifts by the local over-fitting. In this paper, we propose a novel and practical method, FedSpeed, to alleviate the negative impacts posed by these problems. Concretely, FedSpeed applies the prox-correction term on the current local updates to efficiently reduce the biases introduced by the prox-term, a necessary regularizer to maintain the strong local consistency. Furthermore, FedSpeed merges the vanilla stochastic gradient with a perturbation computed from an extra gradient ascent step in the neighborhood, thereby alleviating the issue of local over-fitting. Our theoretical analysis indicates that the convergence rate is related to both the communication rounds T and local intervals K with a upper bound small O(1/T) if setting a proper local interval. Moreover, we conduct extensive experiments on the real-world dataset to demonstrate the efficiency of our proposed FedSpeed, which performs significantly faster and achieves the state-of-the-art (SOTA) performance on the general FL experimental settings than several baselines. Our code is available at https://github.com/woodenchild95/FL-Simulator.git.

By analogy with conjectures for random matrices, Fyodorov-Hiary-Keating and Fyodorov-Keating proposed precise asymptotics for the maximum of the Riemann zeta function in a typical short interval on the critical line. In this paper, we settle the upper bound part of their conjecture in a strong form. More precisely, we show that the measure of those T leq t leq 2T for which $ max_{|h| leq 1} |zeta(1/2 + i t + i h)| > e^y log T {(loglog T)^{3/4}} is bounded by Cy e^{-2y} uniformly in y \geq 1. This is expected to be optimal for y= O(\log\log T). This upper bound is sharper than what is known in the context of random matrices, since it gives (uniform) decay rates in y$. In a subsequent paper we will obtain matching lower bounds.

We present an algorithm for minimizing an objective with hard-to-compute gradients by using a related, easier-to-access function as a proxy. Our algorithm is based on approximate proximal point iterations on the proxy combined with relatively few stochastic gradients from the objective. When the difference between the objective and the proxy is delta-smooth, our algorithm guarantees convergence at a rate matching stochastic gradient descent on a delta-smooth objective, which can lead to substantially better sample efficiency. Our algorithm has many potential applications in machine learning, and provides a principled means of leveraging synthetic data, physics simulators, mixed public and private data, and more.

We prove an inverse approximation theorem for the approximation of nonlinear sequence-to-sequence relationships using recurrent neural networks (RNNs). This is a so-called Bernstein-type result in approximation theory, which deduces properties of a target function under the assumption that it can be effectively approximated by a hypothesis space. In particular, we show that nonlinear sequence relationships that can be stably approximated by nonlinear RNNs must have an exponential decaying memory structure - a notion that can be made precise. This extends the previously identified curse of memory in linear RNNs into the general nonlinear setting, and quantifies the essential limitations of the RNN architecture for learning sequential relationships with long-term memory. Based on the analysis, we propose a principled reparameterization method to overcome the limitations. Our theoretical results are confirmed by numerical experiments. The code has been released in https://github.com/radarFudan/Curse-of-memory

Adam is one of the most popular optimization algorithms in deep learning. However, it is known that Adam does not converge in theory unless choosing a hyperparameter, i.e., beta_2, in a problem-dependent manner. There have been many attempts to fix the non-convergence (e.g., AMSGrad), but they require an impractical assumption that the gradient noise is uniformly bounded. In this paper, we propose a new adaptive gradient method named ADOPT, which achieves the optimal convergence rate of O ( 1 / T ) with any choice of beta_2 without depending on the bounded noise assumption. ADOPT addresses the non-convergence issue of Adam by removing the current gradient from the second moment estimate and changing the order of the momentum update and the normalization by the second moment estimate. We also conduct intensive numerical experiments, and verify that our ADOPT achieves superior results compared to Adam and its variants across a wide range of tasks, including image classification, generative modeling, natural language processing, and deep reinforcement learning. The implementation is available at https://github.com/iShohei220/adopt.

Let F_{k,d}(n) be the maximal size of a set {A}subseteq [n] such that the equation \[a_1a_2\dots a_k=x^d, \; a_1<a_2<\ldots<a_k\] has no solution with a_1,a_2,ldots,a_kA and integer x. Erdos, S\'ark\"ozy and T. S\'os studied F_{k,2}, and gave bounds when k=2,3,4,6 and also in the general case. We study the problem for d=3, and provide bounds for k=2,3,4,6 and 9, furthermore, in the general case, as well. In particular, we refute an 18 years old conjecture of Verstra\"ete. We also introduce another function f_{k,d} closely related to F_{k,d}: While the original problem requires a_1, ldots , a_k to all be distinct, we can relax this and only require that the multiset of the a_i's cannot be partitioned into d-tuples where each d-tuple consists of d copies of the same number.

Despite the widespread empirical success of ResNet, the generalization properties of deep ResNet are rarely explored beyond the lazy training regime. In this work, we investigate scaled ResNet in the limit of infinitely deep and wide neural networks, of which the gradient flow is described by a partial differential equation in the large-neural network limit, i.e., the mean-field regime. To derive the generalization bounds under this setting, our analysis necessitates a shift from the conventional time-invariant Gram matrix employed in the lazy training regime to a time-variant, distribution-dependent version. To this end, we provide a global lower bound on the minimum eigenvalue of the Gram matrix under the mean-field regime. Besides, for the traceability of the dynamic of Kullback-Leibler (KL) divergence, we establish the linear convergence of the empirical error and estimate the upper bound of the KL divergence over parameters distribution. Finally, we build the uniform convergence for generalization bound via Rademacher complexity. Our results offer new insights into the generalization ability of deep ResNet beyond the lazy training regime and contribute to advancing the understanding of the fundamental properties of deep neural networks.

This article establishes a complete approximate axiomatization for the real-closed field R expanded with all differentially-defined functions, including special functions such as sin(x), cos(x), e^x, dots. Every true sentence is provable up to some numerical approximation, and the truth of such approximations converge under mild conditions. Such an axiomatization is a fragment of the axiomatization for differential dynamic logic, and is therefore a finite extension of the axiomatization of real-closed fields. Furthermore, the numerical approximations approximate formulas containing special function symbols by FOL_{R} formulas, improving upon earlier decidability results only concerning closed sentences.

Byzantine robustness has received significant attention recently given its importance for distributed and federated learning. In spite of this, we identify severe flaws in existing algorithms even when the data across the participants is identically distributed. First, we show realistic examples where current state of the art robust aggregation rules fail to converge even in the absence of any Byzantine attackers. Secondly, we prove that even if the aggregation rules may succeed in limiting the influence of the attackers in a single round, the attackers can couple their attacks across time eventually leading to divergence. To address these issues, we present two surprisingly simple strategies: a new robust iterative clipping procedure, and incorporating worker momentum to overcome time-coupled attacks. This is the first provably robust method for the standard stochastic optimization setting. Our code is open sourced at https://github.com/epfml/byzantine-robust-optimizer.

Compared with full client participation, partial client participation is a more practical scenario in federated learning, but it may amplify some challenges in federated learning, such as data heterogeneity. The lack of inactive clients' updates in partial client participation makes it more likely for the model aggregation to deviate from the aggregation based on full client participation. Training with large batches on individual clients is proposed to address data heterogeneity in general, but their effectiveness under partial client participation is not clear. Motivated by these challenges, we propose to develop a novel federated learning framework, referred to as FedAMD, for partial client participation. The core idea is anchor sampling, which separates partial participants into anchor and miner groups. Each client in the anchor group aims at the local bullseye with the gradient computation using a large batch. Guided by the bullseyes, clients in the miner group steer multiple near-optimal local updates using small batches and update the global model. By integrating the results of the two groups, FedAMD is able to accelerate the training process and improve the model performance. Measured by epsilon-approximation and compared to the state-of-the-art methods, FedAMD achieves the convergence by up to O(1/epsilon) fewer communication rounds under non-convex objectives. Empirical studies on real-world datasets validate the effectiveness of FedAMD and demonstrate the superiority of the proposed algorithm: Not only does it considerably save computation and communication costs, but also the test accuracy significantly improves.

Several recently proposed stochastic optimization methods that have been successfully used in training deep networks such as RMSProp, Adam, Adadelta, Nadam are based on using gradient updates scaled by square roots of exponential moving averages of squared past gradients. In many applications, e.g. learning with large output spaces, it has been empirically observed that these algorithms fail to converge to an optimal solution (or a critical point in nonconvex settings). We show that one cause for such failures is the exponential moving average used in the algorithms. We provide an explicit example of a simple convex optimization setting where Adam does not converge to the optimal solution, and describe the precise problems with the previous analysis of Adam algorithm. Our analysis suggests that the convergence issues can be fixed by endowing such algorithms with `long-term memory' of past gradients, and propose new variants of the Adam algorithm which not only fix the convergence issues but often also lead to improved empirical performance.

We continue the study of the virtual large cardinal hierarchy by analysing virtual versions of superstrong, Woodin, and Berkeley cardinals. Gitman and Schindler showed that virtualizations of strong and supercompact cardinals yield the same large cardinal notion. We provide various equivalent characterizations of virtually Woodin cardinals, including showing that On is virtually Woodin if and only if for every class A, there is a proper class of virtually A-extendible cardinals. We introduce the virtual Vopenka principle for finite languages and show that it is not equivalent to the virtual Vopenka principle (although the two principles are equiconsistent), but is equivalent to the assertion that On is virtually pre-Woodin, a weakening of virtually Woodin, which is equivalent to having for every class A, a weakly virtually A-extendible cardinal. We show that if there are no virtually Berkeley cardinals, then On is virtually Woodin if and only if On is virtually pre-Woodin (if and only if the virtual Vopenka principle for finite languages holds). In particular, if the virtual Vopenka principle holds and On is not Mahlo, then On is not virtually Woodin, and hence there is a virtually Berkeley cardinal.

We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed for tackling bilevel problems, existing methods either tend to require possibly expensive calculations regarding Hessians of lower-level objectives, or lack rigorous finite-time performance guarantees. In this work, we propose a Fully First-order Stochastic Approximation (F2SA) method, and study its non-asymptotic convergence properties. Specifically, we show that F2SA converges to an epsilon-stationary solution of the bilevel problem after epsilon^{-7/2}, epsilon^{-5/2}, and epsilon^{-3/2} iterations (each iteration using O(1) samples) when stochastic noises are in both level objectives, only in the upper-level objective, and not present (deterministic settings), respectively. We further show that if we employ momentum-assisted gradient estimators, the iteration complexities can be improved to epsilon^{-5/2}, epsilon^{-4/2}, and epsilon^{-3/2}, respectively. We demonstrate even superior practical performance of the proposed method over existing second-order based approaches on MNIST data-hypercleaning experiments.

In this article, we develop an asymptotic method for constructing confidence regions for the set of all linear subspaces arising from PCA, from which we derive hypothesis tests on this set. Our method is based on the geometry of Riemannian manifolds with which some sets of linear subspaces are endowed.

We present EGN, a stochastic second-order optimization algorithm that combines the generalized Gauss-Newton (GN) Hessian approximation with low-rank linear algebra to compute the descent direction. Leveraging the Duncan-Guttman matrix identity, the parameter update is obtained by factorizing a matrix which has the size of the mini-batch. This is particularly advantageous for large-scale machine learning problems where the dimension of the neural network parameter vector is several orders of magnitude larger than the batch size. Additionally, we show how improvements such as line search, adaptive regularization, and momentum can be seamlessly added to EGN to further accelerate the algorithm. Moreover, under mild assumptions, we prove that our algorithm converges to an epsilon-stationary point at a linear rate. Finally, our numerical experiments demonstrate that EGN consistently exceeds, or at most matches the generalization performance of well-tuned SGD, Adam, and SGN optimizers across various supervised and reinforcement learning tasks.

SARSA, a classical on-policy control algorithm for reinforcement learning, is known to chatter when combined with linear function approximation: SARSA does not diverge but oscillates in a bounded region. However, little is known about how fast SARSA converges to that region and how large the region is. In this paper, we make progress towards this open problem by showing the convergence rate of projected SARSA to a bounded region. Importantly, the region is much smaller than the region that we project into, provided that the magnitude of the reward is not too large. Existing works regarding the convergence of linear SARSA to a fixed point all require the Lipschitz constant of SARSA's policy improvement operator to be sufficiently small; our analysis instead applies to arbitrary Lipschitz constants and thus characterizes the behavior of linear SARSA for a new regime.

This paper focuses on the problem of constrained stochastic optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient free. Under convexity and smoothness assumption, we show that the proposed algorithm converges to the optimal objective function at a rate Oleft(1/T^{1/3}right), where T denotes the iteration count. In particular, the primal sub-optimality gap is shown to have a dimension dependence of Oleft(d^{1/3}right), which is the best known dimension dependence among all zeroth order optimization algorithms with one directional derivative per iteration. For non-convex functions, we obtain the Frank-Wolfe gap to be Oleft(d^{1/3}T^{-1/4}right). Experiments on black-box optimization setups demonstrate the efficacy of the proposed algorithm.

When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well understood theoretically. Several previous works have attributed this success to the stochastic noise present in SGD. However, we show through a novel set of experiments that the stochastic noise is not sufficient to explain good non-convex training, and that instead the effect of a large learning rate itself is essential for obtaining best performance.We demonstrate the same effects also in the noise-less case, i.e. for full-batch GD. We formally prove that GD with large step size -- on certain non-convex function classes -- follows a different trajectory than GD with a small step size, which can lead to convergence to a global minimum instead of a local one. Our settings provide a framework for future analysis which allows comparing algorithms based on behaviors that can not be observed in the traditional settings.

We study the problem of approximating stationary points of Lipschitz and smooth functions under (varepsilon,delta)-differential privacy (DP) in both the finite-sum and stochastic settings. A point w is called an alpha-stationary point of a function F:R^drightarrowR if |nabla F(w)|leq alpha. We provide a new efficient algorithm that finds an Obig(big[sqrt{d}{nvarepsilon}big]^{2/3}big)-stationary point in the finite-sum setting, where n is the number of samples. This improves on the previous best rate of Obig(big[sqrt{d}{nvarepsilon}big]^{1/2}big). We also give a new construction that improves over the existing rates in the stochastic optimization setting, where the goal is to find approximate stationary points of the population risk. Our construction finds a Obig(1{n^{1/3}} + big[sqrt{d}{nvarepsilon}big]^{1/2}big)-stationary point of the population risk in time linear in n. Furthermore, under the additional assumption of convexity, we completely characterize the sample complexity of finding stationary points of the population risk (up to polylog factors) and show that the optimal rate on population stationarity is tilde Thetabig(1{n}+sqrt{d}{nvarepsilon}big). Finally, we show that our methods can be used to provide dimension-independent rates of Obig(1{n}+minbig(big[sqrt{rank}{nvarepsilon}big]^{2/3},1{(nvarepsilon)^{2/5}}big)big) on population stationarity for Generalized Linear Models (GLM), where rank is the rank of the design matrix, which improves upon the previous best known rate.

We introduce Functional Diffusion Processes (FDPs), which generalize score-based diffusion models to infinite-dimensional function spaces. FDPs require a new mathematical framework to describe the forward and backward dynamics, and several extensions to derive practical training objectives. These include infinite-dimensional versions of Girsanov theorem, in order to be able to compute an ELBO, and of the sampling theorem, in order to guarantee that functional evaluations in a countable set of points are equivalent to infinite-dimensional functions. We use FDPs to build a new breed of generative models in function spaces, which do not require specialized network architectures, and that can work with any kind of continuous data. Our results on real data show that FDPs achieve high-quality image generation, using a simple MLP architecture with orders of magnitude fewer parameters than existing diffusion models.

In this paper, we consider the problem of Iterative Machine Teaching (IMT), where the teacher provides examples to the learner iteratively such that the learner can achieve fast convergence to a target model. However, existing IMT algorithms are solely based on parameterized families of target models. They mainly focus on convergence in the parameter space, resulting in difficulty when the target models are defined to be functions without dependency on parameters. To address such a limitation, we study a more general task -- Nonparametric Iterative Machine Teaching (NIMT), which aims to teach nonparametric target models to learners in an iterative fashion. Unlike parametric IMT that merely operates in the parameter space, we cast NIMT as a functional optimization problem in the function space. To solve it, we propose both random and greedy functional teaching algorithms. We obtain the iterative teaching dimension (ITD) of the random teaching algorithm under proper assumptions, which serves as a uniform upper bound of ITD in NIMT. Further, the greedy teaching algorithm has a significantly lower ITD, which reaches a tighter upper bound of ITD in NIMT. Finally, we verify the correctness of our theoretical findings with extensive experiments in nonparametric scenarios.

We characterize the entries of Hofstadter's G-sequence in terms of the lower and upper Wythoff sequences. This can be used to give a short and comprehensive proof of the equality of Hofstadter's G-sequence and the sequence of averages of the swapped Wythoff sequences. In a second part we give some results that hold when one replaces the golden mean by other quadratic algebraic numbers. In a third part we prove a close relationship between Hofstadter's G-sequence and a sequence studied by Avdivpahic and Zejnulahi.

Mean-field games have been used as a theoretical tool to obtain an approximate Nash equilibrium for symmetric and anonymous N-player games. However, limiting applicability, existing theoretical results assume variations of a "population generative model", which allows arbitrary modifications of the population distribution by the learning algorithm. Moreover, learning algorithms typically work on abstract simulators with population instead of the N-player game. Instead, we show that N agents running policy mirror ascent converge to the Nash equilibrium of the regularized game within mathcal{O}(varepsilon^{-2}) samples from a single sample trajectory without a population generative model, up to a standard O(1{N}) error due to the mean field. Taking a divergent approach from the literature, instead of working with the best-response map we first show that a policy mirror ascent map can be used to construct a contractive operator having the Nash equilibrium as its fixed point. We analyze single-path TD learning for N-agent games, proving sample complexity guarantees by only using a sample path from the N-agent simulator without a population generative model. Furthermore, we demonstrate that our methodology allows for independent learning by N agents with finite sample guarantees.

In this paper, we find a sample complexity bound for learning a simplex from noisy samples. Assume a dataset of size n is given which includes i.i.d. samples drawn from a uniform distribution over an unknown simplex in R^K, where samples are assumed to be corrupted by a multi-variate additive Gaussian noise of an arbitrary magnitude. We prove the existence of an algorithm that with high probability outputs a simplex having a ell_2 distance of at most varepsilon from the true simplex (for any varepsilon>0). Also, we theoretically show that in order to achieve this bound, it is sufficient to have ngeleft(K^2/varepsilon^2right)e^{Omegaleft(K/SNR^2right)} samples, where SNR stands for the signal-to-noise ratio. This result solves an important open problem and shows as long as SNRgeOmegaleft(K^{1/2}right), the sample complexity of the noisy regime has the same order to that of the noiseless case. Our proofs are a combination of the so-called sample compression technique in ashtiani2018nearly, mathematical tools from high-dimensional geometry, and Fourier analysis. In particular, we have proposed a general Fourier-based technique for recovery of a more general class of distribution families from additive Gaussian noise, which can be further used in a variety of other related problems.

We focus on the classification problem with a separable dataset, one of the most important and classical problems from machine learning. The standard approach to this task is logistic regression with gradient descent (LR+GD). Recent studies have observed that LR+GD can find a solution with arbitrarily large step sizes, defying conventional optimization theory. Our work investigates this phenomenon and makes three interconnected key observations about LR+GD with large step sizes. First, we find a remarkably simple explanation of why LR+GD with large step sizes solves the classification problem: LR+GD reduces to a batch version of the celebrated perceptron algorithm when the step size gamma to infty. Second, we observe that larger step sizes lead LR+GD to higher logistic losses when it tends to the perceptron algorithm, but larger step sizes also lead to faster convergence to a solution for the classification problem, meaning that logistic loss is an unreliable metric of the proximity to a solution. Surprisingly, high loss values can actually indicate faster convergence. Third, since the convergence rate in terms of loss function values of LR+GD is unreliable, we examine the iteration complexity required by LR+GD with large step sizes to solve the classification problem and prove that this complexity is suboptimal. To address this, we propose a new method, Normalized LR+GD - based on the connection between LR+GD and the perceptron algorithm - with much better theoretical guarantees.

We study convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum minimization problems. Unlike most existing results focusing on final iterate lower bounds in terms of the number of components n and the number of epochs K, we seek bounds for arbitrary weighted average iterates that are tight in all factors including the condition number kappa. For SGD with Random Reshuffling, we present lower bounds that have tighter kappa dependencies than existing bounds. Our results are the first to perfectly close the gap between lower and upper bounds for weighted average iterates in both strongly-convex and convex cases. We also prove weighted average iterate lower bounds for arbitrary permutation-based SGD, which apply to all variants that carefully choose the best permutation. Our bounds improve the existing bounds in factors of n and kappa and thereby match the upper bounds shown for a recently proposed algorithm called GraB.

We consider the problem of approximating a function from L^2 by an element of a given m-dimensional space V_m, associated with some feature map varphi, using evaluations of the function at random points x_1,dots,x_n. After recalling some results on optimal weighted least-squares using independent and identically distributed points, we consider weighted least-squares using projection determinantal point processes (DPP) or volume sampling. These distributions introduce dependence between the points that promotes diversity in the selected features varphi(x_i). We first provide a generalized version of volume-rescaled sampling yielding quasi-optimality results in expectation with a number of samples n = O(mlog(m)), that means that the expected L^2 error is bounded by a constant times the best approximation error in L^2. Also, further assuming that the function is in some normed vector space H continuously embedded in L^2, we further prove that the approximation is almost surely bounded by the best approximation error measured in the H-norm. This includes the cases of functions from L^infty or reproducing kernel Hilbert spaces. Finally, we present an alternative strategy consisting in using independent repetitions of projection DPP (or volume sampling), yielding similar error bounds as with i.i.d. or volume sampling, but in practice with a much lower number of samples. Numerical experiments illustrate the performance of the different strategies.

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we propose an innovative second-order algorithm that employs a Newton-type method with hard thresholding. This algorithm overcomes the linear convergence limitations of first-order methods while preserving their hallmark per-iteration computational efficiency. We provide theoretical guarantees that our algorithm converges to the s-sparse ground truth signal x^{natural} in R^n (up to a global sign) at a quadratic convergence rate after at most O(log (Vertx^{natural} Vert /x_{min}^{natural})) iterations, using Omega(s^2log n) Gaussian random samples. Numerical experiments show that our algorithm achieves a significantly faster convergence rate than state-of-the-art methods.

Posterior sampling, i.e., exponential mechanism to sample from the posterior distribution, provides varepsilon-pure differential privacy (DP) guarantees and does not suffer from potentially unbounded privacy breach introduced by (varepsilon,delta)-approximate DP. In practice, however, one needs to apply approximate sampling methods such as Markov chain Monte Carlo (MCMC), thus re-introducing the unappealing delta-approximation error into the privacy guarantees. To bridge this gap, we propose the Approximate SAample Perturbation (abbr. ASAP) algorithm which perturbs an MCMC sample with noise proportional to its Wasserstein-infinity (W_infty) distance from a reference distribution that satisfies pure DP or pure Gaussian DP (i.e., delta=0). We then leverage a Metropolis-Hastings algorithm to generate the sample and prove that the algorithm converges in W_infty distance. We show that by combining our new techniques with a careful localization step, we obtain the first nearly linear-time algorithm that achieves the optimal rates in the DP-ERM problem with strongly convex and smooth losses.

We study the momentum-based minimization of a diffuse perimeter functional on Euclidean spaces and on graphs with applications to semi-supervised classification tasks in machine learning. While the gradient flow in the task at hand is a parabolic partial differential equation, the momentum-method corresponds to a damped hyperbolic PDE, leading to qualitatively and quantitatively different trajectories. Using a convex-concave splitting-based FISTA-type time discretization, we demonstrate empirically that momentum can lead to faster convergence if the time step size is large but not too large. With large time steps, the PDE analysis offers only limited insight into the geometric behavior of solutions and typical hyperbolic phenomena like loss of regularity are not be observed in sample simulations.

We obtain almost sure bounds for the weighted sum sum_{n leq t} f(n){n}, where f(n) is a Steinhaus random multiplicative function. Specifically, we obtain the bounds predicted by exponentiating the law of the iterated logarithm, giving sharp upper and lower bounds.

We consider a class of structured fractional minimization problems, in which the numerator part of the objective is the sum of a differentiable convex function and a convex non-smooth function, while the denominator part is a convex or concave function. This problem is difficult to solve since it is non-convex. By exploiting the structure of the problem, we propose two Coordinate Descent (CD) methods for solving this problem. The proposed methods iteratively solve a one-dimensional subproblem globally, and they are guaranteed to converge to coordinate-wise stationary points. In the case of a convex denominator, under a weak locally bounded non-convexity condition, we prove that the optimality of coordinate-wise stationary point is stronger than that of the standard critical point and directional point. Under additional suitable conditions, CD methods converge Q-linearly to coordinate-wise stationary points. In the case of a concave denominator, we show that any critical point is a global minimum, and CD methods converge to the global minimum with a sublinear convergence rate. We demonstrate the applicability of the proposed methods to some machine learning and signal processing models. Our experiments on real-world data have shown that our method significantly and consistently outperforms existing methods in terms of accuracy.

We consider strategy proof mechanisms for facility location which maximize equitability between agents. As is common in the literature, we measure equitability with the Gini index. We first prove a simple but fundamental impossibility result that no strategy proof mechanism can bound the approximation ratio of the optimal Gini index of utilities for one or more facilities. We propose instead computing approximation ratios of the complemented Gini index of utilities, and consider how well both deterministic and randomized mechanisms approximate this. In addition, as Nash welfare is often put forwards as an equitable compromise between egalitarian and utilitarian outcomes, we consider how well mechanisms approximate the Nash welfare.

Variance reduction (VR) techniques have contributed significantly to accelerating learning with massive datasets in the smooth and strongly convex setting (Schmidt et al., 2017; Johnson & Zhang, 2013; Roux et al., 2012). However, such techniques have not yet met the same success in the realm of large-scale deep learning due to various factors such as the use of data augmentation or regularization methods like dropout (Defazio & Bottou, 2019). This challenge has recently motivated the design of novel variance reduction techniques tailored explicitly for deep learning (Arnold et al., 2019; Ma & Yarats, 2018). This work is an additional step in this direction. In particular, we exploit the ubiquitous clustering structure of rich datasets used in deep learning to design a family of scalable variance reduced optimization procedures by combining existing optimizers (e.g., SGD+Momentum, Quasi Hyperbolic Momentum, Implicit Gradient Transport) with a multi-momentum strategy (Yuan et al., 2019). Our proposal leads to faster convergence than vanilla methods on standard benchmark datasets (e.g., CIFAR and ImageNet). It is robust to label noise and amenable to distributed optimization. We provide a parallel implementation in JAX.

We propose a structural default model for portfolio-wide valuation adjustments (xVAs) and represent it as a system of coupled backward stochastic differential equations. The framework is divided into four layers, each capturing a key component: (i) clean values, (ii) initial margin and Collateral Valuation Adjustment (ColVA), (iii) Credit/Debit Valuation Adjustments (CVA/DVA) together with Margin Valuation Adjustment (MVA), and (iv) Funding Valuation Adjustment (FVA). Because these layers depend on one another through collateral and default effects, a naive Monte Carlo approach would require deeply nested simulations, making the problem computationally intractable. To address this challenge, we use an iterative deep BSDE approach, handling each layer sequentially so that earlier outputs serve as inputs to the subsequent layers. Initial margin is computed via deep quantile regression to reflect margin requirements over the Margin Period of Risk. We also adopt a change-of-measure method that highlights rare but significant defaults of the bank or counterparty, ensuring that these events are accurately captured in the training process. We further extend Han and Long's (2020) a posteriori error analysis to BSDEs on bounded domains. Due to the random exit from the domain, we obtain an order of convergence of O(h^{1/4-epsilon}) rather than the usual O(h^{1/2}). Numerical experiments illustrate that this method drastically reduces computational demands and successfully scales to high-dimensional, non-symmetric portfolios. The results confirm its effectiveness and accuracy, offering a practical alternative to nested Monte Carlo simulations in multi-counterparty xVA analyses.

Ongoing efforts that span over decades show a rise of AI methods for accelerating scientific discovery, yet accelerating discovery in mathematics remains a persistent challenge for AI. Specifically, AI methods were not effective in creation of formulas for mathematical constants because each such formula must be correct for infinite digits of precision, with "near-true" formulas providing no insight toward the correct ones. Consequently, formula discovery lacks a clear distance metric needed to guide automated discovery in this realm. In this work, we propose a systematic methodology for categorization, characterization, and pattern identification of such formulas. The key to our methodology is introducing metrics based on the convergence dynamics of the formulas, rather than on the numerical value of the formula. These metrics enable the first automated clustering of mathematical formulas. We demonstrate this methodology on Polynomial Continued Fraction formulas, which are ubiquitous in their intrinsic connections to mathematical constants, and generalize many mathematical functions and structures. We test our methodology on a set of 1,768,900 such formulas, identifying many known formulas for mathematical constants, and discover previously unknown formulas for pi, ln(2), Gauss', and Lemniscate's constants. The uncovered patterns enable a direct generalization of individual formulas to infinite families, unveiling rich mathematical structures. This success paves the way towards a generative model that creates formulas fulfilling specified mathematical properties, accelerating the rate of discovery of useful formulas.

This article considers the popular MCMC method of unadjusted Langevin Monte Carlo (LMC) and provides a non-asymptotic analysis of its sampling error in 2-Wasserstein distance. The proof is based on a refinement of mean-square analysis in Li et al. (2019), and this refined framework automates the analysis of a large class of sampling algorithms based on discretizations of contractive SDEs. Using this framework, we establish an O(d/epsilon) mixing time bound for LMC, without warm start, under the common log-smooth and log-strongly-convex conditions, plus a growth condition on the 3rd-order derivative of the potential of target measures. This bound improves the best previously known O(d/epsilon) result and is optimal (in terms of order) in both dimension d and accuracy tolerance epsilon for target measures satisfying the aforementioned assumptions. Our theoretical analysis is further validated by numerical experiments.

With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety, and fairness requirements. These requirements can be imposed (with generalization guarantees) by formulating constrained learning problems that can then be tackled by dual ascent algorithms. Yet, though these algorithms converge in objective value, even in non-convex settings, they cannot guarantee that their outcome is feasible. Doing so requires randomizing over all iterates, which is impractical in virtually any modern applications. Still, final iterates have been observed to perform well in practice. In this work, we address this gap between theory and practice by characterizing the constraint violation of Lagrangian minimizers associated with optimal dual variables, despite lack of convexity. To do this, we leverage the fact that non-convex, finite-dimensional constrained learning problems can be seen as parametrizations of convex, functional problems. Our results show that rich parametrizations effectively mitigate the issue of feasibility in dual methods, shedding light on prior empirical successes of dual learning. We illustrate our findings in fair learning tasks.

We develop a framework for non-asymptotic analysis of deterministic samplers used for diffusion generative modeling. Several recent works have analyzed stochastic samplers using tools like Girsanov's theorem and a chain rule variant of the interpolation argument. Unfortunately, these techniques give vacuous bounds when applied to deterministic samplers. We give a new operational interpretation for deterministic sampling by showing that one step along the probability flow ODE can be expressed as two steps: 1) a restoration step that runs gradient ascent on the conditional log-likelihood at some infinitesimally previous time, and 2) a degradation step that runs the forward process using noise pointing back towards the current iterate. This perspective allows us to extend denoising diffusion implicit models to general, non-linear forward processes. We then develop the first polynomial convergence bounds for these samplers under mild conditions on the data distribution.

We study reinforcement learning for global decision-making in the presence of many local agents, where the global decision-maker makes decisions affecting all local agents, and the objective is to learn a policy that maximizes the rewards of both the global and the local agents. Such problems find many applications, e.g. demand response, EV charging, queueing, etc. In this setting, scalability has been a long-standing challenge due to the size of the state/action space which can be exponential in the number of agents. This work proposes the SUB-SAMPLE-Q algorithm where the global agent subsamples kleq n local agents to compute an optimal policy in time that is only exponential in k, providing an exponential speedup from standard methods that are exponential in n. We show that the learned policy converges to the optimal policy in the order of O(1/k+epsilon_{k,m}) as the number of sub-sampled agents k increases, where epsilon_{k,m} is the Bellman noise. We also conduct numerical simulations in a demand-response setting and a queueing setting.

Proximal operators are ubiquitous in inverse problems, commonly appearing as part of algorithmic strategies to regularize problems that are otherwise ill-posed. Modern deep learning models have been brought to bear for these tasks too, as in the framework of plug-and-play or deep unrolling, where they loosely resemble proximal operators. Yet, something essential is lost in employing these purely data-driven approaches: there is no guarantee that a general deep network represents the proximal operator of any function, nor is there any characterization of the function for which the network might provide some approximate proximal. This not only makes guaranteeing convergence of iterative schemes challenging but, more fundamentally, complicates the analysis of what has been learned by these networks about their training data. Herein we provide a framework to develop learned proximal networks (LPN), prove that they provide exact proximal operators for a data-driven nonconvex regularizer, and show how a new training strategy, dubbed proximal matching, provably promotes the recovery of the log-prior of the true data distribution. Such LPN provide general, unsupervised, expressive proximal operators that can be used for general inverse problems with convergence guarantees. We illustrate our results in a series of cases of increasing complexity, demonstrating that these models not only result in state-of-the-art performance, but provide a window into the resulting priors learned from data.

In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on gradient descent-ascent, but this approach comes with a caveat. While these algorithms are guaranteed to converge on average, they do not guarantee last-iterate convergence, i.e., the current policy of the agent may never converge to the optimal solution. In practice, it is often observed that the policy alternates between satisfying the constraints and maximizing the reward, rarely accomplishing both objectives simultaneously. Here, we address this problem by introducing Reinforcement Learning with Optimistic Ascent-Descent (ReLOAD), a principled CRL method with guaranteed last-iterate convergence. We demonstrate its empirical effectiveness on a wide variety of CRL problems including discrete MDPs and continuous control. In the process we establish a benchmark of challenging CRL problems.

In the experts problem, on each of T days, an agent needs to follow the advice of one of n ``experts''. After each day, the loss associated with each expert's advice is revealed. A fundamental result in learning theory says that the agent can achieve vanishing regret, i.e. their cumulative loss is within o(T) of the cumulative loss of the best-in-hindsight expert. Can the agent perform well without sufficient space to remember all the experts? We extend a nascent line of research on this question in two directions: bullet We give a new algorithm against the oblivious adversary, improving over the memory-regret tradeoff obtained by [PZ23], and nearly matching the lower bound of [SWXZ22]. bullet We also consider an adaptive adversary who can observe past experts chosen by the agent. In this setting we give both a new algorithm and a novel lower bound, proving that roughly n memory is both necessary and sufficient for obtaining o(T) regret.

We study the conformal bootstrap of 1D CFTs on the straight Maldacena-Wilson line in 4D {cal N}=4 super-Yang-Mills theory. We introduce an improved truncation scheme with an 'OPE tail' approximation and use it to reproduce the 'bootstrability' results of Cavagli\`a et al. for the OPE-coefficients squared of the first three unprotected operators. For example, for the first OPE-coefficient squared at 't Hooft coupling (4pi)^2, linear-functional methods with two sum rules from integrated correlators give the rigorous result 0.294014873 pm 4.88 cdot 10^{-8}, whereas our methods give with machine-precision computations 0.294014228 pm 6.77 cdot 10^{-7}. For our numerical searches, we benchmark the Reinforcement Learning Soft Actor-Critic algorithm against an Interior Point Method algorithm (IPOPT) and comment on the merits of each algorithm.

Parallel decoding methods such as Jacobi decoding show promise for more efficient LLM inference as it breaks the sequential nature of the LLM decoding process and transforms it into parallelizable computation. However, in practice, it achieves little speedup compared to traditional autoregressive (AR) decoding, primarily because Jacobi decoding seldom accurately predicts more than one token in a single fixed-point iteration step. To address this, we develop a new approach aimed at realizing fast convergence from any state to the fixed point on a Jacobi trajectory. This is accomplished by refining the target LLM to consistently predict the fixed point given any state as input. Extensive experiments demonstrate the effectiveness of our method, showing 2.4times to 3.4times improvements in generation speed while preserving generation quality across both domain-specific and open-domain benchmarks.

We analyze the convergence of (stochastic) gradient descent algorithm for learning a convolutional filter with Rectified Linear Unit (ReLU) activation function. Our analysis does not rely on any specific form of the input distribution and our proofs only use the definition of ReLU, in contrast with previous works that are restricted to standard Gaussian input. We show that (stochastic) gradient descent with random initialization can learn the convolutional filter in polynomial time and the convergence rate depends on the smoothness of the input distribution and the closeness of patches. To the best of our knowledge, this is the first recovery guarantee of gradient-based algorithms for convolutional filter on non-Gaussian input distributions. Our theory also justifies the two-stage learning rate strategy in deep neural networks. While our focus is theoretical, we also present experiments that illustrate our theoretical findings.

Generative Adversarial Networks (GANs) excel at creating realistic images with complex models for which maximum likelihood is infeasible. However, the convergence of GAN training has still not been proved. We propose a two time-scale update rule (TTUR) for training GANs with stochastic gradient descent on arbitrary GAN loss functions. TTUR has an individual learning rate for both the discriminator and the generator. Using the theory of stochastic approximation, we prove that the TTUR converges under mild assumptions to a stationary local Nash equilibrium. The convergence carries over to the popular Adam optimization, for which we prove that it follows the dynamics of a heavy ball with friction and thus prefers flat minima in the objective landscape. For the evaluation of the performance of GANs at image generation, we introduce the "Fr\'echet Inception Distance" (FID) which captures the similarity of generated images to real ones better than the Inception Score. In experiments, TTUR improves learning for DCGANs and Improved Wasserstein GANs (WGAN-GP) outperforming conventional GAN training on CelebA, CIFAR-10, SVHN, LSUN Bedrooms, and the One Billion Word Benchmark.

During 2023, two interesting results were proven about the limit behavior of game dynamics: First, it was shown that there is a game for which no dynamics converges to the Nash equilibria. Second, it was shown that the sink equilibria of a game adequately capture the limit behavior of natural game dynamics. These two results have created a need and opportunity to articulate a principled computational theory of the meaning of the game that is based on game dynamics. Given any game in normal form, and any prior distribution of play, we study the problem of computing the asymptotic behavior of a class of natural dynamics called the noisy replicator dynamics as a limit distribution over the sink equilibria of the game. When the prior distribution has pure strategy support, we prove this distribution can be computed efficiently, in near-linear time to the size of the best-response graph. When the distribution can be sampled -- for example, if it is the uniform distribution over all mixed strategy profiles -- we show through experiments that the limit distribution of reasonably large games can be estimated quite accurately through sampling and simulation.

We introduce a new mechanism for stochastic convex optimization (SCO) with user-level differential privacy guarantees. The convergence rates of this mechanism are similar to those in the prior work of Levy et al. (2021); Narayanan et al. (2022), but with two important improvements. Our mechanism does not require any smoothness assumptions on the loss. Furthermore, our bounds are also the first where the minimum number of users needed for user-level privacy has no dependence on the dimension and only a logarithmic dependence on the desired excess error. The main idea underlying the new mechanism is to show that the optimizers of strongly convex losses have low local deletion sensitivity, along with an output perturbation method for functions with low local deletion sensitivity, which could be of independent interest.

In recent years, denoising diffusion models have become a crucial area of research due to their abundance in the rapidly expanding field of generative AI. While recent statistical advances have delivered explanations for the generation ability of idealised denoising diffusion models for high-dimensional target data, implementations introduce thresholding procedures for the generating process to overcome issues arising from the unbounded state space of such models. This mismatch between theoretical design and implementation of diffusion models has been addressed empirically by using a reflected diffusion process as the driver of noise instead. In this paper, we study statistical guarantees of these denoising reflected diffusion models. In particular, we establish minimax optimal rates of convergence in total variation, up to a polylogarithmic factor, under Sobolev smoothness assumptions. Our main contributions include the statistical analysis of this novel class of denoising reflected diffusion models and a refined score approximation method in both time and space, leveraging spectral decomposition and rigorous neural network analysis.

I examine some analytical properties of a nonlinear reaction-diffusion system that has been used to model the propagation of a wildfire. I establish global-in-time existence and uniqueness of bounded mild solutions to the Cauchy problem for this system given bounded initial data. In particular, this shows that the model does not allow for thermal blow-up. If the initial temperature and fuel density also satisfy certain integrability conditions, the L^2-norms of these global solutions are uniformly bounded in time. Additionally, I use a bootstrap argument to show that small initial temperatures give rise to solutions that decay to zero as time goes to infinity, proving the existence of initial states that do not develop into travelling combustion waves.

We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the optimization dynamics for the inner objective. Depending on the specific setting, the outer variables take either the meaning of hyperparameters in a supervised learning problem or parameters of a meta-learner. We provide sufficient conditions under which solutions of the approximate problem converge to those of the exact problem. We instantiate our approach for meta-learning in the case of deep learning where representation layers are treated as hyperparameters shared across a set of training episodes. In experiments, we confirm our theoretical findings, present encouraging results for few-shot learning and contrast the bilevel approach against classical approaches for learning-to-learn.

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence issues may arise when it is applied to nonconvex penalties, such as SCAD. A recent proposal generalizes Nesterov's AG method to the nonconvex setting. The proposed algorithm requires specification of several hyperparameters for its practical application. Aside from some general conditions, there is no explicit rule for selecting the hyperparameters, and how different selection can affect convergence of the algorithm. In this article, we propose a hyperparameter setting based on the complexity upper bound to accelerate convergence, and consider the application of this nonconvex AG algorithm to high-dimensional linear and logistic sparse learning problems. We further establish the rate of convergence and present a simple and useful bound to characterize our proposed optimal damping sequence. Simulation studies show that convergence can be made, on average, considerably faster than that of the conventional proximal gradient algorithm. Our experiments also show that the proposed method generally outperforms the current state-of-the-art methods in terms of signal recovery.

Conventional wisdom in deep learning states that increasing depth improves expressiveness but complicates optimization. This paper suggests that, sometimes, increasing depth can speed up optimization. The effect of depth on optimization is decoupled from expressiveness by focusing on settings where additional layers amount to overparameterization - linear neural networks, a well-studied model. Theoretical analysis, as well as experiments, show that here depth acts as a preconditioner which may accelerate convergence. Even on simple convex problems such as linear regression with ell_p loss, p>2, gradient descent can benefit from transitioning to a non-convex overparameterized objective, more than it would from some common acceleration schemes. We also prove that it is mathematically impossible to obtain the acceleration effect of overparametrization via gradients of any regularizer.

The present work explores the theoretical limits of Machine Learning (ML) within the framework of Kolmogorov's theory of Algorithmic Probability, which clarifies the notion of entropy as Expected Kolmogorov Complexity and formalizes other fundamental concepts such as Occam's razor via Levin's Universal Distribution. As a fundamental application, we develop Maximum Entropy methods that allow us to derive the Erdos--Kac Law in Probabilistic Number Theory, and establish the impossibility of discovering a formula for primes using Machine Learning via the Prime Coding Theorem.

A recurrent neural network (RNN) is a widely used deep-learning network for dealing with sequential data. Imitating a dynamical system, an infinite-width RNN can approximate any open dynamical system in a compact domain. In general, deep networks with bounded widths are more effective than wide networks in practice; however, the universal approximation theorem for deep narrow structures has yet to be extensively studied. In this study, we prove the universality of deep narrow RNNs and show that the upper bound of the minimum width for universality can be independent of the length of the data. Specifically, we show that a deep RNN with ReLU activation can approximate any continuous function or L^p function with the widths d_x+d_y+2 and max{d_x+1,d_y}, respectively, where the target function maps a finite sequence of vectors in R^{d_x} to a finite sequence of vectors in R^{d_y}. We also compute the additional width required if the activation function is tanh or more. In addition, we prove the universality of other recurrent networks, such as bidirectional RNNs. Bridging a multi-layer perceptron and an RNN, our theory and proof technique can be an initial step toward further research on deep RNNs.

We introduce a new family of particle evolution samplers suitable for constrained domains and non-Euclidean geometries. Stein Variational Mirror Descent and Mirrored Stein Variational Gradient Descent minimize the Kullback-Leibler (KL) divergence to constrained target distributions by evolving particles in a dual space defined by a mirror map. Stein Variational Natural Gradient exploits non-Euclidean geometry to more efficiently minimize the KL divergence to unconstrained targets. We derive these samplers from a new class of mirrored Stein operators and adaptive kernels developed in this work. We demonstrate that these new samplers yield accurate approximations to distributions on the simplex, deliver valid confidence intervals in post-selection inference, and converge more rapidly than prior methods in large-scale unconstrained posterior inference. Finally, we establish the convergence of our new procedures under verifiable conditions on the target distribution.

We investigate a general formulation for clustering and transductive few-shot learning, which integrates prototype-based objectives, Laplacian regularization and supervision constraints from a few labeled data points. We propose a concave-convex relaxation of the problem, and derive a computationally efficient block-coordinate bound optimizer, with convergence guarantee. At each iteration,our optimizer computes independent (parallel) updates for each point-to-cluster assignment. Therefore, it could be trivially distributed for large-scale clustering and few-shot tasks. Furthermore, we provides a thorough convergence analysis based on point-to-set maps. Were port comprehensive clustering and few-shot learning experiments over various data sets, showing that our method yields competitive performances, in term of accuracy and optimization quality, while scaling up to large problems. Using standard training on the base classes, without resorting to complex meta-learning and episodic-training strategies, our approach outperforms state-of-the-art few-shot methods by significant margins, across various models, settings and data sets. Surprisingly, we found that even standard clustering procedures (e.g., K-means), which correspond to particular, non-regularized cases of our general model, already achieve competitive performances in comparison to the state-of-the-art in few-shot learning. These surprising results point to the limitations of the current few-shot benchmarks, and question the viability of a large body of convoluted few-shot learning techniques in the recent literature.

We study the problem of learning hierarchical polynomials over the standard Gaussian distribution with three-layer neural networks. We specifically consider target functions of the form h = g circ p where p : R^d rightarrow R is a degree k polynomial and g: R rightarrow R is a degree q polynomial. This function class generalizes the single-index model, which corresponds to k=1, and is a natural class of functions possessing an underlying hierarchical structure. Our main result shows that for a large subclass of degree k polynomials p, a three-layer neural network trained via layerwise gradient descent on the square loss learns the target h up to vanishing test error in mathcal{O}(d^k) samples and polynomial time. This is a strict improvement over kernel methods, which require widetilde Theta(d^{kq}) samples, as well as existing guarantees for two-layer networks, which require the target function to be low-rank. Our result also generalizes prior works on three-layer neural networks, which were restricted to the case of p being a quadratic. When p is indeed a quadratic, we achieve the information-theoretically optimal sample complexity mathcal{O}(d^2), which is an improvement over prior work~nichani2023provable requiring a sample size of widetildeTheta(d^4). Our proof proceeds by showing that during the initial stage of training the network performs feature learning to recover the feature p with mathcal{O}(d^k) samples. This work demonstrates the ability of three-layer neural networks to learn complex features and as a result, learn a broad class of hierarchical functions.

Combining several (sample approximations of) distributions, which we term sub-posteriors, into a single distribution proportional to their product, is a common challenge. Occurring, for instance, in distributed 'big data' problems, or when working under multi-party privacy constraints. Many existing approaches resort to approximating the individual sub-posteriors for practical necessity, then find either an analytical approximation or sample approximation of the resulting (product-pooled) posterior. The quality of the posterior approximation for these approaches is poor when the sub-posteriors fall out-with a narrow range of distributional form, such as being approximately Gaussian. Recently, a Fusion approach has been proposed which finds an exact Monte Carlo approximation of the posterior, circumventing the drawbacks of approximate approaches. Unfortunately, existing Fusion approaches have a number of computational limitations, particularly when unifying a large number of sub-posteriors. In this paper, we generalise the theory underpinning existing Fusion approaches, and embed the resulting methodology within a recursive divide-and-conquer sequential Monte Carlo paradigm. This ultimately leads to a competitive Fusion approach, which is robust to increasing numbers of sub-posteriors.

The study of universal approximation properties (UAP) for neural networks (NN) has a long history. When the network width is unlimited, only a single hidden layer is sufficient for UAP. In contrast, when the depth is unlimited, the width for UAP needs to be not less than the critical width w^*_{min}=max(d_x,d_y), where d_x and d_y are the dimensions of the input and output, respectively. Recently, cai2022achieve shows that a leaky-ReLU NN with this critical width can achieve UAP for L^p functions on a compact domain K, i.e., the UAP for L^p(K,R^{d_y}). This paper examines a uniform UAP for the function class C(K,R^{d_y}) and gives the exact minimum width of the leaky-ReLU NN as w_{min}=max(d_x+1,d_y)+1_{d_y=d_x+1}, which involves the effects of the output dimensions. To obtain this result, we propose a novel lift-flow-discretization approach that shows that the uniform UAP has a deep connection with topological theory.

Strategies for the generation of periodic discrete structures with identical two-point correlation are developed. Starting from a pair of root structures, which are not related by translation, phase inversion or axis reflections, child structures of arbitrary resolution (i.e., pixel or voxel numbers) and number of phases (i.e., material phases/species) can be generated by means of trivial embedding based phase extension, application of kernels and/or phase coalescence, such that the generated structures inherit the two-point-correlation equivalence. Proofs of the inheritance property are provided by means of the Discrete Fourier Transform theory. A Python 3 implementation of the results is offered by the authors through the Github repository https://github.com/DataAnalyticsEngineering/EQ2PC in order to make the provided results reproducible and useful for all interested readers. Examples for the generation of structures are demonstrated, together with applications in the homogenization theory of periodic media.

Solving Olympiad-level mathematical problems represents a significant advancement in machine intelligence and automated reasoning. Current machine learning methods, however, struggle to solve Olympiad-level problems beyond Euclidean plane geometry due to a lack of large-scale, high-quality datasets. The challenge is even greater in algebraic systems, which involve infinite reasoning spaces within finite conditions. To address these issues, we propose AIPS, an Algebraic Inequality Proving System capable of autonomously generating complex inequality theorems and effectively solving Olympiad-level inequality problems without requiring human demonstrations. During proof search in a mixed reasoning manner, a value curriculum learning strategy on generated datasets is implemented to improve proving performance, demonstrating strong mathematical intuitions. On a test set of 20 International Mathematical Olympiad-level inequality problems, AIPS successfully solved 10, outperforming state-of-the-art methods. Furthermore, AIPS automatically generated a vast array of non-trivial theorems without human intervention, some of which have been evaluated by professional contestants and deemed to reach the level of the International Mathematical Olympiad. Notably, one theorem was selected as a competition problem in a major city 2024 Mathematical Olympiad.

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning fields. The validity of existing works heavily rely on either a restrictive Lower- Level Strong Convexity (LLSC) condition or on solving a series of approximation subproblems with high accuracy or both. In this work, by averaging the upper and lower level objectives, we propose a single loop Bi-level Averaged Method of Multipliers (sl-BAMM) for BLO that is simple yet efficient for large-scale BLO and gets rid of the limited LLSC restriction. We further provide non-asymptotic convergence analysis of sl-BAMM towards KKT stationary points, and the comparative advantage of our analysis lies in the absence of strong gradient boundedness assumption, which is always required by others. Thus our theory safely captures a wider variety of applications in deep learning, especially where the upper-level objective is quadratic w.r.t. the lower-level variable. Experimental results demonstrate the superiority of our method.

Inverse Stefan problem arising in modeling of laser ablation of biomedical tissues is analyzed, where information on the coefficients, heat flux on the fixed boundary, and density of heat sources are missing and must be found along with the temperature and free boundary. Optimal control framework is employed, where the missing data and the free boundary are components of the control vector, and optimality criteria are based on the final moment measurement of the temperature and position of the free boundary. Discretization by finite differences is pursued, and convergence of the discrete optimal control problems to the original problem is proven.

Integral to recent successes in deep reinforcement learning has been a class of temporal difference methods that use infrequently updated target values for policy evaluation in a Markov Decision Process. Yet a complete theoretical explanation for the effectiveness of target networks remains elusive. In this work, we provide an analysis of this popular class of algorithms, to finally answer the question: `why do target networks stabilise TD learning'? To do so, we formalise the notion of a partially fitted policy evaluation method, which describes the use of target networks and bridges the gap between fitted methods and semigradient temporal difference algorithms. Using this framework we are able to uniquely characterise the so-called deadly triad - the use of TD updates with (nonlinear) function approximation and off-policy data - which often leads to nonconvergent algorithms. This insight leads us to conclude that the use of target networks can mitigate the effects of poor conditioning in the Jacobian of the TD update. Instead, we show that under mild regularity conditions and a well tuned target network update frequency, convergence can be guaranteed even in the extremely challenging off-policy sampling and nonlinear function approximation setting.

We initiate the study of statistical inference and A/B testing for first-price pacing equilibria (FPPE). The FPPE model captures the dynamics resulting from large-scale first-price auction markets where buyers use pacing-based budget management. Such markets arise in the context of internet advertising, where budgets are prevalent. We propose a statistical framework for the FPPE model, in which a limit FPPE with a continuum of items models the long-run steady-state behavior of the auction platform, and an observable FPPE consisting of a finite number of items provides the data to estimate primitives of the limit FPPE, such as revenue, Nash social welfare (a fair metric of efficiency), and other parameters of interest. We develop central limit theorems and asymptotically valid confidence intervals. Furthermore, we establish the asymptotic local minimax optimality of our estimators. We then show that the theory can be used for conducting statistically valid A/B testing on auction platforms. Numerical simulations verify our central limit theorems, and empirical coverage rates for our confidence intervals agree with our theory.

We propose a tuning-free dynamic SGD step size formula, which we call Distance over Gradients (DoG). The DoG step sizes depend on simple empirical quantities (distance from the initial point and norms of gradients) and have no ``learning rate'' parameter. Theoretically, we show that a slight variation of the DoG formula enjoys strong parameter-free convergence guarantees for stochastic convex optimization assuming only locally bounded stochastic gradients. Empirically, we consider a broad range of vision and language transfer learning tasks, and show that DoG's performance is close to that of SGD with tuned learning rate. We also propose a per-layer variant of DoG that generally outperforms tuned SGD, approaching the performance of tuned Adam. A PyTorch implementation is available at https://github.com/formll/dog

Inequality proving, crucial across diverse scientific and mathematical fields, tests advanced reasoning skills such as discovering tight bounds and strategic theorem application. This makes it a distinct, demanding frontier for large language models (LLMs), offering insights beyond general mathematical problem-solving. Progress in this area is hampered by existing datasets that are often scarce, synthetic, or rigidly formal. We address this by proposing an informal yet verifiable task formulation, recasting inequality proving into two automatically checkable subtasks: bound estimation and relation prediction. Building on this, we release IneqMath, an expert-curated dataset of Olympiad-level inequalities, including a test set and training corpus enriched with step-wise solutions and theorem annotations. We also develop a novel LLM-as-judge evaluation framework, combining a final-answer judge with four step-wise judges designed to detect common reasoning flaws. A systematic evaluation of 29 leading LLMs on IneqMath reveals a surprising reality: even top models like o1 achieve less than 10% overall accuracy under step-wise scrutiny; this is a drop of up to 65.5% from their accuracy considering only final answer equivalence. This discrepancy exposes fragile deductive chains and a critical gap for current LLMs between merely finding an answer and constructing a rigorous proof. Scaling model size and increasing test-time computation yield limited gains in overall proof correctness. Instead, our findings highlight promising research directions such as theorem-guided reasoning and self-refinement. Code and data are available at https://ineqmath.github.io/.

The original Grover's algorithm suffers from the souffle problem, which means that the success probability of quantum search decreases dramatically if the iteration time is too small or too large from the right time. To overcome the souffle problem, the fixed-point quantum search with an optimal number of queries was proposed [Phys. Rev. Lett. 113, 210501 (2014)], which always finds a marked state with a high probability when a lower bound of the proportion of marked states is given. The fixed-point quantum search relies on a key lemma regarding the explicit formula of recursive quasi-Chebyshev polynomials, but its proof is not given explicitly. In this work, we give a detailed proof of this lemma, thus providing a sound foundation for the correctness of the fixed-point quantum search. This lemma may be of independent interest as well, since it expands the mathematical form of the recursive relation of Chebyshev polynomials of the first kind, and it also constitutes a key component in overcoming the souffle problem of quantum walk-based search algorithms, for example, robust quantum walk search on complete bipartite graphs [Phys. Rev. A 106, 052207 (2022)]. Hopefully, more applications of the lemma will be found in the future.

We study the behavior of deterministic methods for solving inverse problems in imaging. These methods are commonly designed to achieve two goals: (1) attaining high perceptual quality, and (2) generating reconstructions that are consistent with the measurements. We provide a rigorous proof that the better a predictor satisfies these two requirements, the larger its Lipschitz constant must be, regardless of the nature of the degradation involved. In particular, to approach perfect perceptual quality and perfect consistency, the Lipschitz constant of the model must grow to infinity. This implies that such methods are necessarily more susceptible to adversarial attacks. We demonstrate our theory on single image super-resolution algorithms, addressing both noisy and noiseless settings. We also show how this undesired behavior can be leveraged to explore the posterior distribution, thereby allowing the deterministic model to imitate stochastic methods.

We propose ScaledGD(\lambda), a preconditioned gradient descent method to tackle the low-rank matrix sensing problem when the true rank is unknown, and when the matrix is possibly ill-conditioned. Using overparametrized factor representations, ScaledGD(\lambda) starts from a small random initialization, and proceeds by gradient descent with a specific form of damped preconditioning to combat bad curvatures induced by overparameterization and ill-conditioning. At the expense of light computational overhead incurred by preconditioners, ScaledGD(\lambda) is remarkably robust to ill-conditioning compared to vanilla gradient descent (GD) even with overprameterization. Specifically, we show that, under the Gaussian design, ScaledGD(\lambda) converges to the true low-rank matrix at a constant linear rate after a small number of iterations that scales only logarithmically with respect to the condition number and the problem dimension. This significantly improves over the convergence rate of vanilla GD which suffers from a polynomial dependency on the condition number. Our work provides evidence on the power of preconditioning in accelerating the convergence without hurting generalization in overparameterized learning.

The lottery ticket hypothesis (Frankle and Carbin, 2018), states that a randomly-initialized network contains a small subnetwork such that, when trained in isolation, can compete with the performance of the original network. We prove an even stronger hypothesis (as was also conjectured in Ramanujan et al., 2019), showing that for every bounded distribution and every target network with bounded weights, a sufficiently over-parameterized neural network with random weights contains a subnetwork with roughly the same accuracy as the target network, without any further training.

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret performance compared to existing approaches. The first algorithm, although computationally inefficient, ensures a regret of mathcal{O}left(Kright), where K is the number of episodes. This is the first result with the optimal K dependence in the considered setting. The second algorithm, which is based on the policy optimization framework, guarantees a regret of mathcal{O}left(K^{3{4}} right) and is computationally efficient. Both our results significantly improve over the state-of-the-art: a computationally inefficient algorithm by Kong et al. [2023] with mathcal{O}left(K^{4{5}}+polyleft(1{lambda_{min}}right) right) regret, for some problem-dependent constant lambda_{min} that can be arbitrarily close to zero, and a computationally efficient algorithm by Sherman et al. [2023b] with mathcal{O}left(K^{6{7}} right) regret.

We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm drives a natural stationarity measure to zero at the rate O(k^{-1/4}). As a consequence, we obtain the first complexity guarantees for the stochastic proximal point, proximal subgradient, and regularized Gauss-Newton methods for minimizing compositions of convex functions with smooth maps. The guiding principle, underlying the complexity guarantees, is that all algorithms under consideration can be interpreted as approximate descent methods on an implicit smoothing of the problem, given by the Moreau envelope. Specializing to classical circumstances, we obtain the long-sought convergence rate of the stochastic projected gradient method, without batching, for minimizing a smooth function on a closed convex set.

The classical development of neural networks has primarily focused on learning mappings between finite dimensional Euclidean spaces or finite sets. We propose a generalization of neural networks to learn operators, termed neural operators, that map between infinite dimensional function spaces. We formulate the neural operator as a composition of linear integral operators and nonlinear activation functions. We prove a universal approximation theorem for our proposed neural operator, showing that it can approximate any given nonlinear continuous operator. The proposed neural operators are also discretization-invariant, i.e., they share the same model parameters among different discretization of the underlying function spaces. Furthermore, we introduce four classes of efficient parameterization, viz., graph neural operators, multi-pole graph neural operators, low-rank neural operators, and Fourier neural operators. An important application for neural operators is learning surrogate maps for the solution operators of partial differential equations (PDEs). We consider standard PDEs such as the Burgers, Darcy subsurface flow, and the Navier-Stokes equations, and show that the proposed neural operators have superior performance compared to existing machine learning based methodologies, while being several orders of magnitude faster than conventional PDE solvers.

The Schr\"odinger Bridge (SB) is a powerful framework for solving generative modeling tasks such as unpaired domain translation. Most SB-related research focuses on continuous data space R^{D} and leaves open theoretical and algorithmic questions about applying SB methods to discrete data, e.g, on finite spaces S^{D}. Notable examples of such sets S are codebooks of vector-quantized (VQ) representations of modern autoencoders, tokens in texts, categories of atoms in molecules, etc. In this paper, we provide a theoretical and algorithmic foundation for solving SB in discrete spaces using the recently introduced Iterative Markovian Fitting (IMF) procedure. Specifically, we theoretically justify the convergence of discrete-time IMF (D-IMF) to SB in discrete spaces. This enables us to develop a practical computational algorithm for SB which we call Categorical Schr\"odinger Bridge Matching (CSBM). We show the performance of CSBM via a series of experiments with synthetic data and VQ representations of images.

We study the problem of detecting the correlation between two Gaussian databases XinR^{ntimes d} and Y^{ntimes d}, each composed of n users with d features. This problem is relevant in the analysis of social media, computational biology, etc. We formulate this as a hypothesis testing problem: under the null hypothesis, these two databases are statistically independent. Under the alternative, however, there exists an unknown permutation sigma over the set of n users (or, row permutation), such that X is rho-correlated with Y^sigma, a permuted version of Y. We determine sharp thresholds at which optimal testing exhibits a phase transition, depending on the asymptotic regime of n and d. Specifically, we prove that if rho^2dto0, as dtoinfty, then weak detection (performing slightly better than random guessing) is statistically impossible, irrespectively of the value of n. This compliments the performance of a simple test that thresholds the sum all entries of X^TY. Furthermore, when d is fixed, we prove that strong detection (vanishing error probability) is impossible for any rho<rho^star, where rho^star is an explicit function of d, while weak detection is again impossible as long as rho^2dto0. These results close significant gaps in current recent related studies.

Finding the mixed Nash equilibria (MNE) of a two-player zero sum continuous game is an important and challenging problem in machine learning. A canonical algorithm to finding the MNE is the noisy gradient descent ascent method which in the infinite particle limit gives rise to the {\em Mean-Field Gradient Descent Ascent} (GDA) dynamics on the space of probability measures. In this paper, we first study the convergence of a two-scale Mean-Field GDA dynamics for finding the MNE of the entropy-regularized objective. More precisely we show that for each finite temperature (or regularization parameter), the two-scale Mean-Field GDA with a suitable {\em finite} scale ratio converges exponentially to the unique MNE without assuming the convexity or concavity of the interaction potential. The key ingredient of our proof lies in the construction of new Lyapunov functions that dissipate exponentially along the Mean-Field GDA. We further study the simulated annealing of the Mean-Field GDA dynamics. We show that with a temperature schedule that decays logarithmically in time the annealed Mean-Field GDA converges to the MNE of the original unregularized objective.

A neural architecture with randomly initialized weights, in the infinite width limit, is equivalent to a Gaussian Random Field whose covariance function is the so-called Neural Network Gaussian Process kernel (NNGP). We prove that a reproducing kernel Hilbert space (RKHS) defined by the NNGP contains only functions that can be approximated by the architecture. To achieve a certain approximation error the required number of neurons in each layer is defined by the RKHS norm of the target function. Moreover, the approximation can be constructed from a supervised dataset by a random multi-layer representation of an input vector, together with training of the last layer's weights. For a 2-layer NN and a domain equal to an n-1-dimensional sphere in {mathbb R}^n, we compare the number of neurons required by Barron's theorem and by the multi-layer features construction. We show that if eigenvalues of the integral operator of the NNGP decay slower than k^{-n-2{3}} where k is an order of an eigenvalue, then our theorem guarantees a more succinct neural network approximation than Barron's theorem. We also make some computational experiments to verify our theoretical findings. Our experiments show that realistic neural networks easily learn target functions even when both theorems do not give any guarantees.

In this paper, we sharpen results obtained by the author in 2023. The new results reduce the Mathieu Conjecture on SU(N) (formulated for all compact connected Lie groups by O. Mathieu in 1997) to a conjecture involving only functions on R^ntimes (S^1)^m with n,m non-negative integers instead of involving functions on R^ntimes (S^1setminus{1})^m. The proofs rely on a more recent work of the author (2024) and a specific KAK decomposition. Finally, with these results we can also improve the results on the groups Sp(N) and G_2 in the latter paper, since they relied on the construction introduced in the 2023 paper.

Decentralized learning provides a scalable alternative to traditional parameter-server-based training, yet its performance is often hindered by limited peer-to-peer communication. In this paper, we study how communication should be scheduled over time, including determining when and how frequently devices synchronize. Our empirical results show that concentrating communication budgets in the later stages of decentralized training markedly improves global generalization. Surprisingly, we uncover that fully connected communication at the final step, implemented by a single global merging, is sufficient to match the performance of server-based training. We further show that low communication in decentralized learning preserves the mergeability of local models throughout training. Our theoretical contributions, which explains these phenomena, are first to establish that the globally merged model of decentralized SGD can converge faster than centralized mini-batch SGD. Technically, we novelly reinterpret part of the discrepancy among local models, which were previously considered as detrimental noise, as constructive components that accelerate convergence. This work challenges the common belief that decentralized learning generalizes poorly under data heterogeneity and limited communication, while offering new insights into model merging and neural network loss landscapes.

Computational sensing strategies often suffer from calibration errors in the physical implementation of their ideal sensing models. Such uncertainties are typically addressed by using multiple, accurately chosen training signals to recover the missing information on the sensing model, an approach that can be resource-consuming and cumbersome. Conversely, blind calibration does not employ any training signal, but corresponds to a bilinear inverse problem whose algorithmic solution is an open issue. We here address blind calibration as a non-convex problem for linear random sensing models, in which we aim to recover an unknown signal from its projections on sub-Gaussian random vectors, each subject to an unknown positive multiplicative factor (or gain). To solve this optimisation problem we resort to projected gradient descent starting from a suitable, carefully chosen initialisation point. An analysis of this algorithm allows us to show that it converges to the exact solution provided a sample complexity requirement is met, i.e., relating convergence to the amount of information collected during the sensing process. Interestingly, we show that this requirement grows linearly (up to log factors) in the number of unknowns of the problem. This sample complexity is found both in absence of prior information, as well as when subspace priors are available for both the signal and gains, allowing a further reduction of the number of observations required for our recovery guarantees to hold. Moreover, in the presence of noise we show how our descent algorithm yields a solution whose accuracy degrades gracefully with the amount of noise affecting the measurements. Finally, we present some numerical experiments in an imaging context, where our algorithm allows for a simple solution to blind calibration of the gains in a sensor array.

Training a neural network requires choosing a suitable learning rate, which involves a trade-off between speed and effectiveness of convergence. While there has been considerable theoretical and empirical analysis of how large the learning rate can be, most prior work focuses only on late-stage training. In this work, we introduce the maximal initial learning rate eta^{ast} - the largest learning rate at which a randomly initialized neural network can successfully begin training and achieve (at least) a given threshold accuracy. Using a simple approach to estimate eta^{ast}, we observe that in constant-width fully-connected ReLU networks, eta^{ast} behaves differently from the maximum learning rate later in training. Specifically, we find that eta^{ast} is well predicted as a power of depth times width, provided that (i) the width of the network is sufficiently large compared to the depth, and (ii) the input layer is trained at a relatively small learning rate. We further analyze the relationship between eta^{ast} and the sharpness lambda_{1} of the network at initialization, indicating they are closely though not inversely related. We formally prove bounds for lambda_{1} in terms of depth times width that align with our empirical results.

Computers calculate transcendental functions by approximating them through the composition of a few limited-precision instructions. For example, an exponential can be calculated with a Taylor series. These approximation methods were developed over the centuries by mathematicians, who emphasized the attainability of arbitrary precision. Computers, however, operate on few limited precision types, such as the popular float32. In this study, we show that when aiming for limited precision, existing approximation methods can be outperformed by programs automatically discovered from scratch by a simple evolutionary algorithm. In particular, over real numbers, our method can approximate the exponential function reaching orders of magnitude more precision for a given number of operations when compared to previous approaches. More practically, over float32 numbers and constrained to less than 1 ULP of error, the same method attains a speedup over baselines by generating code that triggers better XLA/LLVM compilation paths. In other words, in both cases, evolution searched a vast space of possible programs, without knowledge of mathematics, to discover previously unknown optimized approximations to high precision, for the first time. We also give evidence that these results extend beyond the exponential. The ubiquity of transcendental functions suggests that our method has the potential to reduce the cost of scientific computing applications.

The ability of an architecture to realize permutations is quite fundamental. For example, Large Language Models need to be able to correctly copy (and perhaps rearrange) parts of the input prompt into the output. Classical universal approximation theorems guarantee the existence of parameter configurations that solve this task but offer no insights into whether gradient-based algorithms can find them. In this paper, we address this gap by focusing on two-layer fully connected feed-forward neural networks and the task of learning permutations on nonzero binary inputs. We show that in the infinite width Neural Tangent Kernel (NTK) regime, an ensemble of such networks independently trained with gradient descent on only the k standard basis vectors out of 2^k - 1 possible inputs successfully learns any fixed permutation of length k with arbitrarily high probability. By analyzing the exact training dynamics, we prove that the network's output converges to a Gaussian process whose mean captures the ground truth permutation via sign-based features. We then demonstrate how averaging these runs (an "ensemble" method) and applying a simple rounding step yields an arbitrarily accurate prediction on any possible input unseen during training. Notably, the number of models needed to achieve exact learning with high probability (which we refer to as ensemble complexity) exhibits a linearithmic dependence on the input size k for a single test input and a quadratic dependence when considering all test inputs simultaneously.

We study a family of distributed stochastic optimization algorithms where gradients are sampled by a token traversing a network of agents in random-walk fashion. Typically, these random-walks are chosen to be Markov chains that asymptotically sample from a desired target distribution, and play a critical role in the convergence of the optimization iterates. In this paper, we take a novel approach by replacing the standard linear Markovian token by one which follows a nonlinear Markov chain - namely the Self-Repellent Radom Walk (SRRW). Defined for any given 'base' Markov chain, the SRRW, parameterized by a positive scalar {\alpha}, is less likely to transition to states that were highly visited in the past, thus the name. In the context of MCMC sampling on a graph, a recent breakthrough in Doshi et al. (2023) shows that the SRRW achieves O(1/{\alpha}) decrease in the asymptotic variance for sampling. We propose the use of a 'generalized' version of the SRRW to drive token algorithms for distributed stochastic optimization in the form of stochastic approximation, termed SA-SRRW. We prove that the optimization iterate errors of the resulting SA-SRRW converge to zero almost surely and prove a central limit theorem, deriving the explicit form of the resulting asymptotic covariance matrix corresponding to iterate errors. This asymptotic covariance is always smaller than that of an algorithm driven by the base Markov chain and decreases at rate O(1/{\alpha}^2) - the performance benefit of using SRRW thereby amplified in the stochastic optimization context. Empirical results support our theoretical findings.

We develop a variant of the stochastic prox-linear method for minimizing the Conditional Value-at-Risk (CVaR) objective. CVaR is a risk measure focused on minimizing worst-case performance, defined as the average of the top quantile of the losses. In machine learning, such a risk measure is useful to train more robust models. Although the stochastic subgradient method (SGM) is a natural choice for minimizing the CVaR objective, we show that our stochastic prox-linear (SPL+) algorithm can better exploit the structure of the objective, while still providing a convenient closed form update. Our SPL+ method also adapts to the scaling of the loss function, which allows for easier tuning. We then specialize a general convergence theorem for SPL+ to our setting, and show that it allows for a wider selection of step sizes compared to SGM. We support this theoretical finding experimentally.

Higher-order probabilistic programming languages allow programmers to write sophisticated models in machine learning and statistics in a succinct and structured way, but step outside the standard measure-theoretic formalization of probability theory. Programs may use both higher-order functions and continuous distributions, or even define a probability distribution on functions. But standard probability theory does not handle higher-order functions well: the category of measurable spaces is not cartesian closed. Here we introduce quasi-Borel spaces. We show that these spaces: form a new formalization of probability theory replacing measurable spaces; form a cartesian closed category and so support higher-order functions; form a well-pointed category and so support good proof principles for equational reasoning; and support continuous probability distributions. We demonstrate the use of quasi-Borel spaces for higher-order functions and probability by: showing that a well-known construction of probability theory involving random functions gains a cleaner expression; and generalizing de Finetti's theorem, that is a crucial theorem in probability theory, to quasi-Borel spaces.

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework uses the (expensive) gradient computation to construct surrogate functions in a target space (e.g. the logits output by a linear model for classification) that can be minimized efficiently. This allows for multiple parameter updates to the model, amortizing the cost of gradient computation. In the full-batch setting, we prove that our surrogate is a global upper-bound on the loss, and can be (locally) minimized using a black-box optimization algorithm. We prove that the resulting majorization-minimization algorithm ensures convergence to a stationary point of the loss. Next, we instantiate our framework in the stochastic setting and propose the SSO algorithm, which can be viewed as projected stochastic gradient descent in the target space. This connection enables us to prove theoretical guarantees for SSO when minimizing convex functions. Our framework allows the use of standard stochastic optimization algorithms to construct surrogates which can be minimized by any deterministic optimization method. To evaluate our framework, we consider a suite of supervised learning and imitation learning problems. Our experiments indicate the benefits of target optimization and the effectiveness of SSO.

Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing the actual ground truth. While the original formulation assumes data exchangeability, some extensions handle non-exchangeable data, which is often the case in many real-world scenarios. In parallel, some progress has been made in conformal methods that provide statistical guarantees for a broader range of objectives, such as bounding the best F_1-score or minimizing the false negative rate in expectation. In this paper, we leverage and extend these two lines of work by proposing non-exchangeable conformal risk control, which allows controlling the expected value of any monotone loss function when the data is not exchangeable. Our framework is flexible, makes very few assumptions, and allows weighting the data based on its relevance for a given test example; a careful choice of weights may result on tighter bounds, making our framework useful in the presence of change points, time series, or other forms of distribution drift. Experiments with both synthetic and real world data show the usefulness of our method.

Stochastically Extended Adversarial (SEA) model is introduced by Sachs et al. [2022] as an interpolation between stochastic and adversarial online convex optimization. Under the smoothness condition, they demonstrate that the expected regret of optimistic follow-the-regularized-leader (FTRL) depends on the cumulative stochastic variance sigma_{1:T}^2 and the cumulative adversarial variation Sigma_{1:T}^2 for convex functions. They also provide a slightly weaker bound based on the maximal stochastic variance sigma_{max}^2 and the maximal adversarial variation Sigma_{max}^2 for strongly convex functions. Inspired by their work, we investigate the theoretical guarantees of optimistic online mirror descent (OMD) for the SEA model. For convex and smooth functions, we obtain the same O(sigma_{1:T^2}+Sigma_{1:T^2}) regret bound, without the convexity requirement of individual functions. For strongly convex and smooth functions, we establish an O(min{log (sigma_{1:T}^2+Sigma_{1:T}^2), (sigma_{max}^2 + Sigma_{max}^2) log T}) bound, better than their O((sigma_{max}^2 + Sigma_{max}^2) log T) bound. For exp-concave and smooth functions, we achieve a new O(dlog(sigma_{1:T}^2+Sigma_{1:T}^2)) bound. Owing to the OMD framework, we can further extend our result to obtain dynamic regret guarantees, which are more favorable in non-stationary online scenarios. The attained results allow us to recover excess risk bounds of the stochastic setting and regret bounds of the adversarial setting, and derive new guarantees for many intermediate scenarios.

Even when massively overparameterized, deep neural networks show a remarkable ability to generalize. Research on this phenomenon has focused on generalization within distribution, via smooth interpolation. Yet in some settings neural networks also learn to extrapolate to data far beyond the bounds of the original training set, sometimes even allowing for infinite generalization, implying that an algorithm capable of solving the task has been learned. Here we undertake a case study of the learning dynamics of recurrent neural networks (RNNs) trained on the streaming parity task in order to develop an effective theory of algorithm development. The streaming parity task is a simple but nonlinear task defined on sequences up to arbitrary length. We show that, with sufficient finite training experience, RNNs exhibit a phase transition to perfect infinite generalization. Using an effective theory for the representational dynamics, we find an implicit representational merger effect which can be interpreted as the construction of a finite automaton that reproduces the task. Overall, our results disclose one mechanism by which neural networks can generalize infinitely from finite training experience.

Dynamical systems provide a comprehensive way to study complex and changing behaviors across various sciences. Many modern systems are too complicated to analyze directly or we do not have access to models, driving significant interest in learning methods. Koopman operators have emerged as a dominant approach because they allow the study of nonlinear dynamics using linear techniques by solving an infinite-dimensional spectral problem. However, current algorithms face challenges such as lack of convergence, hindering practical progress. This paper addresses a fundamental open question: When can we robustly learn the spectral properties of Koopman operators from trajectory data of dynamical systems, and when can we not? Understanding these boundaries is crucial for analysis, applications, and designing algorithms. We establish a foundational approach that combines computational analysis and ergodic theory, revealing the first fundamental barriers -- universal for any algorithm -- associated with system geometry and complexity, regardless of data quality and quantity. For instance, we demonstrate well-behaved smooth dynamical systems on tori where non-trivial eigenfunctions of the Koopman operator cannot be determined by any sequence of (even randomized) algorithms, even with unlimited training data. Additionally, we identify when learning is possible and introduce optimal algorithms with verification that overcome issues in standard methods. These results pave the way for a sharp classification theory of data-driven dynamical systems based on how many limits are needed to solve a problem. These limits characterize all previous methods, presenting a unified view. Our framework systematically determines when and how Koopman spectral properties can be learned.

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance difference lemma that characterizes the landscape of multi-agent policy optimization, we find that the localized action value function serves as an ideal descent direction for each local policy. Motivated by the observation, we present a multi-agent PPO algorithm in which the local policy of each agent is updated similarly to vanilla PPO. We prove that with standard regularity conditions on the Markov game and problem-dependent quantities, our algorithm converges to the globally optimal policy at a sublinear rate. We extend our algorithm to the off-policy setting and introduce pessimism to policy evaluation, which aligns with experiments. To our knowledge, this is the first provably convergent multi-agent PPO algorithm in cooperative Markov games.

Diffusion inversion is the problem of taking an image and a text prompt that describes it and finding a noise latent that would generate the image. Most current inversion techniques operate by approximately solving an implicit equation and may converge slowly or yield poor reconstructed images. Here, we formulate the problem as finding the roots of an implicit equation and design a method to solve it efficiently. Our solution is based on Newton-Raphson (NR), a well-known technique in numerical analysis. A naive application of NR may be computationally infeasible and tends to converge to incorrect solutions. We describe an efficient regularized formulation that converges quickly to a solution that provides high-quality reconstructions. We also identify a source of inconsistency stemming from prompt conditioning during the inversion process, which significantly degrades the inversion quality. To address this, we introduce a prompt-aware adjustment of the encoding, effectively correcting this issue. Our solution, Regularized Newton-Raphson Inversion, inverts an image within 0.5 sec for latent consistency models, opening the door for interactive image editing. We further demonstrate improved results in image interpolation and generation of rare objects.

We propose a new variant of the Adam optimizer [Kingma and Ba, 2014] called MICROADAM that specifically minimizes memory overheads, while maintaining theoretical convergence guarantees. We achieve this by compressing the gradient information before it is fed into the optimizer state, thereby reducing its memory footprint significantly. We control the resulting compression error via a novel instance of the classical error feedback mechanism from distributed optimization [Seide et al., 2014, Alistarh et al., 2018, Karimireddy et al., 2019] in which the error correction information is itself compressed to allow for practical memory gains. We prove that the resulting approach maintains theoretical convergence guarantees competitive to those of AMSGrad, while providing good practical performance. Specifically, we show that MICROADAM can be implemented efficiently on GPUs: on both million-scale (BERT) and billion-scale (LLaMA) models, MicroAdam provides practical convergence competitive to that of the uncompressed Adam baseline, with lower memory usage and similar running time. Our code is available at https://github.com/IST-DASLab/MicroAdam.

Particle gradient descent, which uses particles to represent a probability measure and performs gradient descent on particles in parallel, is widely used to optimize functions of probability measures. This paper considers particle gradient descent with a finite number of particles and establishes its theoretical guarantees to optimize functions that are displacement convex in measures. Concretely, for Lipschitz displacement convex functions defined on probability over R^d, we prove that O(1/epsilon^2) particles and O(d/epsilon^4) computations are sufficient to find the epsilon-optimal solutions. We further provide improved complexity bounds for optimizing smooth displacement convex functions. We demonstrate the application of our results for function approximation with specific neural architectures with two-dimensional inputs.

Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational inequality problems in machine learning, the necessity of designing efficient distributed/federated learning approaches for these problems is becoming more apparent. In this paper, we provide a unified convergence analysis of communication-efficient local training methods for distributed variational inequality problems (VIPs). Our approach is based on a general key assumption on the stochastic estimates that allows us to propose and analyze several novel local training algorithms under a single framework for solving a class of structured non-monotone VIPs. We present the first local gradient descent-accent algorithms with provable improved communication complexity for solving distributed variational inequalities on heterogeneous data. The general algorithmic framework recovers state-of-the-art algorithms and their sharp convergence guarantees when the setting is specialized to minimization or minimax optimization problems. Finally, we demonstrate the strong performance of the proposed algorithms compared to state-of-the-art methods when solving federated minimax optimization problems.

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves optimal convergence in both gradient and Hessian inexactness in this key setting. We further introduce a tensor generalization for stochastic higher-order derivatives. When the oracles are non-stochastic, the proposed tensor algorithm matches the global convergence of Nesterov Accelerated Tensor method. Both algorithms allow for approximate solutions of their auxiliary subproblems with verifiable conditions on the accuracy of the solution.

In practice, deeper networks tend to be more powerful than shallow ones, but this has not been understood theoretically. In this paper, we find the analytical solution of a three-layer network with a matrix exponential activation function, i.e., $ f(X)=W_3exp(W_2exp(W_1X)), Xin C^{dtimes d} have analytical solutions for the equations Y_1=f(X_1),Y_2=f(X_2) for X_1,X_2,Y_1,Y_2 with only invertible assumptions. Our proof shows the power of depth and the use of a non-linear activation function, since one layer network can only solve one equation,i.e.,Y=WX$.

Given a set of dissimilarity measurements amongst data points, determining what metric representation is most "consistent" with the input measurements or the metric that best captures the relevant geometric features of the data is a key step in many machine learning algorithms. Existing methods are restricted to specific kinds of metrics or small problem sizes because of the large number of metric constraints in such problems. In this paper, we provide an active set algorithm, Project and Forget, that uses Bregman projections, to solve metric constrained problems with many (possibly exponentially) inequality constraints. We provide a theoretical analysis of Project and Forget and prove that our algorithm converges to the global optimal solution and that the L_2 distance of the current iterate to the optimal solution decays asymptotically at an exponential rate. We demonstrate that using our method we can solve large problem instances of three types of metric constrained problems: general weight correlation clustering, metric nearness, and metric learning; in each case, out-performing the state of the art methods with respect to CPU times and problem sizes.

The non-convexity of the artificial neural network (ANN) training landscape brings inherent optimization difficulties. While the traditional back-propagation stochastic gradient descent (SGD) algorithm and its variants are effective in certain cases, they can become stuck at spurious local minima and are sensitive to initializations and hyperparameters. Recent work has shown that the training of an ANN with ReLU activations can be reformulated as a convex program, bringing hope to globally optimizing interpretable ANNs. However, naively solving the convex training formulation has an exponential complexity, and even an approximation heuristic requires cubic time. In this work, we characterize the quality of this approximation and develop two efficient algorithms that train ANNs with global convergence guarantees. The first algorithm is based on the alternating direction method of multiplier (ADMM). It solves both the exact convex formulation and the approximate counterpart. Linear global convergence is achieved, and the initial several iterations often yield a solution with high prediction accuracy. When solving the approximate formulation, the per-iteration time complexity is quadratic. The second algorithm, based on the "sampled convex programs" theory, is simpler to implement. It solves unconstrained convex formulations and converges to an approximately globally optimal classifier. The non-convexity of the ANN training landscape exacerbates when adversarial training is considered. We apply the robust convex optimization theory to convex training and develop convex formulations that train ANNs robust to adversarial inputs. Our analysis explicitly focuses on one-hidden-layer fully connected ANNs, but can extend to more sophisticated architectures.

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is quasar-convexity, a non-convex generalization of convexity that subsumes convex functions. Existing algorithms for minimizing quasar-convex functions in the stochastic setting have either high complexity or slow convergence, which prompts us to derive a new class of stochastic methods for optimizing smooth quasar-convex functions. We demonstrate that our algorithms have fast convergence and outperform existing algorithms on several examples, including the classical problem of learning linear dynamical systems. We also present a unified analysis of our newly proposed algorithms and a previously studied deterministic algorithm.

Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization trick is applicable when we can simulate a random variable by applying a differentiable deterministic function on an auxiliary random variable whose distribution is fixed. For many distributions of interest (such as the gamma or Dirichlet), simulation of random variables relies on acceptance-rejection sampling. The discontinuity introduced by the accept-reject step means that standard reparameterization tricks are not applicable. We propose a new method that lets us leverage reparameterization gradients even when variables are outputs of a acceptance-rejection sampling algorithm. Our approach enables reparameterization on a larger class of variational distributions. In several studies of real and synthetic data, we show that the variance of the estimator of the gradient is significantly lower than other state-of-the-art methods. This leads to faster convergence of stochastic gradient variational inference.

We propose a delay-agnostic asynchronous coordinate update algorithm (DEGAS) for computing operator fixed points, with applications to asynchronous optimization. DEGAS includes novel asynchronous variants of ADMM and block-coordinate descent as special cases. We prove that DEGAS converges under both bounded and unbounded delays under delay-free parameter conditions. We also validate by theory and experiments that DEGAS adapts well to the actual delays. The effectiveness of DEGAS is demonstrated by numerical experiments on classification problems.

Given alphain(0,1] and pin[1,+infty], we define the space DM^{alpha,p}(mathbb R^n) of L^p vector fields whose alpha-divergence is a finite Radon measure, extending the theory of divergence-measure vector fields to the distributional fractional setting. Our main results concern the absolute continuity properties of the alpha-divergence-measure with respect to the Hausdorff measure and fractional analogues of the Leibniz rule and the Gauss-Green formula. The sharpness of our results is discussed via some explicit examples.

Feedforward computation, such as evaluating a neural network or sampling from an autoregressive model, is ubiquitous in machine learning. The sequential nature of feedforward computation, however, requires a strict order of execution and cannot be easily accelerated with parallel computing. To enable parallelization, we frame the task of feedforward computation as solving a system of nonlinear equations. We then propose to find the solution using a Jacobi or Gauss-Seidel fixed-point iteration method, as well as hybrid methods of both. Crucially, Jacobi updates operate independently on each equation and can be executed in parallel. Our method is guaranteed to give exactly the same values as the original feedforward computation with a reduced (or equal) number of parallelizable iterations, and hence reduced time given sufficient parallel computing power. Experimentally, we demonstrate the effectiveness of our approach in accelerating (i) backpropagation of RNNs, (ii) evaluation of DenseNets, and (iii) autoregressive sampling of MADE and PixelCNN++, with speedup factors between 2.1 and 26 under various settings.

We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow O(1{T}) last-iterate convergence rate to a Nash equilibrium. While the O(1{T}) rate is tight for a large class of algorithms including the well-studied extragradient algorithm and optimistic gradient algorithm, it is not optimal for all gradient-based algorithms. We propose the accelerated optimistic gradient (AOG) algorithm, the first doubly optimal no-regret learning algorithm for smooth monotone games. Namely, our algorithm achieves both (i) the optimal O(T) regret in the adversarial setting under smooth and convex loss functions and (ii) the optimal O(1{T}) last-iterate convergence rate to a Nash equilibrium in multi-player smooth monotone games. As a byproduct of the accelerated last-iterate convergence rate, we further show that each player suffers only an O(log T) individual worst-case dynamic regret, providing an exponential improvement over the previous state-of-the-art O(T) bound.

Solving a linear system Ax=b is a fundamental scientific computing primitive for which numerous solvers and preconditioners have been developed. These come with parameters whose optimal values depend on the system being solved and are often impossible or too expensive to identify; thus in practice sub-optimal heuristics are used. We consider the common setting in which many related linear systems need to be solved, e.g. during a single numerical simulation. In this scenario, can we sequentially choose parameters that attain a near-optimal overall number of iterations, without extra matrix computations? We answer in the affirmative for Successive Over-Relaxation (SOR), a standard solver whose parameter omega has a strong impact on its runtime. For this method, we prove that a bandit online learning algorithm--using only the number of iterations as feedback--can select parameters for a sequence of instances such that the overall cost approaches that of the best fixed omega as the sequence length increases. Furthermore, when given additional structural information, we show that a contextual bandit method asymptotically achieves the performance of the instance-optimal policy, which selects the best omega for each instance. Our work provides the first learning-theoretic treatment of high-precision linear system solvers and the first end-to-end guarantees for data-driven scientific computing, demonstrating theoretically the potential to speed up numerical methods using well-understood learning algorithms.

Motivated by the paradigm of reservoir computing, we consider randomly initialized controlled ResNets defined as Euler-discretizations of neural controlled differential equations (Neural CDEs), a unified architecture which enconpasses both RNNs and ResNets. We show that in the infinite-width-depth limit and under proper scaling, these architectures converge weakly to Gaussian processes indexed on some spaces of continuous paths and with kernels satisfying certain partial differential equations (PDEs) varying according to the choice of activation function, extending the results of Hayou (2022); Hayou & Yang (2023) to the controlled and homogeneous case. In the special, homogeneous, case where the activation is the identity, we show that the equation reduces to a linear PDE and the limiting kernel agrees with the signature kernel of Salvi et al. (2021a). We name this new family of limiting kernels neural signature kernels. Finally, we show that in the infinite-depth regime, finite-width controlled ResNets converge in distribution to Neural CDEs with random vector fields which, depending on whether the weights are shared across layers, are either time-independent and Gaussian or behave like a matrix-valued Brownian motion.

Late-lumping feedback design for infinite-dimensional linear systems with unbounded input operators is considered. The proposed scheme is suitable for the approximation of backstepping and flatness-based designs and relies on a decomposition of the feedback into a bounded and an unbounded part. Approximation applies to the bounded part only, while the unbounded part is assumed to allow for an exact realization. Based on spectral results, the convergence of the closed-loop dynamics to the desired dynamics is established. By duality, similar results apply to the approximation of the observer output-injection gains for systems with boundary observation. The proposed design and approximation steps are demonstrated and illustrated based on a hyperbolic infinite-dimensional system.

We identify incremental learning dynamics in transformers, where the difference between trained and initial weights progressively increases in rank. We rigorously prove this occurs under the simplifying assumptions of diagonal weight matrices and small initialization. Our experiments support the theory and also show that phenomenon can occur in practice without the simplifying assumptions.

Heavy-ball momentum with decaying learning rates is widely used with SGD for optimizing deep learning models. In contrast to its empirical popularity, the understanding of its theoretical property is still quite limited, especially under the standard anisotropic gradient noise condition for quadratic regression problems. Although it is widely conjectured that heavy-ball momentum method can provide accelerated convergence and should work well in large batch settings, there is no rigorous theoretical analysis. In this paper, we fill this theoretical gap by establishing a non-asymptotic convergence bound for stochastic heavy-ball methods with step decay scheduler on quadratic objectives, under the anisotropic gradient noise condition. As a direct implication, we show that heavy-ball momentum can provide mathcal{O}(kappa) accelerated convergence of the bias term of SGD while still achieving near-optimal convergence rate with respect to the stochastic variance term. The combined effect implies an overall convergence rate within log factors from the statistical minimax rate. This means SGD with heavy-ball momentum is useful in the large-batch settings such as distributed machine learning or federated learning, where a smaller number of iterations can significantly reduce the number of communication rounds, leading to acceleration in practice.

We give the first efficient algorithm for learning halfspaces in the testable learning model recently defined by Rubinfeld and Vasilyan (2023). In this model, a learner certifies that the accuracy of its output hypothesis is near optimal whenever the training set passes an associated test, and training sets drawn from some target distribution -- e.g., the Gaussian -- must pass the test. This model is more challenging than distribution-specific agnostic or Massart noise models where the learner is allowed to fail arbitrarily if the distributional assumption does not hold. We consider the setting where the target distribution is Gaussian (or more generally any strongly log-concave distribution) in d dimensions and the noise model is either Massart or adversarial (agnostic). For Massart noise, our tester-learner runs in polynomial time and outputs a hypothesis with (information-theoretically optimal) error opt + epsilon for any strongly log-concave target distribution. For adversarial noise, our tester-learner obtains error O(opt) + epsilon in polynomial time when the target distribution is Gaussian; for strongly log-concave distributions, we obtain O(opt) + epsilon in quasipolynomial time. Prior work on testable learning ignores the labels in the training set and checks that the empirical moments of the covariates are close to the moments of the base distribution. Here we develop new tests of independent interest that make critical use of the labels and combine them with the moment-matching approach of Gollakota et al. (2023). This enables us to simulate a variant of the algorithm of Diakonikolas et al. (2020) for learning noisy halfspaces using nonconvex SGD but in the testable learning setting.

Computing the optimal transport distance between statistical distributions is a fundamental task in machine learning. One remarkable recent advancement is entropic regularization and the Sinkhorn algorithm, which utilizes only matrix scaling and guarantees an approximated solution with near-linear runtime. Despite the success of the Sinkhorn algorithm, its runtime may still be slow due to the potentially large number of iterations needed for convergence. To achieve possibly super-exponential convergence, we present Sinkhorn-Newton-Sparse (SNS), an extension to the Sinkhorn algorithm, by introducing early stopping for the matrix scaling steps and a second stage featuring a Newton-type subroutine. Adopting the variational viewpoint that the Sinkhorn algorithm maximizes a concave Lyapunov potential, we offer the insight that the Hessian matrix of the potential function is approximately sparse. Sparsification of the Hessian results in a fast O(n^2) per-iteration complexity, the same as the Sinkhorn algorithm. In terms of total iteration count, we observe that the SNS algorithm converges orders of magnitude faster across a wide range of practical cases, including optimal transportation between empirical distributions and calculating the Wasserstein W_1, W_2 distance of discretized densities. The empirical performance is corroborated by a rigorous bound on the approximate sparsity of the Hessian matrix.

We consider an existing conjecture addressing the asymptotic behavior of neural networks in the large width limit. The results that follow from this conjecture include tight bounds on the behavior of wide networks during stochastic gradient descent, and a derivation of their finite-width dynamics. We prove the conjecture for deep networks with polynomial activation functions, greatly extending the validity of these results. Finally, we point out a difference in the asymptotic behavior of networks with analytic (and non-linear) activation functions and those with piecewise-linear activations such as ReLU.

The kernel thinning (KT) algorithm of Dwivedi and Mackey (2021) compresses a probability distribution more effectively than independent sampling by targeting a reproducing kernel Hilbert space (RKHS) and leveraging a less smooth square-root kernel. Here we provide four improvements. First, we show that KT applied directly to the target RKHS yields tighter, dimension-free guarantees for any kernel, any distribution, and any fixed function in the RKHS. Second, we show that, for analytic kernels like Gaussian, inverse multiquadric, and sinc, target KT admits maximum mean discrepancy (MMD) guarantees comparable to or better than those of square-root KT without making explicit use of a square-root kernel. Third, we prove that KT with a fractional power kernel yields better-than-Monte-Carlo MMD guarantees for non-smooth kernels, like Laplace and Mat\'ern, that do not have square-roots. Fourth, we establish that KT applied to a sum of the target and power kernels (a procedure we call KT+) simultaneously inherits the improved MMD guarantees of power KT and the tighter individual function guarantees of target KT. In our experiments with target KT and KT+, we witness significant improvements in integration error even in 100 dimensions and when compressing challenging differential equation posteriors.

We investigate the expressive power of depth-2 bandlimited random neural networks. A random net is a neural network where the hidden layer parameters are frozen with random assignment, and only the output layer parameters are trained by loss minimization. Using random weights for a hidden layer is an effective method to avoid non-convex optimization in standard gradient descent learning. It has also been adopted in recent deep learning theories. Despite the well-known fact that a neural network is a universal approximator, in this study, we mathematically show that when hidden parameters are distributed in a bounded domain, the network may not achieve zero approximation error. In particular, we derive a new nontrivial approximation error lower bound. The proof utilizes the technique of ridgelet analysis, a harmonic analysis method designed for neural networks. This method is inspired by fundamental principles in classical signal processing, specifically the idea that signals with limited bandwidth may not always be able to perfectly recreate the original signal. We corroborate our theoretical results with various simulation studies, and generally, two main take-home messages are offered: (i) Not any distribution for selecting random weights is feasible to build a universal approximator; (ii) A suitable assignment of random weights exists but to some degree is associated with the complexity of the target function.

Dictionary learning is a widely used unsupervised learning method in signal processing and machine learning. Most existing works of dictionary learning are in an offline manner. There are mainly two offline ways for dictionary learning. One is to do an alternative optimization of both the dictionary and the sparse code; the other way is to optimize the dictionary by restricting it over the orthogonal group. The latter one is called orthogonal dictionary learning which has a lower complexity implementation, hence, it is more favorable for lowcost devices. However, existing schemes on orthogonal dictionary learning only work with batch data and can not be implemented online, which is not applicable for real-time applications. This paper proposes a novel online orthogonal dictionary scheme to dynamically learn the dictionary from streaming data without storing the historical data. The proposed scheme includes a novel problem formulation and an efficient online algorithm design with convergence analysis. In the problem formulation, we relax the orthogonal constraint to enable an efficient online algorithm. In the algorithm design, we propose a new Frank-Wolfe-based online algorithm with a convergence rate of O(ln t/t^(1/4)). The convergence rate in terms of key system parameters is also derived. Experiments with synthetic data and real-world sensor readings demonstrate the effectiveness and efficiency of the proposed online orthogonal dictionary learning scheme.

Scaling the amount of compute used to train language models has dramatically improved their capabilities. However, when it comes to inference, we often limit the amount of compute to only one attempt per problem. Here, we explore inference compute as another axis for scaling by increasing the number of generated samples. Across multiple tasks and models, we observe that coverage - the fraction of problems solved by any attempt - scales with the number of samples over four orders of magnitude. In domains like coding and formal proofs, where all answers can be automatically verified, these increases in coverage directly translate into improved performance. When we apply repeated sampling to SWE-bench Lite, the fraction of issues solved with DeepSeek-V2-Coder-Instruct increases from 15.9% with one sample to 56% with 250 samples, outperforming the single-attempt state-of-the-art of 43% which uses more capable frontier models. Moreover, using current API pricing, amplifying the cheaper DeepSeek model with five samples is more cost-effective and solves more issues than paying a premium for one sample from GPT-4o or Claude 3.5 Sonnet. Interestingly, the relationship between coverage and the number of samples is often log-linear and can be modelled with an exponentiated power law, suggesting the existence of inference-time scaling laws. Finally, we find that identifying correct samples out of many generations remains an important direction for future research in domains without automatic verifiers. When solving math word problems from GSM8K and MATH, coverage with Llama-3 models grows to over 95% with 10,000 samples. However, common methods to pick correct solutions from a sample collection, such as majority voting or reward models, plateau beyond several hundred samples and fail to fully scale with the sample budget.

Given a matrix Ain R^{ntimes d} and a vector bin R^n, we consider the regression problem with ell_infty guarantees: finding a vector x'in R^d such that |x'-x^*|_infty leq epsilon{d}cdot |Ax^*-b|_2cdot |A^dagger| where x^*=argmin_{xin R^d}|Ax-b|_2. One popular approach for solving such ell_2 regression problem is via sketching: picking a structured random matrix Sin R^{mtimes n} with mll n and SA can be quickly computed, solve the ``sketched'' regression problem argmin_{xin R^d} |SAx-Sb|_2. In this paper, we show that in order to obtain such ell_infty guarantee for ell_2 regression, one has to use sketching matrices that are dense. To the best of our knowledge, this is the first user case in which dense sketching matrices are necessary. On the algorithmic side, we prove that there exists a distribution of dense sketching matrices with m=epsilon^{-2}dlog^3(n/delta) such that solving the sketched regression problem gives the ell_infty guarantee, with probability at least 1-delta. Moreover, the matrix SA can be computed in time O(ndlog n). Our row count is nearly-optimal up to logarithmic factors, and significantly improves the result in [Price, Song and Woodruff, ICALP'17], in which a super-linear in d rows, m=Omega(epsilon^{-2}d^{1+gamma}) for gamma=Theta(frac{loglog n{log d}}) is required. We also develop a novel analytical framework for ell_infty guarantee regression that utilizes the Oblivious Coordinate-wise Embedding (OCE) property introduced in [Song and Yu, ICML'21]. Our analysis is arguably much simpler and more general than [Price, Song and Woodruff, ICALP'17], and it extends to dense sketches for tensor product of vectors.

We provide a theoretical framework for Reinforcement Learning with Human Feedback (RLHF). Our analysis shows that when the true reward function is linear, the widely used maximum likelihood estimator (MLE) converges under both the Bradley-Terry-Luce (BTL) model and the Plackett-Luce (PL) model. However, we show that when training a policy based on the learned reward model, MLE fails while a pessimistic MLE provides policies with improved performance under certain coverage assumptions. Additionally, we demonstrate that under the PL model, the true MLE and an alternative MLE that splits the K-wise comparison into pairwise comparisons both converge. Moreover, the true MLE is asymptotically more efficient. Our results validate the empirical success of existing RLHF algorithms in InstructGPT and provide new insights for algorithm design. Furthermore, our results unify the problem of RLHF and max-entropy Inverse Reinforcement Learning (IRL), and provide the first sample complexity bound for max-entropy IRL.

We propose a new class of online learning algorithms, generalized implicit Follow-The-Regularized-Leader (FTRL), that expands the scope of FTRL framework. Generalized implicit FTRL can recover known algorithms, as FTRL with linearized losses and implicit FTRL, and it allows the design of new update rules, as extensions of aProx and Mirror-Prox to FTRL. Our theory is constructive in the sense that it provides a simple unifying framework to design updates that directly improve the worst-case upper bound on the regret. The key idea is substituting the linearization of the losses with a Fenchel-Young inequality. We show the flexibility of the framework by proving that some known algorithms, like the Mirror-Prox updates, are instantiations of the generalized implicit FTRL. Finally, the new framework allows us to recover the temporal variation bound of implicit OMD, with the same computational complexity.

Training deep neural networks is a challenging non-convex optimization problem. Recent work has proven that the strong duality holds (which means zero duality gap) for regularized finite-width two-layer ReLU networks and consequently provided an equivalent convex training problem. However, extending this result to deeper networks remains to be an open problem. In this paper, we prove that the duality gap for deeper linear networks with vector outputs is non-zero. In contrast, we show that the zero duality gap can be obtained by stacking standard deep networks in parallel, which we call a parallel architecture, and modifying the regularization. Therefore, we prove the strong duality and existence of equivalent convex problems that enable globally optimal training of deep networks. As a by-product of our analysis, we demonstrate that the weight decay regularization on the network parameters explicitly encourages low-rank solutions via closed-form expressions. In addition, we show that strong duality holds for three-layer standard ReLU networks given rank-1 data matrices.

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to random variables are discussed, including the approach based on completions in a Polish space. We apply the theory to the study of stochastic dynamical systems in discrete-time, and give a brief exposition of the Wiener process as a foundation for stochastic differential equations. The theory is based within the framework of type-two effectivity, so has an explicit direct link with Turing computation, and is expressed in a system of computable types and operations, so has a clean mathematical description.

Model-free algorithms for reinforcement learning typically require a condition called Bellman completeness in order to successfully operate off-policy with function approximation, unless additional conditions are met. However, Bellman completeness is a requirement that is much stronger than realizability and that is deemed to be too strong to hold in practice. In this work, we relax this structural assumption and analyze the statistical complexity of off-policy reinforcement learning when only realizability holds for the prescribed function class. We establish finite-sample guarantees for off-policy reinforcement learning that are free of the approximation error term known as inherent Bellman error, and that depend on the interplay of three factors. The first two are well known: they are the metric entropy of the function class and the concentrability coefficient that represents the cost of learning off-policy. The third factor is new, and it measures the violation of Bellman completeness, namely the mis-alignment between the chosen function class and its image through the Bellman operator. In essence, these error bounds establish that off-policy reinforcement learning remains statistically viable even in absence of Bellman completeness, and characterize the intermediate situation between the favorable Bellman complete setting and the worst-case scenario where exponential lower bounds are in force. Our analysis directly applies to the solution found by temporal difference algorithms when they converge.

Magnitude of a finite metric space and the related notion of magnitude functions on metric spaces is an active area of research in algebraic topology. Magnitude originally arose in the context of biology, where it represents the number of effective species in an environment; when applied to a one-parameter family of metric spaces tX with scale parameter t, the magnitude captures much of the underlying geometry of the space. Prior work has mostly focussed on properties of magnitude in a global sense; in this paper we restrict the sets to finite subsets of Euclidean space and investigate its individual components. We give an explicit formula for the corrected inclusion-exclusion principle, and define a quantity associated with each point, called the moment which gives an intrinsic ordering to the points. We exploit this in order to form an algorithm which approximates the convex hull.

On a variety of tasks, the performance of neural networks predictably improves with training time, dataset size and model size across many orders of magnitude. This phenomenon is known as a neural scaling law. Of fundamental importance is the compute-optimal scaling law, which reports the performance as a function of units of compute when choosing model sizes optimally. We analyze a random feature model trained with gradient descent as a solvable model of network training and generalization. This reproduces many observations about neural scaling laws. First, our model makes a prediction about why the scaling of performance with training time and with model size have different power law exponents. Consequently, the theory predicts an asymmetric compute-optimal scaling rule where the number of training steps are increased faster than model parameters, consistent with recent empirical observations. Second, it has been observed that early in training, networks converge to their infinite-width dynamics at a rate 1/width but at late time exhibit a rate width^{-c}, where c depends on the structure of the architecture and task. We show that our model exhibits this behavior. Lastly, our theory shows how the gap between training and test loss can gradually build up over time due to repeated reuse of data.

Markov categories are a recent category-theoretic approach to the foundations of probability and statistics. Here we develop this approach further by treating infinite products and the Kolmogorov extension theorem. This is relevant for all aspects of probability theory in which infinitely many random variables appear at a time. These infinite tensor products bigotimes_{i in J} X_i come in two versions: a weaker but more general one for families of objects (X_i)_{i in J} in semicartesian symmetric monoidal categories, and a stronger but more specific one for families of objects in Markov categories. As a first application, we state and prove versions of the zero-one laws of Kolmogorov and Hewitt-Savage for Markov categories. This gives general versions of these results which can be instantiated not only in measure-theoretic probability, where they specialize to the standard ones in the setting of standard Borel spaces, but also in other contexts.

In many neural networks, different values of the parameters may result in the same loss value. Parameter space symmetries are loss-invariant transformations that change the model parameters. Teleportation applies such transformations to accelerate optimization. However, the exact mechanism behind this algorithm's success is not well understood. In this paper, we show that teleportation not only speeds up optimization in the short-term, but gives overall faster time to convergence. Additionally, teleporting to minima with different curvatures improves generalization, which suggests a connection between the curvature of the minimum and generalization ability. Finally, we show that integrating teleportation into a wide range of optimization algorithms and optimization-based meta-learning improves convergence. Our results showcase the versatility of teleportation and demonstrate the potential of incorporating symmetry in optimization.

Present-day federated learning (FL) systems deployed over edge networks consists of a large number of workers with high degrees of heterogeneity in data and/or computing capabilities, which call for flexible worker participation in terms of timing, effort, data heterogeneity, etc. To satisfy the need for flexible worker participation, we consider a new FL paradigm called "Anarchic Federated Learning" (AFL) in this paper. In stark contrast to conventional FL models, each worker in AFL has the freedom to choose i) when to participate in FL, and ii) the number of local steps to perform in each round based on its current situation (e.g., battery level, communication channels, privacy concerns). However, such chaotic worker behaviors in AFL impose many new open questions in algorithm design. In particular, it remains unclear whether one could develop convergent AFL training algorithms, and if yes, under what conditions and how fast the achievable convergence speed is. Toward this end, we propose two Anarchic Federated Averaging (AFA) algorithms with two-sided learning rates for both cross-device and cross-silo settings, which are named AFA-CD and AFA-CS, respectively. Somewhat surprisingly, we show that, under mild anarchic assumptions, both AFL algorithms achieve the best known convergence rate as the state-of-the-art algorithms for conventional FL. Moreover, they retain the highly desirable {\em linear speedup effect} with respect of both the number of workers and local steps in the new AFL paradigm. We validate the proposed algorithms with extensive experiments on real-world datasets.

According to the generalized Polya theorem, the Gaussian distribution on the real line is characterized by the property of equidistribution of a monomial and a linear form of independent identically distributed random variables. We give a complete description of a-adic solenoids for which an analog of this theorem is true. The proof of the main theorem is reduced to solving some functional equation in the class of continuous positive definite functions on the character group of an a-adic solenoid

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov chain from its samples, is still far from understood. We consider two problems related to the min-max risk (expected loss) of estimating an unknown k-state Markov chain from its n sequential samples: predicting the conditional distribution of the next sample with respect to the KL-divergence, and estimating the transition matrix with respect to a natural loss induced by KL or a more general f-divergence measure. For the first measure, we determine the min-max prediction risk to within a linear factor in the alphabet size, showing it is Omega(kloglog n / n) and O(k^2loglog n / n). For the second, if the transition probabilities can be arbitrarily small, then only trivial uniform risk upper bounds can be derived. We therefore consider transition probabilities that are bounded away from zero, and resolve the problem for essentially all sufficiently smooth f-divergences, including KL-, L_2-, Chi-squared, Hellinger, and Alpha-divergences.

A simple and effective method for the alignment of generative models is the best-of-n policy, where n samples are drawn from a base policy, and ranked based on a reward function, and the highest ranking one is selected. A commonly used analytical expression in the literature claims that the KL divergence between the best-of-n policy and the base policy is equal to log (n) - (n-1)/n. We disprove the validity of this claim, and show that it is an upper bound on the actual KL divergence. We also explore the tightness of this upper bound in different regimes. Finally, we propose a new estimator for the KL divergence and empirically show that it provides a tight approximation through a few examples.

Traditional Reinforcement Learning from Human Feedback (RLHF) often relies on reward models, frequently assuming preference structures like the Bradley-Terry model, which may not accurately capture the complexities of real human preferences (e.g., intransitivity). Nash Learning from Human Feedback (NLHF) offers a more direct alternative by framing the problem as finding a Nash equilibrium of a game defined by these preferences. In this work, we introduce Nash Mirror Prox (Nash-MP), an online NLHF algorithm that leverages the Mirror Prox optimization scheme to achieve fast and stable convergence to the Nash equilibrium. Our theoretical analysis establishes that Nash-MP exhibits last-iterate linear convergence towards the beta-regularized Nash equilibrium. Specifically, we prove that the KL-divergence to the optimal policy decreases at a rate of order (1+2beta)^{-N/2}, where N is a number of preference queries. We further demonstrate last-iterate linear convergence for the exploitability gap and uniformly for the span semi-norm of log-probabilities, with all these rates being independent of the size of the action space. Furthermore, we propose and analyze an approximate version of Nash-MP where proximal steps are estimated using stochastic policy gradients, making the algorithm closer to applications. Finally, we detail a practical implementation strategy for fine-tuning large language models and present experiments that demonstrate its competitive performance and compatibility with existing methods.

We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a (delta,epsilon)-stationary point from O(epsilon^{-4}delta^{-1}) stochastic gradient queries to O(epsilon^{-3}delta^{-1}), which we also show to be optimal. Our primary technique is a reduction from non-smooth non-convex optimization to online learning, after which our results follow from standard regret bounds in online learning. For deterministic and second-order smooth objectives, applying more advanced optimistic online learning techniques enables a new complexity of O(epsilon^{-1.5}delta^{-0.5}). Our techniques also recover all optimal or best-known results for finding epsilon stationary points of smooth or second-order smooth objectives in both stochastic and deterministic settings.

In mixtures-of-experts (ME) model, where a number of submodels (experts) are combined, there have been two longstanding problems: (i) how many experts should be chosen, given the size of the training data? (ii) given the total number of parameters, is it better to use a few very complex experts, or is it better to combine many simple experts? In this paper, we try to provide some insights to these problems through a theoretic study on a ME structure where m experts are mixed, with each expert being related to a polynomial regression model of order k. We study the convergence rate of the maximum likelihood estimator (MLE), in terms of how fast the Kullback-Leibler divergence of the estimated density converges to the true density, when the sample size n increases. The convergence rate is found to be dependent on both m and k, and certain choices of m and k are found to produce optimal convergence rates. Therefore, these results shed light on the two aforementioned important problems: on how to choose m, and on how m and k should be compromised, for achieving good convergence rates.

Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim, 2021, Pethick et al., 2022, B\"ohm, 2022] aiming at going beyond monotonicity by considering the weaker negative comonotonicity assumption. In particular, we provide tight complexity analyses for the Proximal Point, Extragradient, and Optimistic Gradient methods in this setup, closing some questions on their working guarantees beyond monotonicity.

A commonly used heuristic in RL is experience replay (e.g.~lin1993reinforcement, mnih2015human), in which a learner stores and re-uses past trajectories as if they were sampled online. In this work, we initiate a rigorous study of this heuristic in the setting of tabular Q-learning. We provide a convergence rate guarantee, and discuss how it compares to the convergence of Q-learning depending on important parameters such as the frequency and number of replay iterations. We also provide theoretical evidence showing when we might expect this heuristic to strictly improve performance, by introducing and analyzing a simple class of MDPs. Finally, we provide some experiments to support our theoretical findings.

Uncertainty sampling in active learning is heavily used in practice to reduce the annotation cost. However, there has been no wide consensus on the function to be used for uncertainty estimation in binary classification tasks and convergence guarantees of the corresponding active learning algorithms are not well understood. The situation is even more challenging for multi-category classification. In this work, we propose an efficient uncertainty estimator for binary classification which we also extend to multiple classes, and provide a non-asymptotic rate of convergence for our uncertainty sampling-based active learning algorithm in both cases under no-noise conditions (i.e., linearly separable data). We also extend our analysis to the noisy case and provide theoretical guarantees for our algorithm under the influence of noise in the task of binary and multi-class classification.

Variational inference is becoming more and more popular for approximating intractable posterior distributions in Bayesian statistics and machine learning. Meanwhile, a few recent works have provided theoretical justification and new insights on deep neural networks for estimating smooth functions in usual settings such as nonparametric regression. In this paper, we show that variational inference for sparse deep learning retains the same generalization properties than exact Bayesian inference. In particular, we highlight the connection between estimation and approximation theories via the classical bias-variance trade-off and show that it leads to near-minimax rates of convergence for H\"older smooth functions. Additionally, we show that the model selection framework over the neural network architecture via ELBO maximization does not overfit and adaptively achieves the optimal rate of convergence.

The categories of open learners (due to Fong, Spivak and Tuy\'eras) and open games (due to the present author, Ghani, Winschel and Zahn) bear a very striking and unexpected similarity. The purpose of this short note is to prove that there is a faithful symmetric monoidal functor from the former to the latter, which means that any supervised neural network (without feedback or other complicating features) can be seen as an open game in a canonical way. Roughly, each parameter is controlled by a different player, and the game's best response relation encodes the dynamics of gradient descent. We suggest paths for further work exploiting the link.

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models, when data are supported on an unknown low-dimensional linear subspace. Our result provides sample complexity bounds for distribution estimation using diffusion models. We show that with a properly chosen neural network architecture, the score function can be both accurately approximated and efficiently estimated. Furthermore, the generated distribution based on the estimated score function captures the data geometric structures and converges to a close vicinity of the data distribution. The convergence rate depends on the subspace dimension, indicating that diffusion models can circumvent the curse of data ambient dimensionality.

A quantum neural network (QNN) is a parameterized mapping efficiently implementable on near-term Noisy Intermediate-Scale Quantum (NISQ) computers. It can be used for supervised learning when combined with classical gradient-based optimizers. Despite the existing empirical and theoretical investigations, the convergence of QNN training is not fully understood. Inspired by the success of the neural tangent kernels (NTKs) in probing into the dynamics of classical neural networks, a recent line of works proposes to study over-parameterized QNNs by examining a quantum version of tangent kernels. In this work, we study the dynamics of QNNs and show that contrary to popular belief it is qualitatively different from that of any kernel regression: due to the unitarity of quantum operations, there is a non-negligible deviation from the tangent kernel regression derived at the random initialization. As a result of the deviation, we prove the at-most sublinear convergence for QNNs with Pauli measurements, which is beyond the explanatory power of any kernel regression dynamics. We then present the actual dynamics of QNNs in the limit of over-parameterization. The new dynamics capture the change of convergence rate during training and implies that the range of measurements is crucial to the fast QNN convergence.