Daily Papers

The Quantum Approximate Optimization Algorithm (QAOA) is a prominent variational algorithm used for solving combinatorial optimization problems such as the Max-Cut problem. A key challenge in QAOA lies in efficiently identifying suitable parameters (gamma, beta) that lead to high-quality solutions. In this paper, we propose a framework that combines Fully Informed Particle Swarm Optimization (FIPSO) with adaptive gradient correction using the Adam Optimizer to navigate the QAOA parameter space. This approach aims to avoid issues such as barren plateaus and convergence to local minima. The proposed algorithm is evaluated against two classes of graph instances, Erdos Renyi and Watts-Strogatz. Experimental results across multiple QAOA depths consistently demonstrate superior performance compared to random initialization, underscoring the effectiveness and robustness of the proposed optimization framework.

Image denoising is essential for removing noise in images caused by electric device malfunctions or other factors during image acquisition. It helps preserve image quality and interpretation. Many convolutional autoencoder algorithms have proven effective in image denoising. Owing to their promising efficiency, quantum computers have gained popularity. This study introduces a quantum convolutional autoencoder (QCAE) method for improved image denoising. This method was developed by substituting the representative latent space of the autoencoder with a quantum circuit. To enhance efficiency, we leveraged the advantages of the quantum approximate optimization algorithm (QAOA)-incorporated parameter-shift rule to identify an optimized cost function, facilitating effective learning from data and gradient computation on an actual quantum computer. The proposed QCAE method outperformed its classical counterpart as it exhibited lower training loss and a higher structural similarity index (SSIM) value. QCAE also outperformed its classical counterpart in denoising the MNIST dataset by up to 40% in terms of SSIM value, confirming its enhanced capabilities in real-world applications. Evaluation of QAOA performance across different circuit configurations and layer variations showed that our technique outperformed other circuit designs by 25% on average.

Natural Language Processing (NLP) systems are increasingly taking the form of multi-stage pipelines involving multiple distinct language models (LMs) and prompting strategies. Here we address the question of how to fine-tune such systems to improve their performance. We cast this as a problem of optimizing the underlying LM weights and the prompting strategies together, and consider a challenging but highly realistic scenario in which we have no gold labels for any intermediate stages in the pipeline. To address this challenge, we evaluate approximate optimization strategies in which we bootstrap training labels for all pipeline stages and use these to optimize the pipeline's prompts and fine-tune its weights alternatingly. In experiments with multi-hop QA, mathematical reasoning, and feature-based classification, we find that simple approaches for optimizing the prompts and weights together outperform directly optimizing weights alone and prompts alone by up to 65% and 5%, respectively, on average across LMs and tasks. We will release our new optimizers in DSPy at http://dspy.ai

Quantum optimization holds promise for addressing classically intractable combinatorial problems, yet a standardized framework for benchmarking its performance, particularly in terms of solution quality, computational speed, and scalability is still lacking. In this work, we introduce a comprehensive benchmarking framework designed to systematically evaluate a range of quantum optimization techniques against well-established NP-hard combinatorial problems. Our framework focuses on key problem classes, including the Multi-Dimensional Knapsack Problem (MDKP), Maximum Independent Set (MIS), Quadratic Assignment Problem (QAP), and Market Share Problem (MSP). Our study evaluates gate-based quantum approaches, including the Variational Quantum Eigensolver (VQE) and its CVaR-enhanced variant, alongside advanced quantum algorithms such as the Quantum Approximate Optimization Algorithm (QAOA) and its extensions. To address resource constraints, we incorporate qubit compression techniques like Pauli Correlation Encoding (PCE) and Quantum Random Access Optimization (QRAO). Experimental results, obtained from simulated quantum environments and classical solvers, provide key insights into feasibility, optimality gaps, and scalability. Our findings highlight both the promise and current limitations of quantum optimization, offering a structured pathway for future research and practical applications in quantum-enhanced decision-making.

We present a fine-grained theoretical analysis of the performance gap between reinforcement learning from human feedback (RLHF) and direct preference optimization (DPO) under a representation gap. Our study decomposes this gap into two sources: an explicit representation gap under exact optimization and an implicit representation gap under finite samples. In the exact optimization setting, we characterize how the relative capacities of the reward and policy model classes influence the final policy qualities. We show that RLHF, DPO, or online DPO can outperform one another depending on the type of model mis-specifications. Notably, online DPO can outperform both RLHF and standard DPO when the reward and policy model classes are isomorphic and both mis-specified. In the approximate optimization setting, we provide a concrete construction where the ground-truth reward is implicitly sparse and show that RLHF requires significantly fewer samples than DPO to recover an effective reward model -- highlighting a statistical advantage of two-stage learning. Together, these results provide a comprehensive understanding of the performance gap between RLHF and DPO under various settings, and offer practical insights into when each method is preferred.

PennyLane is a Python 3 software framework for differentiable programming of quantum computers. The library provides a unified architecture for near-term quantum computing devices, supporting both qubit and continuous-variable paradigms. PennyLane's core feature is the ability to compute gradients of variational quantum circuits in a way that is compatible with classical techniques such as backpropagation. PennyLane thus extends the automatic differentiation algorithms common in optimization and machine learning to include quantum and hybrid computations. A plugin system makes the framework compatible with any gate-based quantum simulator or hardware. We provide plugins for hardware providers including the Xanadu Cloud, Amazon Braket, and IBM Quantum, allowing PennyLane optimizations to be run on publicly accessible quantum devices. On the classical front, PennyLane interfaces with accelerated machine learning libraries such as TensorFlow, PyTorch, JAX, and Autograd. PennyLane can be used for the optimization of variational quantum eigensolvers, quantum approximate optimization, quantum machine learning models, and many other applications.

Quantum computing has gained a lot of attention recently, and scientists have seen potential applications in this field using quantum computing for Cryptography and Communication to Machine Learning and Healthcare. Protein folding has been one of the most interesting areas to study, and it is also one of the biggest problems of biochemistry. Each protein folds distinctively, and the difficulty of finding its stable shape rapidly increases with an increase in the number of amino acids in the chain. A moderate protein has about 100 amino acids, and the number of combinations one needs to verify to find the stable structure is enormous. At some point, the number of these combinations will be so vast that classical computers cannot even attempt to solve them. In this paper, we examine how this problem can be solved with the help of quantum computing using two different algorithms, Variational Quantum Eigensolver (VQE) and Quantum Approximate Optimization Algorithm (QAOA), using Qiskit Nature. We compare the results of different quantum hardware and simulators and check how error mitigation affects the performance. Further, we make comparisons with SoTA algorithms and evaluate the reliability of the method.

In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global convergence rates for both convex and non-convex objectives. The key innovation of our analysis is a novel notion called Gradient-Normalized Smoothness, which characterizes the maximum radius of a ball around the current point that yields a good relative approximation of the gradient field. Our theory establishes a natural intrinsic connection between Hessian approximation and the linearization of the gradient. Importantly, Gradient-Normalized Smoothness does not depend on the specific problem class of the objective functions, while effectively translating local information about the gradient field and Hessian approximation into the global behavior of the method. This new concept equips approximate second-order algorithms with universal global convergence guarantees, recovering state-of-the-art rates for functions with H\"older-continuous Hessians and third derivatives, quasi-self-concordant functions, as well as smooth classes in first-order optimization. These rates are achieved automatically and extend to broader classes, such as generalized self-concordant functions. We demonstrate direct applications of our results for global linear rates in logistic regression and softmax problems with approximate Hessians, as well as in non-convex optimization using Fisher and Gauss-Newton approximations.

Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we propose an algorithm for the optimization of continuous hyperparameters using inexact gradient information. An advantage of this method is that hyperparameters can be updated before model parameters have fully converged. We also give sufficient conditions for the global convergence of this method, based on regularity conditions of the involved functions and summability of errors. Finally, we validate the empirical performance of this method on the estimation of regularization constants of L2-regularized logistic regression and kernel Ridge regression. Empirical benchmarks indicate that our approach is highly competitive with respect to state of the art methods.

We introduce AQCtensor, a novel algorithm to produce short-depth quantum circuits from Matrix Product States (MPS). Our approach is specifically tailored to the preparation of quantum states generated from the time evolution of quantum many-body Hamiltonians. This tailored approach has two clear advantages over previous algorithms that were designed to map a generic MPS to a quantum circuit. First, we optimize all parameters of a parametric circuit at once using Approximate Quantum Compiling (AQC) - this is to be contrasted with other approaches based on locally optimizing a subset of circuit parameters and "sweeping" across the system. We introduce an optimization scheme to avoid the so-called ``orthogonality catastrophe" - i.e. the fact that the fidelity of two arbitrary quantum states decays exponentially with the number of qubits - that would otherwise render a global optimization of the circuit impractical. Second, the depth of our parametric circuit is constant in the number of qubits for a fixed simulation time and fixed error tolerance. This is to be contrasted with the linear circuit Ansatz used in generic algorithms whose depth scales linearly in the number of qubits. For simulation problems on 100 qubits, we show that AQCtensor thus achieves at least an order of magnitude reduction in the depth of the resulting optimized circuit, as compared with the best generic MPS to quantum circuit algorithms. We demonstrate our approach on simulation problems on Heisenberg-like Hamiltonians on up to 100 qubits and find optimized quantum circuits that have significantly reduced depth as compared to standard Trotterized circuits.

Bilevel optimization has been recently revisited for designing and analyzing algorithms in hyperparameter tuning and meta learning tasks. However, due to its nested structure, evaluating exact gradients for high-dimensional problems is computationally challenging. One heuristic to circumvent this difficulty is to use the approximate gradient given by performing truncated back-propagation through the iterative optimization procedure that solves the lower-level problem. Although promising empirical performance has been reported, its theoretical properties are still unclear. In this paper, we analyze the properties of this family of approximate gradients and establish sufficient conditions for convergence. We validate this on several hyperparameter tuning and meta learning tasks. We find that optimization with the approximate gradient computed using few-step back-propagation often performs comparably to optimization with the exact gradient, while requiring far less memory and half the computation time.

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.

A key challenge in applying reinforcement learning (RL) to diffusion large language models (dLLMs) lies in the intractability of their likelihood functions, which are essential for the RL objective, necessitating corresponding approximation in each training step. While existing methods approximate the log-likelihoods by their evidence lower bounds (ELBOs) via customized Monte Carlo (MC) sampling, the forward computational graphs of all MC samples need to be retained for the gradient computation of non-linear terms in the RL objective, resulting in significant memory overhead. This constraint restricts feasible sample sizes, leading to imprecise likelihood approximations and ultimately distorting the RL objective. To overcome this limitation, we propose Boundary-Guided Policy Optimization (BGPO), a memory-efficient RL algorithm that maximizes a specially constructed lower bound of the ELBO-based objective. This lower bound is carefully designed to satisfy two key properties: (1) Linearity: it is formulated in a linear sum where each term depends only on a single MC sample, thereby enabling gradient accumulation across samples and ensuring constant memory usage; (2) Equivalence: Both the value and gradient of this lower bound are equal to those of the ELBO-based objective in on-policy training, making it also an effective approximation for the original RL objective. These properties allow BGPO to adopt a large MC sample size, resulting in more accurate likelihood approximations and improved RL objective estimation, which in turn leads to enhanced performance. Experiments show that BGPO significantly outperforms previous RL algorithms for dLLMs in math problem solving, code generation, and planning tasks.

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.

Approximate nearest-neighbor search (ANNS) algorithms have become increasingly critical for recent AI applications, particularly in retrieval-augmented generation (RAG) and agent-based LLM applications. In this paper, we present CRINN, a new paradigm for ANNS algorithms. CRINN treats ANNS optimization as a reinforcement learning problem where execution speed serves as the reward signal. This approach enables the automatic generation of progressively faster ANNS implementations while maintaining accuracy constraints. Our experimental evaluation demonstrates CRINN's effectiveness across six widely-used NNS benchmark datasets. When compared against state-of-the-art open-source ANNS algorithms, CRINN achieves best performance on three of them (GIST-960-Euclidean, MNIST-784-Euclidean, and GloVe-25-angular), and tied for first place on two of them (SIFT-128-Euclidean and GloVe-25-angular). The implications of CRINN's success reach well beyond ANNS optimization: It validates that LLMs augmented with reinforcement learning can function as an effective tool for automating sophisticated algorithmic optimizations that demand specialized knowledge and labor-intensive manual refinement.Code can be found at https://github.com/deepreinforce-ai/CRINN

This paper advances the computational efficiency of Deep Hedging frameworks through the novel integration of Kronecker-Factored Approximate Curvature (K-FAC) optimization. While recent literature has established Deep Hedging as a data-driven alternative to traditional risk management strategies, the computational burden of training neural networks with first-order methods remains a significant impediment to practical implementation. The proposed architecture couples Long Short-Term Memory (LSTM) networks with K-FAC second-order optimization, specifically addressing the challenges of sequential financial data and curvature estimation in recurrent networks. Empirical validation using simulated paths from a calibrated Heston stochastic volatility model demonstrates that the K-FAC implementation achieves marked improvements in convergence dynamics and hedging efficacy. The methodology yields a 78.3% reduction in transaction costs (t = 56.88, p < 0.001) and a 34.4% decrease in profit and loss (P&L) variance compared to Adam optimization. Moreover, the K-FAC-enhanced model exhibits superior risk-adjusted performance with a Sharpe ratio of 0.0401, contrasting with -0.0025 for the baseline model. These results provide compelling evidence that second-order optimization methods can materially enhance the tractability of Deep Hedging implementations. The findings contribute to the growing literature on computational methods in quantitative finance while highlighting the potential for advanced optimization techniques to bridge the gap between theoretical frameworks and practical applications in financial markets.

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.

Speech produced by human vocal apparatus conveys substantial non-semantic information including the gender of the speaker, voice quality, affective state, abnormalities in the vocal apparatus etc. Such information is attributed to the properties of the voice source signal, which is usually estimated from the speech signal. However, most of the source estimation techniques depend heavily on the goodness of the model assumptions and are prone to noise. A popular alternative is to indirectly obtain the source information through the Electroglottographic (EGG) signal that measures the electrical admittance around the vocal folds using dedicated hardware. In this paper, we address the problem of estimating the EGG signal directly from the speech signal, devoid of any hardware. Sampling from the intractable conditional distribution of the EGG signal given the speech signal is accomplished through optimization of an evidence lower bound. This is constructed via minimization of the KL-divergence between the true and the approximated posteriors of a latent variable learned using a deep neural auto-encoder that serves an informative prior. We demonstrate the efficacy of the method at generating the EGG signal by conducting several experiments on datasets comprising multiple speakers, voice qualities, noise settings and speech pathologies. The proposed method is evaluated on many benchmark metrics and is found to agree with the gold standard while proving better than the state-of-the-art algorithms on a few tasks such as epoch extraction.

We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for approximating Nash equilibria, resulting in novel algorithms with provable guarantees. We complement our theoretical analysis with experiments demonstrating that stochastic gradient descent can outperform previous state-of-the-art approaches.

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation. However, these approaches often remain too data inefficient or unreliable to train on real robotic hardware. In this paper we introduce a novel policy gradient-based policy optimization framework which systematically leverages a (possibly highly simplified) first-principles model and enables learning precise control policies with limited amounts of real-world data. Our approach 1) uses the derivatives of the model to produce sample-efficient estimates of the policy gradient and 2) uses the model to design a low-level tracking controller, which is embedded in the policy class. Theoretical analysis provides insight into how the presence of this feedback controller addresses overcomes key limitations of stand-alone policy gradient methods, while hardware experiments with a small car and quadruped demonstrate that our approach can learn precise control strategies reliably and with only minutes of real-world data.

Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support exact inference. While standard GP surrogates have been well-established in Bayesian optimization, Bayesian neural networks (BNNs) have recently become practical function approximators, with many benefits over standard GPs such as the ability to naturally handle non-stationarity and learn representations for high-dimensional data. In this paper, we study BNNs as alternatives to standard GP surrogates for optimization. We consider a variety of approximate inference procedures for finite-width BNNs, including high-quality Hamiltonian Monte Carlo, low-cost stochastic MCMC, and heuristics such as deep ensembles. We also consider infinite-width BNNs and partially stochastic models such as deep kernel learning. We evaluate this collection of surrogate models on diverse problems with varying dimensionality, number of objectives, non-stationarity, and discrete and continuous inputs. We find: (i) the ranking of methods is highly problem dependent, suggesting the need for tailored inductive biases; (ii) HMC is the most successful approximate inference procedure for fully stochastic BNNs; (iii) full stochasticity may be unnecessary as deep kernel learning is relatively competitive; (iv) infinite-width BNNs are particularly promising, especially in high dimensions.

Enhancing the robustness of deep learning models, particularly in the realm of vision transformers (ViTs), is crucial for their real-world deployment. In this work, we provide a finetuning approach to enhance the robustness of vision transformers inspired by the concept of nullspace from linear algebra. Our investigation centers on whether a vision transformer can exhibit resilience to input variations akin to the nullspace property in linear mappings, which would imply that perturbations sampled from this nullspace do not influence the model's output when added to the input. We start from the observation that many existing ViTs satisfy this property because their patch embedding layer has a non-trivial nullspace. Then, we extend the notion of nullspace to nonlinear settings and demonstrate that it is possible to synthesize approximate nullspace elements for ViT's encoder blocks through optimization. Finally, we propose a finetuning strategy for ViTs wherein we augment the training data with synthesized approximate nullspace noise. We find that our finetuning approach significantly improves the models' robustness to both adversarial and natural image perturbations.\footnote{Code is available at: https://github.com/Liu-Hy/ns-vit.

We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent sampling-based approaches that leverage controlled stochastic processes to model approximate samples from these target densities. The main drawback of these approaches is that the training objective requires full trajectories to compute, resulting in sluggish credit assignment issues due to use of entire trajectories and a learning signal present only at the terminal time. In this work, we present Diffusion Generative Flow Samplers (DGFS), a sampling-based framework where the learning process can be tractably broken down into short partial trajectory segments, via parameterizing an additional "flow function". Our method takes inspiration from the theory developed for generative flow networks (GFlowNets), allowing us to make use of intermediate learning signals. Through various challenging experiments, we demonstrate that DGFS achieves more accurate estimates of the normalization constant than closely-related prior methods.

Low-rank optimization has emerged as a promising direction in training large language models (LLMs) to reduce the memory usage of adaptive optimizers by constraining learning to a lower-dimensional space. Prior work typically projects gradients of linear layers using approaches based on Singular Value Decomposition (SVD). However, applying SVD-based procedures individually to each layer in large models is computationally expensive and incurs additional memory costs due to storing the projection matrices. In this work, we propose a computationally efficient and conceptually simple two-step procedure to approximate SVD-based gradient projections into lower-dimensional spaces. First, we construct a complete orthogonal basis using predefined orthogonal matrices of the Discrete Cosine Transform (DCT). Second, we adaptively select basis columns based on their alignment with the gradient of each layer. Each projection matrix in our method is obtained via a single matrix multiplication followed by a lightweight sorting step to identify the most relevant basis vectors. Due to the predefined nature of the orthogonal bases, they are computed once at the start of training. During training, we store only the indices of the selected columns, avoiding the need to store full projection matrices for each layer. Our numerical experiments on both pre-training and fine-tuning tasks demonstrate the effectiveness of our dual strategy in approximating optimal low-rank projections, matching the performance of costly SVD-based methods while achieving faster runtime and reduced memory usage.

Many training data attribution (TDA) methods aim to estimate how a model's behavior would change if one or more data points were removed from the training set. Methods based on implicit differentiation, such as influence functions, can be made computationally efficient, but fail to account for underspecification, the implicit bias of the optimization algorithm, or multi-stage training pipelines. By contrast, methods based on unrolling address these issues but face scalability challenges. In this work, we connect the implicit-differentiation-based and unrolling-based approaches and combine their benefits by introducing Source, an approximate unrolling-based TDA method that is computed using an influence-function-like formula. While being computationally efficient compared to unrolling-based approaches, Source is suitable in cases where implicit-differentiation-based approaches struggle, such as in non-converged models and multi-stage training pipelines. Empirically, Source outperforms existing TDA techniques in counterfactual prediction, especially in settings where implicit-differentiation-based approaches fall short.

Maximizing a monotone submodular function under cardinality constraint k is a core problem in machine learning and database with many basic applications, including video and data summarization, recommendation systems, feature extraction, exemplar clustering, and coverage problems. We study this classic problem in the fully dynamic model where a stream of insertions and deletions of elements of an underlying ground set is given and the goal is to maintain an approximate solution using a fast update time. A recent paper at NeurIPS'20 by Lattanzi, Mitrovic, Norouzi{-}Fard, Tarnawski, Zadimoghaddam claims to obtain a dynamic algorithm for this problem with a 1{2} -epsilon approximation ratio and a query complexity bounded by poly(log(n),log(k),epsilon^{-1}). However, as we explain in this paper, the analysis has some important gaps. Having a dynamic algorithm for the problem with polylogarithmic update time is even more important in light of a recent result by Chen and Peng at STOC'22 who show a matching lower bound for the problem -- any randomized algorithm with a 1{2}+epsilon approximation ratio must have an amortized query complexity that is polynomial in n. In this paper, we develop a simpler algorithm for the problem that maintains a (1{2}-epsilon)-approximate solution for submodular maximization under cardinality constraint k using a polylogarithmic amortized update time.

Hyperparameter optimization can be formulated as a bilevel optimization problem, where the optimal parameters on the training set depend on the hyperparameters. We aim to adapt regularization hyperparameters for neural networks by fitting compact approximations to the best-response function, which maps hyperparameters to optimal weights and biases. We show how to construct scalable best-response approximations for neural networks by modeling the best-response as a single network whose hidden units are gated conditionally on the regularizer. We justify this approximation by showing the exact best-response for a shallow linear network with L2-regularized Jacobian can be represented by a similar gating mechanism. We fit this model using a gradient-based hyperparameter optimization algorithm which alternates between approximating the best-response around the current hyperparameters and optimizing the hyperparameters using the approximate best-response function. Unlike other gradient-based approaches, we do not require differentiating the training loss with respect to the hyperparameters, allowing us to tune discrete hyperparameters, data augmentation hyperparameters, and dropout probabilities. Because the hyperparameters are adapted online, our approach discovers hyperparameter schedules that can outperform fixed hyperparameter values. Empirically, our approach outperforms competing hyperparameter optimization methods on large-scale deep learning problems. We call our networks, which update their own hyperparameters online during training, Self-Tuning Networks (STNs).

Approximate inference in Gaussian process (GP) models with non-conjugate likelihoods gets entangled with the learning of the model hyperparameters. We improve hyperparameter learning in GP models and focus on the interplay between variational inference (VI) and the learning target. While VI's lower bound to the marginal likelihood is a suitable objective for inferring the approximate posterior, we show that a direct approximation of the marginal likelihood as in Expectation Propagation (EP) is a better learning objective for hyperparameter optimization. We design a hybrid training procedure to bring the best of both worlds: it leverages conjugate-computation VI for inference and uses an EP-like marginal likelihood approximation for hyperparameter learning. We compare VI, EP, Laplace approximation, and our proposed training procedure and empirically demonstrate the effectiveness of our proposal across a wide range of data sets.

Preference optimization for diffusion models aims to align them with human preferences for images. Previous methods typically leverage Vision-Language Models (VLMs) as pixel-level reward models to approximate human preferences. However, when used for step-level preference optimization, these models face challenges in handling noisy images of different timesteps and require complex transformations into pixel space. In this work, we demonstrate that diffusion models are inherently well-suited for step-level reward modeling in the latent space, as they can naturally extract features from noisy latent images. Accordingly, we propose the Latent Reward Model (LRM), which repurposes components of diffusion models to predict preferences of latent images at various timesteps. Building on LRM, we introduce Latent Preference Optimization (LPO), a method designed for step-level preference optimization directly in the latent space. Experimental results indicate that LPO not only significantly enhances performance in aligning diffusion models with general, aesthetic, and text-image alignment preferences, but also achieves 2.5-28times training speedup compared to existing preference optimization methods. Our code will be available at https://github.com/casiatao/LPO.

Reinforcement Learning from Human Feedback (RLHF) is an effective approach for aligning language models to human preferences. Central to RLHF is learning a reward function for scoring human preferences. Two main approaches for learning a reward model are 1) training an EXplicit Reward Model (EXRM) as in RLHF, and 2) using an implicit reward learned from preference data through methods such as Direct Preference Optimization (DPO). Prior work has shown that the implicit reward model of DPO (denoted as DPORM) can approximate an EXRM in the limit. DPORM's effectiveness directly implies the optimality of the learned policy, and also has practical implication for LLM alignment methods including iterative DPO. However, it is unclear how well DPORM empirically matches the performance of EXRM. This work studies the accuracy at distinguishing preferred and rejected answers for both DPORM and EXRM. Our findings indicate that even though DPORM fits the training dataset comparably, it generalizes less effectively than EXRM, especially when the validation datasets contain distribution shifts. Across five out-of-distribution settings, DPORM has a mean drop in accuracy of 3% and a maximum drop of 7%. These findings highlight that DPORM has limited generalization ability and substantiates the integration of an explicit reward model in iterative DPO approaches.

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.

With few exceptions, neural networks have been relying on backpropagation and gradient descent as the inference engine in order to learn the model parameters, because the closed-form Bayesian inference for neural networks has been considered to be intractable. In this paper, we show how we can leverage the tractable approximate Gaussian inference's (TAGI) capabilities to infer hidden states, rather than only using it for inferring the network's parameters. One novel aspect it allows is to infer hidden states through the imposition of constraints designed to achieve specific objectives, as illustrated through three examples: (1) the generation of adversarial-attack examples, (2) the usage of a neural network as a black-box optimization method, and (3) the application of inference on continuous-action reinforcement learning. These applications showcase how tasks that were previously reserved to gradient-based optimization approaches can now be approached with analytically tractable inference

Multimodal large language models (MLLMs) have enabled open-world visual understanding by injecting visual input as extra tokens into large language models (LLMs) as contexts. However, when the visual input changes from a single image to a long video, the above paradigm encounters difficulty because the vast amount of video tokens has significantly exceeded the maximal capacity of MLLMs. Therefore, existing video-based MLLMs are mostly established upon sampling a small portion of tokens from input data, which can cause key information to be lost and thus produce incorrect answers. This paper presents a simple yet effective algorithm named Adaptive Keyframe Sampling (AKS). It inserts a plug-and-play module known as keyframe selection, which aims to maximize the useful information with a fixed number of video tokens. We formulate keyframe selection as an optimization involving (1) the relevance between the keyframes and the prompt, and (2) the coverage of the keyframes over the video, and present an adaptive algorithm to approximate the best solution. Experiments on two long video understanding benchmarks validate that Adaptive Keyframe Sampling improves video QA accuracy (beyond strong baselines) upon selecting informative keyframes. Our study reveals the importance of information pre-filtering in video-based MLLMs. Code is available at https://github.com/ncTimTang/AKS.

Prompting and contextual-based fine-tuning methods, which we call Prefix Learning, have been proposed to enhance the performance of language models on various downstream tasks that can match full parameter fine-tuning. There remains a limited theoretical understanding of how these methods work. In this paper, we aim to relieve this limitation by studying the learning ability of Prefix Learning from the perspective of prefix length. In particular, we approximate the infinite-long Prefix Learning optimization process by the Neural Tangent Kernel (NTK) technique. We formulate and solve it as a learning problem of the infinite-long prefix in a one-layer attention network. Our results confirm the over-parameterization property and arbitrary small loss convergence guarantee of the infinite-long Prefix Learning in attention. To the implementation end, we propose our NTK-Attention method, which is "equivalent" to attention computation with arbitrary prefix length efficiently. Its time complexity mainly depends on the sub-quadratic of input length (without prefix), and our method only requires d^2 + d extra parameters for representation, where d is the feature dimension. In addition, we conducted experiments that compare our NTK-Attention with full parameters fine-tuning, LoRA, and P-Tuning V2 methods across vision or natural language datasets. The results indicate our approach may be a promising parameter-efficient-fine-tuning method since it has demonstrated superior performance in numerous scenarios. Our code can be found at https://github.com/ChristianYang37/chiwun/tree/main/src/NTK-Attention.

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.

Reinforcement learning (RL) has gained increasing interest since the demonstration it was able to reach human performance on video game benchmarks using deep Q-learning (DQN). The current consensus for training neural networks on such complex environments is to rely on gradient-based optimization. Although alternative Bayesian deep learning methods exist, most of them still rely on gradient-based optimization, and they typically do not scale on benchmarks such as the Atari game environment. Moreover none of these approaches allow performing the analytical inference for the weights and biases defining the neural network. In this paper, we present how we can adapt the temporal difference Q-learning framework to make it compatible with the tractable approximate Gaussian inference (TAGI), which allows learning the parameters of a neural network using a closed-form analytical method. Throughout the experiments with on- and off-policy reinforcement learning approaches, we demonstrate that TAGI can reach a performance comparable to backpropagation-trained networks while using fewer hyperparameters, and without relying on gradient-based optimization.

The rapid growth of model scale has necessitated substantial computational resources for fine-tuning. Existing approach such as Low-Rank Adaptation (LoRA) has sought to address the problem of handling the large updated parameters in full fine-tuning. However, LoRA utilize random initialization and optimization of low-rank matrices to approximate updated weights, which can result in suboptimal convergence and an accuracy gap compared to full fine-tuning. To address these issues, we propose LoLDU, a Parameter-Efficient Fine-Tuning (PEFT) approach that significantly reduces trainable parameters by 2600 times compared to regular PEFT methods while maintaining comparable performance. LoLDU leverages Lower-Diag-Upper Decomposition (LDU) to initialize low-rank matrices for faster convergence and orthogonality. We focus on optimizing the diagonal matrix for scaling transformations. To the best of our knowledge, LoLDU has the fewest parameters among all PEFT approaches. We conducted extensive experiments across 4 instruction-following datasets, 6 natural language understanding (NLU) datasets, 8 image classification datasets, and image generation datasets with multiple model types (LLaMA2, RoBERTa, ViT, and Stable Diffusion), providing a comprehensive and detailed analysis. Our open-source code can be accessed at https://github.com/SKDDJ/LoLDU{https://github.com/SKDDJ/LoLDU}.

Network robustness plays a crucial role in our understanding of complex interconnected systems such as transportation, communication, and computer networks. While significant research has been conducted in the area of network robustness, no comprehensive open-source toolbox currently exists to assist researchers and practitioners in this important topic. This lack of available tools hinders reproducibility and examination of existing work, development of new research, and dissemination of new ideas. We contribute TIGER, an open-sourced Python toolbox to address these challenges. TIGER contains 22 graph robustness measures with both original and fast approximate versions; 17 failure and attack strategies; 15 heuristic and optimization-based defense techniques; and 4 simulation tools. By democratizing the tools required to study network robustness, our goal is to assist researchers and practitioners in analyzing their own networks; and facilitate the development of new research in the field. TIGER has been integrated into the Nvidia Data Science Teaching Kit available to educators across the world; and Georgia Tech's Data and Visual Analytics class with over 1,000 students. TIGER is open sourced at: https://github.com/safreita1/TIGER

In this paper, we contend that a natural objective of representation learning is to compress and transform the distribution of the data, say sets of tokens, towards a low-dimensional Gaussian mixture supported on incoherent subspaces. The goodness of such a representation can be evaluated by a principled measure, called sparse rate reduction, that simultaneously maximizes the intrinsic information gain and extrinsic sparsity of the learned representation. From this perspective, popular deep network architectures, including transformers, can be viewed as realizing iterative schemes to optimize this measure. Particularly, we derive a transformer block from alternating optimization on parts of this objective: the multi-head self-attention operator compresses the representation by implementing an approximate gradient descent step on the coding rate of the features, and the subsequent multi-layer perceptron sparsifies the features. This leads to a family of white-box transformer-like deep network architectures, named CRATE, which are mathematically fully interpretable. We show, by way of a novel connection between denoising and compression, that the inverse to the aforementioned compressive encoding can be realized by the same class of CRATE architectures. Thus, the so-derived white-box architectures are universal to both encoders and decoders. Experiments show that these networks, despite their simplicity, indeed learn to compress and sparsify representations of large-scale real-world image and text datasets, and achieve performance very close to highly engineered transformer-based models: ViT, MAE, DINO, BERT, and GPT2. We believe the proposed computational framework demonstrates great potential in bridging the gap between theory and practice of deep learning, from a unified perspective of data compression. Code is available at: https://ma-lab-berkeley.github.io/CRATE .

Large Language Models (LLMs) have demonstrated remarkable capabilities but typically require extensive computational resources and memory for inference. Post-training quantization (PTQ) can effectively reduce these demands by storing weights in lower bit-width formats. However, standard uniform quantization often leads to notable performance degradation, particularly in low-bit scenarios. In this work, we introduce a Grouped Lattice Vector Quantization (GLVQ) framework that assigns each group of weights a customized lattice codebook, defined by a learnable generation matrix. To address the non-differentiability of the quantization process, we adopt Babai rounding to approximate nearest-lattice-point search during training, which enables stable optimization of the generation matrices. Once trained, decoding reduces to a simple matrix-vector multiplication, yielding an efficient and practical quantization pipeline. Experiments on multiple benchmarks show that our approach achieves a better trade-off between model size and accuracy compared to existing post-training quantization baselines, highlighting its effectiveness in deploying large models under stringent resource constraints. Our source code is available on GitHub repository: https://github.com/xzhang9308/GLVQ.

Feature shaping refers to a family of methods that exhibit state-of-the-art performance for out-of-distribution (OOD) detection. These approaches manipulate the feature representation, typically from the penultimate layer of a pre-trained deep learning model, so as to better differentiate between in-distribution (ID) and OOD samples. However, existing feature-shaping methods usually employ rules manually designed for specific model architectures and OOD datasets, which consequently limit their generalization ability. To address this gap, we first formulate an abstract optimization framework for studying feature-shaping methods. We then propose a concrete reduction of the framework with a simple piecewise constant shaping function and show that existing feature-shaping methods approximate the optimal solution to the concrete optimization problem. Further, assuming that OOD data is inaccessible, we propose a formulation that yields a closed-form solution for the piecewise constant shaping function, utilizing solely the ID data. Through extensive experiments, we show that the feature-shaping function optimized by our method improves the generalization ability of OOD detection across a large variety of datasets and model architectures.

We propose a novel hierarchical Bayesian model for learning with a large (possibly infinite) number of tasks/episodes, which suits well the few-shot meta learning problem. We consider episode-wise random variables to model episode-specific target generative processes, where these local random variables are governed by a higher-level global random variate. The global variable helps memorize the important information from historic episodes while controlling how much the model needs to be adapted to new episodes in a principled Bayesian manner. Within our model framework, the prediction on a novel episode/task can be seen as a Bayesian inference problem. However, a main obstacle in learning with a large/infinite number of local random variables in online nature, is that one is not allowed to store the posterior distribution of the current local random variable for frequent future updates, typical in conventional variational inference. We need to be able to treat each local variable as a one-time iterate in the optimization. We propose a Normal-Inverse-Wishart model, for which we show that this one-time iterate optimization becomes feasible due to the approximate closed-form solutions for the local posterior distributions. The resulting algorithm is more attractive than the MAML in that it is not required to maintain computational graphs for the whole gradient optimization steps per episode. Our approach is also different from existing Bayesian meta learning methods in that unlike dealing with a single random variable for the whole episodes, our approach has a hierarchical structure that allows one-time episodic optimization, desirable for principled Bayesian learning with many/infinite tasks. The code is available at https://github.com/minyoungkim21/niwmeta.

Artificial intelligence commonly refers to the science and engineering of artificial systems that can carry out tasks generally associated with requiring aspects of human intelligence, such as playing games, translating languages, and driving cars. In recent years, there have been exciting advances in learning-based, data-driven approaches towards AI, and machine learning and deep learning have enabled computer systems to perceive the world in unprecedented ways. Reinforcement learning has enabled breakthroughs in complex games such as Go and challenging robotics tasks such as quadrupedal locomotion. A key aspect of intelligence is to not only make predictions, but reason about the uncertainty in these predictions, and to consider this uncertainty when making decisions. This is what this manuscript on "Probabilistic Artificial Intelligence" is about. The first part covers probabilistic approaches to machine learning. We discuss the differentiation between "epistemic" uncertainty due to lack of data and "aleatoric" uncertainty, which is irreducible and stems, e.g., from noisy observations and outcomes. We discuss concrete approaches towards probabilistic inference and modern approaches to efficient approximate inference. The second part of the manuscript is about taking uncertainty into account in sequential decision tasks. We consider active learning and Bayesian optimization -- approaches that collect data by proposing experiments that are informative for reducing the epistemic uncertainty. We then consider reinforcement learning and modern deep RL approaches that use neural network function approximation. We close by discussing modern approaches in model-based RL, which harness epistemic and aleatoric uncertainty to guide exploration, while also reasoning about safety.

We consider the problem of designing models to leverage a recently introduced approximate model averaging technique called dropout. We define a simple new model called maxout (so named because its output is the max of a set of inputs, and because it is a natural companion to dropout) designed to both facilitate optimization by dropout and improve the accuracy of dropout's fast approximate model averaging technique. We empirically verify that the model successfully accomplishes both of these tasks. We use maxout and dropout to demonstrate state of the art classification performance on four benchmark datasets: MNIST, CIFAR-10, CIFAR-100, and SVHN.

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.

We propose a method that achieves near-optimal rates for smooth stochastic convex optimization and requires essentially no prior knowledge of problem parameters. This improves on prior work which requires knowing at least the initial distance to optimality d0. Our method, U-DoG, combines UniXGrad (Kavis et al., 2019) and DoG (Ivgi et al., 2023) with novel iterate stabilization techniques. It requires only loose bounds on d0 and the noise magnitude, provides high probability guarantees under sub-Gaussian noise, and is also near-optimal in the non-smooth case. Our experiments show consistent, strong performance on convex problems and mixed results on neural network training.

Bayesian optimisation is a popular, surrogate model-based approach for optimising expensive black-box functions. Given a surrogate model, the next location to expensively evaluate is chosen via maximisation of a cheap-to-query acquisition function. We present an epsilon-greedy procedure for Bayesian optimisation in batch settings in which the black-box function can be evaluated multiple times in parallel. Our epsilon-shotgun algorithm leverages the model's prediction, uncertainty, and the approximated rate of change of the landscape to determine the spread of batch solutions to be distributed around a putative location. The initial target location is selected either in an exploitative fashion on the mean prediction, or -- with probability epsilon -- from elsewhere in the design space. This results in locations that are more densely sampled in regions where the function is changing rapidly and in locations predicted to be good (i.e close to predicted optima), with more scattered samples in regions where the function is flatter and/or of poorer quality. We empirically evaluate the epsilon-shotgun methods on a range of synthetic functions and two real-world problems, finding that they perform at least as well as state-of-the-art batch methods and in many cases exceed their performance.

We study the task of agnostically learning halfspaces under the Gaussian distribution. Specifically, given labeled examples (x,y) from an unknown distribution on R^n times { pm 1}, whose marginal distribution on x is the standard Gaussian and the labels y can be arbitrary, the goal is to output a hypothesis with 0-1 loss OPT+epsilon, where OPT is the 0-1 loss of the best-fitting halfspace. We prove a near-optimal computational hardness result for this task, under the widely believed sub-exponential time hardness of the Learning with Errors (LWE) problem. Prior hardness results are either qualitatively suboptimal or apply to restricted families of algorithms. Our techniques extend to yield near-optimal lower bounds for related problems, including ReLU regression.

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.

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.

This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural optimization and stochastic optimization. Our presentation of black-box optimization, strongly influenced by Nesterov's seminal book and Nemirovski's lecture notes, includes the analysis of cutting plane methods, as well as (accelerated) gradient descent schemes. We also pay special attention to non-Euclidean settings (relevant algorithms include Frank-Wolfe, mirror descent, and dual averaging) and discuss their relevance in machine learning. We provide a gentle introduction to structural optimization with FISTA (to optimize a sum of a smooth and a simple non-smooth term), saddle-point mirror prox (Nemirovski's alternative to Nesterov's smoothing), and a concise description of interior point methods. In stochastic optimization we discuss stochastic gradient descent, mini-batches, random coordinate descent, and sublinear algorithms. We also briefly touch upon convex relaxation of combinatorial problems and the use of randomness to round solutions, as well as random walks based methods.

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic noise in function evaluations. It builds a surrogate for the objective and quantifies the uncertainty in that surrogate using a Bayesian machine learning technique, Gaussian process regression, and then uses an acquisition function defined from this surrogate to decide where to sample. In this tutorial, we describe how Bayesian optimization works, including Gaussian process regression and three common acquisition functions: expected improvement, entropy search, and knowledge gradient. We then discuss more advanced techniques, including running multiple function evaluations in parallel, multi-fidelity and multi-information source optimization, expensive-to-evaluate constraints, random environmental conditions, multi-task Bayesian optimization, and the inclusion of derivative information. We conclude with a discussion of Bayesian optimization software and future research directions in the field. Within our tutorial material we provide a generalization of expected improvement to noisy evaluations, beyond the noise-free setting where it is more commonly applied. This generalization is justified by a formal decision-theoretic argument, standing in contrast to previous ad hoc modifications.

We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This technique allows us to avoid contraction and monotonicity arguments typically required by existing analyses of approximate dynamic programming methods, and in particular to use approximate transition functions estimated via least-squares procedures in MDPs with linear function approximation. We use our method to recover known guarantees in tabular MDPs and to provide a computationally efficient algorithm for learning near-optimal policies in discounted linear mixture MDPs from a single stream of experience, and show it achieves near-optimal statistical guarantees.

Optimization plays a costly and crucial role in developing machine learning systems. In learned optimizers, the few hyperparameters of commonly used hand-designed optimizers, e.g. Adam or SGD, are replaced with flexible parametric functions. The parameters of these functions are then optimized so that the resulting learned optimizer minimizes a target loss on a chosen class of models. Learned optimizers can both reduce the number of required training steps and improve the final test loss. However, they can be expensive to train, and once trained can be expensive to use due to computational and memory overhead for the optimizer itself. In this work, we identify and quantify the design features governing the memory, compute, and performance trade-offs for many learned and hand-designed optimizers. We further leverage our analysis to construct a learned optimizer that is both faster and more memory efficient than previous work. Our model and training code are open source.

Optimization is a ubiquitous modeling tool and is often deployed in settings which repeatedly solve similar instances of the same problem. Amortized optimization methods use learning to predict the solutions to problems in these settings, exploiting the shared structure between similar problem instances. These methods have been crucial in variational inference and reinforcement learning and are capable of solving optimization problems many orders of magnitudes times faster than traditional optimization methods that do not use amortization. This tutorial presents an introduction to the amortized optimization foundations behind these advancements and overviews their applications in variational inference, sparse coding, gradient-based meta-learning, control, reinforcement learning, convex optimization, optimal transport, and deep equilibrium networks. The source code for this tutorial is available at https://github.com/facebookresearch/amortized-optimization-tutorial.

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global Optimization), a simple and effective algorithm to solve it. Under certain regularity assumptions, we show that our algorithm enjoys the same cumulative regret bound as that in the unconstrained case and similar cumulative constraint violation upper bounds. For commonly used Matern and Squared Exponential kernels, our bounds are sublinear and allow us to derive a convergence rate to the optimal solution of the original constrained problem. In addition, our method naturally provides a scheme to declare infeasibility when the original black-box optimization problem is infeasible. Numerical experiments on sampled instances from the Gaussian process, artificial numerical problems, and a black-box building controller tuning problem all demonstrate the competitive performance of our algorithm. Compared to the other state-of-the-art methods, our algorithm significantly improves the theoretical guarantees, while achieving competitive empirical performance.

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.

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.

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural networks, we discuss how optimization problems arise in machine learning and what makes them challenging. A major theme of our study is that large-scale machine learning represents a distinctive setting in which the stochastic gradient (SG) method has traditionally played a central role while conventional gradient-based nonlinear optimization techniques typically falter. Based on this viewpoint, we present a comprehensive theory of a straightforward, yet versatile SG algorithm, discuss its practical behavior, and highlight opportunities for designing algorithms with improved performance. This leads to a discussion about the next generation of optimization methods for large-scale machine learning, including an investigation of two main streams of research on techniques that diminish noise in the stochastic directions and methods that make use of second-order derivative approximations.

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.

As first-order optimization methods become the method of choice for solving large-scale optimization problems, optimization solvers based on first-order algorithms are being built. Such general-purpose solvers must robustly detect infeasible or misspecified problem instances, but the computational complexity of first-order methods for doing so has yet to be formally studied. In this work, we characterize the optimal accelerated rate of infeasibility detection. We show that the standard fixed-point iteration achieves a O(1/k^2) and O(1/k) rates, respectively, on the normalized iterates and the fixed-point residual converging to the infimal displacement vector, while the accelerated fixed-point iteration achieves O(1/k^2) and mathcal{O}(1/k^2) rates. We then provide a matching complexity lower bound to establish that Theta(1/k^2) is indeed the optimal accelerated rate.

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.

Learning to Optimize (L2O), a technique that utilizes machine learning to learn an optimization algorithm automatically from data, has gained arising attention in recent years. A generic L2O approach parameterizes the iterative update rule and learns the update direction as a black-box network. While the generic approach is widely applicable, the learned model can overfit and may not generalize well to out-of-distribution test sets. In this paper, we derive the basic mathematical conditions that successful update rules commonly satisfy. Consequently, we propose a novel L2O model with a mathematics-inspired structure that is broadly applicable and generalized well to out-of-distribution problems. Numerical simulations validate our theoretical findings and demonstrate the superior empirical performance of the proposed L2O model.

Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target experiment using a static (offline) dataset of its previous input-output queries. Such an approach is, however, fraught with an out-of-distribution issue where the learned surrogate becomes inaccurate outside the offline data regimes. To mitigate this, existing offline optimizers have proposed numerous conditioning techniques to prevent the learned surrogate from being too erratic. Nonetheless, such conditioning strategies are often specific to particular surrogate or search models, which might not generalize to a different model choice. This motivates us to develop a model-agnostic approach instead, which incorporates a notion of model sharpness into the training loss of the surrogate as a regularizer. Our approach is supported by a new theoretical analysis demonstrating that reducing surrogate sharpness on the offline dataset provably reduces its generalized sharpness on unseen data. Our analysis extends existing theories from bounding generalized prediction loss (on unseen data) with loss sharpness to bounding the worst-case generalized surrogate sharpness with its empirical estimate on training data, providing a new perspective on sharpness regularization. Our extensive experimentation on a diverse range of optimization tasks also shows that reducing surrogate sharpness often leads to significant improvement, marking (up to) a noticeable 9.6% performance boost. Our code is publicly available at https://github.com/cuong-dm/IGNITE

In this paper we propose two algorithms in the tabular setting and an algorithm for the function approximation setting for the Stochastic Shortest Path (SSP) problem. SSP problems form an important class of problems in Reinforcement Learning (RL), as other types of cost-criteria in RL can be formulated in the setting of SSP. We show asymptotic almost-sure convergence for all our algorithms. We observe superior performance of our tabular algorithms compared to other well-known convergent RL algorithms. We further observe reliable performance of our function approximation algorithm compared to other algorithms in the function approximation setting.

The optimization of expensive-to-evaluate black-box functions is prevalent in various scientific disciplines. Bayesian optimization is an automatic, general and sample-efficient method to solve these problems with minimal knowledge of the underlying function dynamics. However, the ability of Bayesian optimization to incorporate prior knowledge or beliefs about the function at hand in order to accelerate the optimization is limited, which reduces its appeal for knowledgeable practitioners with tight budgets. To allow domain experts to customize the optimization routine, we propose ColaBO, the first Bayesian-principled framework for incorporating prior beliefs beyond the typical kernel structure, such as the likely location of the optimizer or the optimal value. The generality of ColaBO makes it applicable across different Monte Carlo acquisition functions and types of user beliefs. We empirically demonstrate ColaBO's ability to substantially accelerate optimization when the prior information is accurate, and to retain approximately default performance when it is misleading.

In training neural networks, it is common practice to use partial gradients computed over batches, mostly very small subsets of the training set. This approach is motivated by the argument that such a partial gradient is close to the true one, with precision growing only with the square root of the batch size. A theoretical justification is with the help of stochastic approximation theory. However, the conditions for the validity of this theory are not satisfied in the usual learning rate schedules. Batch processing is also difficult to combine with efficient second-order optimization methods. This proposal is based on another hypothesis: the loss minimum of the training set can be expected to be well-approximated by the minima of its subsets. Such subset minima can be computed in a fraction of the time necessary for optimizing over the whole training set. This hypothesis has been tested with the help of the MNIST, CIFAR-10, and CIFAR-100 image classification benchmarks, optionally extended by training data augmentation. The experiments have confirmed that results equivalent to conventional training can be reached. In summary, even small subsets are representative if the overdetermination ratio for the given model parameter set sufficiently exceeds unity. The computing expense can be reduced to a tenth or less.

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.

Bayesian Optimization (BO) is typically used to optimize an unknown function f that is noisy and costly to evaluate, by exploiting an acquisition function that must be maximized at each optimization step. Even if provably asymptotically optimal BO algorithms are efficient at optimizing low-dimensional functions, scaling them to high-dimensional spaces remains an open problem, often tackled by assuming an additive structure for f. By doing so, BO algorithms typically introduce additional restrictive assumptions on the additive structure that reduce their applicability domain. This paper contains two main contributions: (i) we relax the restrictive assumptions on the additive structure of f without weakening the maximization guarantees of the acquisition function, and (ii) we address the over-exploration problem for decentralized BO algorithms. To these ends, we propose DuMBO, an asymptotically optimal decentralized BO algorithm that achieves very competitive performance against state-of-the-art BO algorithms, especially when the additive structure of f comprises high-dimensional factors.

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.

Machine learning models are often tuned by nesting optimization of model weights inside the optimization of hyperparameters. We give a method to collapse this nested optimization into joint stochastic optimization of weights and hyperparameters. Our process trains a neural network to output approximately optimal weights as a function of hyperparameters. We show that our technique converges to locally optimal weights and hyperparameters for sufficiently large hypernetworks. We compare this method to standard hyperparameter optimization strategies and demonstrate its effectiveness for tuning thousands of hyperparameters.

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.

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a general framework for first-order optimization of these processes, that performs jointly, in a single loop, optimization and sampling steps. This approach is inspired by recent advances in bilevel optimization and automatic implicit differentiation, leveraging the point of view of sampling as optimization over the space of probability distributions. We provide theoretical guarantees on the performance of our method, as well as experimental results demonstrating its effectiveness in real-world settings.

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.

In this paper, we examine the solvability of a functional equation in a Lipschitz space. As an application, we use our result to determine the existence and uniqueness of solutions to an equation describing a specific type of choice behavior model for the learning process of the paradise fish. Finally, we present some concrete examples where, using numerical techniques, we obtain approximations to the solution of the functional equation. As the straightforward Picard's iteration can be very expensive, we show that an analytical suboptimal least-squares approximation can be chosen in practice, resulting in very good accuracy.

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.

Popular machine learning approaches forgo second-order information due to the difficulty of computing curvature in high dimensions. We present FOSI, a novel meta-algorithm that improves the performance of any base first-order optimizer by efficiently incorporating second-order information during the optimization process. In each iteration, FOSI implicitly splits the function into two quadratic functions defined on orthogonal subspaces, then uses a second-order method to minimize the first, and the base optimizer to minimize the other. We formally analyze FOSI's convergence and the conditions under which it improves a base optimizer. Our empirical evaluation demonstrates that FOSI improves the convergence rate and optimization time of first-order methods such as Heavy-Ball and Adam, and outperforms second-order methods (K-FAC and L-BFGS).

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we study the landscape of BO through the lens of penalty methods, in which the upper- and lower-level objectives are combined in a weighted sum with penalty parameter sigma > 0. In particular, we establish a strong connection between the penalty function and the hyper-objective by explicitly characterizing the conditions under which the values and derivatives of the two must be O(sigma)-close. A by-product of our analysis is the explicit formula for the gradient of hyper-objective when the lower-level problem has multiple solutions under minimal conditions, which could be of independent interest. Next, viewing the penalty formulation as O(sigma)-approximation of the original BO, we propose first-order algorithms that find an epsilon-stationary solution by optimizing the penalty formulation with sigma = O(epsilon). When the perturbed lower-level problem uniformly satisfies the small-error proximal error-bound (EB) condition, we propose a first-order algorithm that converges to an epsilon-stationary point of the penalty function, using in total O(epsilon^{-3}) and O(epsilon^{-7}) accesses to first-order (stochastic) gradient oracles when the oracle is deterministic and oracles are noisy, respectively. Under an additional assumption on stochastic oracles, we show that the algorithm can be implemented in a fully {\it single-loop} manner, i.e., with O(1) samples per iteration, and achieves the improved oracle-complexity of O(epsilon^{-3}) and O(epsilon^{-5}), respectively.

Performance of machine learning algorithms depends critically on identifying a good set of hyperparameters. While recent approaches use Bayesian optimization to adaptively select configurations, we focus on speeding up random search through adaptive resource allocation and early-stopping. We formulate hyperparameter optimization as a pure-exploration non-stochastic infinite-armed bandit problem where a predefined resource like iterations, data samples, or features is allocated to randomly sampled configurations. We introduce a novel algorithm, Hyperband, for this framework and analyze its theoretical properties, providing several desirable guarantees. Furthermore, we compare Hyperband with popular Bayesian optimization methods on a suite of hyperparameter optimization problems. We observe that Hyperband can provide over an order-of-magnitude speedup over our competitor set on a variety of deep-learning and kernel-based learning problems.

Stochastic optimization is one of the central problems in Machine Learning and Theoretical Computer Science. In the standard model, the algorithm is given a fixed distribution known in advance. In practice though, one may acquire at a cost extra information to make better decisions. In this paper, we study how to buy information for stochastic optimization and formulate this question as an online learning problem. Assuming the learner has an oracle for the original optimization problem, we design a 2-competitive deterministic algorithm and a e/(e-1)-competitive randomized algorithm for buying information. We show that this ratio is tight as the problem is equivalent to a robust generalization of the ski-rental problem, which we call super-martingale stopping. We also consider an adaptive setting where the learner can choose to buy information after taking some actions for the underlying optimization problem. We focus on the classic optimization problem, Min-Sum Set Cover, where the goal is to quickly find an action that covers a given request drawn from a known distribution. We provide an 8-competitive algorithm running in polynomial time that chooses actions and decides when to buy information about the underlying request.

The problem of minimizing the maximum of N convex, Lipschitz functions plays significant roles in optimization and machine learning. It has a series of results, with the most recent one requiring O(Nepsilon^{-2/3} + epsilon^{-8/3}) queries to a first-order oracle to compute an epsilon-suboptimal point. On the other hand, quantum algorithms for optimization are rapidly advancing with speedups shown on many important optimization problems. In this paper, we conduct a systematic study for quantum algorithms and lower bounds for minimizing the maximum of N convex, Lipschitz functions. On one hand, we develop quantum algorithms with an improved complexity bound of O(Nepsilon^{-5/3} + epsilon^{-8/3}). On the other hand, we prove that quantum algorithms must take Omega(Nepsilon^{-2/3}) queries to a first order quantum oracle, showing that our dependence on N is optimal up to poly-logarithmic factors.

Backpropagation (BP) is the most successful and widely used algorithm in deep learning. However, the computations required by BP are challenging to reconcile with known neurobiology. This difficulty has stimulated interest in more biologically plausible alternatives to BP. One such algorithm is the inference learning algorithm (IL). IL has close connections to neurobiological models of cortical function and has achieved equal performance to BP on supervised learning and auto-associative tasks. In contrast to BP, however, the mathematical foundations of IL are not well-understood. Here, we develop a novel theoretical framework for IL. Our main result is that IL closely approximates an optimization method known as implicit stochastic gradient descent (implicit SGD), which is distinct from the explicit SGD implemented by BP. Our results further show how the standard implementation of IL can be altered to better approximate implicit SGD. Our novel implementation considerably improves the stability of IL across learning rates, which is consistent with our theory, as a key property of implicit SGD is its stability. We provide extensive simulation results that further support our theoretical interpretations and also demonstrate IL achieves quicker convergence when trained with small mini-batches while matching the performance of BP for large mini-batches.

In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The problem is also known as predictive analytics or contextual linear programming. The existing approaches largely suffer from either (i) optimization intractability (a non-convex objective function)/statistical inefficiency (a suboptimal generalization bound) or (ii) requiring strong condition(s) such as no constraint or loss calibration. We develop a new approach to the problem called maximum optimality margin which designs the machine learning loss function by the optimality condition of the downstream optimization. The max-margin formulation enjoys both computational efficiency and good theoretical properties for the learning procedure. More importantly, our new approach only needs the observations of the optimal solution in the training data rather than the objective function, which makes it a new and natural approach to the inverse linear programming problem under both contextual and context-free settings; we also analyze the proposed method under both offline and online settings, and demonstrate its performance using numerical experiments.

Machine learning systems typically assume that the distributions of training and test sets match closely. However, a critical requirement of such systems in the real world is their ability to generalize to unseen domains. Here, we propose an inter-domain gradient matching objective that targets domain generalization by maximizing the inner product between gradients from different domains. Since direct optimization of the gradient inner product can be computationally prohibitive -- requires computation of second-order derivatives -- we derive a simpler first-order algorithm named Fish that approximates its optimization. We demonstrate the efficacy of Fish on 6 datasets from the Wilds benchmark, which captures distribution shift across a diverse range of modalities. Our method produces competitive results on these datasets and surpasses all baselines on 4 of them. We perform experiments on both the Wilds benchmark, which captures distribution shift in the real world, as well as datasets in DomainBed benchmark that focuses more on synthetic-to-real transfer. Our method produces competitive results on both benchmarks, demonstrating its effectiveness across a wide range of domain generalization tasks.

We consider the optimization problem of the form min_{x in R^d} f(x) triangleq E_{xi} [F(x; xi)], where the component F(x;xi) is L-mean-squared Lipschitz but possibly nonconvex and nonsmooth. The recently proposed gradient-free method requires at most O( L^4 d^{3/2} epsilon^{-4} + Delta L^3 d^{3/2} delta^{-1} epsilon^{-4}) stochastic zeroth-order oracle complexity to find a (delta,epsilon)-Goldstein stationary point of objective function, where Delta = f(x_0) - inf_{x in R^d} f(x) and x_0 is the initial point of the algorithm. This paper proposes a more efficient algorithm using stochastic recursive gradient estimators, which improves the complexity to O(L^3 d^{3/2} epsilon^{-3}+ Delta L^2 d^{3/2} delta^{-1} epsilon^{-3}).

The ability to learn good representations of states is essential for solving large reinforcement learning problems, where exploration, generalization, and transfer are particularly challenging. The Laplacian representation is a promising approach to address these problems by inducing intrinsic rewards for temporally-extended action discovery and reward shaping, and informative state encoding. To obtain the Laplacian representation one needs to compute the eigensystem of the graph Laplacian, which is often approximated through optimization objectives compatible with deep learning approaches. These approximations, however, depend on hyperparameters that are impossible to tune efficiently, converge to arbitrary rotations of the desired eigenvectors, and are unable to accurately recover the corresponding eigenvalues. In this paper we introduce a theoretically sound objective and corresponding optimization algorithm for approximating the Laplacian representation. Our approach naturally recovers both the true eigenvectors and eigenvalues while eliminating the hyperparameter dependence of previous approximations. We provide theoretical guarantees for our method and we show that those results translate empirically into robust learning across multiple environments.

Mixed-integer programming (MIP) is a powerful paradigm for modeling and solving various important combinatorial optimization problems. Recently, learning-based approaches have shown a potential to speed up MIP solving via offline training that then guides important design decisions during the search. However, a significant drawback of these methods is their heavy reliance on offline training, which requires collecting training datasets and computationally costly training epochs yet offering only limited generalization to unseen (larger) instances. In this paper, we propose Balans, an adaptive meta-solver for MIPs with online learning capability that does not require any supervision or apriori training. At its core, Balans is based on adaptive large-neighborhood search, operating on top of an MIP solver by successive applications of destroy and repair neighborhood operators. During the search, the selection among different neighborhood definitions is guided on the fly for the instance at hand via multi-armed bandit algorithms. Our extensive experiments on hard optimization instances show that Balans offers significant performance gains over the default MIP solver, is better than committing to any single best neighborhood, and improves over the state-of-the-art large-neighborhood search for MIPs. Finally, we release Balans as a highly configurable, MIP solver agnostic, open-source software.

While it is widely known that neural networks are universal approximators of continuous functions, a less known and perhaps more powerful result is that a neural network with a single hidden layer can approximate accurately any nonlinear continuous operator. This universal approximation theorem is suggestive of the potential application of neural networks in learning nonlinear operators from data. However, the theorem guarantees only a small approximation error for a sufficient large network, and does not consider the important optimization and generalization errors. To realize this theorem in practice, we propose deep operator networks (DeepONets) to learn operators accurately and efficiently from a relatively small dataset. A DeepONet consists of two sub-networks, one for encoding the input function at a fixed number of sensors x_i, i=1,dots,m (branch net), and another for encoding the locations for the output functions (trunk net). We perform systematic simulations for identifying two types of operators, i.e., dynamic systems and partial differential equations, and demonstrate that DeepONet significantly reduces the generalization error compared to the fully-connected networks. We also derive theoretically the dependence of the approximation error in terms of the number of sensors (where the input function is defined) as well as the input function type, and we verify the theorem with computational results. More importantly, we observe high-order error convergence in our computational tests, namely polynomial rates (from half order to fourth order) and even exponential convergence with respect to the training dataset size.

Gradient-free/zeroth-order methods for black-box convex optimization have been extensively studied in the last decade with the main focus on oracle calls complexity. In this paper, besides the oracle complexity, we focus also on iteration complexity, and propose a generic approach that, based on optimal first-order methods, allows to obtain in a black-box fashion new zeroth-order algorithms for non-smooth convex optimization problems. Our approach not only leads to optimal oracle complexity, but also allows to obtain iteration complexity similar to first-order methods, which, in turn, allows to exploit parallel computations to accelerate the convergence of our algorithms. We also elaborate on extensions for stochastic optimization problems, saddle-point problems, and distributed optimization.

Traditional theories of optimization cannot describe the dynamics of optimization in deep learning, even in the simple setting of deterministic training. The challenge is that optimizers typically operate in a complex, oscillatory regime called the "edge of stability." In this paper, we develop theory that can describe the dynamics of optimization in this regime. Our key insight is that while the *exact* trajectory of an oscillatory optimizer may be challenging to analyze, the *time-averaged* (i.e. smoothed) trajectory is often much more tractable. To analyze an optimizer, we derive a differential equation called a "central flow" that characterizes this time-averaged trajectory. We empirically show that these central flows can predict long-term optimization trajectories for generic neural networks with a high degree of numerical accuracy. By interpreting these central flows, we are able to understand how gradient descent makes progress even as the loss sometimes goes up; how adaptive optimizers "adapt" to the local loss landscape; and how adaptive optimizers implicitly navigate towards regions where they can take larger steps. Our results suggest that central flows can be a valuable theoretical tool for reasoning about optimization in deep learning.

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.

Policy optimization methods are powerful algorithms in Reinforcement Learning (RL) for their flexibility to deal with policy parameterization and ability to handle model misspecification. However, these methods usually suffer from slow convergence rates and poor sample complexity. Hence it is important to design provably sample efficient algorithms for policy optimization. Yet, recent advances for this problems have only been successful in tabular and linear setting, whose benign structures cannot be generalized to non-linearly parameterized policies. In this paper, we address this problem by leveraging recent advances in value-based algorithms, including bounded eluder-dimension and online sensitivity sampling, to design a low-switching sample-efficient policy optimization algorithm, LPO, with general non-linear function approximation. We show that, our algorithm obtains an varepsilon-optimal policy with only O(text{poly(d)}{varepsilon^3}) samples, where varepsilon is the suboptimality gap and d is a complexity measure of the function class approximating the policy. This drastically improves previously best-known sample bound for policy optimization algorithms, O(text{poly(d)}{varepsilon^8}). Moreover, we empirically test our theory with deep neural nets to show the benefits of the theoretical inspiration.

Shampoo, a second-order optimization algorithm which uses a Kronecker product preconditioner, has recently garnered increasing attention from the machine learning community. The preconditioner used by Shampoo can be viewed either as an approximation of the Gauss--Newton component of the Hessian or the covariance matrix of the gradients maintained by Adagrad. We provide an explicit and novel connection between the optimal Kronecker product approximation of these matrices and the approximation made by Shampoo. Our connection highlights a subtle but common misconception about Shampoo's approximation. In particular, the square of the approximation used by the Shampoo optimizer is equivalent to a single step of the power iteration algorithm for computing the aforementioned optimal Kronecker product approximation. Across a variety of datasets and architectures we empirically demonstrate that this is close to the optimal Kronecker product approximation. Additionally, for the Hessian approximation viewpoint, we empirically study the impact of various practical tricks to make Shampoo more computationally efficient (such as using the batch gradient and the empirical Fisher) on the quality of Hessian approximation.

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for partial differential equations. Algorithms for approximating the solution to these systems are often the bottleneck in problems that require their solution, particularly for modern applications that require many millions of unknowns. Indeed, numerical linear algebra techniques have been investigated for many decades to alleviate this computational burden. Recently, data-driven techniques have also shown promise for these problems. Motivated by the conjugate gradients algorithm that iteratively selects search directions for minimizing the matrix norm of the approximation error, we design an approach that utilizes a deep neural network to accelerate convergence via data-driven improvement of the search directions. Our method leverages a carefully chosen convolutional network to approximate the action of the inverse of the linear operator up to an arbitrary constant. We train the network using unsupervised learning with a loss function equal to the L^2 difference between an input and the system matrix times the network evaluation, where the unspecified constant in the approximate inverse is accounted for. We demonstrate the efficacy of our approach on spatially discretized Poisson equations with millions of degrees of freedom arising in computational fluid dynamics applications. Unlike state-of-the-art learning approaches, our algorithm is capable of reducing the linear system residual to a given tolerance in a small number of iterations, independent of the problem size. Moreover, our method generalizes effectively to various systems beyond those encountered during training.

We propose an algorithm for inexpensive gradient-based hyperparameter optimization that combines the implicit function theorem (IFT) with efficient inverse Hessian approximations. We present results about the relationship between the IFT and differentiating through optimization, motivating our algorithm. We use the proposed approach to train modern network architectures with millions of weights and millions of hyper-parameters. For example, we learn a data-augmentation network - where every weight is a hyperparameter tuned for validation performance - outputting augmented training examples. Jointly tuning weights and hyperparameters with our approach is only a few times more costly in memory and compute than standard training.

We consider the problem of global optimization with noisy zeroth order oracles - a well-motivated problem useful for various applications ranging from hyper-parameter tuning for deep learning to new material design. Existing work relies on Gaussian processes or other non-parametric family, which suffers from the curse of dimensionality. In this paper, we propose a new algorithm GO-UCB that leverages a parametric family of functions (e.g., neural networks) instead. Under a realizable assumption and a few other mild geometric conditions, we show that GO-UCB achieves a cumulative regret of O(T) where T is the time horizon. At the core of GO-UCB is a carefully designed uncertainty set over parameters based on gradients that allows optimistic exploration. Synthetic and real-world experiments illustrate GO-UCB works better than Bayesian optimization approaches in high dimensional cases, even if the model is misspecified.

Learned optimizers (LOs) can significantly reduce the wall-clock training time of neural networks, substantially reducing training costs. However, they often suffer from poor meta-generalization, especially when training networks larger than those seen during meta-training. To address this, we use the recently proposed Maximal Update Parametrization (muP), which allows zero-shot generalization of optimizer hyperparameters from smaller to larger models. We extend muP theory to learned optimizers, treating the meta-training problem as finding the learned optimizer under muP. Our evaluation shows that LOs meta-trained with muP substantially improve meta-generalization as compared to LOs trained under standard parametrization (SP). Notably, when applied to large-width models, our best muLO, trained for 103 GPU-hours, matches or exceeds the performance of VeLO, the largest publicly available learned optimizer, meta-trained with 4000 TPU-months of compute. Moreover, muLOs demonstrate better generalization than their SP counterparts to deeper networks and to much longer training horizons (25 times longer) than those seen during meta-training.

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.

The performance of acquisition functions for Bayesian optimisation to locate the global optimum of continuous functions is investigated in terms of the Pareto front between exploration and exploitation. We show that Expected Improvement (EI) and the Upper Confidence Bound (UCB) always select solutions to be expensively evaluated on the Pareto front, but Probability of Improvement is not guaranteed to do so and Weighted Expected Improvement does so only for a restricted range of weights. We introduce two novel epsilon-greedy acquisition functions. Extensive empirical evaluation of these together with random search, purely exploratory, and purely exploitative search on 10 benchmark problems in 1 to 10 dimensions shows that epsilon-greedy algorithms are generally at least as effective as conventional acquisition functions (e.g., EI and UCB), particularly with a limited budget. In higher dimensions epsilon-greedy approaches are shown to have improved performance over conventional approaches. These results are borne out on a real world computational fluid dynamics optimisation problem and a robotics active learning problem. Our analysis and experiments suggest that the most effective strategy, particularly in higher dimensions, is to be mostly greedy, occasionally selecting a random exploratory solution.

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.

In reinforcement learning (RL), rewards of states are typically considered additive, and following the Markov assumption, they are independent of states visited previously. In many important applications, such as coverage control, experiment design and informative path planning, rewards naturally have diminishing returns, i.e., their value decreases in light of similar states visited previously. To tackle this, we propose submodular RL (SubRL), a paradigm which seeks to optimize more general, non-additive (and history-dependent) rewards modelled via submodular set functions which capture diminishing returns. Unfortunately, in general, even in tabular settings, we show that the resulting optimization problem is hard to approximate. On the other hand, motivated by the success of greedy algorithms in classical submodular optimization, we propose SubPO, a simple policy gradient-based algorithm for SubRL that handles non-additive rewards by greedily maximizing marginal gains. Indeed, under some assumptions on the underlying Markov Decision Process (MDP), SubPO recovers optimal constant factor approximations of submodular bandits. Moreover, we derive a natural policy gradient approach for locally optimizing SubRL instances even in large state- and action- spaces. We showcase the versatility of our approach by applying SubPO to several applications, such as biodiversity monitoring, Bayesian experiment design, informative path planning, and coverage maximization. Our results demonstrate sample efficiency, as well as scalability to high-dimensional state-action spaces.

Robust optimization provides a mathematical framework for modeling and solving decision-making problems under worst-case uncertainty. This work addresses two-stage robust optimization (2RO) problems (also called adjustable robust optimization), wherein first-stage and second-stage decisions are made before and after uncertainty is realized, respectively. This results in a nested min-max-min optimization problem which is extremely challenging computationally, especially when the decisions are discrete. We propose Neur2RO, an efficient machine learning-driven instantiation of column-and-constraint generation (CCG), a classical iterative algorithm for 2RO. Specifically, we learn to estimate the value function of the second-stage problem via a novel neural network architecture that is easy to optimize over by design. Embedding our neural network into CCG yields high-quality solutions quickly as evidenced by experiments on two 2RO benchmarks, knapsack and capital budgeting. For knapsack, Neur2RO finds solutions that are within roughly 2% of the best-known values in a few seconds compared to the three hours of the state-of-the-art exact branch-and-price algorithm; for larger and more complex instances, Neur2RO finds even better solutions. For capital budgeting, Neur2RO outperforms three variants of the k-adaptability algorithm, particularly on the largest instances, with a 10 to 100-fold reduction in solution time. Our code and data are available at https://github.com/khalil-research/Neur2RO.

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.

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.

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to (doubly-stochastic) Gaussian Cox processes, where the observation process is modulated by a latent intensity function modeled as a GP. In this paper, we propose a novel maximum a posteriori inference of Gaussian Cox processes. It leverages the Laplace approximation and change of kernel technique to transform the problem into a new reproducing kernel Hilbert space, where it becomes more tractable computationally. It enables us to obtain both a functional posterior of the latent intensity function and the covariance of the posterior, thus extending existing works that often focus on specific link functions or estimating the posterior mean. Using the result, we propose a BO framework based on the Gaussian Cox process model and further develop a Nystr\"om approximation for efficient computation. Extensive evaluations on various synthetic and real-world datasets demonstrate significant improvement over state-of-the-art inference solutions for Gaussian Cox processes, as well as effective BO with a wide range of acquisition functions designed through the underlying Gaussian Cox process model.

Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose SurCo that learns linear text{Sur}rogate costs which can be used in existing text{Co}mbinatorial solvers to output good solutions to the original nonlinear combinatorial optimization problem. The surrogate costs are learned end-to-end with nonlinear loss by differentiating through the linear surrogate solver, combining the flexibility of gradient-based methods with the structure of linear combinatorial optimization. We propose three SurCo variants: SurCo-zero for individual nonlinear problems, SurCo-prior for problem distributions, and SurCo-hybrid to combine both distribution and problem-specific information. We give theoretical intuition motivating SurCo, and evaluate it empirically. Experiments show that SurCo finds better solutions faster than state-of-the-art and domain expert approaches in real-world optimization problems such as embedding table sharding, inverse photonic design, and nonlinear route planning.

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal hyper-parameters during an iterative sequential process. However, most of the Bayesian Optimization algorithms are designed to select models for effectiveness only and ignore the important issue of model training efficiency. Given that both model effectiveness and training time are important for real-world applications, models selected for effectiveness may not meet the strict training time requirements necessary to deploy in a production environment. In this work, we present a unified Bayesian Optimization framework for jointly optimizing models for both prediction effectiveness and training efficiency. We propose an objective that captures the tradeoff between these two metrics and demonstrate how we can jointly optimize them in a principled Bayesian Optimization framework. Experiments on model selection for recommendation tasks indicate models selected this way significantly improves model training efficiency while maintaining strong effectiveness as compared to state-of-the-art Bayesian Optimization algorithms.

Any optimization algorithm programming interface can be seen as a black-box function with additional free parameters. In this spirit, simulated annealing (SA) can be implemented in pseudo-code within the dimensions of a single slide with free parameters relating to the annealing schedule. Such an implementation, however, necessarily neglects much of the structure necessary to take advantage of advances in computing resources and algorithmic breakthroughs. Simulated annealing is often introduced in myriad disciplines, from discrete examples like the Traveling Salesman Problem (TSP) to molecular cluster potential energy exploration or even explorations of a protein's configurational space. Theoretical guarantees also demand a stricter structure in terms of statistical quantities, which cannot simply be left to the user. We will introduce several standard paradigms and demonstrate how these can be "lifted" into a unified framework using object-oriented programming in Python. We demonstrate how clean, interoperable, reproducible programming libraries can be used to access and rapidly iterate on variants of Simulated Annealing in a manner which can be extended to serve as a best practices blueprint or design pattern for a data-driven optimization library.

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.

We study the problem of efficiently generating differentially private synthetic data that approximate the statistical properties of an underlying sensitive dataset. In recent years, there has been a growing line of work that approaches this problem using first-order optimization techniques. However, such techniques are restricted to optimizing differentiable objectives only, severely limiting the types of analyses that can be conducted. For example, first-order mechanisms have been primarily successful in approximating statistical queries only in the form of marginals for discrete data domains. In some cases, one can circumvent such issues by relaxing the task's objective to maintain differentiability. However, even when possible, these approaches impose a fundamental limitation in which modifications to the minimization problem become additional sources of error. Therefore, we propose Private-GSD, a private genetic algorithm based on zeroth-order optimization heuristics that do not require modifying the original objective. As a result, it avoids the aforementioned limitations of first-order optimization. We empirically evaluate Private-GSD against baseline algorithms on data derived from the American Community Survey across a variety of statistics--otherwise known as statistical queries--both for discrete and real-valued attributes. We show that Private-GSD outperforms the state-of-the-art methods on non-differential queries while matching accuracy in approximating differentiable ones.

A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such minimizations, and it is often thought that a main source of difficulty for the ability of these local methods to find the global minimum is the proliferation of local minima with much higher error than the global minimum. Here we argue, based on results from statistical physics, random matrix theory, and neural network theory, that a deeper and more profound difficulty originates from the proliferation of saddle points, not local minima, especially in high dimensional problems of practical interest. Such saddle points are surrounded by high error plateaus that can dramatically slow down learning, and give the illusory impression of the existence of a local minimum. Motivated by these arguments, we propose a new algorithm, the saddle-free Newton method, that can rapidly escape high dimensional saddle points, unlike gradient descent and quasi-Newton methods. We apply this algorithm to deep neural network training, and provide preliminary numerical evidence for its superior performance.

Many state-of-the-art hyperparameter optimization (HPO) algorithms rely on model-based optimizers that learn surrogate models of the target function to guide the search. Gaussian processes are the de facto surrogate model due to their ability to capture uncertainty but they make strong assumptions about the observation noise, which might not be warranted in practice. In this work, we propose to leverage conformalized quantile regression which makes minimal assumptions about the observation noise and, as a result, models the target function in a more realistic and robust fashion which translates to quicker HPO convergence on empirical benchmarks. To apply our method in a multi-fidelity setting, we propose a simple, yet effective, technique that aggregates observed results across different resource levels and outperforms conventional methods across many empirical tasks.

In this paper, we develop an approximation scheme for solving bilevel programs with equilibrium constraints, which are generally difficult to solve. Among other things, calculating the first-order derivative in such a problem requires differentiation across the hierarchy, which is computationally intensive, if not prohibitive. To bypass the hierarchy, we propose to bound such bilevel programs, equivalent to multiple-followers Stackelberg games, with two new hierarchy-free problems: a T-step Cournot game and a T-step monopoly model. Since they are standard equilibrium or optimization problems, both can be efficiently solved via first-order methods. Importantly, we show that the bounds provided by these problems -- the upper bound by the T-step Cournot game and the lower bound by the T-step monopoly model -- can be made arbitrarily tight by increasing the step parameter T for a wide range of problems. We prove that a small T usually suffices under appropriate conditions to reach an approximation acceptable for most practical purposes. Eventually, the analytical insights are highlighted through numerical examples.

We study the approximability of an existing framework for clustering edge-colored hypergraphs, which is closely related to chromatic correlation clustering and is motivated by machine learning and data mining applications where the goal is to cluster a set of objects based on multiway interactions of different categories or types. We present improved approximation guarantees based on linear programming, and show they are tight by proving a matching integrality gap. Our results also include new approximation hardness results, a combinatorial 2-approximation whose runtime is linear in the hypergraph size, and several new connections to well-studied objectives such as vertex cover and hypergraph multiway cut.

Large language models (LLMs) have exhibited their problem-solving abilities in mathematical reasoning. Solving realistic optimization (OPT) problems in application scenarios requires advanced and applied mathematics ability. However, current OPT benchmarks that merely solve linear programming are far from complex realistic situations. In this work, we propose OptiBench, a benchmark for End-to-end optimization problem-solving with human-readable inputs and outputs. OptiBench contains rich optimization problems, including linear and nonlinear programming with or without tabular data, which can comprehensively evaluate LLMs' solving ability. In our benchmark, LLMs are required to call a code solver to provide precise numerical answers. Furthermore, to alleviate the data scarcity for optimization problems, and to bridge the gap between open-source LLMs on a small scale (e.g., Llama-3-8b) and closed-source LLMs (e.g., GPT-4), we further propose a data synthesis method namely ReSocratic. Unlike general data synthesis methods that proceed from questions to answers, \ReSocratic first incrementally synthesizes formatted optimization demonstration with mathematical formulations step by step and then back-translates the generated demonstrations into questions. Based on this, we synthesize the ReSocratic-29k dataset. We further conduct supervised fine-tuning with ReSocratic-29k on multiple open-source models. Experimental results show that ReSocratic-29k significantly improves the performance of open-source models.

We study the algorithm configuration (AC) problem, in which one seeks to find an optimal parameter configuration of a given target algorithm in an automated way. Recently, there has been significant progress in designing AC approaches that satisfy strong theoretical guarantees. However, a significant gap still remains between the practical performance of these approaches and state-of-the-art heuristic methods. To this end, we introduce AC-Band, a general approach for the AC problem based on multi-armed bandits that provides theoretical guarantees while exhibiting strong practical performance. We show that AC-Band requires significantly less computation time than other AC approaches providing theoretical guarantees while still yielding high-quality configurations.

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference, focusing on mean-field or other simple structured approximations. This restriction has a significant impact on the quality of inferences made using variational methods. We introduce a new approach for specifying flexible, arbitrarily complex and scalable approximate posterior distributions. Our approximations are distributions constructed through a normalizing flow, whereby a simple initial density is transformed into a more complex one by applying a sequence of invertible transformations until a desired level of complexity is attained. We use this view of normalizing flows to develop categories of finite and infinitesimal flows and provide a unified view of approaches for constructing rich posterior approximations. We demonstrate that the theoretical advantages of having posteriors that better match the true posterior, combined with the scalability of amortized variational approaches, provides a clear improvement in performance and applicability of variational inference.

First-order optimization (FOO) algorithms are pivotal in numerous computational domains such as machine learning and signal denoising. However, their application to complex tasks like neural network training often entails significant inefficiencies due to the need for many sequential iterations for convergence. In response, we introduce first-order optimization expedited with approximately parallelized iterations (OptEx), the first framework that enhances the efficiency of FOO by leveraging parallel computing to mitigate its iterative bottleneck. OptEx employs kernelized gradient estimation to make use of gradient history for future gradient prediction, enabling parallelization of iterations -- a strategy once considered impractical because of the inherent iterative dependency in FOO. We provide theoretical guarantees for the reliability of our kernelized gradient estimation and the iteration complexity of SGD-based OptEx, confirming that estimation errors diminish to zero as historical gradients accumulate and that SGD-based OptEx enjoys an effective acceleration rate of Omega(N) over standard SGD given parallelism of N. We also use extensive empirical studies, including synthetic functions, reinforcement learning tasks, and neural network training across various datasets, to underscore the substantial efficiency improvements achieved by OptEx.

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline approximation algorithms into sublinear alpha-regret methods that only require bandit feedback, achieving Oleft(T^2{3}log(T)^1{3}right) expected cumulative alpha-regret dependence on the horizon T. The framework only requires the offline algorithms to be robust to small errors in function evaluation. The adaptation procedure does not even require explicit knowledge of the offline approximation algorithm -- the offline algorithm can be used as black box subroutine. To demonstrate the utility of the proposed framework, the proposed framework is applied to multiple problems in submodular maximization, adapting approximation algorithms for cardinality and for knapsack constraints. The new CMAB algorithms for knapsack constraints outperform a full-bandit method developed for the adversarial setting in experiments with real-world data.

Existing methods for optimal control struggle to deal with the complexity commonly encountered in real-world systems, including dimensionality, process error, model bias and data heterogeneity. Instead of tackling these system complexities directly, researchers have typically sought to simplify models to fit optimal control methods. But when is the optimal solution to an approximate, stylized model better than an approximate solution to a more accurate model? While this question has largely gone unanswered owing to the difficulty of finding even approximate solutions for complex models, recent algorithmic and computational advances in deep reinforcement learning (DRL) might finally allow us to address these questions. DRL methods have to date been applied primarily in the context of games or robotic mechanics, which operate under precisely known rules. Here, we demonstrate the ability for DRL algorithms using deep neural networks to successfully approximate solutions (the "policy function" or control rule) in a non-linear three-variable model for a fishery without knowing or ever attempting to infer a model for the process itself. We find that the reinforcement learning agent discovers an effective simplification of the problem to obtain an interpretable control rule. We show that the policy obtained with DRL is both more profitable and more sustainable than any constant mortality policy -- the standard family of policies considered in fishery management.

Given a matrix Min R^{mtimes n}, the low rank matrix completion problem asks us to find a rank-k approximation of M as UV^top for Uin R^{mtimes k} and Vin R^{ntimes k} by only observing a few entries specified by a set of entries Omegasubseteq [m]times [n]. In particular, we examine an approach that is widely used in practice -- the alternating minimization framework. Jain, Netrapalli and Sanghavi~jns13 showed that if M has incoherent rows and columns, then alternating minimization provably recovers the matrix M by observing a nearly linear in n number of entries. While the sample complexity has been subsequently improved~glz17, alternating minimization steps are required to be computed exactly. This hinders the development of more efficient algorithms and fails to depict the practical implementation of alternating minimization, where the updates are usually performed approximately in favor of efficiency. In this paper, we take a major step towards a more efficient and error-robust alternating minimization framework. To this end, we develop an analytical framework for alternating minimization that can tolerate moderate amount of errors caused by approximate updates. Moreover, our algorithm runs in time widetilde O(|Omega| k), which is nearly linear in the time to verify the solution while preserving the sample complexity. This improves upon all prior known alternating minimization approaches which require widetilde O(|Omega| k^2) time.

This paper studies the role of over-parametrization in solving non-convex optimization problems. The focus is on the important class of low-rank matrix sensing, where we propose an infinite hierarchy of non-convex problems via the lifting technique and the Burer-Monteiro factorization. This contrasts with the existing over-parametrization technique where the search rank is limited by the dimension of the matrix and it does not allow a rich over-parametrization of an arbitrary degree. We show that although the spurious solutions of the problem remain stationary points through the hierarchy, they will be transformed into strict saddle points (under some technical conditions) and can be escaped via local search methods. This is the first result in the literature showing that over-parametrization creates a negative curvature for escaping spurious solutions. We also derive a bound on how much over-parametrization is requited to enable the elimination of spurious solutions.

This paper studies the black-box optimization task which aims to find the maxima of a black-box function using a static set of its observed input-output pairs. This is often achieved via learning and optimizing a surrogate function with that offline data. Alternatively, it can also be framed as an inverse modeling task that maps a desired performance to potential input candidates that achieve it. Both approaches are constrained by the limited amount of offline data. To mitigate this limitation, we introduce a new perspective that casts offline optimization as a distributional translation task. This is formulated as learning a probabilistic bridge transforming an implicit distribution of low-value inputs (i.e., offline data) into another distribution of high-value inputs (i.e., solution candidates). Such probabilistic bridge can be learned using low- and high-value inputs sampled from synthetic functions that resemble the target function. These synthetic functions are constructed as the mean posterior of multiple Gaussian processes fitted with different parameterizations on the offline data, alleviating the data bottleneck. The proposed approach is evaluated on an extensive benchmark comprising most recent methods, demonstrating significant improvement and establishing a new state-of-the-art performance. Our code is publicly available at https://github.com/cuong-dm/ROOT.

We propose a novel approach to scaling LLM inference for code generation. We frame code generation as a black box optimization problem within the code space, and employ optimization-inspired techniques to enhance exploration. Specifically, we introduce Scattered Forest Search to enhance solution diversity while searching for solutions. Our theoretical analysis illustrates how these methods avoid local optima during optimization. Extensive experiments on HumanEval, MBPP, APPS, CodeContests, and Leetcode reveal significant performance improvements. For instance, our method achieves a pass@1 rate of 67.1% on HumanEval+ and 87.2% on HumanEval with GPT-3.5, marking improvements of 8.6% and 4.3% over the state-of-the-art, while also halving the iterations needed to find the correct solution. Furthermore, our method scales more efficiently than existing search techniques, including tree search, line search, and repeated sampling.

We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational intractability, 2) strong statistical assumptions that are not necessarily satisfied in practice, or 3) suboptimal sample complexity. We address these issues by providing the first computationally efficient algorithm that attains rate-optimal sample complexity with respect to the desired accuracy level, with minimal statistical assumptions. Our algorithm, MusIK, combines systematic exploration with representation learning based on multi-step inverse kinematics, a learning objective in which the aim is to predict the learner's own action from the current observation and observations in the (potentially distant) future. MusIK is simple and flexible, and can efficiently take advantage of general-purpose function approximation. Our analysis leverages several new techniques tailored to non-optimistic exploration algorithms, which we anticipate will find broader use.

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.

We study the SAM (Sharpness-Aware Minimization) optimizer which has recently attracted a lot of interest due to its increased performance over more classical variants of stochastic gradient descent. Our main contribution is the derivation of continuous-time models (in the form of SDEs) for SAM and two of its variants, both for the full-batch and mini-batch settings. We demonstrate that these SDEs are rigorous approximations of the real discrete-time algorithms (in a weak sense, scaling linearly with the learning rate). Using these models, we then offer an explanation of why SAM prefers flat minima over sharp ones~--~by showing that it minimizes an implicitly regularized loss with a Hessian-dependent noise structure. Finally, we prove that SAM is attracted to saddle points under some realistic conditions. Our theoretical results are supported by detailed experiments.

Resided at the intersection of multi-fidelity optimization (MFO) and Bayesian optimization (BO), MF BO has found a niche in solving expensive engineering design optimization problems, thanks to its advantages in incorporating physical and mathematical understandings of the problems, saving resources, addressing exploitation-exploration trade-off, considering uncertainty, and processing parallel computing. The increasing number of works dedicated to MF BO suggests the need for a comprehensive review of this advanced optimization technique. In this paper, we survey recent developments of two essential ingredients of MF BO: Gaussian process (GP) based MF surrogates and acquisition functions. We first categorize the existing MF modeling methods and MFO strategies to locate MF BO in a large family of surrogate-based optimization and MFO algorithms. We then exploit the common properties shared between the methods from each ingredient of MF BO to describe important GP-based MF surrogate models and review various acquisition functions. By doing so, we expect to provide a structured understanding of MF BO. Finally, we attempt to reveal important aspects that require further research for applications of MF BO in solving intricate yet important design optimization problems, including constrained optimization, high-dimensional optimization, optimization under uncertainty, and multi-objective optimization.

The core challenge of high-dimensional and expensive black-box optimization (BBO) is how to obtain better performance faster with little function evaluation cost. The essence of the problem is how to design an efficient optimization strategy tailored to the target task. This paper designs a powerful optimization framework to automatically learn the optimization strategies from the target or cheap surrogate task without human intervention. However, current methods are weak for this due to poor representation of optimization strategy. To achieve this, 1) drawing on the mechanism of genetic algorithm, we propose a deep neural network framework called B2Opt, which has a stronger representation of optimization strategies based on survival of the fittest; 2) B2Opt can utilize the cheap surrogate functions of the target task to guide the design of the efficient optimization strategies. Compared to the state-of-the-art BBO baselines, B2Opt can achieve multiple orders of magnitude performance improvement with less function evaluation cost. We validate our proposal on high-dimensional synthetic functions and two real-world applications. We also find that deep B2Opt performs better than shallow ones.

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.

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.

Offline reinforcement learning (RL), where the agent aims to learn the optimal policy based on the data collected by a behavior policy, has attracted increasing attention in recent years. While offline RL with linear function approximation has been extensively studied with optimal results achieved under certain assumptions, many works shift their interest to offline RL with non-linear function approximation. However, limited works on offline RL with non-linear function approximation have instance-dependent regret guarantees. In this paper, we propose an oracle-efficient algorithm, dubbed Pessimistic Nonlinear Least-Square Value Iteration (PNLSVI), for offline RL with non-linear function approximation. Our algorithmic design comprises three innovative components: (1) a variance-based weighted regression scheme that can be applied to a wide range of function classes, (2) a subroutine for variance estimation, and (3) a planning phase that utilizes a pessimistic value iteration approach. Our algorithm enjoys a regret bound that has a tight dependency on the function class complexity and achieves minimax optimal instance-dependent regret when specialized to linear function approximation. Our work extends the previous instance-dependent results within simpler function classes, such as linear and differentiable function to a more general framework.

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.

We introduce Feasible Learning (FL), a sample-centric learning paradigm where models are trained by solving a feasibility problem that bounds the loss for each training sample. In contrast to the ubiquitous Empirical Risk Minimization (ERM) framework, which optimizes for average performance, FL demands satisfactory performance on every individual data point. Since any model that meets the prescribed performance threshold is a valid FL solution, the choice of optimization algorithm and its dynamics play a crucial role in shaping the properties of the resulting solutions. In particular, we study a primal-dual approach which dynamically re-weights the importance of each sample during training. To address the challenge of setting a meaningful threshold in practice, we introduce a relaxation of FL that incorporates slack variables of minimal norm. Our empirical analysis, spanning image classification, age regression, and preference optimization in large language models, demonstrates that models trained via FL can learn from data while displaying improved tail behavior compared to ERM, with only a marginal impact on average performance.

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 show that learning-rate schedules for large model training behave surprisingly similar to a performance bound from non-smooth convex optimization theory. We provide a bound for the constant schedule with linear cooldown; in particular, the practical benefit of cooldown is reflected in the bound due to the absence of logarithmic terms. Further, we show that this surprisingly close match between optimization theory and practice can be exploited for learning-rate tuning: we achieve noticeable improvements for training 124M and 210M Llama-type models by (i) extending the schedule for continued training with optimal learning-rate, and (ii) transferring the optimal learning-rate across schedules.

Learning heuristics for vehicle routing problems (VRPs) has gained much attention due to the less reliance on hand-crafted rules. However, existing methods are typically trained and tested on the same task with a fixed size and distribution (of nodes), and hence suffer from limited generalization performance. This paper studies a challenging yet realistic setting, which considers generalization across both size and distribution in VRPs. We propose a generic meta-learning framework, which enables effective training of an initialized model with the capability of fast adaptation to new tasks during inference. We further develop a simple yet efficient approximation method to reduce the training overhead. Extensive experiments on both synthetic and benchmark instances of the traveling salesman problem (TSP) and capacitated vehicle routing problem (CVRP) demonstrate the effectiveness of our method. The code is available at: https://github.com/RoyalSkye/Omni-VRP.

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.

In this paper, we present improved learning-augmented algorithms for the multi-option ski rental problem. Learning-augmented algorithms take ML predictions as an added part of the input and incorporates these predictions in solving the given problem. Due to their unique strength that combines the power of ML predictions with rigorous performance guarantees, they have been extensively studied in the context of online optimization problems. Even though ski rental problems are one of the canonical problems in the field of online optimization, only deterministic algorithms were previously known for multi-option ski rental, with or without learning augmentation. We present the first randomized learning-augmented algorithm for this problem, surpassing previous performance guarantees given by deterministic algorithms. Our learning-augmented algorithm is based on a new, provably best-possible randomized competitive algorithm for the problem. Our results are further complemented by lower bounds for deterministic and randomized algorithms, and computational experiments evaluating our algorithms' performance improvements.

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient descent largely without adapting to the non-convex nature of the problem and can be sensitive to initial values, impeding further performance improvement. In this paper, we propose an efficient amortized optimization scheme for inverse problems with a deep generative prior. Specifically, the optimization task with high degrees of difficulty is decomposed into optimizing a sequence of much easier ones. We provide a theoretical guarantee of the proposed algorithm and empirically validate it on different inverse problems. As a result, our approach outperforms baseline methods qualitatively and quantitatively by a large margin.

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems, respectively. In practice, often at least one of these sub-problems is overparameterized. In this case, there are many ways to choose among optima that achieve equivalent objective values. Inspired by recent studies of the implicit bias induced by optimization algorithms in single-level optimization, we investigate the implicit bias of gradient-based algorithms for bilevel optimization. We delineate two standard BLO methods -- cold-start and warm-start -- and show that the converged solution or long-run behavior depends to a large degree on these and other algorithmic choices, such as the hypergradient approximation. We also show that the inner solutions obtained by warm-start BLO can encode a surprising amount of information about the outer objective, even when the outer parameters are low-dimensional. We believe that implicit bias deserves as central a role in the study of bilevel optimization as it has attained in the study of single-level neural net optimization.

We define a new class of set functions that in addition to being monotone and subadditive, also admit a very limited form of submodularity defined over a permutation of the ground set. We refer to this permutation as a submodular order. This class of functions includes monotone submodular functions as a sub-family. To understand the importance of this structure in optimization problems we consider the problem of maximizing function value under various types of constraints. To demonstrate the modeling power of submodular order functions we show applications in two different settings. First, we apply our results to the extensively studied problem of assortment optimization. While the objectives in assortment optimization are known to be non-submodular (and non-monotone) even for simple choice models, we show that they are compatible with the notion of submodular order. Consequently, we obtain new and in some cases the first constant factor guarantee for constrained assortment optimization in fundamental choice models. As a second application of submodular order functions, we show an intriguing connection to the maximization of monotone submodular functions in the streaming model. We recover some best known guarantees for this problem as a corollary of our results.

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.

Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback is given in the format of preferences over pairs of trajectories. In the linear MDP model, using randomization in algorithm design, we present an algorithm that is sample efficient (i.e., has near-optimal worst-case regret bounds) and has polynomial running time (i.e., computational complexity is polynomial with respect to relevant parameters). Our algorithm further minimizes the query complexity through a novel randomized active learning procedure. In particular, our algorithm demonstrates a near-optimal tradeoff between the regret bound and the query complexity. To extend the results to more general nonlinear function approximation, we design a model-based randomized algorithm inspired by the idea of Thompson sampling. Our algorithm minimizes Bayesian regret bound and query complexity, again achieving a near-optimal tradeoff between these two quantities. Computation-wise, similar to the prior Thompson sampling algorithms under the regular RL setting, the main computation primitives of our algorithm are Bayesian supervised learning oracles which have been heavily investigated on the empirical side when applying Thompson sampling algorithms to RL benchmark problems.

We compare the (1,lambda)-EA and the (1 + lambda)-EA on the recently introduced benchmark DisOM, which is the OneMax function with randomly planted local optima. Previous work showed that if all local optima have the same relative height, then the plus strategy never loses more than a factor O(nlog n) compared to the comma strategy. Here we show that even small random fluctuations in the heights of the local optima have a devastating effect for the plus strategy and lead to super-polynomial runtimes. On the other hand, due to their ability to escape local optima, comma strategies are unaffected by the height of the local optima and remain efficient. Our results hold for a broad class of possible distortions and show that the plus strategy, but not the comma strategy, is generally deceived by sparse unstructured fluctuations of a smooth landscape.

Bayesian optimisation is a popular approach for optimising expensive black-box functions. The next location to be evaluated is selected via maximising an acquisition function that balances exploitation and exploration. Gaussian processes, the surrogate models of choice in Bayesian optimisation, are often used with a constant prior mean function equal to the arithmetic mean of the observed function values. We show that the rate of convergence can depend sensitively on the choice of mean function. We empirically investigate 8 mean functions (constant functions equal to the arithmetic mean, minimum, median and maximum of the observed function evaluations, linear, quadratic polynomials, random forests and RBF networks), using 10 synthetic test problems and two real-world problems, and using the Expected Improvement and Upper Confidence Bound acquisition functions. We find that for design dimensions ge5 using a constant mean function equal to the worst observed quality value is consistently the best choice on the synthetic problems considered. We argue that this worst-observed-quality function promotes exploitation leading to more rapid convergence. However, for the real-world tasks the more complex mean functions capable of modelling the fitness landscape may be effective, although there is no clearly optimum choice.

We study infinite-horizon average-reward Markov decision processes (AMDPs) in the context of general function approximation. Specifically, we propose a novel algorithmic framework named Local-fitted Optimization with OPtimism (LOOP), which incorporates both model-based and value-based incarnations. In particular, LOOP features a novel construction of confidence sets and a low-switching policy updating scheme, which are tailored to the average-reward and function approximation setting. Moreover, for AMDPs, we propose a novel complexity measure -- average-reward generalized eluder coefficient (AGEC) -- which captures the challenge of exploration in AMDPs with general function approximation. Such a complexity measure encompasses almost all previously known tractable AMDP models, such as linear AMDPs and linear mixture AMDPs, and also includes newly identified cases such as kernel AMDPs and AMDPs with Bellman eluder dimensions. Using AGEC, we prove that LOOP achieves a sublinear mathcal{O}(poly(d, sp(V^*)) Tbeta ) regret, where d and beta correspond to AGEC and log-covering number of the hypothesis class respectively, sp(V^*) is the span of the optimal state bias function, T denotes the number of steps, and mathcal{O} (cdot) omits logarithmic factors. When specialized to concrete AMDP models, our regret bounds are comparable to those established by the existing algorithms designed specifically for these special cases. To the best of our knowledge, this paper presents the first comprehensive theoretical framework capable of handling nearly all AMDPs.

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods with a provable improvement of the condition number, cutting the gaps between highest eigenvalues, without explicit knowledge of the actual spectrum. We give a stochastic interpretation of this preconditioning in terms of coordinate volume sampling and compare it with other classical approaches, including the Chebyshev polynomials. We show how to incorporate a polynomial preconditioning into the Gradient and Fast Gradient Methods and establish the corresponding global complexity bounds. Finally, we propose a simple adaptive search procedure that automatically chooses the best possible polynomial preconditioning for the Gradient Method, minimizing the objective along a low-dimensional Krylov subspace. Numerical experiments confirm the efficiency of our preconditioning strategies for solving various machine learning problems.

Gradient-based optimization has been critical to the success of machine learning, updating a single set of parameters to minimize a single loss. A growing number of applications rely on a generalization of this, where we have a bilevel or nested optimization of which subsets of parameters update on different objectives nested inside each other. We focus on motivating examples of hyperparameter optimization and generative adversarial networks. However, naively applying classical methods often fails when we look at solving these nested problems on a large scale. In this thesis, we build tools for nested optimization that scale to deep learning setups.

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.

Recent work has shown that the training of a one-hidden-layer, scalar-output fully-connected ReLU neural network can be reformulated as a finite-dimensional convex program. Unfortunately, the scale of such a convex program grows exponentially in data size. In this work, we prove that a stochastic procedure with a linear complexity well approximates the exact formulation. Moreover, we derive a convex optimization approach to efficiently solve the "adversarial training" problem, which trains neural networks that are robust to adversarial input perturbations. Our method can be applied to binary classification and regression, and provides an alternative to the current adversarial training methods, such as Fast Gradient Sign Method (FGSM) and Projected Gradient Descent (PGD). We demonstrate in experiments that the proposed method achieves a noticeably better adversarial robustness and performance than the existing methods.

Selecting hyperparameters in deep learning greatly impacts its effectiveness but requires manual effort and expertise. Recent works show that Bayesian model selection with Laplace approximations can allow to optimize such hyperparameters just like standard neural network parameters using gradients and on the training data. However, estimating a single hyperparameter gradient requires a pass through the entire dataset, limiting the scalability of such algorithms. In this work, we overcome this issue by introducing lower bounds to the linearized Laplace approximation of the marginal likelihood. In contrast to previous estimators, these bounds are amenable to stochastic-gradient-based optimization and allow to trade off estimation accuracy against computational complexity. We derive them using the function-space form of the linearized Laplace, which can be estimated using the neural tangent kernel. Experimentally, we show that the estimators can significantly accelerate gradient-based hyperparameter optimization.

We study the problem of learning a single neuron with respect to the L_2^2-loss in the presence of adversarial label noise. We give an efficient algorithm that, for a broad family of activations including ReLUs, approximates the optimal L_2^2-error within a constant factor. Our algorithm applies under much milder distributional assumptions compared to prior work. The key ingredient enabling our results is a novel connection to local error bounds from optimization theory.

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to learning the transfer operator or the generator of the system, which in turn can be used for numerous tasks, such as forecasting and interpreting the system dynamics. We show that the search for a good representation can be cast as an optimization problem over neural networks. Our approach is supported by recent results in statistical learning theory, highlighting the role of approximation error and metric distortion in the learning problem. The objective function we propose is associated with projection operators from the representation space to the data space, overcomes metric distortion, and can be empirically estimated from data. In the discrete-time setting, we further derive a relaxed objective function that is differentiable and numerically well-conditioned. We compare our method against state-of-the-art approaches on different datasets, showing better performance across the board.

Solving partial differential equations (PDEs) is a central task in scientific computing. Recently, neural network approximation of PDEs has received increasing attention due to its flexible meshless discretization and its potential for high-dimensional problems. One fundamental numerical difficulty is that random samples in the training set introduce statistical errors into the discretization of loss functional which may become the dominant error in the final approximation, and therefore overshadow the modeling capability of the neural network. In this work, we propose a new minmax formulation to optimize simultaneously the approximate solution, given by a neural network model, and the random samples in the training set, provided by a deep generative model. The key idea is to use a deep generative model to adjust random samples in the training set such that the residual induced by the approximate PDE solution can maintain a smooth profile when it is being minimized. Such an idea is achieved by implicitly embedding the Wasserstein distance between the residual-induced distribution and the uniform distribution into the loss, which is then minimized together with the residual. A nearly uniform residual profile means that its variance is small for any normalized weight function such that the Monte Carlo approximation error of the loss functional is reduced significantly for a certain sample size. The adversarial adaptive sampling (AAS) approach proposed in this work is the first attempt to formulate two essential components, minimizing the residual and seeking the optimal training set, into one minmax objective functional for the neural network approximation of PDEs.

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.

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.

Printed Electronics (PE) stands out as a promisingtechnology for widespread computing due to its distinct attributes, such as low costs and flexible manufacturing. Unlike traditional silicon-based technologies, PE enables stretchable, conformal,and non-toxic hardware. However, PE are constrained by larger feature sizes, making it challenging to implement complex circuits such as machine learning (ML) classifiers. Approximate computing has been proven to reduce the hardware cost of ML circuits such as Multilayer Perceptrons (MLPs). In this paper, we maximize the benefits of approximate computing by integrating hardware approximation into the MLP training process. Due to the discrete nature of hardware approximation, we propose and implement a genetic-based, approximate, hardware-aware training approach specifically designed for printed MLPs. For a 5% accuracy loss, our MLPs achieve over 5x area and power reduction compared to the baseline while outperforming state of-the-art approximate and stochastic printed MLPs.

We study the use of amortized optimization to predict optimal transport (OT) maps from the input measures, which we call Meta OT. This helps repeatedly solve similar OT problems between different measures by leveraging the knowledge and information present from past problems to rapidly predict and solve new problems. Otherwise, standard methods ignore the knowledge of the past solutions and suboptimally re-solve each problem from scratch. We instantiate Meta OT models in discrete and continuous settings between grayscale images, spherical data, classification labels, and color palettes and use them to improve the computational time of standard OT solvers. Our source code is available at http://github.com/facebookresearch/meta-ot

We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from experts, we design new algorithms that obtain near-optimal regret {O} big( varepsilon^{-1} log^{1.5}{d} big) where d is the number of experts. This significantly improves over the best existing regret bounds for the DP non-realizable setting which are {O} big( varepsilon^{-1} minbig{d, T^{1/3}log dbig} big). We also develop an adaptive algorithm for the small-loss setting with regret O(L^starlog d + varepsilon^{-1} log^{1.5}{d}) where L^star is the total loss of the best expert. Additionally, we consider DP online convex optimization in the realizable setting and propose an algorithm with near-optimal regret O big(varepsilon^{-1} d^{1.5} big), as well as an algorithm for the smooth case with regret O big( varepsilon^{-2/3} (dT)^{1/3} big), both significantly improving over existing bounds in the non-realizable regime.

Reinforcement Learning (RL) has demonstrated tremendous empirical success across numerous challenging domains. However, we lack a strong theoretical understanding of the statistical complexity of RL in environments with large state spaces, where function approximation is required for sample-efficient learning. This thesis addresses this gap by rigorously examining the statistical complexity of RL with function approximation from a learning theoretic perspective. Departing from a long history of prior work, we consider the weakest form of function approximation, called agnostic policy learning, in which the learner seeks to find the best policy in a given class Pi, with no guarantee that Pi contains an optimal policy for the underlying task. We systematically explore agnostic policy learning along three key axes: environment access -- how a learner collects data from the environment; coverage conditions -- intrinsic properties of the underlying MDP measuring the expansiveness of state-occupancy measures for policies in the class Pi, and representational conditions -- structural assumptions on the class Pi itself. Within this comprehensive framework, we (1) design new learning algorithms with theoretical guarantees and (2) characterize fundamental performance bounds of any algorithm. Our results reveal significant statistical separations that highlight the power and limitations of agnostic policy learning.

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.

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.

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory conditions.We present a computationally efficient policy optimization algorithm for the challenging general setting of unknown dynamics and bandit feedback, featuring a combination of mirror-descent and least squares policy evaluation in an auxiliary MDP used to compute exploration bonuses.Our algorithm obtains an widetilde O(K^{6/7}) regret bound, improving significantly over previous state-of-the-art of widetilde O (K^{14/15}) in this setting. In addition, we present a version of the same algorithm under the assumption a simulator of the environment is available to the learner (but otherwise no exploratory assumptions are made), and prove it obtains state-of-the-art regret of widetilde O (K^{2/3}).

Recent Meta-learning for Black-Box Optimization (MetaBBO) methods harness neural networks to meta-learn configurations of traditional black-box optimizers. Despite their success, they are inevitably restricted by the limitations of predefined hand-crafted optimizers. In this paper, we present Symbol, a novel framework that promotes the automated discovery of black-box optimizers through symbolic equation learning. Specifically, we propose a Symbolic Equation Generator (SEG) that allows closed-form optimization rules to be dynamically generated for specific tasks and optimization steps. Within Symbol, we then develop three distinct strategies based on reinforcement learning, so as to meta-learn the SEG efficiently. Extensive experiments reveal that the optimizers generated by Symbol not only surpass the state-of-the-art BBO and MetaBBO baselines, but also exhibit exceptional zero-shot generalization abilities across entirely unseen tasks with different problem dimensions, population sizes, and optimization horizons. Furthermore, we conduct in-depth analyses of our Symbol framework and the optimization rules that it generates, underscoring its desirable flexibility and interpretability.

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.

It is often useful to compactly summarize important properties of model parameters and training data so that they can be used later without storing and/or iterating over the entire dataset. As a specific case, we consider estimating the Function Space Distance (FSD) over a training set, i.e. the average discrepancy between the outputs of two neural networks. We propose a Linearized Activation Function TRick (LAFTR) and derive an efficient approximation to FSD for ReLU neural networks. The key idea is to approximate the architecture as a linear network with stochastic gating. Despite requiring only one parameter per unit of the network, our approach outcompetes other parametric approximations with larger memory requirements. Applied to continual learning, our parametric approximation is competitive with state-of-the-art nonparametric approximations, which require storing many training examples. Furthermore, we show its efficacy in estimating influence functions accurately and detecting mislabeled examples without expensive iterations over the entire dataset.

Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second order statistics of the data, are far less prevalent despite strong theoretical properties, due to their prohibitive computation, memory and communication costs. In an attempt to bridge this gap between theoretical and practical optimization, we present a scalable implementation of a second-order preconditioned method (concretely, a variant of full-matrix Adagrad), that along with several critical algorithmic and numerical improvements, provides significant convergence and wall-clock time improvements compared to conventional first-order methods on state-of-the-art deep models. Our novel design effectively utilizes the prevalent heterogeneous hardware architecture for training deep models, consisting of a multicore CPU coupled with multiple accelerator units. We demonstrate superior performance compared to state-of-the-art on very large learning tasks such as machine translation with Transformers, language modeling with BERT, click-through rate prediction on Criteo, and image classification on ImageNet with ResNet-50.

In computer-aided engineering design, the goal of a designer is to find an optimal design on a given requirement using the numerical simulator in loop with an optimization method. In this design optimization process, a good design optimization process is one that can reduce the time from inception to design. In this work, we take a class of design problem, that is computationally cheap to evaluate but has high dimensional design space. In such cases, traditional surrogate-based optimization does not offer any benefits. In this work, we propose an alternative way to use ML model to surrogate the design process that formulates the search problem as an inverse problem and can save time by finding the optimal design or at least a good initial seed design for optimization. By using this trained surrogate model with the traditional optimization method, we can get the best of both worlds. We call this as Surrogate Assisted Optimization (SAO)- a hybrid approach by mixing ML surrogate with the traditional optimization method. Empirical evaluations of propeller design problems show that a better efficient design can be found in fewer evaluations using SAO.

This work proposes a procedure for designing algorithms for specific adaptive data collection tasks like active learning and pure-exploration multi-armed bandits. Unlike the design of traditional adaptive algorithms that rely on concentration of measure and careful analysis to justify the correctness and sample complexity of the procedure, our adaptive algorithm is learned via adversarial training over equivalence classes of problems derived from information theoretic lower bounds. In particular, a single adaptive learning algorithm is learned that competes with the best adaptive algorithm learned for each equivalence class. Our procedure takes as input just the available queries, set of hypotheses, loss function, and total query budget. This is in contrast to existing meta-learning work that learns an adaptive algorithm relative to an explicit, user-defined subset or prior distribution over problems which can be challenging to define and be mismatched to the instance encountered at test time. This work is particularly focused on the regime when the total query budget is very small, such as a few dozen, which is much smaller than those budgets typically considered by theoretically derived algorithms. We perform synthetic experiments to justify the stability and effectiveness of the training procedure, and then evaluate the method on tasks derived from real data including a noisy 20 Questions game and a joke recommendation task.

Second-order optimization has been developed to accelerate the training of deep neural networks and it is being applied to increasingly larger-scale models. In this study, towards training on further larger scales, we identify a specific parameterization for second-order optimization that promotes feature learning in a stable manner even if the network width increases significantly. Inspired by a maximal update parameterization, we consider a one-step update of the gradient and reveal the appropriate scales of hyperparameters including random initialization, learning rates, and damping terms. Our approach covers two major second-order optimization algorithms, K-FAC and Shampoo, and we demonstrate that our parameterization achieves higher generalization performance in feature learning. In particular, it enables us to transfer the hyperparameters across models with different widths.

While deep learning models have replaced hand-designed features across many domains, these models are still trained with hand-designed optimizers. In this work, we leverage the same scaling approach behind the success of deep learning to learn versatile optimizers. We train an optimizer for deep learning which is itself a small neural network that ingests gradients and outputs parameter updates. Meta-trained with approximately four thousand TPU-months of compute on a wide variety of optimization tasks, our optimizer not only exhibits compelling performance, but optimizes in interesting and unexpected ways. It requires no hyperparameter tuning, instead automatically adapting to the specifics of the problem being optimized. We open source our learned optimizer, meta-training code, the associated train and test data, and an extensive optimizer benchmark suite with baselines at velo-code.github.io.

Maximizing monotone submodular functions under a matroid constraint is a classic algorithmic problem with multiple applications in data mining and machine learning. We study this classic problem in the fully dynamic setting, where elements can be both inserted and deleted in real-time. Our main result is a randomized algorithm that maintains an efficient data structure with an O(k^2) amortized update time (in the number of additions and deletions) and yields a 4-approximate solution, where k is the rank of the matroid.

We study preferential Bayesian optimization (BO) where reliable feedback is limited to pairwise comparison called duels. An important challenge in preferential BO, which uses the preferential Gaussian process (GP) model to represent flexible preference structure, is that the posterior distribution is a computationally intractable skew GP. The most widely used approach for preferential BO is Gaussian approximation, which ignores the skewness of the true posterior. Alternatively, Markov chain Monte Carlo (MCMC) based preferential BO is also proposed. In this work, we first verify the accuracy of Gaussian approximation, from which we reveal the critical problem that the predictive probability of duels can be inaccurate. This observation motivates us to improve the MCMC-based estimation for skew GP, for which we show the practical efficiency of Gibbs sampling and derive the low variance MC estimator. However, the computational time of MCMC can still be a bottleneck in practice. Towards building a more practical preferential BO, we develop a new method that achieves both high computational efficiency and low sample complexity, and then demonstrate its effectiveness through extensive numerical experiments.

Structural optimization is a popular method for designing objects such as bridge trusses, airplane wings, and optical devices. Unfortunately, the quality of solutions depends heavily on how the problem is parameterized. In this paper, we propose using the implicit bias over functions induced by neural networks to improve the parameterization of structural optimization. Rather than directly optimizing densities on a grid, we instead optimize the parameters of a neural network which outputs those densities. This reparameterization leads to different and often better solutions. On a selection of 116 structural optimization tasks, our approach produces the best design 50% more often than the best baseline method.

Recently, the study of linear misspecified bandits has generated intriguing implications of the hardness of learning in bandits and reinforcement learning (RL). In particular, Du et al. (2020) show that even if a learner is given linear features in R^d that approximate the rewards in a bandit or RL with a uniform error of varepsilon, searching for an O(varepsilon)-optimal action requires pulling at least Omega(exp(d)) queries. Furthermore, Lattimore et al. (2020) show that a degraded O(varepsilond)-optimal solution can be learned within poly(d/varepsilon) queries. Yet it is unknown whether a structural assumption on the ground-truth parameter, such as sparsity, could break the varepsilond barrier. In this paper, we address this question by showing that algorithms can obtain O(varepsilon)-optimal actions by querying O(varepsilon^{-s}d^s) actions, where s is the sparsity parameter, removing the exp(d)-dependence. We then establish information-theoretical lower bounds, i.e., Omega(exp(s)), to show that our upper bound on sample complexity is nearly tight if one demands an error O(s^{delta}varepsilon) for 0<delta<1. For deltageq 1, we further show that poly(s/varepsilon) queries are possible when the linear features are "good" and even in general settings. These results provide a nearly complete picture of how sparsity can help in misspecified bandit learning and provide a deeper understanding of when linear features are "useful" for bandit and reinforcement learning with misspecification.

The notion of omnipredictors (Gopalan, Kalai, Reingold, Sharan and Wieder ITCS 2021), suggested a new paradigm for loss minimization. Rather than learning a predictor based on a known loss function, omnipredictors can easily be post-processed to minimize any one of a rich family of loss functions compared with the loss of hypotheses in a class mathcal C. It has been shown that such omnipredictors exist and are implied (for all convex and Lipschitz loss functions) by the notion of multicalibration from the algorithmic fairness literature. In this paper, we introduce omnipredictors for constrained optimization and study their complexity and implications. The notion that we introduce allows the learner to be unaware of the loss function that will be later assigned as well as the constraints that will be later imposed, as long as the subpopulations that are used to define these constraints are known. We show how to obtain omnipredictors for constrained optimization problems, relying on appropriate variants of multicalibration. We also investigate the implications of this notion when the constraints used are so-called group fairness notions.

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are fine-tuned for the application at hand. Although this tuning process can require large computational costs, recent work has shown that these costs can be reduced by line search methods that iteratively adjust the stepsize. We propose an alternative approach to stochastic line search by using a new algorithm based on forward step model building. This model building step incorporates second-order information that allows adjusting not only the stepsize but also the search direction. Noting that deep learning model parameters come in groups (layers of tensors), our method builds its model and calculates a new step for each parameter group. This novel diagonalization approach makes the selected step lengths adaptive. We provide convergence rate analysis, and experimentally show that the proposed algorithm achieves faster convergence and better generalization in well-known test problems. More precisely, SMB requires less tuning, and shows comparable performance to other adaptive methods.

The approximation of Partial Differential Equations (PDEs) using neural networks has seen significant advancements through Physics-Informed Neural Networks (PINNs). Despite their straightforward optimization framework and flexibility in implementing various PDEs, PINNs often suffer from limited accuracy due to the spectral bias of Multi-Layer Perceptrons (MLPs), which struggle to effectively learn high-frequency and non-linear components. Recently, parametric mesh representations in combination with neural networks have been investigated as a promising approach to eliminate the inductive biases of neural networks. However, they usually require very high-resolution grids and a large number of collocation points to achieve high accuracy while avoiding overfitting issues. In addition, the fixed positions of the mesh parameters restrict their flexibility, making it challenging to accurately approximate complex PDEs. To overcome these limitations, we propose Physics-Informed Gaussians (PIGs), which combine feature embeddings using Gaussian functions with a lightweight neural network. Our approach uses trainable parameters for the mean and variance of each Gaussian, allowing for dynamic adjustment of their positions and shapes during training. This adaptability enables our model to optimally approximate PDE solutions, unlike models with fixed parameter positions. Furthermore, the proposed approach maintains the same optimization framework used in PINNs, allowing us to benefit from their excellent properties. Experimental results show the competitive performance of our model across various PDEs, demonstrating its potential as a robust tool for solving complex PDEs. Our project page is available at https://namgyukang.github.io/Physics-Informed-Gaussians/

Quantum algorithms for optimization problems are of general interest. Despite recent progress in classical lower bounds for nonconvex optimization under different settings and quantum lower bounds for convex optimization, quantum lower bounds for nonconvex optimization are still widely open. In this paper, we conduct a systematic study of quantum query lower bounds on finding epsilon-approximate stationary points of nonconvex functions, and we consider the following two important settings: 1) having access to p-th order derivatives; or 2) having access to stochastic gradients. The classical query lower bounds is Omegabig(epsilon^{-1+p{p}}big) regarding the first setting, and Omega(epsilon^{-4}) regarding the second setting (or Omega(epsilon^{-3}) if the stochastic gradient function is mean-squared smooth). In this paper, we extend all these classical lower bounds to the quantum setting. They match the classical algorithmic results respectively, demonstrating that there is no quantum speedup for finding epsilon-stationary points of nonconvex functions with p-th order derivative inputs or stochastic gradient inputs, whether with or without the mean-squared smoothness assumption. Technically, our quantum lower bounds are obtained by showing that the sequential nature of classical hard instances in all these settings also applies to quantum queries, preventing any quantum speedup other than revealing information of the stationary points sequentially.