论文检索

Optimization · Non-Convex

Zhangyi Liu, Feng Liu, Rui Gao, Shuang Li

We study convergence properties of the discrete-time Mean-Field Langevin Stochastic Descent-Ascent (MFL-SDA) algorithm for solving distributional minimax optimization. These problems arise in various applications, such as zero-sum games, generative adversarial networks and distributionally robust learning. Despite the significance of MFL-SDA in these contexts, the discrete-time convergence rate remains underexplored.To address this gap, we establish a last-iterate convergence rate of $O(\frac{1}{\epsilon}\log\frac{1}{\epsilon})$ for MFL-SDA. This rate is nearly optimal when compared to the complexity lower bound of its Euclidean counterpart. This rate also matches the complexity of mean-field Langevin stochastic gradient descent for distributional minimization and the outer-loop iteration complexity of an existing double-loop algorithm for distributional minimax problems.By leveraging an elementary analysis framework that avoids PDE-based techniques, we overcome previous limitations and achieve a faster convergence rate.

Optimization · Stochastic

Zhenyu Sun, Ermin Wei

Unlike its vanilla counterpart with i.i.d. samples, stochastic optimization with Markovian sampling allows the sampling scheme following a Markov chain. This problem encompasses various applications that range from asynchronous distributed optimization to reinforcement learning. In this work, we lower bound the sample complexity of finding $\epsilon$-approximate critical solutions for any first-order methods when sampling is Markovian. We show that for samples drawn from stationary Markov processes with countable state space, any algorithm that accesses smooth, non-convex functions through queries to a stochastic gradient oracle, requires at least $\Omega(\epsilon^{-4})$ samples. Moreover, for finite Markov chains, we show a $\Omega(\epsilon^{-2})$ lower bound and propose a new algorithm, called MaC-SAGE, that is proven to (nearly) match our lower bound.

Optimization · Large Scale, Parallel and Distributed

Yi-Rui Yang, Chang-Wei Shi, Wu-Jun Li

Byzantine-robust distributed learning (BRDL), which refers to distributed learning that can work with potential faulty or malicious workers (also known as Byzantine workers), has recently attracted much research attention. Robust aggregators are widely used in existing BRDL methods to obtain robustness against Byzantine workers. However, Byzantine workers do not always exist in applications. As far as we know, there is almost no existing work theoretically investigating the effect of using robust aggregators when there are no Byzantine workers. To bridge this knowledge gap, we theoretically analyze the aggregation error for robust aggregators when there are no Byzantine workers. Specifically, we show that the worst-case aggregation error without Byzantine workers increases with the increase of the number of Byzantine workers that a robust aggregator can tolerate. The theoretical result reveals the tension between Byzantine robustness and no-attack accuracy, which refers to accuracy without faulty workers and malicious workers in this paper. Furthermore, we provide lower bounds for the convergence rate of gradient descent with robust aggregators for non-convex objective functions and objective functions that satisfy the Polyak-Lojasiewicz (PL) condition, respectively. We also prove the tightness of the lower bounds. The lower bounds for convergence rate reveal similar tension between Byzantine robustness and no-attack accuracy. Empirical results further support our theoretical findings.

Optimization · Discrete and Combinatorial Optimization

Ismail Alkhouri, Cedric Le Denmat, Yingjie Li, CUNXI YU, Jia (Kevin) Liu, Rongrong Wang, Alvaro Velasquez

Combinatorial Optimization (CO) addresses many important problems, including the challenging Maximum Independent Set (MIS) problem. Alongside exact and heuristic solvers, differentiable approaches have emerged, often using continuous relaxations of quadratic objectives. Noting that an MIS in a graph is a Maximum Clique (MC) in its complement, we propose a new quadratic formulation for MIS by incorporating an MC term, improving convergence and exploration. We show that every maximal independent set corresponds to a local minimizer, derive conditions with respect to the MIS size, and characterize stationary points. To tackle the non-convexity of the objective, we propose optimizing several initializations in parallel using momentum-based gradient descent, complemented by an efficient MIS checking criterion derived from our theory. We dub our method as **p**arallelized **C**lique-Informed **Q**uadratic **O**ptimization for MIS (pCQO-MIS). Our experimental results demonstrate the effectiveness of the proposed method compared to exact, heuristic, sampling, and data-centric approaches. Notably, our method avoids the out-of-distribution tuning and reliance on (un)labeled data required by data-centric methods, while achieving superior MIS sizes and competitive run-time relative to their inference time. Additionally, a key advantage of pCQO-MIS is that, unlike exact and heuristic solvers, the run-time scales only with the number of nodes in the graph, not the number of edges. Our code is available at the GitHub repository: https://github.com/ledenmat/pCQO-mis-benchmark/tree/refactor.

Theory · Optimization

Kwangjun Ahn, Gagik Magakyan, Ashok Cutkosky

This work investigates the effectiveness of schedule-free methods, developed by A. Defazio et al. (NeurIPS 2024), in nonconvex optimization settings, inspired by their remarkable empirical success in training neural networks. Specifically, we show that schedule-free SGD achieves optimal iteration complexity for nonsmooth, non-convex optimization problems. Our proof begins with the development of a general framework for online-to-nonconvex conversion, which converts a given online learning algorithm into an optimization algorithm for nonconvex losses. Our general framework not only recovers existing conversions but also leads to two novel conversion schemes. Notably, one of these new conversions corresponds directly to schedule-free SGD, allowing us to establish its optimality. Additionally, our analysis provides valuable insights into the parameter choices for schedule-free SGD, addressing a theoretical gap that the convex theory cannot explain.

Optimization

Tian Li, Tianyi Zhou, Jeff Bilmes

Sharpness-Aware Minimization (SAM) has been demonstrated to improve the generalization performance of overparameterized models by seeking flat minima on the loss landscape through optimizing model parameters that incur the largest loss within a neighborhood. Nevertheless, such min-max formulations are computationally challenging especially when the problem is highly non-convex. Additionally, focusing only on the worst-case local solution while ignoring potentially many other local solutions may be suboptimal when searching for flat minima. In this work, we propose Tilted SAM (TSAM), a smoothed generalization of SAM inspired by exponential tilting that effectively assigns higher priority to local solutions that incur larger losses. TSAM is parameterized by a tilt hyperparameter $t$ and reduces to SAM as $t$ approaches infinity. We show that TSAM is smoother than SAM and thus easier to optimize, and it explicitly favors flatter minima. We develop algorithms motivated by the discretization of Hamiltonian dynamics to solve TSAM. Empirically, TSAM arrives at flatter local minima and results in superior test performance than the baselines of SAM and ERM across a range of image and text tasks.

Optimization · Stochastic

Qiang Li, Michal Yemini, Hoi To Wai

This paper studies the convergence of clipped stochastic gradient descent (SGD) algorithms with decision-dependent data distribution. Our setting is motivated by privacy preserving optimization algorithms that interact with performative data where the prediction models can influence future outcomes. This challenging setting involves the non-smooth clipping operator and non-gradient dynamics due to distribution shifts. We make two contributions in pursuit for a performative stable solution with these algorithms. First, we characterize the stochastic bias with projected clipped SGD (PCSGD) algorithm which is caused by the clipping operator that prevents PCSGD from reaching a stable solution. When the loss function is strongly convex, we quantify the lower and upper bounds for this stochastic bias and demonstrate a bias amplification phenomenon with the sensitivity of data distribution. When the loss function is non-convex, we bound the magnitude of stationarity bias. Second, we propose remedies to mitigate the bias either by utilizing an optimal step size design for PCSGD, or to apply the recent DiceSGD algorithm [Zhang et al., 2024]. Our analysis is also extended to show that the latter algorithm is free from stochastic bias in the performative setting. Numerical experiments verify our findings.

Optimization · Non-Convex

Suryanarayana Sankagiri, Jalal Etesami, Matthias Grossglauser

In this paper, we consider a recommender system that elicits user feedback through pairwise comparisons instead of ratings. We study the problem of learning personalised preferences from such comparison data via collaborative filtering. Similar to the classical matrix completion setting, we assume that users and items are endowed with low-dimensional latent features. These features give rise to user-item utilities, and the comparison outcomes are governed by a discrete choice model over these utilities. The task of learning these features is then formulated as a maximum likelihood problem over the comparison dataset. Despite the resulting optimization problem being nonconvex, we show that gradient-based methods converge exponentially to the latent features, given a warm start. Importantly, this result holds in a sparse data regime, where each user compares only a few pairs of items. Our main technical contribution is to extend key concentration results commonly used in matrix completion to our model. Simulations reveal that the empirical performance of the method exceeds theoretical predictions, even when some assumptions are relaxed. Our work demonstrates that learning personalised recommendations from comparison data is both computationally and statistically efficient.

General Machine Learning

Gauthier Thurin, Kimia Nadjahi, Claire Boyer

Conformal Prediction (CP) is a principled framework for quantifying uncertainty in black-box learning models, by constructing prediction sets with finite-sample coverage guarantees. Traditional approaches rely on scalar nonconformity scores, which fail to fully exploit the geometric structure of multivariate outputs, such as in multi-output regression or multiclass classification. Recent methods addressing this limitation impose predefined convex shapes for the prediction sets, potentially misaligning with the intrinsic data geometry. We introduce a novel CP procedure handling multivariate score functions through the lens of optimal transport. Specifically, we leverage Monge-Kantorovich vector ranks and quantiles to construct prediction region with flexible, potentially non-convex shapes, better suited to the complex uncertainty patterns encountered in multivariate learning tasks. We prove that our approach ensures finite-sample, distribution-free coverage properties, similar to typical CP methods. We then adapt our method for multi-output regression and multiclass classification, and also propose simple adjustments to generate adaptive prediction regions with asymptotic conditional coverage guarantees. Finally, we evaluate our method on practical regression and classification problems, illustrating its advantages in terms of (conditional) coverage and efficiency.

Michael Sucker, Peter Ochs

Learning-to-optimize leverages machine learning to accelerate optimization algorithms. While empirical results show tremendous improvements compared to classical optimization algorithms, theoretical guarantees are mostly lacking, such that the outcome cannot be reliably assured. Especially, convergence is hardly studied in learning-to-optimize, because conventional convergence guarantees in optimization are based on geometric arguments, which cannot be applied easily to learned algorithms. Thus, we develop a probabilistic framework that resembles classical optimization and allows for transferring geometric arguments into learning-to-optimize. Based on our new proof-strategy, our main theorem is a generalization result for parametric classes of potentially non-smooth, non-convex loss functions and establishes the convergence of learned optimization algorithms to critical points with high probability. This effectively generalizes the results of a worst-case analysis into a probabilistic framework, and frees the design of the learned algorithm from using safeguards.

Optimization

Thien Nguyen, Huy Nguyen

We introduce two complementary techniques for efficient optimization that reduce memory requirements while accelerating training oflarge-scale neural networks. The first technique, Subset-Norm step size, generalizes AdaGrad-Norm and AdaGrad(-Coordinate) through step-size sharing. Subset-Norm (SN) reduces AdaGrad's memory footprint from $O(d)$ to $O(\sqrt{d})$, where $d$ is the model size. For non-convex smooth objectives under coordinate-wise sub-gaussian noise, we show a noise-adapted high-probability convergence guarantee with improved dimensional dependence of SN over existing methods. Our second technique, Subspace-Momentum, reduces the momentum state's memory footprint by restricting momentum to a low-dimensional subspace while performing SGD in the orthogonal complement. We prove high-probability convergence rates for Subspace-Momentum under standard assumptions. Empirical evaluation on pre-training and fine-tuning LLMs demonstrates the effectiveness of our methods. For instance, combining Subset-Norm with Subspace-Momentum achieves Adam's validation perplexity for LLaMA 1B in approximately half the trainingtokens (6.8B vs 13.1B) while reducing Adam's optimizer-states memory footprint by more than 80\% with minimal additional hyperparameter tuning.

Optimization · Non-Convex

Luis Scoccola, Uzu Lim, Heather Harrington

Classical unsupervised learning methods like clustering and linear dimensionality reduction parametrize large-scale geometrywhen it is discrete or linear, while more modern methods from manifold learning find low dimensional representation or infer local geometry by constructing a graph on the input data. More recently, topological data analysis popularized the use of simplicial complexes to represent data topology with two main methodologies: topological inference with geometric complexes and large-scale topology representation with Mapper graphs -- central to these is the nerve construction from topology, which builds a simplicial complex given any cover of a space by subsets. While successful, these have limitations: geometric complexes scale poorly with data size, and Mapper graphs can be hard to tune and only contain low dimensional information. In this paper, we propose to study the problem of learning covers in its own right, and from the perspective of optimization. We describe a method to learn topologically-faithful covers of geometric datasets, and show that the simplicial complexes thus obtained can outperform standard topological inference approaches in terms of size, and Mapper-type algorithms in terms of representation of large-scale topology.

Reinforcement Learning

Alessio Russo, Aldo Pacchiano

We study the policy evaluation problem in an online multi-reward multi-policy discounted setting, where multiple reward functions must be evaluated simultaneously for different policies. We adopt an $(\epsilon,\delta)$-PAC perspective to achieve $\epsilon$-accurate estimates with high confidence across finite or convex sets of rewards, a setting that has not been investigated in the literature. Building on prior work on Multi-Reward Best Policy Identification, we adapt the MR-NaS exploration scheme to jointly minimize sample complexity for evaluating different policies across different reward sets. Our approach leverages an instance-specific lower bound revealing how the sample complexity scales with a measure of value deviation, guiding the design of an efficient exploration policy. Although computing this bound entails a hard non-convex optimization, we propose an efficient convex approximation that holds for both finite and convex reward sets. Experiments in tabular domains demonstrate the effectiveness of this adaptive exploration scheme.

Theory · Optimization

Amit Attia, Ofir Gaash, Tomer Koren

We consider the problem of asynchronous stochastic optimization, where an optimization algorithm makes updates based on stale stochastic gradients of the objective that are subject to an arbitrary (possibly adversarial) sequence of delays. We present a procedure which, for any given $q \in (0,1]$, transforms any standard stochastic first-order method to an asynchronous method with convergence guarantee depending on the $q$-quantile delay of the sequence. This approach leads to convergence rates of the form $O(\tau_q/qT+\sigma/\sqrt{qT})$ for non-convex and $O(\tau_q^2/(q T)^2+\sigma/\sqrt{qT})$ for convex smooth problems, where $\tau_q$ is the $q$-quantile delay, generalizing and improving on existing results that depend on the average delay. We further show a method that automatically adapts to all quantiles simultaneously, without any prior knowledge of the delays, achieving convergence rates of the form $O(\inf_{q} \tau_q/qT+\sigma/\sqrt{qT})$ for non-convex and $O(\inf_{q} \tau_q^2/(q T)^2+\sigma/\sqrt{qT})$ for convex smooth problems. Our technique is based on asynchronous mini-batching with a careful batch-size selection and filtering of stale gradients.

Optimization · Non-Convex

Sixin Zhang

We study min-max algorithms to solve zero-sum differential games onRiemannian manifold.Based on the notions ofdifferential Stackelberg equilibriumand differential Nash equilibrium on Riemannian manifold,we analyze the local convergence of two representative deterministic simultaneous algorithms $\tau$-GDA and $\tau$-SGAto such equilibria.Sufficient conditions are obtained to establish the linear convergence rateof $\tau$-GDA based on the Ostrowski theorem on manifold and spectral analysis. To avoid strong rotational dynamics in $\tau$-GDA, $\tau$-SGA is extended fromthe symplectic gradient-adjustment method in Euclidean space.We analyze an asymptotic approximation of $\tau$-SGA when the learning rate ratio $\tau$ is big. In some cases, it can achieve a faster convergence rate to differential Stackelberg equilibrium compared to $\tau$-GDA. We show numerically how the insights obtained from theconvergence analysis may improvethe training of orthogonal Wasserstein GANs using stochastic $\tau$-GDA and $\tau$-SGA on simple benchmarks.

Optimization · Non-Convex

Dimitris Oikonomou, Nicolas Loizou

Sharpness-Aware Minimization (SAM) has emerged as a powerful method for improving generalization in machine learning models by minimizing the sharpness of the loss landscape. However, despite its success, several important questions regarding the convergence properties of SAM in non-convex settings are still open, including the benefits of using normalization in the update rule, the dependence of the analysis on the restrictive bounded variance assumption, and the convergence guarantees under different sampling strategies. To address these questions, in this paper, we provide a unified analysis of SAM and its unnormalized variant (USAM) under one single flexible update rule (Unified SAM), and we present convergence results of the new algorithm under a relaxed and more natural assumption on the stochastic noise. Our analysis provides convergence guarantees for SAM under different step size selections for non-convex problems and functions that satisfy the Polyak-Lojasiewicz (PL) condition (a non-convex generalization of strongly convex functions). The proposed theory holds under the arbitrary sampling paradigm, which includes importance sampling as special case, allowing us to analyze variants of SAM that were never explicitly considered in the literature. Experiments validate the theoretical findings and further demonstrate the practical effectiveness of Unified SAM in training deep neural networks for image classification tasks.

Optimization · Non-Convex

Sueda Taner, Ziyi Wang, Christoph Studer

We introduce a novel class of regularization functions, called Cauchy–Schwarz (CS) regularizers, which can be designed to induce a wide range of properties in solution vectors of optimization problems. To demonstrate the versatility of CS regularizers, we derive regularization functions that promote discrete-valued vectors, eigenvectors of a given matrix, and orthogonal matrices. The resulting CS regularizers are simple, differentiable, and can be free of spurious stationary points, making them suitable for gradient-based solvers and large-scale optimization problems. In addition, CS regularizers automatically adapt to the appropriate scale, which is, for example, beneficial when discretizing the weights of neural networks. To demonstrate the efficacy of CS regularizers, we provide results for solving underdetermined systems of linear equations and weight quantization in neural networks. Furthermore, we discuss specializations, variations, and generalizations, which lead to an even broader class of new and possibly more powerful regularizers.

Optimization · Non-Convex

Dan Greenstein, Elazar Gershuni, Ilan Ben-Bassat, Yaroslav Fyodorov, Ran Moshe, Fiana Raiber, Alex Shtoff, Oren Somekh, Nadav Hallak

The subset selection problem is fundamental in machine learning and other fields of computer science.We introduce a stochastic formulation for the minimum cost subset selection problem in a black box setting, in which only the subset metric value is available.Subsequently, we can handle two-stage schemes, with an outer subset-selection component and an inner subset cost evaluation component. We propose formulating the subset selection problem in a stochastic manner by choosing subsets at random from a distribution whose parameters are learned. Two stochastic formulations are proposed.The first explicitly restricts the subset's cardinality, and the second yields the desired cardinality in expectation.The distribution is parameterized by a decision variable, which we optimize using Stochastic Mirror Descent.Our choice of distributions yields constructive closed-form unbiased stochastic gradient formulas and convergence guarantees, including a rate with favorable dependency on the problem parameters.Empirical evaluation of selecting a subset of layers in transfer learning complements our theoretical findings and demonstrates the potential benefits of our approach.

Deep Learning · Generative Models and Autoencoders

Ye Yuan, Can Chen, Christopher Pal, Xue Liu

In offline multi-objective optimization (MOO), we leverage an offline dataset of designs and their associated labels to simultaneously minimize multiple objectives. This setting more closely mirrors complex real-world problems compared to single-objective optimization. Recent works mainly employ evolutionary algorithms and Bayesian optimization, with limited attention given to the generative modeling capabilities inherent in such data. In this study, we explore generative modeling in offline MOO through flow matching, noted for its effectiveness and efficiency. We introduce \textit{ParetoFlow}, specifically designed to guide flow sampling to approximate the Pareto front. Traditional predictor~(classifier) guidance is inadequate for this purpose because it models only a single objective. In response, we propose a \textit{multi-objective predictor guidance} module that assigns each sample a weight vector, representing a weighted distribution across multiple objective predictions. A local filtering scheme is introduced to address non-convex Pareto fronts. These weights uniformly cover the entire objective space, effectively directing sample generation towards the Pareto front. Since distributions with similar weights tend to generate similar samples, we introduce a \textit{neighboring evolution} module to foster knowledge sharing among neighboring distributions. This module generates offspring from these distributions, and selects the most promising one for the next iteration. Our method achieves state-of-the-art performance across various tasks. Our code is available.

Optimization · Non-Convex

Weiyuan Gong, Chenyi Zhang, Tongyang Li

In this paper, we systematically study quantum algorithms for finding an $\epsilon$-approximate second-order stationary point ($\epsilon$-SOSP) of a $d$-dimensional nonconvex function, a fundamental problem in nonconvex optimization, with noisy zeroth- or first-order oracles as inputs. We first prove that, up to noise of $O(\epsilon^{10}/d^5)$, perturbed accelerated gradient descent equipped with quantum gradient estimation takes $O(\log d/\epsilon^{1.75})$ quantum queries to find an $\epsilon$-SOSP. We then prove that standard perturbed gradient descent is robust to the noise of $O(\epsilon^6/d^4)$ and $O(\epsilon/d^{0.5+\zeta})$ for any $\zeta>0$ on the zeroth- and first-order oracles, respectively, which provides a quantum algorithm with poly-logarithmic query complexity. Furthermore, we propose a stochastic gradient descent algorithm using quantum mean estimation on the Gaussian smoothing of noisy oracles, which is robust to $O(\epsilon^{1.5}/d)$ and $O(\epsilon/\sqrt{d})$ noise on the zeroth- and first-order oracles, respectively. The quantum algorithm takes $O(d^{2.5}/\epsilon^{3.5})$ and $O(d^2/\epsilon^3)$ queries to the two oracles, giving a polynomial speedup over the classical counterparts. As a complement, we characterize the domains where quantum algorithms can find an $\epsilon$-SOSP with poly-logarithmic, polynomial, or exponential number of queries in $d$, or the problem is information-theoretically unsolvable even with an infinite number of queries. In addition, we prove an $\Omega(\epsilon^{-12/7})$ lower bound on $\epsilon$ for any randomized classical and quantum algorithm to find an $\epsilon$-SOSP using either noisy zeroth- or first-order oracles.