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Optimization

Chengchang Liu, Zongqi Wan, Institute of Computing Jialin Zhang, Institute of Computing Xiaoming Sun, John C. S. Lui

This paper investigates convex-concave minimax optimization problems where only the function value access is allowed. We introduce a class of Hessian-aware quantum zeroth-order methods that can find the $\epsilon$-saddle point within $\tilde{\mathcal{O}}(d^{2/3}\epsilon^{-2/3})$ function value oracle calls. This represents an improvement of $d^{1/3}\epsilon^{-1/3}$ over the $\mathcal{O}(d\epsilon^{-1})$ upper bound of classical zeroth-order methods, where $d$ denotes the problem dimension. We extend these results to $\mu$-strongly-convex $\mu$-strongly-concave minimax problems using a restart strategy, and show a speedup of $d^{1/3}\mu^{-1/3}$ compared to classical zeroth-order methods. The acceleration achieved by our methods stems from the construction of efficient quantum estimators for the Hessian and the subsequent design of efficient Hessian-aware algorithms. In addition, we apply such ideas to non-convex optimization, leading to a reduction in the query complexity compared to classical methods.

Optimization · Large Scale, Parallel and Distributed

SARIT KHIRIRAT, Abdurakhmon Sadiev, Artem Riabinin, Eduard Gorbunov, Peter Richtarik

We provide the first proof of convergence for normalized error feedback algorithms across a wide range of machine learning problems. Despite their popularity and efficiency in training deep neural networks, traditional analyses of error feedback algorithms rely on the smoothness assumption that does not capture the properties of objective functions in these problems. Rather, these problems have recently been shown to satisfy generalized smoothness assumptions, and the theoretical understanding of error feedback algorithms under these assumptions remains largely unexplored. Moreover, to the best of our knowledge, all existing analyses under generalized smoothness either i) focus on single-node settings or ii) make unrealistically strong assumptions for distributed settings, such as requiring data heterogeneity, and almost surely bounded stochastic gradient noise variance. In this paper, we propose distributed error feedback algorithms that utilize normalization to achieve the $\mathcal{O}(1/\sqrt{K})$ convergence rate for nonconvex problems under generalized smoothness. Our analyses apply for distributed settings without data heterogeneity conditions, and enable stepsize tuning that is independent of problem parameters. Additionally, we provide strong convergence guarantees of normalized error feedback algorithms for stochastic settings. Finally, we show that due to their larger allowable stepsizes, our new normalized error feedback algorithms outperform their non-normalized counterparts on various tasks, including the minimization of polynomial functions, logistic regression, and ResNet-20 training.

Optimization · Discrete Optimization

Davide Straziota, Elizaveta Demyanenko, Carlo Baldassi, Carlo Lucibello

We consider random instances of non-convex perceptron problems in the high-dimensional limit of a large number of examples $M$ and weights $N$, with finite load $\alpha = M/N$. We develop a formalism based on replica theory to predict the fundamental limits of efficiently sampling the solution space using generative diffusion algorithms, conjectured to be saturated when the score function is provided by Approximate Message Passing. For the spherical perceptron with negative margin $\kappa$, we find that the uniform distribution over solutions can be efficiently sampled in most of the Replica Symmetric region of the $\alpha$–$\kappa$ plane. In contrast, for binary weights, sampling from the uniform distribution remains intractable. A theoretical analysis of this obstruction leads us to identify a potential $U(s) = -\log(s)$, under which the corresponding tilted distribution becomes efficiently samplable via diffusion. Moreover, we show numerically that an annealing procedure over the shape of this potential yields a fast and robust Markov Chain Monte Carlo algorithm for sampling the solution space of the binary perceptron.

Optimization

Zhenyu Sun, Ermin Wei

In this paper, we consider the general stochastic non-convex optimization problem when the sampling process follows a Markov chain. This problem exhibits its significance in capturing many real-world applications, ranging from asynchronous distributed learning to reinforcement learning. In particular, we consider the worst case where one has no prior knowledge and control of the Markov chain, meaning multiple trajectories cannot be simulated but only a single trajectory is available for algorithm design. We first provide algorithm-independent lower bounds with $\Omega(\epsilon^{-3})$ (and $\Omega(\epsilon^{-4})$) samples, when objectives are (mean-squared) smooth, for any first-order methods accessing bounded variance gradient oracles to achieve $\epsilon$-approximate critical solutions of original problems. Then, we propose \textbf{Ma}rkov-\textbf{C}hain \textbf{SPIDER} (MaC-SPIDER), which leverages variance-reduced techniques, to achieve a $\mathcal{O}(\epsilon^{-3})$ upper bound for mean-squared smooth objective functions. To the best of our knowledge, MaC-SPIDER is the first to achieve $\mathcal{O}(\epsilon^{-3})$ complexity when sampling from a single Markovian trajectory. And our proposed lower bound concludes its (near) optimality.

Dionysis Arvanitakis, Vaidehi Srinivas, Aravindan Vijayaraghavan

Tensor decomposition is a canonical non-convex optimization problem that is computationally challenging, and yet important due to applications in factor analysis and parameter estimation of latent variable models. In practice, scalable iterative methods, particularly Alternating Least Squares (ALS), remain the workhorse for tensor decomposition despite the lack of global convergence guarantees. A popular approach to tackle challenging non-convex optimization problems is overparameterization--- on input an $n \times n \times n$ tensor of rank $r$, the algorithm can output a decomposition of potentially rank $k$ (potentially larger than $r$). On the theoretical side, overparameterization for iterative methods is challenging to reason about and requires new techniques. The work of Wang et al., (NeurIPS 2020) makes progress by showing that a variant of gradient descent globally converges when overparameterized to $k=O(r^{7.5} \log n)$. Our main result shows that overparameterization provably enables global convergence of ALS: on input a third order $n \times n \times n$ tensor with a decomposition of rank $r \ll n$, ALS overparameterized with rank $k=O(r^2)$ achieves global convergence with high probability under random initialization. Moreover our analysis also gives guarantees for the more general low-rank approximation problem. The analysis introduces new techniques for understanding iterative methods in the overparameterized regime based on new matrix anticoncentration arguments.

Optimization · Discrete Optimization

Yiran Yang, Rui Chen

In this paper, we consider a score-based Integer Programming (IP) approach for solving the Bayesian Network Structure Learning (BNSL) problem. State-of-the-art BNSL IP formulations suffer from the exponentially large number of variables and constraints. A standard approach in IP to address such challenges is to employ row and column generation techniques, which dynamically generate rows and columns, while the complex pricing problem remains a computational bottleneck for BNSL. For the general class of $\ell_0$-penalized likelihood scores, we show how the pricing problem can be reformulated as a difference of submodular optimization problem, and how the Difference of Convex Algorithm (DCA) can be applied as an inexact method to efficiently solve the pricing problems. Empirically, we show that, for continuous Gaussian data, our row and column generation approach yields solutions with higher quality than state-of-the-art score-based approaches, especially when the graph density increases, and achieves comparable performance against benchmark constraint-based and hybrid approaches, even when the graph size increases.

Optimization · Stochastic & Convex Optimization

Fangyuan Sun, Ilyas Fatkhullin, Niao He

Stochastic Natural Gradient Variational Inference (NGVI) is a widely used method for approximating posterior distribution in probabilistic models. Despite its empirical success and foundational role in variational inference, its theoretical underpinnings remain limited, particularly in the case of non-conjugate likelihoods. While NGVI has been shown to be a special instance of Stochastic Mirror Descent, and recent work has provided convergence guarantees using relative smoothness and strong convexity for conjugate models, these results do not extend to the non-conjugate setting, where the variational loss becomes non-convex and harder to analyze. In this work, we focus on mean-field parameterization and advance the theoretical understanding of NGVI in three key directions. First, we derive sufficient conditions under which the variational loss satisfies relative smoothness with respect to a suitable mirror map. Second, leveraging this structure, we propose a modified NGVI algorithm incorporating non-Euclidean projections and prove its global non-asymptotic convergence to a stationary point. Finally, under additional structural assumptions about the likelihood, we uncover hidden convexity properties of the variational loss and establish fast global convergence of NGVI to a global optimum. These results provide new insights into the geometry and convergence behavior of NGVI in challenging inference settings.

Theory · Everything Else

Siqiao Mu, Diego Klabjan

Machine unlearning algorithms aim to efficiently remove data from a model without retraining it from scratch, in order to remove corrupted or outdated data or respect a user's "right to be forgotten." Certified machine unlearning is a strong theoretical guarantee based on differential privacy that quantifies the extent to which an algorithm erases data from the model weights. In contrast to existing works in certified unlearning for convex or strongly convex loss functions, or nonconvex objectives with limiting assumptions, we propose the first, first-order, black-box (i.e., can be applied to models pretrained with vanilla gradient descent) algorithm for unlearning on general nonconvex loss functions, which unlearns by ``rewinding" to an earlier step during the learning process before performing gradient descent on the loss function of the retained data points. We prove $(\epsilon, \delta)$ certified unlearning and performance guarantees that establish the privacy-utility-complexity tradeoff of our algorithm, and we prove generalization guarantees for nonconvex functions that satisfy the Polyak-Lojasiewicz inequality. Finally, we demonstrate the superior performance of our algorithm compared to existing methods, within a new experimental framework that more accurately reflects unlearning user data in practice.

Deep Learning · Theory

Vittorio Erba, Emanuele Troiani, Lenka Zdeborová, Florent Krzakala

We study the high-dimensional asymptotics of empirical risk minimization (ERM) in over-parametrized two-layer neural networks with quadratic activations trained on synthetic data. We derive sharp asymptotics for both training and test errors by mapping the $\ell_2$-regularized learning problem to a convex matrix sensing task with nuclear norm penalization. This reveals that capacity control in such networks emerges from a low-rank structure in the learned feature maps. Our results characterize the global minima of the loss and yield precise generalization thresholds, showing how the width of the target function governs learnability. This analysis bridges and extends ideas from spin-glass methods, matrix factorization, and convex optimization and emphasizes the deep link between low-rank matrix sensing and learning in quadratic neural networks.

Deep Learning · Graph Neural Networks

Jaeseung Heo, Kyeongheung Yun, Seokwon Yoon, MoonJeong Park, Jungseul Ok, Dongwoo Kim

Understanding how individual edges influence the behavior of graph neural networks (GNNs) is essential for improving their interpretability and robustness. Graph influence functions have emerged as promising tools to efficiently estimate the effects of edge deletions without retraining. However, existing influence prediction methods rely on strict convexity assumptions, exclusively consider the influence of edge deletions while disregarding edge insertions, and fail to capture changes in message propagation caused by these modifications. In this work, we propose a proximal Bregman response function specifically tailored for GNNs, relaxing the convexity requirement and enabling accurate influence prediction for standard neural network architectures. Furthermore, our method explicitly accounts for message propagation effects and extends influence prediction to both edge deletions and insertions in a principled way. Experiments with real-world datasets demonstrate accurate influence predictions for different characteristics of GNNs. We further demonstrate that the influence function is versatile in applications such as graph rewiring and adversarial attacks.

Reinforcement Learning · Multi-agent

Fivos Kalogiannis, Gabriele Farina

Multi-agent reinforcement learning (MARL) has long been seen as inseparable from Markov games (Littman 1994). Yet, the most remarkable achievements of practical MARL have arguably been in extensive-form games (EFGs)---spanning games like Poker, Stratego, and Hanabi. At the same time, little is known about provable equilibrium convergence for MARL algorithms applied to EFGs as they stumble upon the inherent nonconvexity of the optimization landscape and the failure of the value-iteration subroutine in EFGs. To this goal, we utilize contemporary advances in nonconvex optimization theory to prove that regularized alternating policy gradient with (i) *direct policy parametrization*, (ii) *softmax policy parametrization*, and (iii) *softmax policy parametrization with natural policy gradient* updates converge to an approximate Nash equilibrium (NE) in the *last-iterate* in imperfect-information perfect-recall zero-sum EFGs. Namely, we observe that since the individual utilities are concave with respect to the sequence-form strategy, they satisfy gradient dominance w.r.t. the behavioral strategy---or, \textit{policy}, in reinforcement learning terms. We exploit this structure to further prove that the regularized utility satisfies the much stronger proximal Polyak- Łojasiewicz condition. In turn, we show that the different flavors of alternating policy gradient methods converge to an $\epsilon$-approximate NE with a number of iterations and trajectory samples that are polynomial in $1/\epsilon$ and the natural parameters of the game. Our work is a preliminary---yet principled---attempt in bridging the conceptual gap between the theory of Markov and imperfect-information EFGs while it aspires to stimulate a deeper dialogue between them.

General Machine Learning · Everything Else

Tam Le, Truyen Nguyen, Hideitsu Hino, Kenji Fukumizu

We investigate optimal transport (OT) for measures on graph metric spaces with different total masses. To mitigate the limitations of traditional $L^p$ geometry, Orlicz-Wasserstein (OW) and generalized Sobolev transport (GST) employ \emph{Orlicz geometric structure}, leveraging convex functions to capture nuanced geometric relationships and remarkably contribute to advance certain machine learning approaches. However, both OW and GST are restricted to measures with equal total mass, limiting their applicability to real-world scenarios where mass variation is common, and input measures may have noisy supports, or outliers. To address unbalanced measures, OW can either incorporate mass constraints or marginal discrepancy penalization, but this leads to a more complex two-level optimization problem. Additionally, GST provides a scalable yet rigid framework, which poses significant challenges to extend GST to accommodate nonnegative measures. To tackle these challenges, in this work we revisit the entropy partial transport (EPT) problem. By exploiting Caffarelli \& McCann's insights, we develop a novel variant of EPT endowed with Orlicz geometric structure, called \emph{Orlicz-EPT}. We establish theoretical background to solve Orlicz-EPT using a binary search algorithmic approach. Especially, by leveraging the dual EPT and the underlying graph structure, we formulate a novel regularization approach that leads to the proposed \emph{Orlicz-Sobolev transport} (OST). Notably, we demonstrate that OST can be efficiently computed by simply solving a univariate optimization problem, in stark contrast to the intensive computation needed for Orlicz-EPT. Building on this, we derive geometric structures for OST and draw its connections to other transport distances. We empirically illustrate that OST is several-order faster than Orlicz-EPT. Furthermore, we show preliminary evidence on the advantages of OST for measures on a graph in document classification and topological data analysis.

Theory · Learning Theory

Carlos Misael Madrid Padilla, OSCAR HERNAN MADRID PADILLA, Sabyasachi Chatterjee

This work examines risk bounds for nonparametric distributional regression estimators. For convex-constrained distributional regression, general upper bounds are established for the continuous ranked probability score (CRPS) and the worst-case mean squared error (MSE) across the domain. These theoretical results are applied to isotonic and trend filtering distributional regression, yielding convergence rates consistent with those for mean estimation. Furthermore, a general upper bound is derived for distributional regression under non-convex constraints, with a specific application to neural network-based estimators. Comprehensive experiments on both simulated and real data validate the theoretical contributions, demonstrating their practical effectiveness.

Optimization · Neural Network Optimization

Tong Zhao, Jiacheng Li, Yuanchang Zhou, Guangming Tan, Weile Jia

Finding lower and better-generalizing minima is crucial for deep learning. However, most existing optimizers stop searching the parameter space once they reach a local minimum. Given the complex geometric properties of the loss landscape, it is difficult to guarantee that such a point is the lowest or provides the best generalization. To address this, we propose an adaptor "E" for gradient-based optimizers. The adapted optimizer tends to continue exploring along landscape valleys (areas with low and nearly identical losses) in order to search for potentially better local minima even after reaching a local minimum. This approach increases the likelihood of finding a lower and flatter local minimum, which is often associated with better generalization. We also provide a proof of convergence for the adapted optimizers in both convex and non-convex scenarios for completeness. Finally, we demonstrate their effectiveness in an important but notoriously difficult training scenario, large-minibatch training, where Lamb is the benchmark optimizer. Our testing results show that the adapted Lamb, ALTO, increases the test accuracy (generalization) of the current state-of-the-art optimizer by an average of 2.5\% across a variety of large-batch training tasks. This work potentially opens a new research direction in the design of optimization algorithms.

Optimization · Optimization and Learning under Uncertainty

Rahul Vaze, Abhishek Sinha

The constrained version of the standard online convex optimization (OCO) framework, called COCO is considered, where on every round, a convex cost function and a convex constraint function are revealed to the learner after it chooses the action for that round. The objective is to simultaneously minimize the static regret and cumulative constraint violation (CCV). An algorithm is proposed that guarantees a static regret of $O(\sqrt{T})$ and a CCV of $\min\{{\cal V}, O(\sqrt{T}\log T) \}$, where ${\cal V}$ depends on the distance between the consecutively revealed constraint sets, the shape of constraint sets, dimension of action space and the diameter of the action space. When constraint sets have additional structure, ${\cal V}=O(1)$. Compared to the state of the art results, static regret of $O(\sqrt{T})$ and CCV of $O(\sqrt{T}\log T)$, that were universal, the new result on CCV is instance dependent, which is derived by exploiting the geometric properties of the constraint sets.

Optimization · Stochastic & Convex Optimization

Chenghao Liu, Enming Liang, Minghua Chen

Projection-free first-order methods, e.g., the celebrated Frank-Wolfe (FW) algorithms, have emerged as powerful tools for optimization over simple convex sets such as polyhedra, because of their scalability, fast convergence, and iteration-wise feasibility without costly projections. However, extending these methods effectively to general compact convex sets remains challenging and largely open, as FW methods rely on expensive linear optimization oracles (LOO), while penalty-based methods often struggle with poor feasibility. We tackle this open challenge by presenting **Hom-PGD**, a novel projection-free method without expensive (optimization) oracles. Our method constructs a homeomorphism between the convex constraint set and a unit ball, transforming the original problem into an equivalent ball-constrained formulation, thus enabling efficient gradient-based optimization while preserving the original problem structure. We prove that Hom-PGD attains *optimal* convergence rates matching gradient descent with constant step-size to find an $\epsilon$-approximate (stationary) solution: $\mathcal{O}(\log (1/\epsilon))$ for strongly convex objectives, $\mathcal{O}(\epsilon^{-1})$ for convex objectives, and $\mathcal{O}(\epsilon^{-2})$ for non-convex objectives. Meanwhile, Hom-PGD enjoys a low per-iteration complexity of $\mathcal{O}(n^2)$, without expensive oracles like LOO or projection, where $n$ is the input size. Our framework further extends to certain non-convex sets, broadening its applicability in practical optimization scenarios with complex constraints. Extensive numerical experiments demonstrate that Hom-PGD achieves comparable convergence rates to state-of-the-art projection-free methods, while significantly reducing per-iteration runtime (up to 5 orders of magnitude faster) and thus the total problem-solving time.

Theory · Learning Theory

BaoLinh Tran, Van Vu

The matrix recovery (completion) problem, a central problem in data science, involves recovering a matrix $A$ from a relatively small random set of entries. While such a task is generally impossible, it has been shown that one can recover $A$ exactly in polynomial time, with high probability, under three basic and necessary assumptions: (1) the rank of $A$ is very small compared to its dimensions (low rank), (2) $A$ has delocalized singular vectors (incoherence), and (3) the sample size is sufficiently large. Various algorithms address this task, including convex optimization by Candes, Recht, and Tao (2009, 2010), alternating projection by Hardt and Wooters (2014), and low-rank approximation with gradient descent by Keshavan, Montanari, and Oh (2009, 2010). In applications, Candes and Plan (2009) noted that it is more realistic to assume noisy observations. In such cases, the above approaches provide approximate recovery with small root mean square error, which is difficult to convert into exact recovery. Recently, results by Abbe et al. (2017) and Bhardwaj et al. (2023) on approximation in the infinity norm showed that one can recover $A$ even in the noisy case, provided $A$ has bounded precision. However, beyond the three basic assumptions, they either required that the condition number of $A$ be small (2017) or that the gaps between consecutive singular values be large (2023). These additional assumptions conflict, with one requiring singular values to be close together and the other suggesting they should be far apart. It is thus natural to conjecture that neither is necessary. In this paper, we demonstrate that this is indeed the case. We propose a simple algorithm for exact recovery of noisy data, relying solely on the three basic assumptions. The core step of the algorithm is a straightforward truncated singular value decomposition, which is highly efficient. To analyze the algorithm, we prove a new infinity norm version of the classical Davis-Kahan perturbation theorem, improving an earlier result in (2023). Our proof employs a combinatorial contour integration argument and is entirely distinct from all previous approaches.

Optimization

Hoomaan Maskan, Yikun Hou, Suvrit Sra, Alp Yurtsever

We introduce a new projection-free (Frank-Wolfe) method for optimizing structured nonconvex functions that are expressed as a difference of two convex functions. This problem class subsumes smooth nonconvex minimization, positioning our method as a promising alternative to the classical Frank-Wolfe algorithm. DC decompositions are not unique; by carefully selecting a decomposition, we can better exploit the problem structure, improve computational efficiency, and adapt to the underlying problem geometry to find better local solutions. We prove that the proposed method achieves a first-order stationary point in $\mathcal{O}(1/\epsilon^2)$ iterations, matching the complexity of the standard Frank-Wolfe algorithm for smooth nonconvex minimization in general. Specific decompositions can, for instance, yield a gradient-efficient variant that requires only $\mathcal{O}(1/\epsilon)$ calls to the gradient oracle by reusing computed gradients over multiple iterations. Finally, we present numerical experiments demonstrating the effectiveness of the proposed method compared to other projection-free algorithms.

Optimization · Stochastic & Convex Optimization

Alina Ene, Ta Duy Nguyen, Adrian Vladu

In this paper, we study the problem $\min_{x\in R^{d},Nx=v}\sum\_{i=1}^{n}f((Ax-b)_{i})$ for a quasi-self-concordant function $f: R\to R$, where $A,N$ are $n\times d$ and $m\times d$ matrices, $b,v$ are vectors of length $n$ and $m$ with $n\ge d.$ We show an algorithm based on a trust-region method with an oracle that can be implemented using $\widetilde{O}(d^{1/3})$ linear system solves, improving the $\widetilde{O}(n^{1/3})$ oracle by [Adil-Bullins-Sachdeva, NeurIPS 2021]. Our implementation of the oracle relies on solving the overdetermined $\ell\_{\infty}$-regression problem $\min\_{x\in R^{d},Nx=v}\|Ax-b\|\_{\infty}$. We provide an algorithm that finds a $(1+\epsilon)$-approximate solution to this problem using $O((d^{1/3}/\epsilon+1/\epsilon^{2})\log(n/\epsilon))$ linear system solves. This algorithm leverages $\ell\_{\infty}$ Lewis weight overestimates and achieves this iteration complexity via a simple lightweight IRLS approach, inspired by the work of [Ene-Vladu, ICML 2019]. Experimentally, we demonstrate that our algorithm significantly improves the runtime of the standard CVX solver.

General Machine Learning · Transfer, Multitask and Meta-learning

Yuyang Deng, Samory Kpotufe

Theoretical works on supervised transfer learning (STL)---where the learner has access to labeled samples from both source and target distributions---have for the most part focused on statistical aspects of the problem, while efficient optimization has received less attention. We consider the problem of designing an SGD procedure for STL that alternates sampling between source and target data, while maintaining statistical transfer guarantees without prior knowledge of the quality of the source data. A main algorithmic difficulty is in understanding how to design such an adaptive sub-sampling mechanism at each SGD step, to automatically gain from the source when it is informative, or bias towards the target and avoid negative transfer when the source is less informative. We show that, such a mixed-sample SGD procedure is feasible for general prediction tasks with convex losses, rooted in tracking an abstract sequence of constrained convex programs that serve to maintain the desired transfer guarantees. We instantiate these results in the concrete setting of linear regression with square loss, and show that the procedure converges, with $1/\sqrt{T}$ rate, to a solution whose statistical performance on the target is adaptive to the a priori unknown quality of the source. Experiments with synthetic and real datasets support the theory.