Daily Papers

Optimal Transport is a useful metric to compare probability distributions and to compute a pairing given a ground cost. Its entropic regularization variant (eOT) is crucial to have fast algorithms and reflect fuzzy/noisy matchings. This work focuses on Inverse Optimal Transport (iOT), the problem of inferring the ground cost from samples drawn from a coupling that solves an eOT problem. It is a relevant problem that can be used to infer unobserved/missing links, and to obtain meaningful information about the structure of the ground cost yielding the pairing. On one side, iOT benefits from convexity, but on the other side, being ill-posed, it requires regularization to handle the sampling noise. This work presents an in-depth theoretical study of the l1 regularization to model for instance Euclidean costs with sparse interactions between features. Specifically, we derive a sufficient condition for the robust recovery of the sparsity of the ground cost that can be seen as a far reaching generalization of the Lasso's celebrated Irrepresentability Condition. To provide additional insight into this condition, we work out in detail the Gaussian case. We show that as the entropic penalty varies, the iOT problem interpolates between a graphical Lasso and a classical Lasso, thereby establishing a connection between iOT and graph estimation, an important problem in ML.

We consider non-clairvoyant scheduling with online precedence constraints, where an algorithm is oblivious to any job dependencies and learns about a job only if all of its predecessors have been completed. Given strong impossibility results in classical competitive analysis, we investigate the problem in a learning-augmented setting, where an algorithm has access to predictions without any quality guarantee. We discuss different prediction models: novel problem-specific models as well as general ones, which have been proposed in previous works. We present lower bounds and algorithmic upper bounds for different precedence topologies, and thereby give a structured overview on which and how additional (possibly erroneous) information helps for designing better algorithms. Along the way, we also improve bounds on traditional competitive ratios for existing algorithms.

Mixture of experts (MoE) has a well-principled finite mixture model construction for prediction, allowing the gating network (mixture weights) to learn from the predictors (explanatory variables) together with the experts' network (mixture component densities). We investigate the estimation properties of MoEs in a high-dimensional setting, where the number of predictors is much larger than the sample size, for which the literature lacks computational and especially theoretical results. We consider the class of finite MoE models with softmax gating functions and Gaussian regression experts, and focus on the theoretical properties of their l_1-regularized estimation via the Lasso. We provide a lower bound on the regularization parameter of the Lasso penalty that ensures an l_1-oracle inequality is satisfied by the Lasso estimator according to the Kullback--Leibler loss. We further state an l_1-ball oracle inequality for the l_1-penalized maximum likelihood estimator from the model selection.

We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the iterative construction of the signal support via greedy index selection and a signal update based on solving a local data-fitting problem restricted to the current support. We show that greedy selection rules associated with popular weighted sparsity-promoting loss functions admit explicitly computable and simple formulas. Specifically, we consider ell^0 - and ell^1 -based versions of the weighted LASSO (Least Absolute Shrinkage and Selection Operator), the Square-Root LASSO (SR-LASSO) and the Least Absolute Deviations LASSO (LAD-LASSO). Through numerical experiments on Gaussian compressive sensing and high-dimensional function approximation, we demonstrate the effectiveness of the proposed algorithms and empirically show that they inherit desirable characteristics from the corresponding loss functions, such as SR-LASSO's noise-blind optimal parameter tuning and LAD-LASSO's fault tolerance. In doing so, our study sheds new light on the connection between greedy sparse recovery and convex relaxation.

We develop a fast, tractable technique called Net-Trim for simplifying a trained neural network. The method is a convex post-processing module, which prunes (sparsifies) a trained network layer by layer, while preserving the internal responses. We present a comprehensive analysis of Net-Trim from both the algorithmic and sample complexity standpoints, centered on a fast, scalable convex optimization program. Our analysis includes consistency results between the initial and retrained models before and after Net-Trim application and guarantees on the number of training samples needed to discover a network that can be expressed using a certain number of nonzero terms. Specifically, if there is a set of weights that uses at most s terms that can re-create the layer outputs from the layer inputs, we can find these weights from O(slog N/s) samples, where N is the input size. These theoretical results are similar to those for sparse regression using the Lasso, and our analysis uses some of the same recently-developed tools (namely recent results on the concentration of measure and convex analysis). Finally, we propose an algorithmic framework based on the alternating direction method of multipliers (ADMM), which allows a fast and simple implementation of Net-Trim for network pruning and compression.

Solving linear systems of equations is a common problem that arises both on its own and as a subroutine in more complex problems: given a matrix A and a vector b, find a vector x such that Ax=b. We consider the case where one doesn't need to know the solution x itself, but rather an approximation of the expectation value of some operator associated with x, e.g., x'Mx for some matrix M. In this case, when A is sparse, N by N and has condition number kappa, classical algorithms can find x and estimate x'Mx in O(N sqrt(kappa)) time. Here, we exhibit a quantum algorithm for this task that runs in poly(log N, kappa) time, an exponential improvement over the best classical algorithm.

Deep neural networks exploiting millions of parameters are nowadays the norm in deep learning applications. This is a potential issue because of the great amount of computational resources needed for training, and of the possible loss of generalization performance of overparametrized networks. We propose in this paper a method for learning sparse neural topologies via a regularization technique which identifies non relevant weights and selectively shrinks their norm, while performing a classic update for relevant ones. This technique, which is an improvement of classical weight decay, is based on the definition of a regularization term which can be added to any loss functional regardless of its form, resulting in a unified general framework exploitable in many different contexts. The actual elimination of parameters identified as irrelevant is handled by an iterative pruning algorithm. We tested the proposed technique on different image classification and Natural language generation tasks, obtaining results on par or better then competitors in terms of sparsity and metrics, while achieving strong models compression.

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model. As a result, accurate reconstruction of a spatially or temporally distributed phenomenon (f*) from Poisson data (y) cannot be effectively accomplished by minimizing a conventional penalized least-squares objective function. The problem addressed in this paper is the estimation of f* from y in an inverse problem setting, where (a) the number of unknowns may potentially be larger than the number of observations and (b) f* admits a sparse approximation. The optimization formulation considered in this paper uses a penalized negative Poisson log-likelihood objective function with nonnegativity constraints (since Poisson intensities are naturally nonnegative). In particular, the proposed approach incorporates key ideas of using separable quadratic approximations to the objective function at each iteration and penalization terms related to l1 norms of coefficient vectors, total variation seminorms, and partition-based multiscale estimation methods.

Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on ell_1 regularization, attention, and other techniques, typically select the entire feature subset in one evaluation round, ignoring the residual value of features during selection, i.e., the marginal contribution of a feature given that other features have already been selected. We propose a feature selection algorithm called Sequential Attention that achieves state-of-the-art empirical results for neural networks. This algorithm is based on an efficient one-pass implementation of greedy forward selection and uses attention weights at each step as a proxy for feature importance. We give theoretical insights into our algorithm for linear regression by showing that an adaptation to this setting is equivalent to the classical Orthogonal Matching Pursuit (OMP) algorithm, and thus inherits all of its provable guarantees. Our theoretical and empirical analyses offer new explanations towards the effectiveness of attention and its connections to overparameterization, which may be of independent interest.

To leverage the copious amount of data from source tasks and overcome the scarcity of the target task samples, representation learning based on multi-task pretraining has become a standard approach in many applications. However, up until now, most existing works design a source task selection strategy from a purely empirical perspective. Recently, chen2022active gave the first active multi-task representation learning (A-MTRL) algorithm which adaptively samples from source tasks and can provably reduce the total sample complexity using the L2-regularized-target-source-relevance parameter nu^2. But their work is theoretically suboptimal in terms of total source sample complexity and is less practical in some real-world scenarios where sparse training source task selection is desired. In this paper, we address both issues. Specifically, we show the strict dominance of the L1-regularized-relevance-based (nu^1-based) strategy by giving a lower bound for the nu^2-based strategy. When nu^1 is unknown, we propose a practical algorithm that uses the LASSO program to estimate nu^1. Our algorithm successfully recovers the optimal result in the known case. In addition to our sample complexity results, we also characterize the potential of our nu^1-based strategy in sample-cost-sensitive settings. Finally, we provide experiments on real-world computer vision datasets to illustrate the effectiveness of our proposed method.

Autoregressive models have achieved impressive results over a wide range of domains in terms of generation quality and downstream task performance. In the continuous domain, a key factor behind this success is the usage of quantized latent spaces (e.g., obtained via VQ-VAE autoencoders), which allow for dimensionality reduction and faster inference times. However, using existing pre-trained models to perform new non-trivial tasks is difficult since it requires additional fine-tuning or extensive training to elicit prompting. This paper introduces LASS as a way to perform vector-quantized Latent Autoregressive Source Separation (i.e., de-mixing an input signal into its constituent sources) without requiring additional gradient-based optimization or modifications of existing models. Our separation method relies on the Bayesian formulation in which the autoregressive models are the priors, and a discrete (non-parametric) likelihood function is constructed by performing frequency counts over latent sums of addend tokens. We test our method on images and audio with several sampling strategies (e.g., ancestral, beam search) showing competitive results with existing approaches in terms of separation quality while offering at the same time significant speedups in terms of inference time and scalability to higher dimensional data.

We study the problem of online generalized linear regression in the stochastic setting, where the label is generated from a generalized linear model with possibly unbounded additive noise. We provide a sharp analysis of the classical follow-the-regularized-leader (FTRL) algorithm to cope with the label noise. More specifically, for sigma-sub-Gaussian label noise, our analysis provides a regret upper bound of O(sigma^2 d log T) + o(log T), where d is the dimension of the input vector, T is the total number of rounds. We also prove a Omega(sigma^2dlog(T/d)) lower bound for stochastic online linear regression, which indicates that our upper bound is nearly optimal. In addition, we extend our analysis to a more refined Bernstein noise condition. As an application, we study generalized linear bandits with heteroscedastic noise and propose an algorithm based on FTRL to achieve the first variance-aware regret bound.

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

Penalizing the nuclear norm of a function's Jacobian encourages it to locally behave like a low-rank linear map. Such functions vary locally along only a handful of directions, making the Jacobian nuclear norm a natural regularizer for machine learning problems. However, this regularizer is intractable for high-dimensional problems, as it requires computing a large Jacobian matrix and taking its singular value decomposition. We show how to efficiently penalize the Jacobian nuclear norm using techniques tailor-made for deep learning. We prove that for functions parametrized as compositions f = g circ h, one may equivalently penalize the average squared Frobenius norm of Jg and Jh. We then propose a denoising-style approximation that avoids the Jacobian computations altogether. Our method is simple, efficient, and accurate, enabling Jacobian nuclear norm regularization to scale to high-dimensional deep learning problems. We complement our theory with an empirical study of our regularizer's performance and investigate applications to denoising and representation learning.

We deal with the combinatorial problem of learning directed acyclic graph (DAG) structure from observational data adhering to a linear structural equation model (SEM). Leveraging advances in differentiable, nonconvex characterizations of acyclicity, recent efforts have advocated a continuous constrained optimization paradigm to efficiently explore the space of DAGs. Most existing methods employ lasso-type score functions to guide this search, which (i) require expensive penalty parameter retuning when the unknown SEM noise variances change across problem instances; and (ii) implicitly rely on limiting homoscedasticity assumptions. In this work, we propose a new convex score function for sparsity-aware learning of linear DAGs, which incorporates concomitant estimation of scale and thus effectively decouples the sparsity parameter from the exogenous noise levels. Regularization via a smooth, nonconvex acyclicity penalty term yields CoLiDE (Concomitant Linear DAG Estimation), a regression-based criterion amenable to efficient gradient computation and closed-form estimation of noise variances in heteroscedastic scenarios. Our algorithm outperforms state-of-the-art methods without incurring added complexity, especially when the DAGs are larger and the noise level profile is heterogeneous. We also find CoLiDE exhibits enhanced stability manifested via reduced standard deviations in several domain-specific metrics, underscoring the robustness of our novel linear DAG estimator.

This paper makes a formal connection between two families of widely used matrix factorization algorithms in numerical linear algebra. One family consists of the Jacobi eigenvalue algorithm and its variants for computing the Hermitian eigendecomposition and singular value decomposition. The other consists of Gaussian elimination and the Gram-Schmidt procedure with various pivoting rules for computing the Cholesky decomposition and QR decomposition respectively. Both families are cast as special cases of a more general class of factorization algorithms. We provide a randomized pivoting rule that applies to this general class (which differs substantially from the usual pivoting rules for Gaussian elimination / Gram-Schmidt) which results in the same linear rate of convergence for each algorithm, irrespective of which factorization it computes. A second important consequence of this randomized pivoting rule is a provable, effective bound on the numerical stability of the Jacobi eigenvalue algorithm, which addresses a longstanding open problem of Demmel and Veseli\'c `92.

Although disentangled representations are often said to be beneficial for downstream tasks, current empirical and theoretical understanding is limited. In this work, we provide evidence that disentangled representations coupled with sparse base-predictors improve generalization. In the context of multi-task learning, we prove a new identifiability result that provides conditions under which maximally sparse base-predictors yield disentangled representations. Motivated by this theoretical result, we propose a practical approach to learn disentangled representations based on a sparsity-promoting bi-level optimization problem. Finally, we explore a meta-learning version of this algorithm based on group Lasso multiclass SVM base-predictors, for which we derive a tractable dual formulation. It obtains competitive results on standard few-shot classification benchmarks, while each task is using only a fraction of the learned representations.

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.

In this paper, we revisit the problem of sparse linear regression in the local differential privacy (LDP) model. Existing research in the non-interactive and sequentially local models has focused on obtaining the lower bounds for the case where the underlying parameter is 1-sparse, and extending such bounds to the more general k-sparse case has proven to be challenging. Moreover, it is unclear whether efficient non-interactive LDP (NLDP) algorithms exist. To address these issues, we first consider the problem in the epsilon non-interactive LDP model and provide a lower bound of Omega(sqrt{dklog d}{nepsilon}) on the ell_2-norm estimation error for sub-Gaussian data, where n is the sample size and d is the dimension of the space. We propose an innovative NLDP algorithm, the very first of its kind for the problem. As a remarkable outcome, this algorithm also yields a novel and highly efficient estimator as a valuable by-product. Our algorithm achieves an upper bound of O({dsqrt{k}{nepsilon}}) for the estimation error when the data is sub-Gaussian, which can be further improved by a factor of O(d) if the server has additional public but unlabeled data. For the sequentially interactive LDP model, we show a similar lower bound of Omega({sqrt{dk}{nepsilon}}). As for the upper bound, we rectify a previous method and show that it is possible to achieve a bound of O(ksqrt{d}{nepsilon}). Our findings reveal fundamental differences between the non-private case, central DP model, and local DP model in the sparse linear regression problem.

In this paper, we introduce a new channel pruning method to accelerate very deep convolutional neural networks.Given a trained CNN model, we propose an iterative two-step algorithm to effectively prune each layer, by a LASSO regression based channel selection and least square reconstruction. We further generalize this algorithm to multi-layer and multi-branch cases. Our method reduces the accumulated error and enhance the compatibility with various architectures. Our pruned VGG-16 achieves the state-of-the-art results by 5x speed-up along with only 0.3% increase of error. More importantly, our method is able to accelerate modern networks like ResNet, Xception and suffers only 1.4%, 1.0% accuracy loss under 2x speed-up respectively, which is significant. Code has been made publicly available.

When fitting the learning data of an individual to algorithm-like learning models, the observations are so dependent and non-stationary that one may wonder what the classical Maximum Likelihood Estimator (MLE) could do, even if it is the usual tool applied to experimental cognition. Our objective in this work is to show that the estimation of the learning rate cannot be efficient if the learning rate is constant in the classical Exp3 (Exponential weights for Exploration and Exploitation) algorithm. Secondly, we show that if the learning rate decreases polynomially with the sample size, then the prediction error and in some cases the estimation error of the MLE satisfy bounds in probability that decrease at a polynomial rate.

Approximations to Gaussian processes based on inducing variables, combined with variational inference techniques, enable state-of-the-art sparse approaches to infer GPs at scale through mini batch-based learning. In this work, we address one limitation of sparse GPs, which is due to the challenge in dealing with a large number of inducing variables without imposing a special structure on the inducing inputs. In particular, we introduce a novel hierarchical prior, which imposes sparsity on the set of inducing variables. We treat our model variationally, and we experimentally show considerable computational gains compared to standard sparse GPs when sparsity on the inducing variables is realized considering the nearest inducing inputs of a random mini-batch of the data. We perform an extensive experimental validation that demonstrates the effectiveness of our approach compared to the state-of-the-art. Our approach enables the possibility to use sparse GPs using a large number of inducing points without incurring a prohibitive computational cost.

Sparse neural networks are a key factor in developing resource-efficient machine learning applications. We propose the novel and powerful sparse learning method Adaptive Regularized Training (ART) to compress dense into sparse networks. Instead of the commonly used binary mask during training to reduce the number of model weights, we inherently shrink weights close to zero in an iterative manner with increasing weight regularization. Our method compresses the pre-trained model knowledge into the weights of highest magnitude. Therefore, we introduce a novel regularization loss named HyperSparse that exploits the highest weights while conserving the ability of weight exploration. Extensive experiments on CIFAR and TinyImageNet show that our method leads to notable performance gains compared to other sparsification methods, especially in extremely high sparsity regimes up to 99.8 percent model sparsity. Additional investigations provide new insights into the patterns that are encoded in weights with high magnitudes.

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

Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach called Type II maximum likelihood or ML-II). An alternative learning procedure is to infer the posterior over hyperparameters in a hierarchical specification of GPs we call Fully Bayesian Gaussian Process Regression (GPR). This work considers two approximation schemes for the intractable hyperparameter posterior: 1) Hamiltonian Monte Carlo (HMC) yielding a sampling-based approximation and 2) Variational Inference (VI) where the posterior over hyperparameters is approximated by a factorized Gaussian (mean-field) or a full-rank Gaussian accounting for correlations between hyperparameters. We analyze the predictive performance for fully Bayesian GPR on a range of benchmark data sets.

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

Krylov subspace, which is generated by multiplying a given vector by the matrix of a linear transformation and its successive powers, has been extensively studied in classical optimization literature to design algorithms that converge quickly for large linear inverse problems. For example, the conjugate gradient method (CG), one of the most popular Krylov subspace methods, is based on the idea of minimizing the residual error in the Krylov subspace. However, with the recent advancement of high-performance diffusion solvers for inverse problems, it is not clear how classical wisdom can be synergistically combined with modern diffusion models. In this study, we propose a novel and efficient diffusion sampling strategy that synergistically combines the diffusion sampling and Krylov subspace methods. Specifically, we prove that if the tangent space at a denoised sample by Tweedie's formula forms a Krylov subspace, then the CG initialized with the denoised data ensures the data consistency update to remain in the tangent space. This negates the need to compute the manifold-constrained gradient (MCG), leading to a more efficient diffusion sampling method. Our method is applicable regardless of the parametrization and setting (i.e., VE, VP). Notably, we achieve state-of-the-art reconstruction quality on challenging real-world medical inverse imaging problems, including multi-coil MRI reconstruction and 3D CT reconstruction. Moreover, our proposed method achieves more than 80 times faster inference time than the previous state-of-the-art method. Code is available at https://github.com/HJ-harry/DDS

Language-queried audio source separation (LASS) is a new paradigm for computational auditory scene analysis (CASA). LASS aims to separate a target sound from an audio mixture given a natural language query, which provides a natural and scalable interface for digital audio applications. Recent works on LASS, despite attaining promising separation performance on specific sources (e.g., musical instruments, limited classes of audio events), are unable to separate audio concepts in the open domain. In this work, we introduce AudioSep, a foundation model for open-domain audio source separation with natural language queries. We train AudioSep on large-scale multimodal datasets and extensively evaluate its capabilities on numerous tasks including audio event separation, musical instrument separation, and speech enhancement. AudioSep demonstrates strong separation performance and impressive zero-shot generalization ability using audio captions or text labels as queries, substantially outperforming previous audio-queried and language-queried sound separation models. For reproducibility of this work, we will release the source code, evaluation benchmark and pre-trained model at: https://github.com/Audio-AGI/AudioSep.

Optimal transport (OT) theory focuses, among all maps T:R^drightarrow R^d that can morph a probability measure onto another, on those that are the ``thriftiest'', i.e. such that the averaged cost c(x, T(x)) between x and its image T(x) be as small as possible. Many computational approaches have been proposed to estimate such Monge maps when c is the ell_2^2 distance, e.g., using entropic maps [Pooladian'22], or neural networks [Makkuva'20, Korotin'20]. We propose a new model for transport maps, built on a family of translation invariant costs c(x, y):=h(x-y), where h:=1{2}|cdot|_2^2+tau and tau is a regularizer. We propose a generalization of the entropic map suitable for h, and highlight a surprising link tying it with the Bregman centroids of the divergence D_h generated by h, and the proximal operator of tau. We show that choosing a sparsity-inducing norm for tau results in maps that apply Occam's razor to transport, in the sense that the displacement vectors Delta(x):= T(x)-x they induce are sparse, with a sparsity pattern that varies depending on x. We showcase the ability of our method to estimate meaningful OT maps for high-dimensional single-cell transcription data, in the 34000-d space of gene counts for cells, without using dimensionality reduction, thus retaining the ability to interpret all displacements at the gene level.

We develop a novel theoretical framework for understating OT schemes respecting a class structure. For this purpose, we propose a convex OT program with a sum-of-norms regularization term, which provably recovers the underlying class structure under geometric assumptions. Furthermore, we derive an accelerated proximal algorithm with a closed-form projection and proximal operator scheme, thereby affording a more scalable algorithm for computing optimal transport plans. We provide a novel argument for the uniqueness of the optimum even in the absence of strong convexity. Our experiments show that the new regularizer not only results in a better preservation of the class structure in the data but also yields additional robustness to the data geometry, compared to previous regularizers.

The total variation (TV)-seminorm is considered for piecewise polynomial, globally discontinuous (DG) and continuous (CG) finite element functions on simplicial meshes. A novel, discrete variant (DTV) based on a nodal quadrature formula is defined. DTV has favorable properties, compared to the original TV-seminorm for finite element functions. These include a convenient dual representation in terms of the supremum over the space of Raviart--Thomas finite element functions, subject to a set of simple constraints. It can therefore be shown that a variety of algorithms for classical image reconstruction problems, including TV-L^2 and TV-L^1, can be implemented in low and higher-order finite element spaces with the same efficiency as their counterparts originally developed for images on Cartesian grids.

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.

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.

Sparse coding, which refers to modeling a signal as sparse linear combinations of the elements of a learned dictionary, has proven to be a successful (and interpretable) approach in applications such as signal processing, computer vision, and medical imaging. While this success has spurred much work on provable guarantees for dictionary recovery when the learned dictionary is the same size as the ground-truth dictionary, work on the setting where the learned dictionary is larger (or over-realized) with respect to the ground truth is comparatively nascent. Existing theoretical results in this setting have been constrained to the case of noise-less data. We show in this work that, in the presence of noise, minimizing the standard dictionary learning objective can fail to recover the elements of the ground-truth dictionary in the over-realized regime, regardless of the magnitude of the signal in the data-generating process. Furthermore, drawing from the growing body of work on self-supervised learning, we propose a novel masking objective for which recovering the ground-truth dictionary is in fact optimal as the signal increases for a large class of data-generating processes. We corroborate our theoretical results with experiments across several parameter regimes showing that our proposed objective also enjoys better empirical performance than the standard reconstruction objective.

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.

Catastrophic overfitting (CO) in single-step adversarial training (AT) results in abrupt drops in the adversarial test accuracy (even down to 0%). For models trained with multi-step AT, it has been observed that the loss function behaves locally linearly with respect to the input, this is however lost in single-step AT. To address CO in single-step AT, several methods have been proposed to enforce local linearity of the loss via regularization. However, these regularization terms considerably slow down training due to Double Backpropagation. Instead, in this work, we introduce a regularization term, called ELLE, to mitigate CO effectively and efficiently in classical AT evaluations, as well as some more difficult regimes, e.g., large adversarial perturbations and long training schedules. Our regularization term can be theoretically linked to curvature of the loss function and is computationally cheaper than previous methods by avoiding Double Backpropagation. Our thorough experimental validation demonstrates that our work does not suffer from CO, even in challenging settings where previous works suffer from it. We also notice that adapting our regularization parameter during training (ELLE-A) greatly improves the performance, specially in large epsilon setups. Our implementation is available in https://github.com/LIONS-EPFL/ELLE .

Hyperspectral unmixing is one of the crucial steps for many hyperspectral applications. The problem of hyperspectral unmixing has proven to be a difficult task in unsupervised work settings where the endmembers and abundances are both unknown. What is more, this task becomes more challenging in the case that the spectral bands are degraded with noise. This paper presents a robust model for unsupervised hyperspectral unmixing. Specifically, our model is developed with the correntropy based metric where the non-negative constraints on both endmembers and abundances are imposed to keep physical significance. In addition, a sparsity prior is explicitly formulated to constrain the distribution of the abundances of each endmember. To solve our model, a half-quadratic optimization technique is developed to convert the original complex optimization problem into an iteratively re-weighted NMF with sparsity constraints. As a result, the optimization of our model can adaptively assign small weights to noisy bands and give more emphasis on noise-free bands. In addition, with sparsity constraints, our model can naturally generate sparse abundances. Experiments on synthetic and real data demonstrate the effectiveness of our model in comparison to the related state-of-the-art unmixing models.

A key challenge of modern machine learning systems is to achieve Out-of-Distribution (OOD) generalization -- generalizing to target data whose distribution differs from that of source data. Despite its significant importance, the fundamental question of ``what are the most effective algorithms for OOD generalization'' remains open even under the standard setting of covariate shift. This paper addresses this fundamental question by proving that, surprisingly, classical Maximum Likelihood Estimation (MLE) purely using source data (without any modification) achieves the minimax optimality for covariate shift under the well-specified setting. That is, no algorithm performs better than MLE in this setting (up to a constant factor), justifying MLE is all you need. Our result holds for a very rich class of parametric models, and does not require any boundedness condition on the density ratio. We illustrate the wide applicability of our framework by instantiating it to three concrete examples -- linear regression, logistic regression, and phase retrieval. This paper further complement the study by proving that, under the misspecified setting, MLE is no longer the optimal choice, whereas Maximum Weighted Likelihood Estimator (MWLE) emerges as minimax optimal in certain scenarios.

This work investigates the empirical performance of the sparse synthesis versus sparse analysis regularization for the ill-posed inverse problem of audio declipping. We develop a versatile non-convex heuristics which can be readily used with both data models. Based on this algorithm, we report that, in most cases, the two models perform almost similarly in terms of signal enhancement. However, the analysis version is shown to be amenable for real time audio processing, when certain analysis operators are considered. Both versions outperform state-of-the-art methods in the field, especially for the severely saturated signals.

To achieve scalable and accurate inference for latent Gaussian processes, we propose a variational approximation based on a family of Gaussian distributions whose covariance matrices have sparse inverse Cholesky (SIC) factors. We combine this variational approximation of the posterior with a similar and efficient SIC-restricted Kullback-Leibler-optimal approximation of the prior. We then focus on a particular SIC ordering and nearest-neighbor-based sparsity pattern resulting in highly accurate prior and posterior approximations. For this setting, our variational approximation can be computed via stochastic gradient descent in polylogarithmic time per iteration. We provide numerical comparisons showing that the proposed double-Kullback-Leibler-optimal Gaussian-process approximation (DKLGP) can sometimes be vastly more accurate for stationary kernels than alternative approaches such as inducing-point and mean-field approximations at similar computational complexity.

In this study, we examine the representation learning abilities of Denoising Diffusion Models (DDM) that were originally purposed for image generation. Our philosophy is to deconstruct a DDM, gradually transforming it into a classical Denoising Autoencoder (DAE). This deconstructive procedure allows us to explore how various components of modern DDMs influence self-supervised representation learning. We observe that only a very few modern components are critical for learning good representations, while many others are nonessential. Our study ultimately arrives at an approach that is highly simplified and to a large extent resembles a classical DAE. We hope our study will rekindle interest in a family of classical methods within the realm of modern self-supervised learning.

With increasing demands for efficiency, information retrieval has developed a branch of sparse retrieval, further advancing towards inference-free retrieval where the documents are encoded during indexing time and there is no model-inference for queries. Existing sparse retrieval models rely on FLOPS regularization for sparsification, while this mechanism was originally designed for Siamese encoders, it is considered to be suboptimal in inference-free scenarios which is asymmetric. Previous attempts to adapt FLOPS for inference-free scenarios have been limited to rule-based methods, leaving the potential of sparsification approaches for inference-free retrieval models largely unexplored. In this paper, we explore ell_0 inspired sparsification manner for inference-free retrievers. Through comprehensive out-of-domain evaluation on the BEIR benchmark, our method achieves state-of-the-art performance among inference-free sparse retrieval models and is comparable to leading Siamese sparse retrieval models. Furthermore, we provide insights into the trade-off between retrieval effectiveness and computational efficiency, demonstrating practical value for real-world applications.

In the era of proliferation of large language and image generation models, the phenomenon of "model collapse" refers to the situation whereby as a model is trained recursively on data generated from previous generations of itself over time, its performance degrades until the model eventually becomes completely useless, i.e the model collapses. In this work, we study this phenomenon in the setting of high-dimensional regression and obtain analytic formulae which quantitatively outline this phenomenon in a broad range of regimes. In the special case of polynomial decaying spectral and source conditions, we obtain modified scaling laws which exhibit new crossover phenomena from fast to slow rates. We also propose a simple strategy based on adaptive regularization to mitigate model collapse. Our theoretical results are validated with experiments.

We study the sparse recovery problem with an underdetermined linear system characterized by a Kronecker-structured dictionary and a Kronecker-supported sparse vector. We cast this problem into the sparse Bayesian learning (SBL) framework and rely on the expectation-maximization method for a solution. To this end, we model the Kronecker-structured support with a hierarchical Gaussian prior distribution parameterized by a Kronecker-structured hyperparameter, leading to a non-convex optimization problem. The optimization problem is solved using the alternating minimization (AM) method and a singular value decomposition (SVD)-based method, resulting in two algorithms. Further, we analytically guarantee that the AM-based method converges to the stationary point of the SBL cost function. The SVD-based method, though it adopts approximations, is empirically shown to be more efficient and accurate. We then apply our algorithm to estimate the uplink wireless channel in an intelligent reflecting surface-aided MIMO system and extend the AM-based algorithm to address block sparsity in the channel. We also study the SBL cost to show that the minima of the cost function are achieved at sparse solutions and that incorporating the Kronecker structure reduces the number of local minima of the SBL cost function. Our numerical results demonstrate the effectiveness of our algorithms compared to the state-of-the-art.

Various tasks in data science are modeled utilizing the variational regularization approach, where manually selecting regularization parameters presents a challenge. The difficulty gets exacerbated when employing regularizers involving a large number of hyperparameters. To overcome this challenge, bilevel learning can be employed to learn such parameters from data. However, neither exact function values nor exact gradients with respect to the hyperparameters are attainable, necessitating methods that only rely on inexact evaluation of such quantities. State-of-the-art inexact gradient-based methods a priori select a sequence of the required accuracies and cannot identify an appropriate step size since the Lipschitz constant of the hypergradient is unknown. In this work, we propose an algorithm with backtracking line search that only relies on inexact function evaluations and hypergradients and show convergence to a stationary point. Furthermore, the proposed algorithm determines the required accuracy dynamically rather than manually selected before running it. Our numerical experiments demonstrate the efficiency and feasibility of our approach for hyperparameter estimation on a range of relevant problems in imaging and data science such as total variation and field of experts denoising and multinomial logistic regression. Particularly, the results show that the algorithm is robust to its own hyperparameters such as the initial accuracies and step size.

In this paper, we introduce a new channel pruning method to accelerate very deep convolutional neural networks. Given a trained CNN model, we propose an iterative two-step algorithm to effectively prune each layer, by a LASSO regression based channel selection and least square reconstruction. We further generalize this algorithm to multi-layer and multi-branch cases. Our method reduces the accumulated error and enhances the compatibility with various architectures. Our pruned VGG-16 achieves the state-of-the-art results by 5x speed-up along with only 0.3% increase of error. More importantly, our method is able to accelerate modern networks like ResNet, Xception and suffers only 1.4%, 1.0% accuracy loss under 2x speed-up respectively, which is significant. Our code has been made publicly available.

We consider the problem of linear estimation, and establish an extension of the Gauss-Markov theorem, in which the bias operator is allowed to be non-zero but bounded with respect to a matrix norm of Schatten type. We derive simple and explicit formulas for the optimal estimator in the cases of Nuclear and Spectral norms (with the Frobenius case recovering ridge regression). Additionally, we analytically derive the generalization error in multiple random matrix ensembles, and compare with Ridge regression. Finally, we conduct an extensive simulation study, in which we show that the cross-validated Nuclear and Spectral regressors can outperform Ridge in several circumstances.

Combinatorial problems are a common challenge in business, requiring finding optimal solutions under specified constraints. While significant progress has been made with variational approaches such as QAOA, most problems addressed are unconstrained (such as Max-Cut). In this study, we investigate a hybrid quantum-classical method for constrained optimization problems, particularly those with knapsack constraints that occur frequently in financial and supply chain applications. Our proposed method relies firstly on relaxations to local quantum Hamiltonians, defined through commutative maps. Drawing inspiration from quantum random access code (QRAC) concepts, particularly Quantum Random Access Optimizer (QRAO), we explore QRAO's potential in solving large constrained optimization problems. We employ classical techniques like Linear Relaxation as a presolve mechanism to handle constraints and cope further with scalability. We compare our approach with QAOA and present the final results for a real-world procurement optimization problem: a significant sized multi-knapsack-constrained problem.

Source separation involves the ill-posed problem of retrieving a set of source signals that have been observed through a mixing operator. Solving this problem requires prior knowledge, which is commonly incorporated by imposing regularity conditions on the source signals, or implicitly learned through supervised or unsupervised methods from existing data. While data-driven methods have shown great promise in source separation, they often require large amounts of data, which rarely exists in planetary space missions. To address this challenge, we propose an unsupervised source separation scheme for domains with limited data access that involves solving an optimization problem in the wavelet scattering covariance representation spacex2014an interpretable, low-dimensional representation of stationary processes. We present a real-data example in which we remove transient, thermally-induced microtiltsx2014known as glitchesx2014from data recorded by a seismometer during NASA's InSight mission on Mars. Thanks to the wavelet scattering covariances' ability to capture non-Gaussian properties of stochastic processes, we are able to separate glitches using only a few glitch-free data snippets.

Optimal transport (OT) aims to find a map T that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such as drug perturbation, due to their superior computational and memory efficiency compared to traditional exact Sinkhorn solvers. However, the overly complex high dimensional maps learned by neural OT solvers often suffer from poor interpretability. Prior work addressed this issue in the context of exact OT solvers by introducing displacement-sparse maps via designed elastic cost, but such method failed to be applied to neural OT settings. In this work, we propose an intuitive and theoretically grounded approach to learning displacement-sparse maps within neural OT solvers. Building on our new formulation, we introduce a novel smoothed ell_0 regularizer that outperforms the ell_1 based alternative from prior work. Leveraging Input Convex Neural Network's flexibility, we further develop a heuristic framework for adaptively controlling sparsity intensity, an approach uniquely enabled by the neural OT paradigm. We demonstrate the necessity of this adaptive framework in large-scale, high-dimensional training, showing not only improved accuracy but also practical ease of use for downstream applications.

Diffusion models are generative models that have recently demonstrated impressive performances in terms of sampling quality and density estimation in high dimensions. They rely on a forward continuous diffusion process and a backward continuous denoising process, which can be described by a time-dependent vector field and is used as a generative model. In the original formulation of the diffusion model, this vector field is assumed to be the score function (i.e. it is the gradient of the log-probability at a given time in the diffusion process). Curiously, on the practical side, most studies on diffusion models implement this vector field as a neural network function and do not constrain it be the gradient of some energy function (that is, most studies do not constrain the vector field to be conservative). Even though some studies investigated empirically whether such a constraint will lead to a performance gain, they lead to contradicting results and failed to provide analytical results. Here, we provide three analytical results regarding the extent of the modeling freedom of this vector field. {Firstly, we propose a novel decomposition of vector fields into a conservative component and an orthogonal component which satisfies a given (gauge) freedom. Secondly, from this orthogonal decomposition, we show that exact density estimation and exact sampling is achieved when the conservative component is exactly equals to the true score and therefore conservativity is neither necessary nor sufficient to obtain exact density estimation and exact sampling. Finally, we show that when it comes to inferring local information of the data manifold, constraining the vector field to be conservative is desirable.

There is a growing gap between the impressive results of deep image generative models and classical algorithms that offer theoretical guarantees. The former suffer from mode collapse or memorization issues, limiting their application to scientific data. The latter require restrictive assumptions such as log-concavity to escape the curse of dimensionality. We partially bridge this gap by introducing conditionally strongly log-concave (CSLC) models, which factorize the data distribution into a product of conditional probability distributions that are strongly log-concave. This factorization is obtained with orthogonal projectors adapted to the data distribution. It leads to efficient parameter estimation and sampling algorithms, with theoretical guarantees, although the data distribution is not globally log-concave. We show that several challenging multiscale processes are conditionally log-concave using wavelet packet orthogonal projectors. Numerical results are shown for physical fields such as the varphi^4 model and weak lensing convergence maps with higher resolution than in previous works.

Dictionary learning is a classic representation learning method that has been widely applied in signal processing and data analytics. In this paper, we investigate a family of ell_p-norm (p>2,p in N) maximization approaches for the complete dictionary learning problem from theoretical and algorithmic aspects. Specifically, we prove that the global maximizers of these formulations are very close to the true dictionary with high probability, even when Gaussian noise is present. Based on the generalized power method (GPM), an efficient algorithm is then developed for the ell_p-based formulations. We further show the efficacy of the developed algorithm: for the population GPM algorithm over the sphere constraint, it first quickly enters the neighborhood of a global maximizer, and then converges linearly in this region. Extensive experiments will demonstrate that the ell_p-based approaches enjoy a higher computational efficiency and better robustness than conventional approaches and p=3 performs the best.

Cross-validation is the de facto standard for predictive model evaluation and selection. In proper use, it provides an unbiased estimate of a model's predictive performance. However, data sets often undergo various forms of data-dependent preprocessing, such as mean-centering, rescaling, dimensionality reduction, and outlier removal. It is often believed that such preprocessing stages, if done in an unsupervised manner (that does not incorporate the class labels or response values) are generally safe to do prior to cross-validation. In this paper, we study three commonly-practiced preprocessing procedures prior to a regression analysis: (i) variance-based feature selection; (ii) grouping of rare categorical features; and (iii) feature rescaling. We demonstrate that unsupervised preprocessing can, in fact, introduce a substantial bias into cross-validation estimates and potentially hurt model selection. This bias may be either positive or negative and its exact magnitude depends on all the parameters of the problem in an intricate manner. Further research is needed to understand the real-world impact of this bias across different application domains, particularly when dealing with small sample sizes and high-dimensional data.

We introduce a novel class of sample-based explanations we term high-dimensional representers, that can be used to explain the predictions of a regularized high-dimensional model in terms of importance weights for each of the training samples. Our workhorse is a novel representer theorem for general regularized high-dimensional models, which decomposes the model prediction in terms of contributions from each of the training samples: with positive (negative) values corresponding to positive (negative) impact training samples to the model's prediction. We derive consequences for the canonical instances of ell_1 regularized sparse models, and nuclear norm regularized low-rank models. As a case study, we further investigate the application of low-rank models in the context of collaborative filtering, where we instantiate high-dimensional representers for specific popular classes of models. Finally, we study the empirical performance of our proposed methods on three real-world binary classification datasets and two recommender system datasets. We also showcase the utility of high-dimensional representers in explaining model recommendations.

When training large flexible models, practitioners often rely on grid search to select hyperparameters that control over-fitting. This grid search has several disadvantages: the search is computationally expensive, requires carving out a validation set that reduces the available data for training, and requires users to specify candidate values. In this paper, we propose an alternative: directly learning regularization hyperparameters on the full training set via the evidence lower bound ("ELBo") objective from variational methods. For deep neural networks with millions of parameters, we recommend a modified ELBo that upweights the influence of the data likelihood relative to the prior. Our proposed technique overcomes all three disadvantages of grid search. In a case study on transfer learning of image classifiers, we show how our method reduces the 88+ hour grid search of past work to under 3 hours while delivering comparable accuracy. We further demonstrate how our approach enables efficient yet accurate approximations of Gaussian processes with learnable length-scale kernels.

Growing evidence indicates that only a sparse subset from a pool of sensory neurons is active for the encoding of visual stimuli at any instant in time. Traditionally, to replicate such biological sparsity, generative models have been using the ell_1 norm as a penalty due to its convexity, which makes it amenable to fast and simple algorithmic solvers. In this work, we use biological vision as a test-bed and show that the soft thresholding operation associated to the use of the ell_1 norm is highly suboptimal compared to other functions suited to approximating ell_q with 0 leq q < 1 (including recently proposed Continuous Exact relaxations), both in terms of performance and in the production of features that are akin to signatures of the primary visual cortex. We show that ell_1 sparsity produces a denser code or employs a pool with more neurons, i.e. has a higher degree of overcompleteness, in order to maintain the same reconstruction error as the other methods considered. For all the penalty functions tested, a subset of the neurons develop orientation selectivity similarly to V1 neurons. When their code is sparse enough, the methods also develop receptive fields with varying functionalities, another signature of V1. Compared to other methods, soft thresholding achieves this level of sparsity at the expense of much degraded reconstruction performance, that more likely than not is not acceptable in biological vision. Our results indicate that V1 uses a sparsity inducing regularization that is closer to the ell_0 pseudo-norm rather than to the ell_1 norm.

Major complications arise from the recent increase in the amount of high-dimensional data, including high computational costs and memory requirements. Feature selection, which identifies the most relevant and informative attributes of a dataset, has been introduced as a solution to this problem. Most of the existing feature selection methods are computationally inefficient; inefficient algorithms lead to high energy consumption, which is not desirable for devices with limited computational and energy resources. In this paper, a novel and flexible method for unsupervised feature selection is proposed. This method, named QuickSelection, introduces the strength of the neuron in sparse neural networks as a criterion to measure the feature importance. This criterion, blended with sparsely connected denoising autoencoders trained with the sparse evolutionary training procedure, derives the importance of all input features simultaneously. We implement QuickSelection in a purely sparse manner as opposed to the typical approach of using a binary mask over connections to simulate sparsity. It results in a considerable speed increase and memory reduction. When tested on several benchmark datasets, including five low-dimensional and three high-dimensional datasets, the proposed method is able to achieve the best trade-off of classification and clustering accuracy, running time, and maximum memory usage, among widely used approaches for feature selection. Besides, our proposed method requires the least amount of energy among the state-of-the-art autoencoder-based feature selection methods.

Training classifiers is difficult with severe class imbalance, but many rare events are the culmination of a sequence with much more common intermediate outcomes. For example, in online marketing a user first sees an ad, then may click on it, and finally may make a purchase; estimating the probability of purchases is difficult because of their rarity. We show both theoretically and through data experiments that the more abundant data in earlier steps may be leveraged to improve estimation of probabilities of rare events. We present PRESTO, a relaxation of the proportional odds model for ordinal regression. Instead of estimating weights for one separating hyperplane that is shifted by separate intercepts for each of the estimated Bayes decision boundaries between adjacent pairs of categorical responses, we estimate separate weights for each of these transitions. We impose an L1 penalty on the differences between weights for the same feature in adjacent weight vectors in order to shrink towards the proportional odds model. We prove that PRESTO consistently estimates the decision boundary weights under a sparsity assumption. Synthetic and real data experiments show that our method can estimate rare probabilities in this setting better than both logistic regression on the rare category, which fails to borrow strength from more abundant categories, and the proportional odds model, which is too inflexible.

We address the computational challenges of solving parametric PDEs with non parametrized geometric variations and non-reducible problems, such as those involving shocks and discontinuities of variable positions. Traditional dimensionality reduction methods like POD struggle with these scenarios due to slowly decaying Kolmogorov widths. To overcome this, we propose a novel non-linear dimensionality reduction technique to reduce the required modes for representation. The non-linear reduction is obtained through a POD after applying a transformation on the fields, which we call optimal mappings, and is a solution to an optimization problem in infinite dimension. The proposed learning framework combines morphing techniques, non-linear dimensionality reduction, and Gaussian Process Regression (GPR). The problem is reformulated on a reference geometry before applying the dimensionality reduction. Our method learns both the optimal mapping, and the solution fields, using a series of GPR models, enabling efficient and accurate modeling of complex parametric PDEs with geometrical variability. The results obtained concur with current state-of-the-art models. We mainly compare our method with the winning solution of the ML4CFD NeurIPS 2024 competition.

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank approximation and its application in adaptation can sometimes be obscure, leaving practitioners and researchers with questions about its true capabilities and limitations. This paper seeks to clarify low-rank approximation and adaptation by offering a comprehensive guide that reveals their inner workings and explains their utility in a clear and accessible way. Our focus here is to develop a solid intuition for how low-rank approximation and adaptation operate, and why they are so effective. We begin with basic concepts and gradually build up to the mathematical underpinnings, ensuring that readers of all backgrounds can gain a deeper understanding of low-rank approximation and adaptation. We strive to strike a balance between informal explanations and rigorous mathematics, ensuring that both newcomers and experienced experts can benefit from this survey. Additionally, we introduce new low-rank decomposition and adaptation algorithms that have not yet been explored in the field, hoping that future researchers will investigate their potential applicability.

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning that all sources are (fractionally) matched with all targets. To address this issue, several works have investigated quadratic regularization instead. This regularization preserves sparsity and leads to unconstrained and smooth (semi) dual objectives, that can be solved with off-the-shelf gradient methods. Unfortunately, quadratic regularization does not give direct control over the cardinality (number of nonzeros) of the transportation plan. We propose in this paper a new approach for OT with explicit cardinality constraints on the transportation plan. Our work is motivated by an application to sparse mixture of experts, where OT can be used to match input tokens such as image patches with expert models such as neural networks. Cardinality constraints ensure that at most k tokens are matched with an expert, which is crucial for computational performance reasons. Despite the nonconvexity of cardinality constraints, we show that the corresponding (semi) dual problems are tractable and can be solved with first-order gradient methods. Our method can be thought as a middle ground between unregularized OT (recovered in the limit case k=1) and quadratically-regularized OT (recovered when k is large enough). The smoothness of the objectives increases as k increases, giving rise to a trade-off between convergence speed and sparsity of the optimal plan.

Mixture of experts (MoE) are a popular class of statistical and machine learning models that have gained attention over the years due to their flexibility and efficiency. In this work, we consider Gaussian-gated localized MoE (GLoME) and block-diagonal covariance localized MoE (BLoME) regression models to present nonlinear relationships in heterogeneous data with potential hidden graph-structured interactions between high-dimensional predictors. These models pose difficult statistical estimation and model selection questions, both from a computational and theoretical perspective. This paper is devoted to the study of the problem of model selection among a collection of GLoME or BLoME models characterized by the number of mixture components, the complexity of Gaussian mean experts, and the hidden block-diagonal structures of the covariance matrices, in a penalized maximum likelihood estimation framework. In particular, we establish non-asymptotic risk bounds that take the form of weak oracle inequalities, provided that lower bounds for the penalties hold. The good empirical behavior of our models is then demonstrated on synthetic and real datasets.

Denoisers play a central role in many applications, from noise suppression in low-grade imaging sensors, to empowering score-based generative models. The latter category of methods makes use of Tweedie's formula, which links the posterior mean in Gaussian denoising (\ie the minimum MSE denoiser) with the score of the data distribution. Here, we derive a fundamental relation between the higher-order central moments of the posterior distribution, and the higher-order derivatives of the posterior mean. We harness this result for uncertainty quantification of pre-trained denoisers. Particularly, we show how to efficiently compute the principal components of the posterior distribution for any desired region of an image, as well as to approximate the full marginal distribution along those (or any other) one-dimensional directions. Our method is fast and memory-efficient, as it does not explicitly compute or store the high-order moment tensors and it requires no training or fine tuning of the denoiser. Code and examples are available on the project webpage in https://hilamanor.github.io/GaussianDenoisingPosterior/ .

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.

Recently, it has been observed that when representations are learnt in a way that encourages sparsity, improved performance is obtained on classification tasks. These methods involve combinations of activation functions, sampling steps and different kinds of penalties. To investigate the effectiveness of sparsity by itself, we propose the k-sparse autoencoder, which is an autoencoder with linear activation function, where in hidden layers only the k highest activities are kept. When applied to the MNIST and NORB datasets, we find that this method achieves better classification results than denoising autoencoders, networks trained with dropout, and RBMs. k-sparse autoencoders are simple to train and the encoding stage is very fast, making them well-suited to large problem sizes, where conventional sparse coding algorithms cannot be applied.

Imposing orthogonality on the layers of neural networks is known to facilitate the learning by limiting the exploding/vanishing of the gradient; decorrelate the features; improve the robustness. This paper studies the theoretical properties of orthogonal convolutional layers.We establish necessary and sufficient conditions on the layer architecture guaranteeing the existence of an orthogonal convolutional transform. The conditions prove that orthogonal convolutional transforms exist for almost all architectures used in practice for 'circular' padding.We also exhibit limitations with 'valid' boundary conditions and 'same' boundary conditions with zero-padding.Recently, a regularization term imposing the orthogonality of convolutional layers has been proposed, and impressive empirical results have been obtained in different applications (Wang et al. 2020).The second motivation of the present paper is to specify the theory behind this.We make the link between this regularization term and orthogonality measures. In doing so, we show that this regularization strategy is stable with respect to numerical and optimization errors and that, in the presence of small errors and when the size of the signal/image is large, the convolutional layers remain close to isometric.The theoretical results are confirmed with experiments and the landscape of the regularization term is studied. Experiments on real data sets show that when orthogonality is used to enforce robustness, the parameter multiplying the regularization termcan be used to tune a tradeoff between accuracy and orthogonality, for the benefit of both accuracy and robustness.Altogether, the study guarantees that the regularization proposed in Wang et al. (2020) is an efficient, flexible and stable numerical strategy to learn orthogonal convolutional layers.

In this paper, we study the problem of principal component analysis with generative modeling assumptions, adopting a general model for the observed matrix that encompasses notable special cases, including spiked matrix recovery and phase retrieval. The key assumption is that the underlying signal lies near the range of an L-Lipschitz continuous generative model with bounded k-dimensional inputs. We propose a quadratic estimator, and show that it enjoys a statistical rate of order frac{klog L{m}}, where m is the number of samples. We also provide a near-matching algorithm-independent lower bound. Moreover, we provide a variant of the classic power method, which projects the calculated data onto the range of the generative model during each iteration. We show that under suitable conditions, this method converges exponentially fast to a point achieving the above-mentioned statistical rate. We perform experiments on various image datasets for spiked matrix and phase retrieval models, and illustrate performance gains of our method to the classic power method and the truncated power method devised for sparse principal component analysis.

In this work, we study the performance of sub-gradient method (SubGM) on a natural nonconvex and nonsmooth formulation of low-rank matrix recovery with ell_1-loss, where the goal is to recover a low-rank matrix from a limited number of measurements, a subset of which may be grossly corrupted with noise. We study a scenario where the rank of the true solution is unknown and over-estimated instead. The over-estimation of the rank gives rise to an over-parameterized model in which there are more degrees of freedom than needed. Such over-parameterization may lead to overfitting, or adversely affect the performance of the algorithm. We prove that a simple SubGM with small initialization is agnostic to both over-parameterization and noise in the measurements. In particular, we show that small initialization nullifies the effect of over-parameterization on the performance of SubGM, leading to an exponential improvement in its convergence rate. Moreover, we provide the first unifying framework for analyzing the behavior of SubGM under both outlier and Gaussian noise models, showing that SubGM converges to the true solution, even under arbitrarily large and arbitrarily dense noise values, and--perhaps surprisingly--even if the globally optimal solutions do not correspond to the ground truth. At the core of our results is a robust variant of restricted isometry property, called Sign-RIP, which controls the deviation of the sub-differential of the ell_1-loss from that of an ideal, expected loss. As a byproduct of our results, we consider a subclass of robust low-rank matrix recovery with Gaussian measurements, and show that the number of required samples to guarantee the global convergence of SubGM is independent of the over-parameterized rank.

This paper investigates the impact of loss function selection in deep unfolding techniques for sparse signal recovery algorithms. Deep unfolding transforms iterative optimization algorithms into trainable lightweight neural networks by unfolding their iterations as network layers, with various loss functions employed for parameter learning depending on application contexts. We focus on deep unfolded versions of the fundamental iterative shrinkage thresholding algorithm (ISTA) and the iterative hard thresholding algorithm (IHT), comparing supervised learning using mean squared error with unsupervised learning using the objective function of the original optimization problem. Our simulation results reveal that the effect of the choice of loss function significantly depends on the convexity of the optimization problem. For convex ell_1-regularized problems, supervised-ISTA achieves better final recovery accuracy but fails to minimize the original objective function, whereas we empirically observe that unsupervised-ISTA converges to a nearly identical solution as conventional ISTA but with accelerated convergence. Conversely, for nonconvex ell_0-regularized problems, both supervised-IHT and unsupervised-IHT converge to better local minima than the original IHT, showing similar performance regardless of the loss function employed. These findings provide valuable insights into the design of effective deep unfolded networks for sparse signal recovery applications.

In this paper, we present an algorithm for the sparse signal recovery problem that incorporates damped Gaussian generalized approximate message passing (GGAMP) into Expectation-Maximization (EM)-based sparse Bayesian learning (SBL). In particular, GGAMP is used to implement the E-step in SBL in place of matrix inversion, leveraging the fact that GGAMP is guaranteed to converge with appropriate damping. The resulting GGAMP-SBL algorithm is much more robust to arbitrary measurement matrix A than the standard damped GAMP algorithm while being much lower complexity than the standard SBL algorithm. We then extend the approach from the single measurement vector (SMV) case to the temporally correlated multiple measurement vector (MMV) case, leading to the GGAMP-TSBL algorithm. We verify the robustness and computational advantages of the proposed algorithms through numerical experiments.

Model order reduction has been extensively studied over the last two decades. Projection-based methods such as the Proper Orthogonal Decomposition and the Reduced Basis Method enjoy the important advantages of Galerkin methods in the derivation of the reduced problem, but are limited to linear data compression for which the reduced solution is sought as a linear combination of spatial modes. Nonlinear data compression must be used when the solution manifold is not embedded in a low-dimensional subspace. Early methods involve piecewise linear data compression, by constructing a dictionary of reduced-order models tailored to a partition of the solution manifold. In this work, we introduce the concept of optimal partition of the solution manifold in terms of normalized Kolmogorov widths, and prove that the optimal partitions can be found by means of a representative-based clustering algorithm using the sine dissimilarity measure on the solution manifold.

In this paper, we propose to use the general L^2-based Sobolev norms, i.e., H^s norms where sin R, to measure the data discrepancy due to noise in image processing tasks that are formulated as optimization problems. As opposed to a popular trend of developing regularization methods, we emphasize that an implicit regularization effect can be achieved through the class of Sobolev norms as the data-fitting term. Specifically, we analyze that the implicit regularization comes from the weights that the H^s norm imposes on different frequency contents of an underlying image. We further analyze the underlying noise assumption of using the Sobolev norm as the data-fitting term from a Bayesian perspective, build the connections with the Sobolev gradient-based methods and discuss the preconditioning effects on the convergence rate of the gradient descent algorithm, leading to a better understanding of functional spaces/metrics and the optimization process involved in image processing. Numerical results in full waveform inversion, image denoising and deblurring demonstrate the implicit regularization effects.

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.

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly introducing sparsity throughout the training or by post-training compression of dense BNNs. The dilemma of how to cut down massive training costs remains, particularly given the requirement to learn about the uncertainty. To solve this challenge, we introduce Sparse Subspace Variational Inference (SSVI), the first fully sparse BNN framework that maintains a consistently highly sparse Bayesian model throughout the training and inference phases. Starting from a randomly initialized low-dimensional sparse subspace, our approach alternately optimizes the sparse subspace basis selection and its associated parameters. While basis selection is characterized as a non-differentiable problem, we approximate the optimal solution with a removal-and-addition strategy, guided by novel criteria based on weight distribution statistics. Our extensive experiments show that SSVI sets new benchmarks in crafting sparse BNNs, achieving, for instance, a 10-20x compression in model size with under 3\% performance drop, and up to 20x FLOPs reduction during training compared with dense VI training. Remarkably, SSVI also demonstrates enhanced robustness to hyperparameters, reducing the need for intricate tuning in VI and occasionally even surpassing VI-trained dense BNNs on both accuracy and uncertainty metrics.

Given a K-vertex simplex in a d-dimensional space, suppose we measure n points on the simplex with noise (hence, some of the observed points fall outside the simplex). Vertex hunting is the problem of estimating the K vertices of the simplex. A popular vertex hunting algorithm is successive projection algorithm (SPA). However, SPA is observed to perform unsatisfactorily under strong noise or outliers. We propose pseudo-point SPA (pp-SPA). It uses a projection step and a denoise step to generate pseudo-points and feed them into SPA for vertex hunting. We derive error bounds for pp-SPA, leveraging on extreme value theory of (possibly) high-dimensional random vectors. The results suggest that pp-SPA has faster rates and better numerical performances than SPA. Our analysis includes an improved non-asymptotic bound for the original SPA, which is of independent interest.

Incorporating prior information into inverse problems, e.g. via maximum-a-posteriori estimation, is an important technique for facilitating robust inverse problem solutions. In this paper, we devise two novel approaches for linear inverse problems that permit problem-specific statistical prior selections within the compound Gaussian (CG) class of distributions. The CG class subsumes many commonly used priors in signal and image reconstruction methods including those of sparsity-based approaches. The first method developed is an iterative algorithm, called generalized compound Gaussian least squares (G-CG-LS), that minimizes a regularized least squares objective function where the regularization enforces a CG prior. G-CG-LS is then unrolled, or unfolded, to furnish our second method, which is a novel deep regularized (DR) neural network, called DR-CG-Net, that learns the prior information. A detailed computational theory on convergence properties of G-CG-LS and thorough numerical experiments for DR-CG-Net are provided. Due to the comprehensive nature of the CG prior, these experiments show that DR-CG-Net outperforms competitive prior art methods in tomographic imaging and compressive sensing, especially in challenging low-training scenarios.

Tuning the regularization parameter in penalized regression models is an expensive task, requiring multiple models to be fit along a path of parameters. Strong screening rules drastically reduce computational costs by lowering the dimensionality of the input prior to fitting. We develop strong screening rules for group-based Sorted L-One Penalized Estimation (SLOPE) models: Group SLOPE and Sparse-group SLOPE. The developed rules are applicable to the wider family of group-based OWL models, including OSCAR. Our experiments on both synthetic and real data show that the screening rules significantly accelerate the fitting process. The screening rules make it accessible for group SLOPE and sparse-group SLOPE to be applied to high-dimensional datasets, particularly those encountered in genetics.

Deep Neural Networks (DNNs) have been a large driver and enabler for AI breakthroughs in recent years. These models have been getting larger in their attempt to become more accurate and tackle new upcoming use-cases, including AR/VR and intelligent assistants. However, the training process of such large models is a costly and time-consuming process, which typically yields a single model to fit all targets. To mitigate this, various techniques have been proposed in the literature, including pruning, sparsification or quantization of the model weights and updates. While able to achieve high compression rates, they often incur computational overheads or accuracy penalties. Alternatively, factorization methods have been leveraged to incorporate low-rank compression in the training process. Similarly, such techniques (e.g.,~SVD) frequently rely on the computationally expensive decomposition of layers and are potentially sub-optimal for non-linear models, such as DNNs. In this work, we take a further step in designing efficient low-rank models and propose Maestro, a framework for trainable low-rank layers. Instead of regularly applying a priori decompositions such as SVD, the low-rank structure is built into the training process through a generalized variant of Ordered Dropout. This method imposes an importance ordering via sampling on the decomposed DNN structure. Our theoretical analysis demonstrates that our method recovers the SVD decomposition of linear mapping on uniformly distributed data and PCA for linear autoencoders. We further apply our technique on DNNs and empirically illustrate that Maestro enables the extraction of lower footprint models that preserve model performance while allowing for graceful accuracy-latency tradeoff for the deployment to devices of different capabilities.

We study principal component analysis (PCA), where given a dataset in R^d from a distribution, the task is to find a unit vector v that approximately maximizes the variance of the distribution after being projected along v. Despite being a classical task, standard estimators fail drastically if the data contains even a small fraction of outliers, motivating the problem of robust PCA. Recent work has developed computationally-efficient algorithms for robust PCA that either take super-linear time or have sub-optimal error guarantees. Our main contribution is to develop a nearly-linear time algorithm for robust PCA with near-optimal error guarantees. We also develop a single-pass streaming algorithm for robust PCA with memory usage nearly-linear in the dimension.

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.

Scoring systems are linear classification models that only require users to add, subtract and multiply a few small numbers in order to make a prediction. These models are in widespread use by the medical community, but are difficult to learn from data because they need to be accurate and sparse, have coprime integer coefficients, and satisfy multiple operational constraints. We present a new method for creating data-driven scoring systems called a Supersparse Linear Integer Model (SLIM). SLIM scoring systems are built by solving an integer program that directly encodes measures of accuracy (the 0-1 loss) and sparsity (the ell_0-seminorm) while restricting coefficients to coprime integers. SLIM can seamlessly incorporate a wide range of operational constraints related to accuracy and sparsity, and can produce highly tailored models without parameter tuning. We provide bounds on the testing and training accuracy of SLIM scoring systems, and present a new data reduction technique that can improve scalability by eliminating a portion of the training data beforehand. Our paper includes results from a collaboration with the Massachusetts General Hospital Sleep Laboratory, where SLIM was used to create a highly tailored scoring system for sleep apnea screening

As deep learning models grow, sparsity is becoming an increasingly critical component of deep neural networks, enabling improved performance and reduced storage. However, existing frameworks offer poor support for sparsity. Specialized sparsity engines focus exclusively on sparse inference, while general frameworks primarily focus on sparse tensors in classical formats and neglect the broader sparsification pipeline necessary for using sparse models, especially during training. Further, existing frameworks are not easily extensible: adding a new sparse tensor format or operator is challenging and time-consuming. To address this, we propose STen, a sparsity programming model and interface for PyTorch, which incorporates sparsity layouts, operators, and sparsifiers, in an efficient, customizable, and extensible framework that supports virtually all sparsification methods. We demonstrate this by developing a high-performance grouped n:m sparsity layout for CPU inference at moderate sparsity. STen brings high performance and ease of use to the ML community, making sparsity easily accessible.

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

This paper investigates the problem of generalized linear bandits with heavy-tailed rewards, whose (1+epsilon)-th moment is bounded for some epsilonin (0,1]. Although there exist methods for generalized linear bandits, most of them focus on bounded or sub-Gaussian rewards and are not well-suited for many real-world scenarios, such as financial markets and web-advertising. To address this issue, we propose two novel algorithms based on truncation and mean of medians. These algorithms achieve an almost optimal regret bound of O(dT^{1{1+epsilon}}), where d is the dimension of contextual information and T is the time horizon. Our truncation-based algorithm supports online learning, distinguishing it from existing truncation-based approaches. Additionally, our mean-of-medians-based algorithm requires only O(log T) rewards and one estimator per epoch, making it more practical. Moreover, our algorithms improve the regret bounds by a logarithmic factor compared to existing algorithms when epsilon=1. Numerical experimental results confirm the merits of our algorithms.

The Invariant Risk Minimization (IRM) principle was first proposed by Arjovsky et al. [2019] to address the domain generalization problem by leveraging data heterogeneity from differing experimental conditions. Specifically, IRM seeks to find a data representation under which an optimal classifier remains invariant across all domains. Despite the conceptual appeal of IRM, the effectiveness of the originally proposed invariance penalty has recently been brought into question. In particular, there exists counterexamples for which that invariance penalty can be arbitrarily small for non-invariant data representations. We propose an alternative invariance penalty by revisiting the Gramian matrix of the data representation. We discuss the role of its eigenvalues in the relationship between the risk and the invariance penalty, and demonstrate that it is ill-conditioned for said counterexamples. The proposed approach is guaranteed to recover an invariant representation for linear settings under mild non-degeneracy conditions. Its effectiveness is substantiated by experiments on DomainBed and InvarianceUnitTest, two extensive test beds for domain generalization.

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

The Canonical Correlation Analysis (CCA) family of methods is foundational in multiview learning. Regularised linear CCA methods can be seen to generalise Partial Least Squares (PLS) and be unified with a Generalized Eigenvalue Problem (GEP) framework. However, classical algorithms for these linear methods are computationally infeasible for large-scale data. Extensions to Deep CCA show great promise, but current training procedures are slow and complicated. First we propose a novel unconstrained objective that characterizes the top subspace of GEPs. Our core contribution is a family of fast algorithms for stochastic PLS, stochastic CCA, and Deep CCA, simply obtained by applying stochastic gradient descent (SGD) to the corresponding CCA objectives. Our algorithms show far faster convergence and recover higher correlations than the previous state-of-the-art on all standard CCA and Deep CCA benchmarks. These improvements allow us to perform a first-of-its-kind PLS analysis of an extremely large biomedical dataset from the UK Biobank, with over 33,000 individuals and 500,000 features. Finally, we apply our algorithms to match the performance of `CCA-family' Self-Supervised Learning (SSL) methods on CIFAR-10 and CIFAR-100 with minimal hyper-parameter tuning, and also present theory to clarify the links between these methods and classical CCA, laying the groundwork for future insights.

Recognition problems in long-tailed data, in which the sample size per class is heavily skewed, have gained importance because the distribution of the sample size per class in a dataset is generally exponential unless the sample size is intentionally adjusted. Various methods have been devised to address these problems. Recently, weight balancing, which combines well-known classical regularization techniques with two-stage training, has been proposed. Despite its simplicity, it is known for its high performance compared with existing methods devised in various ways. However, there is a lack of understanding as to why this method is effective for long-tailed data. In this study, we analyze weight balancing by focusing on neural collapse and the cone effect at each training stage and found that it can be decomposed into an increase in Fisher's discriminant ratio of the feature extractor caused by weight decay and cross entropy loss and implicit logit adjustment caused by weight decay and class-balanced loss. Our analysis enables the training method to be further simplified by reducing the number of training stages to one while increasing accuracy.

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

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

Recently, Visual Autoregressive (VAR) Models introduced a groundbreaking advancement in the field of image generation, offering a scalable approach through a coarse-to-fine "next-scale prediction" paradigm. However, the state-of-the-art algorithm of VAR models in [Tian, Jiang, Yuan, Peng and Wang, NeurIPS 2024] takes O(n^4) time, which is computationally inefficient. In this work, we analyze the computational limits and efficiency criteria of VAR Models through a fine-grained complexity lens. Our key contribution is identifying the conditions under which VAR computations can achieve sub-quadratic time complexity. Specifically, we establish a critical threshold for the norm of input matrices used in VAR attention mechanisms. Above this threshold, assuming the Strong Exponential Time Hypothesis (SETH) from fine-grained complexity theory, a sub-quartic time algorithm for VAR models is impossible. To substantiate our theoretical findings, we present efficient constructions leveraging low-rank approximations that align with the derived criteria. This work initiates the study of the computational efficiency of the VAR model from a theoretical perspective. Our technique will shed light on advancing scalable and efficient image generation in VAR frameworks.

Hyperspectral Unmixing (HU) has received increasing attention in the past decades due to its ability of unveiling information latent in hyperspectral data. Unfortunately, most existing methods fail to take advantage of the spatial information in data. To overcome this limitation, we propose a Structured Sparse regularized Nonnegative Matrix Factorization (SS-NMF) method from the following two aspects. First, we incorporate a graph Laplacian to encode the manifold structures embedded in the hyperspectral data space. In this way, the highly similar neighboring pixels can be grouped together. Second, the lasso penalty is employed in SS-NMF for the fact that pixels in the same manifold structure are sparsely mixed by a common set of relevant bases. These two factors act as a new structured sparse constraint. With this constraint, our method can learn a compact space, where highly similar pixels are grouped to share correlated sparse representations. Experiments on real hyperspectral data sets with different noise levels demonstrate that our method outperforms the state-of-the-art methods significantly.

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

We study the problem of learning mixtures of Gaussians with censored data. Statistical learning with censored data is a classical problem, with numerous practical applications, however, finite-sample guarantees for even simple latent variable models such as Gaussian mixtures are missing. Formally, we are given censored data from a mixture of univariate Gaussians $sum_{i=1}^k w_i N(mu_i,sigma^2), i.e. the sample is observed only if it lies inside a set S. The goal is to learn the weights w_i and the means \mu_i. We propose an algorithm that takes only 1{\varepsilon^{O(k)}} samples to estimate the weights w_i and the means \mu_i within \varepsilon$ error.

Predicting properties of complex, large-scale quantum systems is essential for developing quantum technologies. We present an efficient method for constructing an approximate classical description of a quantum state using very few measurements of the state. This description, called a classical shadow, can be used to predict many different properties: order log M measurements suffice to accurately predict M different functions of the state with high success probability. The number of measurements is independent of the system size, and saturates information-theoretic lower bounds. Moreover, target properties to predict can be selected after the measurements are completed. We support our theoretical findings with extensive numerical experiments. We apply classical shadows to predict quantum fidelities, entanglement entropies, two-point correlation functions, expectation values of local observables, and the energy variance of many-body local Hamiltonians. The numerical results highlight the advantages of classical shadows relative to previously known methods.

This paper presents a Bayesian nonparametric latent feature model specially suitable for exploratory analysis of high-dimensional count data. We perform a non-negative doubly sparse matrix factorization that has two main advantages: not only we are able to better approximate the row input distributions, but the inferred topics are also easier to interpret. By combining the three-parameter and restricted Indian buffet processes into a single prior, we increase the model flexibility, allowing for a full spectrum of sparse solutions in the latent space. We demonstrate the usefulness of our approach in the analysis of countries' economic structure. Compared to other approaches, empirical results show our model's ability to give easy-to-interpret information and better capture the underlying sparsity structure of data.

The concept class of low-degree polynomial threshold functions (PTFs) plays a fundamental role in machine learning. In this paper, we study PAC learning of K-sparse degree-d PTFs on R^n, where any such concept depends only on K out of n attributes of the input. Our main contribution is a new algorithm that runs in time ({nd}/{epsilon})^{O(d)} and under the Gaussian marginal distribution, PAC learns the class up to error rate epsilon with O(K^{4d}{epsilon^{2d}} cdot log^{5d} n) samples even when an eta leq O(epsilon^d) fraction of them are corrupted by the nasty noise of Bshouty et al. (2002), possibly the strongest corruption model. Prior to this work, attribute-efficient robust algorithms are established only for the special case of sparse homogeneous halfspaces. Our key ingredients are: 1) a structural result that translates the attribute sparsity to a sparsity pattern of the Chow vector under the basis of Hermite polynomials, and 2) a novel attribute-efficient robust Chow vector estimation algorithm which uses exclusively a restricted Frobenius norm to either certify a good approximation or to validate a sparsity-induced degree-2d polynomial as a filter to detect corrupted samples.

In deep learning, often the training process finds an interpolator (a solution with 0 training loss), but the test loss is still low. This phenomenon, known as benign overfitting, is a major mystery that received a lot of recent attention. One common mechanism for benign overfitting is implicit regularization, where the training process leads to additional properties for the interpolator, often characterized by minimizing certain norms. However, even for a simple sparse linear regression problem y = beta^{*top} x +xi with sparse beta^*, neither minimum ell_1 or ell_2 norm interpolator gives the optimal test loss. In this work, we give a different parametrization of the model which leads to a new implicit regularization effect that combines the benefit of ell_1 and ell_2 interpolators. We show that training our new model via gradient descent leads to an interpolator with near-optimal test loss. Our result is based on careful analysis of the training dynamics and provides another example of implicit regularization effect that goes beyond norm minimization.

Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced updates becomes increasingly important. Existing methods for updating truncated SVDs employ Rayleigh-Ritz projection procedures, where projection matrices are augmented based on original singular vectors. However, these methods suffer from inefficiency due to the densification of the update matrix and the application of the projection to all singular vectors. To address these limitations, we introduce a novel method for dynamically approximating the truncated SVD of a sparse and temporally evolving matrix. Our approach leverages sparsity in the orthogonalization process of augmented matrices and utilizes an extended decomposition to independently store projections in the column space of singular vectors. Numerical experiments demonstrate a remarkable efficiency improvement of an order of magnitude compared to previous methods. Remarkably, this improvement is achieved while maintaining a comparable precision to existing approaches.

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.

Parameter-efficient fine-tuning methods, represented by LoRA, play an essential role in adapting large-scale pre-trained models to downstream tasks. However, fine-tuning LoRA-series models also faces the risk of overfitting on the training dataset, and yet there's still a lack of theoretical guidance and practical mechanism to control overfitting on LoRA-based PEFT methods. In this paper, we propose a LoRA Dropout mechanism for the LoRA-based methods by introducing random noises to the learnable low-rank matrices and increasing parameter sparsity. We then demonstrate the theoretical mechanism of our LoRA Dropout mechanism from the perspective of sparsity regularization by providing a generalization error bound under this framework. Theoretical results show that appropriate sparsity would help tighten the gap between empirical and generalization risks and thereby control overfitting. Furthermore, based on the LoRA Dropout framework, we introduce a test-time ensemble strategy and provide theoretical evidence demonstrating that the ensemble method can further compress the error bound, and lead to better performance during inference time. Extensive experiments on various NLP tasks provide practical validations of the effectiveness of our LoRA Dropout framework in improving model accuracy and calibration.

Exploiting sparsity underlying neural networks has become one of the most potential methodologies to reduce the memory footprint, I/O cost, and computation workloads during inference. And the degree of sparsity one can exploit has become higher as larger model sizes have been considered along with the trend of pre-training giant models. On the other hand, compared with quantization that has been a widely supported option, acceleration through high-degree sparsity is not supported in most computing platforms. In this work, we introduce the first commercial hardware platform supporting high-degree sparsity acceleration up to 32 times -- S4. Combined with state-of-the-art sparse pruning techniques, we demonstrate several-times practical inference speedup on S4 over mainstream inference platforms such as Nvidia T4. We also show that in practice a sparse model of larger size can achieve both higher accuracy and higher throughput on S4 than a dense model of smaller size.

We present an efficient algorithm for simultaneously training sparse generalized linear models across many related problems, which may arise from bootstrapping, cross-validation and nonparametric permutation testing. Our approach leverages the redundancies across problems to obtain significant computational improvements relative to solving the problems sequentially by a conventional algorithm. We demonstrate our fast simultaneous training of generalized linear models (FaSTGLZ) algorithm on a number of real-world datasets, and we run otherwise computationally intensive bootstrapping and permutation test analyses that are typically necessary for obtaining statistically rigorous classification results and meaningful interpretation. Code is freely available at http://liinc.bme.columbia.edu/fastglz.

Finding the mode of a high dimensional probability distribution D is a fundamental algorithmic problem in statistics and data analysis. There has been particular interest in efficient methods for solving the problem when D is represented as a mixture model or kernel density estimate, although few algorithmic results with worst-case approximation and runtime guarantees are known. In this work, we significantly generalize a result of (LeeLiMusco:2021) on mode approximation for Gaussian mixture models. We develop randomized dimensionality reduction methods for mixtures involving a broader class of kernels, including the popular logistic, sigmoid, and generalized Gaussian kernels. As in Lee et al.'s work, our dimensionality reduction results yield quasi-polynomial algorithms for mode finding with multiplicative accuracy (1-epsilon) for any epsilon > 0. Moreover, when combined with gradient descent, they yield efficient practical heuristics for the problem. In addition to our positive results, we prove a hardness result for box kernels, showing that there is no polynomial time algorithm for finding the mode of a kernel density estimate, unless P = NP. Obtaining similar hardness results for kernels used in practice (like Gaussian or logistic kernels) is an interesting future direction.

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

Reversing a diffusion process by learning its score forms the heart of diffusion-based generative modeling and for estimating properties of scientific systems. The diffusion processes that are tractable center on linear processes with a Gaussian stationary distribution. This limits the kinds of models that can be built to those that target a Gaussian prior or more generally limits the kinds of problems that can be generically solved to those that have conditionally linear score functions. In this work, we introduce a family of tractable denoising score matching objectives, called local-DSM, built using local increments of the diffusion process. We show how local-DSM melded with Taylor expansions enables automated training and score estimation with nonlinear diffusion processes. To demonstrate these ideas, we use automated-DSM to train generative models using non-Gaussian priors on challenging low dimensional distributions and the CIFAR10 image dataset. Additionally, we use the automated-DSM to learn the scores for nonlinear processes studied in statistical physics.

Learning spatial-temporal correspondences in cardiac motion from images is important for understanding the underlying dynamics of cardiac anatomical structures. Many methods explicitly impose smoothness constraints such as the L_2 norm on the displacement vector field (DVF), while usually ignoring biomechanical feasibility in the transformation. Other geometric constraints either regularize specific regions of interest such as imposing incompressibility on the myocardium or introduce additional steps such as training a separate network-based regularizer on physically simulated datasets. In this work, we propose an explicit biomechanics-informed prior as regularization on the predicted DVF in modeling a more generic biomechanically plausible transformation within all cardiac structures without introducing additional training complexity. We validate our methods on two publicly available datasets in the context of 2D MRI data and perform extensive experiments to illustrate the effectiveness and robustness of our proposed methods compared to other competing regularization schemes. Our proposed methods better preserve biomechanical properties by visual assessment and show advantages in segmentation performance using quantitative evaluation metrics. The code is publicly available at https://github.com/Voldemort108X/bioinformed_reg.

We study linear contextual bandits in the misspecified setting, where the expected reward function can be approximated by a linear function class up to a bounded misspecification level zeta>0. We propose an algorithm based on a novel data selection scheme, which only selects the contextual vectors with large uncertainty for online regression. We show that, when the misspecification level zeta is dominated by tilde O (Delta / d) with Delta being the minimal sub-optimality gap and d being the dimension of the contextual vectors, our algorithm enjoys the same gap-dependent regret bound tilde O (d^2/Delta) as in the well-specified setting up to logarithmic factors. In addition, we show that an existing algorithm SupLinUCB (Chu et al., 2011) can also achieve a gap-dependent constant regret bound without the knowledge of sub-optimality gap Delta. Together with a lower bound adapted from Lattimore et al. (2020), our result suggests an interplay between misspecification level and the sub-optimality gap: (1) the linear contextual bandit model is efficiently learnable when zeta leq tilde O(Delta / d); and (2) it is not efficiently learnable when zeta geq tilde Omega({Delta} / {d}). Experiments on both synthetic and real-world datasets corroborate our theoretical results.

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

Two different approaches exist to handle missing values for prediction: either imputation, prior to fitting any predictive algorithms, or dedicated methods able to natively incorporate missing values. While imputation is widely (and easily) use, it is unfortunately biased when low-capacity predictors (such as linear models) are applied afterward. However, in practice, naive imputation exhibits good predictive performance. In this paper, we study the impact of imputation in a high-dimensional linear model with MCAR missing data. We prove that zero imputation performs an implicit regularization closely related to the ridge method, often used in high-dimensional problems. Leveraging on this connection, we establish that the imputation bias is controlled by a ridge bias, which vanishes in high dimension. As a predictor, we argue in favor of the averaged SGD strategy, applied to zero-imputed data. We establish an upper bound on its generalization error, highlighting that imputation is benign in the d sqrt n regime. Experiments illustrate our findings.

Neural multivariate regression underpins a wide range of domains such as control, robotics, and finance, yet the geometry of its learned representations remains poorly characterized. While neural collapse has been shown to benefit generalization in classification, we find that analogous collapse in regression consistently degrades performance. To explain this contrast, we analyze models through the lens of intrinsic dimension. Across control tasks and synthetic datasets, we estimate the intrinsic dimension of last-layer features (ID_H) and compare it with that of the regression targets (ID_Y). Collapsed models exhibit ID_H < ID_Y, leading to over-compression and poor generalization, whereas non-collapsed models typically maintain ID_H > ID_Y. For the non-collapsed models, performance with respect to ID_H depends on the data quantity and noise levels. From these observations, we identify two regimes (over-compressed and under-compressed) that determine when expanding or reducing feature dimensionality improves performance. Our results provide new geometric insights into neural regression and suggest practical strategies for enhancing generalization.

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

Automated model selection is often proposed to users to choose which machine learning model (or method) to apply to a given regression task. In this paper, we show that combining different regression models can yield better results than selecting a single ('best') regression model, and outline an efficient method that obtains optimally weighted convex linear combination from a heterogeneous set of regression models. More specifically, in this paper, a heuristic weight optimization, used in a preceding conference paper, is replaced by an exact optimization algorithm using convex quadratic programming. We prove convexity of the quadratic programming formulation for the straightforward formulation and for a formulation with weighted data points. The novel weight optimization is not only (more) exact but also more efficient. The methods we develop in this paper are implemented and made available via github-open source. They can be executed on commonly available hardware and offer a transparent and easy to interpret interface. The results indicate that the approach outperforms model selection methods on a range of data sets, including data sets with mixed variable type from drug discovery applications.

Block coordinate descent (BCD) methods are widely used for large-scale numerical optimization because of their cheap iteration costs, low memory requirements, amenability to parallelization, and ability to exploit problem structure. Three main algorithmic choices influence the performance of BCD methods: the block partitioning strategy, the block selection rule, and the block update rule. In this paper we explore all three of these building blocks and propose variations for each that can significantly improve the progress made by each BCD iteration. We (i) propose new greedy block-selection strategies that guarantee more progress per iteration than the Gauss-Southwell rule; (ii) explore practical issues like how to implement the new rules when using "variable" blocks; (iii) explore the use of message-passing to compute matrix or Newton updates efficiently on huge blocks for problems with sparse dependencies between variables; and (iv) consider optimal active manifold identification, which leads to bounds on the "active-set complexity" of BCD methods and leads to superlinear convergence for certain problems with sparse solutions (and in some cases finite termination at an optimal solution). We support all of our findings with numerical results for the classic machine learning problems of least squares, logistic regression, multi-class logistic regression, label propagation, and L1-regularization.

Loss functions serve as the foundation of supervised learning and are often chosen prior to model development. To avoid potentially ad hoc choices of losses, statistical decision theory describes a desirable property for losses known as properness, which asserts that Bayes' rule is optimal. Recent works have sought to learn losses and models jointly. Existing methods do this by fitting an inverse canonical link function which monotonically maps R to [0,1] to estimate probabilities for binary problems. In this paper, we extend monotonicity to maps between R^{C-1} and the projected probability simplex Delta^{C-1} by using monotonicity of gradients of convex functions. We present {\sc LegendreTron} as a novel and practical method that jointly learns proper canonical losses and probabilities for multiclass problems. Tested on a benchmark of domains with up to 1,000 classes, our experimental results show that our method consistently outperforms the natural multiclass baseline under a t-test at 99% significance on all datasets with greater than 10 classes.

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.

Near-field radar imaging systems are recently used in a wide range of applications, such as medical diagnosis, through-wall imaging, concealed weapon detection, and nondestructive evaluation. In this paper, we consider the problem of reconstructing the three-dimensional (3D) complex-valued reflectivity distribution of the near-field scene from sparse multiple-input multiple-output (MIMO) array measurements. Using the alternating direction method of multipliers (ADMM) framework, we solve this inverse problem by enforcing regularization on the magnitude of the complex-valued reflectivity distribution. For this, we provide a general expression for the proximal mapping associated with such regularization functionals. This equivalently corresponds to the solution of a complex-valued denoising problem which involves regularization on the magnitude. By utilizing this expression, we develop a novel and efficient plug-and-play (PnP) reconstruction method that consists of simple update steps. Due to the success of data-adaptive deep priors in various imaging problems, we also train a 3D deep denoiser to exploit within the developed PnP framework for MIMO imaging. The effectiveness of the developed learning-based PnP approach is illustrated under various compressive and noisy observation scenarios using both simulated data and experimental measurements. The performance is also compared with sparsity priors and the commonly used analytical approaches such as back-projection and Kirchhoff migration. The results demonstrate that the developed technique not only provides state-of-the-art reconstruction performance for 3D real-world targets, but also enables fast computation. Our approach provides a unified general framework to effectively handle arbitrary regularization on the magnitude of a complex-valued unknown and is equally applicable to other radar image formation problems (including SAR).

Simple regret is a natural and parameter-free performance criterion for pure exploration in multi-armed bandits yet is less popular than the probability of missing the best arm or an epsilon-good arm, perhaps due to lack of easy ways to characterize it. In this paper, we make significant progress on minimizing simple regret in both data-rich (Tge n) and data-poor regime (T le n) where n is the number of arms, and T is the number of samples. At its heart is our improved instance-dependent analysis of the well-known Sequential Halving (SH) algorithm, where we bound the probability of returning an arm whose mean reward is not within epsilon from the best (i.e., not epsilon-good) for any choice of epsilon>0, although epsilon is not an input to SH. Our bound not only leads to an optimal worst-case simple regret bound of n/T up to logarithmic factors but also essentially matches the instance-dependent lower bound for returning an epsilon-good arm reported by Katz-Samuels and Jamieson (2020). For the more challenging data-poor regime, we propose Bracketing SH (BSH) that enjoys the same improvement even without sampling each arm at least once. Our empirical study shows that BSH outperforms existing methods on real-world tasks.

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.

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.

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.

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

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.

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment effect (CATE) when unobserved confounders have a bounded effect on the odds ratio of treatment selection. Our approach is scalable and allows flexible use of model classes in estimation, including nonparametric and black-box machine learning methods. Based on these bounds for the CATE, we propose a sensitivity analysis for the average treatment effect (ATE). Our semi-parametric estimator extends/bounds the augmented inverse propensity weighted (AIPW) estimator for the ATE under bounded unobserved confounding. By constructing a Neyman orthogonal score, our estimator of the bound for the ATE is a regular root-n estimator so long as the nuisance parameters are estimated at the o_p(n^{-1/4}) rate. We complement our methodology with optimality results showing that our proposed bounds are tight in certain cases. We demonstrate our method on simulated and real data examples, and show accurate coverage of our confidence intervals in practical finite sample regimes with rich covariate information.

We tackle the problem of estimating a Manhattan frame, i.e. three orthogonal vanishing points, and the unknown focal length of the camera, leveraging a prior vertical direction. The direction can come from an Inertial Measurement Unit that is a standard component of recent consumer devices, e.g., smartphones. We provide an exhaustive analysis of minimal line configurations and derive two new 2-line solvers, one of which does not suffer from singularities affecting existing solvers. Additionally, we design a new non-minimal method, running on an arbitrary number of lines, to boost the performance in local optimization. Combining all solvers in a hybrid robust estimator, our method achieves increased accuracy even with a rough prior. Experiments on synthetic and real-world datasets demonstrate the superior accuracy of our method compared to the state of the art, while having comparable runtimes. We further demonstrate the applicability of our solvers for relative rotation estimation. The code is available at https://github.com/cvg/VP-Estimation-with-Prior-Gravity.

Overparametrization often helps improve the generalization performance. This paper proposes a dual view of overparametrization suggesting that downsampling may also help generalize. Motivated by this dual view, we characterize two out-of-sample prediction risks of the sketched ridgeless least square estimator in the proportional regime masymp n asymp p, where m is the sketching size, n the sample size, and p the feature dimensionality. Our results reveal the statistical role of downsampling. Specifically, downsampling does not always hurt the generalization performance, and may actually help improve it in some cases. We identify the optimal sketching sizes that minimize the out-of-sample prediction risks, and find that the optimally sketched estimator has stabler risk curves that eliminates the peaks of those for the full-sample estimator. We then propose a practical procedure to empirically identify the optimal sketching size. Finally, we extend our results to cover central limit theorems and misspecified models. Numerical studies strongly support our theory.

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.

Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include the prominent generalized method of moments (GMM) which has recently gained attention in causal inference. GMM is a special case of the broader family of empirical likelihood estimators which are based on approximating a population distribution by means of minimizing a varphi-divergence to an empirical distribution. However, the use of varphi-divergences effectively limits the candidate distributions to reweightings of the data samples. We lift this long-standing limitation and provide a method of moments that goes beyond data reweighting. This is achieved by defining an empirical likelihood estimator based on maximum mean discrepancy which we term the kernel method of moments (KMM). We provide a variant of our estimator for conditional moment restrictions and show that it is asymptotically first-order optimal for such problems. Finally, we show that our method achieves competitive performance on several conditional moment restriction tasks.

Priors are essential for reconstructing images from noisy and/or incomplete measurements. The choice of the prior determines both the quality and uncertainty of recovered images. We propose turning score-based diffusion models into principled image priors ("score-based priors") for analyzing a posterior of images given measurements. Previously, probabilistic priors were limited to handcrafted regularizers and simple distributions. In this work, we empirically validate the theoretically-proven probability function of a score-based diffusion model. We show how to sample from resulting posteriors by using this probability function for variational inference. Our results, including experiments on denoising, deblurring, and interferometric imaging, suggest that score-based priors enable principled inference with a sophisticated, data-driven image prior.

We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal representation for the first view while having a dual representation for the second view. Sparse CCA (SCCA) minimises the number of features used in both the primal and dual projections while maximising the correlation between the two views. The method is demonstrated on two paired corpuses of English-French and English-Spanish for mate-retrieval. We are able to observe, in the mate-retreival, that when the number of the original features is large SCCA outperforms Kernel CCA (KCCA), learning the common semantic space from a sparse set of features.

We consider the block coordinate descent methods of Gauss-Seidel type with proximal regularization (BCD-PR), which is a classical method of minimizing general nonconvex objectives under constraints that has a wide range of practical applications. We theoretically establish the worst-case complexity bound for this algorithm. Namely, we show that for general nonconvex smooth objectives with block-wise constraints, the classical BCD-PR algorithm converges to an epsilon-stationary point within O(1/epsilon) iterations. Under a mild condition, this result still holds even if the algorithm is executed inexactly in each step. As an application, we propose a provable and efficient algorithm for `Wasserstein CP-dictionary learning', which seeks a set of elementary probability distributions that can well-approximate a given set of d-dimensional joint probability distributions. Our algorithm is a version of BCD-PR that operates in the dual space, where the primal problem is regularized both entropically and proximally.

Given only a few observed entries from a low-rank matrix X, matrix completion is the problem of imputing the missing entries, and it formalizes a wide range of real-world settings that involve estimating missing data. However, when there are too few observed entries to complete the matrix, what other aspects of the underlying matrix can be reliably recovered? We study one such problem setting, that of "one-sided" matrix completion, where our goal is to recover the right singular vectors of X, even in the regime where recovering the left singular vectors is impossible, which arises when there are more rows than columns and very few observations. We propose a natural algorithm that involves imputing the missing values of the matrix X^TX and show that even with only two observations per row in X, we can provably recover X^TX as long as we have at least Omega(r^2 d log d) rows, where r is the rank and d is the number of columns. We evaluate our algorithm on one-sided recovery of synthetic data and low-coverage genome sequencing. In these settings, our algorithm substantially outperforms standard matrix completion and a variety of direct factorization methods.

We begin the study of list-decodable linear regression using batches. In this setting only an alpha in (0,1] fraction of the batches are genuine. Each genuine batch contains ge n i.i.d. samples from a common unknown distribution and the remaining batches may contain arbitrary or even adversarial samples. We derive a polynomial time algorithm that for any nge tilde Omega(1/alpha) returns a list of size mathcal O(1/alpha^2) such that one of the items in the list is close to the true regression parameter. The algorithm requires only mathcal{O}(d/alpha^2) genuine batches and works under fairly general assumptions on the distribution. The results demonstrate the utility of batch structure, which allows for the first polynomial time algorithm for list-decodable regression, which may be impossible for the non-batch setting, as suggested by a recent SQ lower bound diakonikolas2021statistical for the non-batch setting.

We seek to understand fundamental tradeoffs between the accuracy of prior information that a learner has on a given problem and its learning performance. We introduce the notion of prioritized risk, which differs from traditional notions of minimax and Bayes risk by allowing us to study such fundamental tradeoffs in settings where reality does not necessarily conform to the learner's prior. We present a general reduction-based approach for extending classical minimax lower-bound techniques in order to lower bound the prioritized risk for statistical estimation problems. We also introduce a novel generalization of Fano's inequality (which may be of independent interest) for lower bounding the prioritized risk in more general settings involving unbounded losses. We illustrate the ability of our framework to provide insights into tradeoffs between prior information and learning performance for problems in estimation, regression, and reinforcement learning.

Inducing and leveraging sparse activations during training and inference is a promising avenue for improving the computational efficiency of deep networks, which is increasingly important as network sizes continue to grow and their application becomes more widespread. Here we use the large width Gaussian process limit to analyze the behaviour, at random initialization, of nonlinear activations that induce sparsity in the hidden outputs. A previously unreported form of training instability is proven for arguably two of the most natural candidates for hidden layer sparsification; those being a shifted ReLU (phi(x)=max(0, x-tau) for tauge 0) and soft thresholding (phi(x)=0 for |x|letau and x-sign(x)tau for |x|>tau). We show that this instability is overcome by clipping the nonlinear activation magnitude, at a level prescribed by the shape of the associated Gaussian process variance map. Numerical experiments verify the theory and show that the proposed magnitude clipped sparsifying activations can be trained with training and test fractional sparsity as high as 85\% while retaining close to full accuracy.

Given a sample of size N, it is often useful to select a subsample of smaller size n<N to be used for statistical estimation or learning. Such a data selection step is useful to reduce the requirements of data labeling and the computational complexity of learning. We assume to be given N unlabeled samples {{boldsymbol x}_i}_{ile N}, and to be given access to a `surrogate model' that can predict labels y_i better than random guessing. Our goal is to select a subset of the samples, to be denoted by {{boldsymbol x}_i}_{iin G}, of size |G|=n<N. We then acquire labels for this set and we use them to train a model via regularized empirical risk minimization. By using a mixture of numerical experiments on real and synthetic data, and mathematical derivations under low- and high- dimensional asymptotics, we show that: (i)~Data selection can be very effective, in particular beating training on the full sample in some cases; (ii)~Certain popular choices in data selection methods (e.g. unbiased reweighted subsampling, or influence function-based subsampling) can be substantially suboptimal.

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

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

In this paper, by introducing Generalized Bernstein condition, we propose the first Obig(sqrt{p}{nepsilon}big) high probability excess population risk bound for differentially private algorithms under the assumptions G-Lipschitz, L-smooth, and Polyak-{\L}ojasiewicz condition, based on gradient perturbation method. If we replace the properties G-Lipschitz and L-smooth by alpha-H{\"o}lder smoothness (which can be used in non-smooth setting), the high probability bound comes to Obig(n^{-alpha{1+2alpha}}big) w.r.t n, which cannot achieve Oleft(1/nright) when alphain(0,1]. To solve this problem, we propose a variant of gradient perturbation method, max{1,g-Normalized Gradient Perturbation} (m-NGP). We further show that by normalization, the high probability excess population risk bound under assumptions alpha-H{\"o}lder smooth and Polyak-{\L}ojasiewicz condition can achieve Obig(sqrt{p}{nepsilon}big), which is the first Oleft(1/nright) high probability excess population risk bound w.r.t n for differentially private algorithms under non-smooth conditions. Moreover, we evaluate the performance of the new proposed algorithm m-NGP, the experimental results show that m-NGP improves the performance of the differentially private model over real datasets. It demonstrates that m-NGP improves the utility bound and the accuracy of the DP model on real datasets simultaneously.

Sparse autoencoders are a standard tool for uncovering interpretable latent representations in neural networks. Yet, their interpretation depends on the inputs, making their isolated study incomplete. Polynomials offer a solution; they serve as algebraic primitives that can be analysed without reference to input and can describe structures ranging from linear concepts to complicated manifolds. This work uses bilinear autoencoders to efficiently decompose representations into quadratic polynomials. We discuss improvements that induce importance ordering, clustering, and activation sparsity. This is an initial step toward nonlinear yet analysable latents through their algebraic properties.

N:M Structured sparsity has garnered significant interest as a result of relatively modest overhead and improved efficiency. Additionally, this form of sparsity holds considerable appeal for reducing the memory footprint owing to their modest representation overhead. There have been efforts to develop training recipes for N:M structured sparsity, they primarily focus on low-sparsity regions (sim50\%). Nonetheless, performance of models trained using these approaches tends to decline when confronted with high-sparsity regions (>80\%). In this work, we study the effectiveness of existing sparse training recipes at high-sparsity regions and argue that these methods fail to sustain the model quality on par with low-sparsity regions. We demonstrate that the significant factor contributing to this disparity is the presence of elevated levels of induced noise in the gradient magnitudes. To mitigate this undesirable effect, we employ decay mechanisms to progressively restrict the flow of gradients towards pruned elements. Our approach improves the model quality by up to 2% and 5% in vision and language models at high sparsity regime, respectively. We also evaluate the trade-off between model accuracy and training compute cost in terms of FLOPs. At iso-training FLOPs, our method yields better performance compared to conventional sparse training recipes, exhibiting an accuracy improvement of up to 2%. The source code is available at https://github.com/abhibambhaniya/progressive_gradient_flow_nm_sparsity.

In this paper, we propose a unified approach to harness quantum conformal methods for multi-output distributions, with a particular emphasis on two experimental paradigms: (i) a standard 2-qubit circuit scenario producing a four-dimensional outcome distribution, and (ii) a multi-basis measurement setting that concatenates measurement probabilities in different bases (Z, X, Y) into a twelve-dimensional output space. By combining a multioutput regression model (e.g., random forests) with distributional conformal prediction, we validate coverage and interval-set sizes on both simulated quantum data and multi-basis measurement data. Our results confirm that classical conformal prediction can effectively provide coverage guarantees even when the target probabilities derive from inherently quantum processes. Such synergy opens the door to next-generation quantum-classical hybrid frameworks, providing both improved interpretability and rigorous coverage for quantum machine learning tasks. All codes and full reproducible Colab notebooks are made available at https://github.com/detasar/QECMMOU.

We propose a new bound for generalization of neural networks using Koopman operators. Whereas most of existing works focus on low-rank weight matrices, we focus on full-rank weight matrices. Our bound is tighter than existing norm-based bounds when the condition numbers of weight matrices are small. Especially, it is completely independent of the width of the network if the weight matrices are orthogonal. Our bound does not contradict to the existing bounds but is a complement to the existing bounds. As supported by several existing empirical results, low-rankness is not the only reason for generalization. Furthermore, our bound can be combined with the existing bounds to obtain a tighter bound. Our result sheds new light on understanding generalization of neural networks with full-rank weight matrices, and it provides a connection between operator-theoretic analysis and generalization of neural networks.

We propose a penalized nonparametric approach to estimating the quantile regression process (QRP) in a nonseparable model using rectifier quadratic unit (ReQU) activated deep neural networks and introduce a novel penalty function to enforce non-crossing of quantile regression curves. We establish the non-asymptotic excess risk bounds for the estimated QRP and derive the mean integrated squared error for the estimated QRP under mild smoothness and regularity conditions. To establish these non-asymptotic risk and estimation error bounds, we also develop a new error bound for approximating C^s smooth functions with s >0 and their derivatives using ReQU activated neural networks. This is a new approximation result for ReQU networks and is of independent interest and may be useful in other problems. Our numerical experiments demonstrate that the proposed method is competitive with or outperforms two existing methods, including methods using reproducing kernels and random forests, for nonparametric quantile regression.

Sparse autoencoders (SAEs) are a technique for sparse decomposition of neural network activations into human-interpretable features. However, current SAEs suffer from feature absorption, where specialized features capture instances of general features creating representation holes, and feature composition, where independent features merge into composite representations. In this work, we introduce Orthogonal SAE (OrtSAE), a novel approach aimed to mitigate these issues by enforcing orthogonality between the learned features. By implementing a new training procedure that penalizes high pairwise cosine similarity between SAE features, OrtSAE promotes the development of disentangled features while scaling linearly with the SAE size, avoiding significant computational overhead. We train OrtSAE across different models and layers and compare it with other methods. We find that OrtSAE discovers 9% more distinct features, reduces feature absorption (by 65%) and composition (by 15%), improves performance on spurious correlation removal (+6%), and achieves on-par performance for other downstream tasks compared to traditional SAEs.

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

A large-scale deep model pre-trained on massive labeled or unlabeled data transfers well to downstream tasks. Linear evaluation freezes parameters in the pre-trained model and trains a linear classifier separately, which is efficient and attractive for transfer. However, little work has investigated the classifier in linear evaluation except for the default logistic regression. Inspired by the statistical efficiency of naive Bayes, the paper revisits the classical topic on discriminative vs. generative classifiers. Theoretically, the paper considers the surrogate loss instead of the zero-one loss in analyses and generalizes the classical results from binary cases to multiclass ones. We show that, under mild assumptions, multiclass naive Bayes requires O(log n) samples to approach its asymptotic error while the corresponding multiclass logistic regression requires O(n) samples, where n is the feature dimension. To establish it, we present a multiclass H-consistency bound framework and an explicit bound for logistic loss, which are of independent interests. Simulation results on a mixture of Gaussian validate our theoretical findings. Experiments on various pre-trained deep vision models show that naive Bayes consistently converges faster as the number of data increases. Besides, naive Bayes shows promise in few-shot cases and we observe the "two regimes" phenomenon in pre-trained supervised models. Our code is available at https://github.com/ML-GSAI/Revisiting-Dis-vs-Gen-Classifiers.

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in the target domain. Most existing methods require estimating the unknown likelihood ratio function, which can be prohibitive for high-dimensional data such as images. To address this challenge, we introduce the likelihood ratio regularized quantile regression (LR-QR) algorithm, which combines the pinball loss with a novel choice of regularization in order to construct a threshold function without directly estimating the unknown likelihood ratio. We show that the LR-QR method has coverage at the desired level in the target domain, up to a small error term that we can control. Our proofs draw on a novel analysis of coverage via stability bounds from learning theory. Our experiments demonstrate that the LR-QR algorithm outperforms existing methods on high-dimensional prediction tasks, including a regression task for the Communities and Crime dataset, an image classification task from the WILDS repository, and an LLM question-answering task on the MMLU benchmark.

Various optimal gradient-based algorithms have been developed for smooth nonconvex optimization. However, many nonconvex machine learning problems do not belong to the class of smooth functions and therefore the existing algorithms are sub-optimal. Instead, these problems have been shown to satisfy certain generalized-smooth conditions, which have not been well understood in the existing literature. In this paper, we propose a notion of alpha-symmetric generalized-smoothness that extends the existing notions and covers many important functions such as high-order polynomials and exponential functions. We study the fundamental properties and establish descent lemmas for the functions in this class. Then, to solve such a large class of nonconvex problems, we design a special deterministic normalized gradient descent algorithm that achieves the optimal iteration complexity O(epsilon^{-2}), and also prove that the popular SPIDER variance reduction algorithm achieves the optimal sample complexity O(epsilon^{-3}) in the stochastic setting. Our results show that solving generalized-smooth nonconvex problems is as efficient as solving smooth nonconvex problems.

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

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.

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.

Overparameterized neural networks generalize well but are expensive to train. Ideally, one would like to reduce their computational cost while retaining their generalization benefits. Sparse model training is a simple and promising approach to achieve this, but there remain challenges as existing methods struggle with accuracy loss, slow training runtime, or difficulty in sparsifying all model components. The core problem is that searching for a sparsity mask over a discrete set of sparse matrices is difficult and expensive. To address this, our main insight is to optimize over a continuous superset of sparse matrices with a fixed structure known as products of butterfly matrices. As butterfly matrices are not hardware efficient, we propose simple variants of butterfly (block and flat) to take advantage of modern hardware. Our method (Pixelated Butterfly) uses a simple fixed sparsity pattern based on flat block butterfly and low-rank matrices to sparsify most network layers (e.g., attention, MLP). We empirically validate that Pixelated Butterfly is 3x faster than butterfly and speeds up training to achieve favorable accuracy--efficiency tradeoffs. On the ImageNet classification and WikiText-103 language modeling tasks, our sparse models train up to 2.5x faster than the dense MLP-Mixer, Vision Transformer, and GPT-2 medium with no drop in accuracy.

Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging. Approximate methods based on learning compact representations, have been widely explored for this problem, such as locality sensitive hashing, product quantization, and PCA. In this work, in contrast to learning compact representations, we propose to learn high dimensional and sparse representations that have similar representational capacity as dense embeddings while being more efficient due to sparse matrix multiplication operations which can be much faster than dense multiplication. Following the key insight that the number of operations decreases quadratically with the sparsity of embeddings provided the non-zero entries are distributed uniformly across dimensions, we propose a novel approach to learn such distributed sparse embeddings via the use of a carefully constructed regularization function that directly minimizes a continuous relaxation of the number of floating-point operations (FLOPs) incurred during retrieval. Our experiments show that our approach is competitive to the other baselines and yields a similar or better speed-vs-accuracy tradeoff on practical datasets.

We study subsampling-based ridge ensembles in the proportional asymptotics regime, where the feature size grows proportionally with the sample size such that their ratio converges to a constant. By analyzing the squared prediction risk of ridge ensembles as a function of the explicit penalty lambda and the limiting subsample aspect ratio phi_s (the ratio of the feature size to the subsample size), we characterize contours in the (lambda, phi_s)-plane at any achievable risk. As a consequence, we prove that the risk of the optimal full ridgeless ensemble (fitted on all possible subsamples) matches that of the optimal ridge predictor. In addition, we prove strong uniform consistency of generalized cross-validation (GCV) over the subsample sizes for estimating the prediction risk of ridge ensembles. This allows for GCV-based tuning of full ridgeless ensembles without sample splitting and yields a predictor whose risk matches optimal ridge risk.

The enduring legacy of Euclidean geometry underpins classical machine learning, which, for decades, has been primarily developed for data lying in Euclidean space. Yet, modern machine learning increasingly encounters richly structured data that is inherently nonEuclidean. This data can exhibit intricate geometric, topological and algebraic structure: from the geometry of the curvature of space-time, to topologically complex interactions between neurons in the brain, to the algebraic transformations describing symmetries of physical systems. Extracting knowledge from such non-Euclidean data necessitates a broader mathematical perspective. Echoing the 19th-century revolutions that gave rise to non-Euclidean geometry, an emerging line of research is redefining modern machine learning with non-Euclidean structures. Its goal: generalizing classical methods to unconventional data types with geometry, topology, and algebra. In this review, we provide an accessible gateway to this fast-growing field and propose a graphical taxonomy that integrates recent advances into an intuitive unified framework. We subsequently extract insights into current challenges and highlight exciting opportunities for future development in this field.

Partial differential equations (PDEs) are important tools to model physical systems, and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant coefficients, we propose a family of Gaussian process (GP) priors, which we call EPGP, such that all realizations are exact solutions of this system. We apply the Ehrenpreis-Palamodov fundamental principle, which works like a non-linear Fourier transform, to construct GP kernels mirroring standard spectral methods for GPs. Our approach can infer probable solutions of linear PDE systems from any data such as noisy measurements, or pointwise defined initial and boundary conditions. Constructing EPGP-priors is algorithmic, generally applicable, and comes with a sparse version (S-EPGP) that learns the relevant spectral frequencies and works better for big data sets. We demonstrate our approach on three families of systems of PDE, the heat equation, wave equation, and Maxwell's equations, where we improve upon the state of the art in computation time and precision, in some experiments by several orders of magnitude.

Smoothness and low dimensional structures play central roles in improving generalization and stability in learning and statistics. This work combines techniques from semi-infinite constrained learning and manifold regularization to learn representations that are globally smooth on a manifold. To do so, it shows that under typical conditions the problem of learning a Lipschitz continuous function on a manifold is equivalent to a dynamically weighted manifold regularization problem. This observation leads to a practical algorithm based on a weighted Laplacian penalty whose weights are adapted using stochastic gradient techniques. It is shown that under mild conditions, this method estimates the Lipschitz constant of the solution, learning a globally smooth solution as a byproduct. Experiments on real world data illustrate the advantages of the proposed method relative to existing alternatives.

We show how to obtain improved active learning methods in the agnostic (adversarial noise) setting by combining marginal leverage score sampling with non-independent sampling strategies that promote spatial coverage. In particular, we propose an easily implemented method based on the pivotal sampling algorithm, which we test on problems motivated by learning-based methods for parametric PDEs and uncertainty quantification. In comparison to independent sampling, our method reduces the number of samples needed to reach a given target accuracy by up to 50%. We support our findings with two theoretical results. First, we show that any non-independent leverage score sampling method that obeys a weak one-sided ell_{infty} independence condition (which includes pivotal sampling) can actively learn d dimensional linear functions with O(dlog d) samples, matching independent sampling. This result extends recent work on matrix Chernoff bounds under ell_{infty} independence, and may be of interest for analyzing other sampling strategies beyond pivotal sampling. Second, we show that, for the important case of polynomial regression, our pivotal method obtains an improved bound of O(d) samples.

The lottery ticket hypothesis (LTH) has increased attention to pruning neural networks at initialization. We study this problem in the linear setting. We show that finding a sparse mask at initialization is equivalent to the sketching problem introduced for efficient matrix multiplication. This gives us tools to analyze the LTH problem and gain insights into it. Specifically, using the mask found at initialization, we bound the approximation error of the pruned linear model at the end of training. We theoretically justify previous empirical evidence that the search for sparse networks may be data independent. By using the sketching perspective, we suggest a generic improvement to existing algorithms for pruning at initialization, which we show to be beneficial in the data-independent case.

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-dimension cost of exact filtering and smoothing to be avoided. We prove that the approximation accuracy, measured in a local total variation norm, is "dimension-free" in the sense that as the overall dimension of the model increases the error bounds we derive do not necessarily degrade. A key step in the analysis is to quantify the error introduced by localizing the likelihood function in a Bayes' rule update. The factorial structure of the likelihood function which we exploit arises naturally when data have known spatial or network structure. We demonstrate the new algorithms on synthetic examples and a London Underground passenger flow problem, where the factor graph is effectively given by the train network.

This paper studies Kernel density estimation for a high-dimensional distribution rho(x). Traditional approaches have focused on the limit of large number of data points n and fixed dimension d. We analyze instead the regime where both the number n of data points y_i and their dimensionality d grow with a fixed ratio alpha=(log n)/d. Our study reveals three distinct statistical regimes for the kernel-based estimate of the density hat rho_h^{D}(x)=1{n h^d}sum_{i=1}^n Kleft(x-y_i{h}right), depending on the bandwidth h: a classical regime for large bandwidth where the Central Limit Theorem (CLT) holds, which is akin to the one found in traditional approaches. Below a certain value of the bandwidth, h_{CLT}(alpha), we find that the CLT breaks down. The statistics of hat rho_h^{D}(x) for a fixed x drawn from rho(x) is given by a heavy-tailed distribution (an alpha-stable distribution). In particular below a value h_G(alpha), we find that hat rho_h^{D}(x) is governed by extreme value statistics: only a few points in the database matter and give the dominant contribution to the density estimator. We provide a detailed analysis for high-dimensional multivariate Gaussian data. We show that the optimal bandwidth threshold based on Kullback-Leibler divergence lies in the new statistical regime identified in this paper. Our findings reveal limitations of classical approaches, show the relevance of these new statistical regimes, and offer new insights for Kernel density estimation in high-dimensional settings.

The seminal Fast Johnson-Lindenstrauss (Fast JL) transform by Ailon and Chazelle (SICOMP'09) embeds a set of n points in d-dimensional Euclidean space into optimal k=O(varepsilon^{-2} ln n) dimensions, while preserving all pairwise distances to within a factor (1 pm varepsilon). The Fast JL transform supports computing the embedding of a data point in O(d ln d +k ln^2 n) time, where the d ln d term comes from multiplication with a d times d Hadamard matrix and the k ln^2 n term comes from multiplication with a sparse k times d matrix. Despite the Fast JL transform being more than a decade old, it is one of the fastest dimensionality reduction techniques for many tradeoffs between varepsilon, d and n. In this work, we give a surprising new analysis of the Fast JL transform, showing that the k ln^2 n term in the embedding time can be improved to (k ln^2 n)/alpha for an alpha = Omega(min{varepsilon^{-1}ln(1/varepsilon), ln n}). The improvement follows by using an even sparser matrix. We also complement our improved analysis with a lower bound showing that our new analysis is in fact tight.

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

With growing size of Neural Networks (NNs), model sparsification to reduce the computational cost and memory demand for model inference has become of vital interest for both research and production. While many sparsification methods have been proposed and successfully applied on individual models, to the best of our knowledge their behavior and robustness has not yet been studied on large populations of models. With this paper, we address that gap by applying two popular sparsification methods on populations of models (so called model zoos) to create sparsified versions of the original zoos. We investigate the performance of these two methods for each zoo, compare sparsification layer-wise, and analyse agreement between original and sparsified populations. We find both methods to be very robust with magnitude pruning able outperform variational dropout with the exception of high sparsification ratios above 80%. Further, we find sparsified models agree to a high degree with their original non-sparsified counterpart, and that the performance of original and sparsified model is highly correlated. Finally, all models of the model zoos and their sparsified model twins are publicly available: modelzoos.cc.

Sexual dimorphism is a critical factor in many biological and medical research fields. In biomechanics and bioengineering, understanding sex differences is crucial for studying musculoskeletal conditions such as temporomandibular disorder (TMD). This paper focuses on the association between the craniofacial skeletal morphology and temporomandibular joint (TMJ) related masticatory muscle attachments to discern sex differences. Data were collected from 10 male and 11 female cadaver heads to investigate sex-specific relationships between the skull and muscles. We propose a conditional cross-covariance reduction (CCR) model, designed to examine the dynamic association between two sets of random variables conditioned on a third binary variable (e.g., sex), highlighting the most distinctive sex-related relationships between skull and muscle attachments in the human cadaver data. Under the CCR model, we employ a sparse singular value decomposition algorithm and introduce a sequential permutation for selecting sparsity (SPSS) method to select important variables and to determine the optimal number of selected variables.

We study the computational limits of Low-Rank Adaptation (LoRA) update for finetuning transformer-based models using fine-grained complexity theory. Our key observation is that the existence of low-rank decompositions within the gradient computation of LoRA adaptation leads to possible algorithmic speedup. This allows us to (i) identify a phase transition behavior and (ii) prove the existence of nearly linear algorithms by controlling the LoRA update computation term by term, assuming the Strong Exponential Time Hypothesis (SETH). For the former, we identify a sharp transition in the efficiency of all possible rank-r LoRA update algorithms for transformers, based on specific norms resulting from the multiplications of the input sequence X, pretrained weights W^star, and adapter matrices alpha B A / r. Specifically, we derive a shared upper bound threshold for such norms and show that efficient (sub-quadratic) approximation algorithms of LoRA exist only below this threshold. For the latter, we prove the existence of nearly linear approximation algorithms for LoRA adaptation by utilizing the hierarchical low-rank structures of LoRA gradients and approximating the gradients with a series of chained low-rank approximations. To showcase our theory, we consider two practical scenarios: partial (e.g., only W_V and W_Q) and full adaptations (e.g., W_Q, W_V, and W_K) of weights in attention heads.

We show for the first time that large-scale generative pretrained transformer (GPT) family models can be pruned to at least 50% sparsity in one-shot, without any retraining, at minimal loss of accuracy. This is achieved via a new pruning method called SparseGPT, specifically designed to work efficiently and accurately on massive GPT-family models. We can execute SparseGPT on the largest available open-source models, OPT-175B and BLOOM-176B, in under 4.5 hours, and can reach 60% unstructured sparsity with negligible increase in perplexity: remarkably, more than 100 billion weights from these models can be ignored at inference time. SparseGPT generalizes to semi-structured (2:4 and 4:8) patterns, and is compatible with weight quantization approaches. The code is available at: https://github.com/IST-DASLab/sparsegpt.

We study the problem of privately estimating the parameters of d-dimensional Gaussian Mixture Models (GMMs) with k components. For this, we develop a technique to reduce the problem to its non-private counterpart. This allows us to privatize existing non-private algorithms in a blackbox manner, while incurring only a small overhead in the sample complexity and running time. As the main application of our framework, we develop an (varepsilon, delta)-differentially private algorithm to learn GMMs using the non-private algorithm of Moitra and Valiant [MV10] as a blackbox. Consequently, this gives the first sample complexity upper bound and first polynomial time algorithm for privately learning GMMs without any boundedness assumptions on the parameters. As part of our analysis, we prove a tight (up to a constant factor) lower bound on the total variation distance of high-dimensional Gaussians which can be of independent interest.

Adaptive sparse coding methods learn a possibly overcomplete set of basis functions, such that natural image patches can be reconstructed by linearly combining a small subset of these bases. The applicability of these methods to visual object recognition tasks has been limited because of the prohibitive cost of the optimization algorithms required to compute the sparse representation. In this work we propose a simple and efficient algorithm to learn basis functions. After training, this model also provides a fast and smooth approximator to the optimal representation, achieving even better accuracy than exact sparse coding algorithms on visual object recognition tasks.

This paper focuses on the development of a space-variant regularization model for solving an under-determined linear inverse problem. The case study is a medical image reconstruction from few-view tomographic noisy data. The primary objective of the proposed optimization model is to achieve a good balance between denoising and the preservation of fine details and edges, overcoming the performance of the popular and largely used Total Variation (TV) regularization through the application of appropriate pixel-dependent weights. The proposed strategy leverages the role of gradient approximations for the computation of the space-variant TV weights. For this reason, a convolutional neural network is designed, to approximate both the ground truth image and its gradient using an elastic loss function in its training. Additionally, the paper provides a theoretical analysis of the proposed model, showing the uniqueness of its solution, and illustrates a Chambolle-Pock algorithm tailored to address the specific problem at hand. This comprehensive framework integrates innovative regularization techniques with advanced neural network capabilities, demonstrating promising results in achieving high-quality reconstructions from low-sampled tomographic data.

This study presents the development of a spatially adaptive weighting strategy for Total Variation regularization, aimed at addressing under-determined linear inverse problems. The method leverages the rapid computation of an accurate approximation of the true image (or its gradient magnitude) through a neural network. Our approach operates without requiring prior knowledge of the noise intensity in the data and avoids the iterative recomputation of weights. Additionally, the paper includes a theoretical analysis of the proposed method, establishing its validity as a regularization approach. This framework integrates advanced neural network capabilities within a regularization context, thereby making the results of the networks interpretable. The results are promising as they enable high-quality reconstructions from limited-view tomographic measurements.

In this work, we present a variety of novel information-theoretic generalization bounds for learning algorithms, from the supersample setting of Steinke & Zakynthinou (2020)-the setting of the "conditional mutual information" framework. Our development exploits projecting the loss pair (obtained from a training instance and a testing instance) down to a single number and correlating loss values with a Rademacher sequence (and its shifted variants). The presented bounds include square-root bounds, fast-rate bounds, including those based on variance and sharpness, and bounds for interpolating algorithms etc. We show theoretically or empirically that these bounds are tighter than all information-theoretic bounds known to date on the same supersample setting.

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome indirectly via the treatment variable(s). Most IV applications focus on low-dimensional treatments and crucially require at least as many instruments as treatments. This assumption is restrictive: in the natural sciences we often seek to infer causal effects of high-dimensional treatments (e.g., the effect of gene expressions or microbiota on health and disease), but can only run few experiments with a limited number of instruments (e.g., drugs or antibiotics). In such underspecified problems, the full treatment effect is not identifiable in a single experiment even in the linear case. We show that one can still reliably recover the projection of the treatment effect onto the instrumented subspace and develop techniques to consistently combine such partial estimates from different sets of instruments. We then leverage our combined estimators in an algorithm that iteratively proposes the most informative instruments at each round of experimentation to maximize the overall information about the full causal effect.

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.

Optimization with matrix gradient orthogonalization has recently demonstrated impressive results in the training of deep neural networks (Jordan et al., 2024; Liu et al., 2025). In this paper, we provide a theoretical analysis of this approach. In particular, we show that the orthogonalized gradient method can be seen as a first-order trust-region optimization method, where the trust-region is defined in terms of the matrix spectral norm. Motivated by this observation, we develop the stochastic non-Euclidean trust-region gradient method with momentum, which recovers the Muon optimizer (Jordan et al., 2024) as a special case, along with normalized SGD and signSGD with momentum (Cutkosky and Mehta, 2020; Sun et al., 2023). In addition, we prove state-of-the-art convergence results for the proposed algorithm in a range of scenarios, which involve arbitrary non-Euclidean norms, constrained and composite problems, and non-convex, star-convex, first- and second-order smooth functions. Finally, our theoretical findings provide an explanation for several practical observations, including the practical superiority of Muon compared to the Orthogonal-SGDM algorithm of Tuddenham et al. (2022) and the importance of weight decay in the training of large-scale language models.

Explaining the predictions of deep neural nets has been a topic of great interest in the computer vision literature. While several gradient-based interpretation schemes have been proposed to reveal the influential variables in a neural net's prediction, standard gradient-based interpretation frameworks have been commonly observed to lack robustness to input perturbations and flexibility for incorporating prior knowledge of sparsity and group-sparsity structures. In this work, we propose MoreauGrad as an interpretation scheme based on the classifier neural net's Moreau envelope. We demonstrate that MoreauGrad results in a smooth and robust interpretation of a multi-layer neural network and can be efficiently computed through first-order optimization methods. Furthermore, we show that MoreauGrad can be naturally combined with L_1-norm regularization techniques to output a sparse or group-sparse explanation which are prior conditions applicable to a wide range of deep learning applications. We empirically evaluate the proposed MoreauGrad scheme on standard computer vision datasets, showing the qualitative and quantitative success of the MoreauGrad approach in comparison to standard gradient-based interpretation methods.

Structured pruning is one of the most popular approaches to effectively compress the heavy deep neural networks (DNNs) into compact sub-networks while retaining performance. The existing methods suffer from multi-stage procedures along with significant engineering efforts and human expertise. The Only-Train-Once (OTO) series has been recently proposed to resolve the many pain points by streamlining the workflow by automatically conducting (i) search space generation, (ii) structured sparse optimization, and (iii) sub-network construction. However, the built-in sparse optimizers in the OTO series, i.e., the Half-Space Projected Gradient (HSPG) family, have limitations that require hyper-parameter tuning and the implicit controls of the sparsity exploration, consequently requires intervening by human expertise. To address such limitations, we propose a Hybrid Efficient Structured Sparse Optimizer (HESSO). HESSO could automatically and efficiently train a DNN to produce a high-performing subnetwork. Meanwhile, it is almost tuning-free and enjoys user-friendly integration for generic training applications. To address another common issue of irreversible performance collapse observed in pruning DNNs, we further propose a Corrective Redundant Identification Cycle (CRIC) for reliably identifying indispensable structures. We numerically demonstrate the efficacy of HESSO and its enhanced version HESSO-CRIC on a variety of applications ranging from computer vision to natural language processing, including large language model. The numerical results showcase that HESSO can achieve competitive even superior performance to varying state-of-the-arts and support most DNN architectures. Meanwhile, CRIC can effectively prevent the irreversible performance collapse and further enhance the performance of HESSO on certain applications. The code is available at https://github.com/microsoft/only_train_once.

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.

Survival prediction using whole slide images (WSIs) can be formulated as a multiple instance learning (MIL) problem. However, existing MIL methods often fail to explicitly capture pathological heterogeneity within WSIs, both globally -- through long-tailed morphological distributions, and locally through -- tile-level prediction uncertainty. Optimal transport (OT) provides a principled way of modeling such heterogeneity by incorporating marginal distribution constraints. Building on this insight, we propose OTSurv, a novel MIL framework from an optimal transport perspective. Specifically, OTSurv formulates survival predictions as a heterogeneity-aware OT problem with two constraints: (1) global long-tail constraint that models prior morphological distributions to avert both mode collapse and excessive uniformity by regulating transport mass allocation, and (2) local uncertainty-aware constraint that prioritizes high-confidence patches while suppressing noise by progressively raising the total transport mass. We then recast the initial OT problem, augmented by these constraints, into an unbalanced OT formulation that can be solved with an efficient, hardware-friendly matrix scaling algorithm. Empirically, OTSurv sets new state-of-the-art results across six popular benchmarks, achieving an absolute 3.6% improvement in average C-index. In addition, OTSurv achieves statistical significance in log-rank tests and offers high interpretability, making it a powerful tool for survival prediction in digital pathology. Our codes are available at https://github.com/Y-Research-SBU/OTSurv.

We consider the general problem of recovering a high-dimensional signal from noisy quantized measurements. Quantization, especially coarse quantization such as 1-bit sign measurements, leads to severe information loss and thus a good prior knowledge of the unknown signal is helpful for accurate recovery. Motivated by the power of score-based generative models (SGM, also known as diffusion models) in capturing the rich structure of natural signals beyond simple sparsity, we propose an unsupervised data-driven approach called quantized compressed sensing with SGM (QCS-SGM), where the prior distribution is modeled by a pre-trained SGM. To perform posterior sampling, an annealed pseudo-likelihood score called noise perturbed pseudo-likelihood score is introduced and combined with the prior score of SGM. The proposed QCS-SGM applies to an arbitrary number of quantization bits. Experiments on a variety of baseline datasets demonstrate that the proposed QCS-SGM significantly outperforms existing state-of-the-art algorithms by a large margin for both in-distribution and out-of-distribution samples. Moreover, as a posterior sampling method, QCS-SGM can be easily used to obtain confidence intervals or uncertainty estimates of the reconstructed results. The code is available at https://github.com/mengxiangming/QCS-SGM.

We present SURE-Score: an approach for learning score-based generative models using training samples corrupted by additive Gaussian noise. When a large training set of clean samples is available, solving inverse problems via score-based (diffusion) generative models trained on the underlying fully-sampled data distribution has recently been shown to outperform end-to-end supervised deep learning. In practice, such a large collection of training data may be prohibitively expensive to acquire in the first place. In this work, we present an approach for approximately learning a score-based generative model of the clean distribution, from noisy training data. We formulate and justify a novel loss function that leverages Stein's unbiased risk estimate to jointly denoise the data and learn the score function via denoising score matching, while using only the noisy samples. We demonstrate the generality of SURE-Score by learning priors and applying posterior sampling to ill-posed inverse problems in two practical applications from different domains: compressive wireless multiple-input multiple-output channel estimation and accelerated 2D multi-coil magnetic resonance imaging reconstruction, where we demonstrate competitive reconstruction performance when learning at signal-to-noise ratio values of 0 and 10 dB, respectively.

This paper proposes a method for the automatic creation of variables (in the case of regression) that complement the information contained in the initial input vector. The method works as a pre-processing step in which the continuous values of the variable to be regressed are discretized into a set of intervals which are then used to define value thresholds. Then classifiers are trained to predict whether the value to be regressed is less than or equal to each of these thresholds. The different outputs of the classifiers are then concatenated in the form of an additional vector of variables that enriches the initial vector of the regression problem. The implemented system can thus be considered as a generic pre-processing tool. We tested the proposed enrichment method with 5 types of regressors and evaluated it in 33 regression datasets. Our experimental results confirm the interest of the approach.

This paper studies the prediction of a target z from a pair of random variables (x,y), where the ground-truth predictor is additive E[z mid x,y] = f_star(x) +g_{star}(y). We study the performance of empirical risk minimization (ERM) over functions f+g, f in F and g in G, fit on a given training distribution, but evaluated on a test distribution which exhibits covariate shift. We show that, when the class F is "simpler" than G (measured, e.g., in terms of its metric entropy), our predictor is more resilient to heterogenous covariate shifts in which the shift in x is much greater than that in y. These results rely on a novel H\"older style inequality for the Dudley integral which may be of independent interest. Moreover, we corroborate our theoretical findings with experiments demonstrating improved resilience to shifts in "simpler" features across numerous domains.

This paper investigates the distinctions between gradient methods applied to non-differentiable functions (NGDMs) and classical gradient descents (GDs) designed for differentiable functions. First, we demonstrate significant differences in the convergence properties of NGDMs compared to GDs, challenging the applicability of the extensive neural network convergence literature based on L-smoothness to non-smooth neural networks. Next, we demonstrate the paradoxical nature of NGDM solutions for L_{1}-regularized problems, showing that increasing the regularization penalty leads to an increase in the L_{1} norm of optimal solutions in NGDMs. Consequently, we show that widely adopted L_{1} penalization-based techniques for network pruning do not yield expected results. Finally, we explore the Edge of Stability phenomenon, indicating its inapplicability even to Lipschitz continuous convex differentiable functions, leaving its relevance to non-convex non-differentiable neural networks inconclusive. Our analysis exposes misguided interpretations of NGDMs in widely referenced papers and texts due to an overreliance on strong smoothness assumptions, emphasizing the necessity for a nuanced understanding of foundational assumptions in the analysis of these systems.

With the rapid growth of artificial intelligence (AI) in healthcare, there has been a significant increase in the generation and storage of sensitive medical data. This abundance of data, in turn, has propelled the advancement of medical AI technologies. However, concerns about unauthorized data exploitation, such as training commercial AI models, often deter researchers from making their invaluable datasets publicly available. In response to the need to protect this hard-to-collect data while still encouraging medical institutions to share it, one promising solution is to introduce imperceptible noise into the data. This method aims to safeguard the data against unauthorized training by inducing degradation in model generalization. Although existing methods have shown commendable data protection capabilities in general domains, they tend to fall short when applied to biomedical data, mainly due to their failure to account for the sparse nature of medical images. To address this problem, we propose the Sparsity-Aware Local Masking (SALM) method, a novel approach that selectively perturbs significant pixel regions rather than the entire image as previous strategies have done. This simple-yet-effective approach significantly reduces the perturbation search space by concentrating on local regions, thereby improving both the efficiency and effectiveness of data protection for biomedical datasets characterized by sparse features. Besides, we have demonstrated that SALM maintains the essential characteristics of the data, ensuring its clinical utility remains uncompromised. Our extensive experiments across various datasets and model architectures demonstrate that SALM effectively prevents unauthorized training of deep-learning models and outperforms previous state-of-the-art data protection methods.

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

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.

The quality of many modern machine learning models improves as model complexity increases, an effect that has been quantified, for predictive performance, with the non-monotonic double descent learning curve. Here, we address the overarching question: is there an analogous theory of double descent for models which estimate uncertainty? We provide a partially affirmative and partially negative answer in the setting of Gaussian processes (GP). Under standard assumptions, we prove that higher model quality for optimally-tuned GPs (including uncertainty prediction) under marginal likelihood is realized for larger input dimensions, and therefore exhibits a monotone error curve. After showing that marginal likelihood does not naturally exhibit double descent in the input dimension, we highlight related forms of posterior predictive loss that do exhibit non-monotonicity. Finally, we verify empirically that our results hold for real data, beyond our considered assumptions, and we explore consequences involving synthetic covariates.

Sparse Autoencoders (SAEs) have proven to be powerful tools for interpreting neural networks by decomposing hidden representations into disentangled, interpretable features via sparsity constraints. However, conventional SAEs are constrained by the fixed sparsity level chosen during training; meeting different sparsity requirements therefore demands separate models and increases the computational footprint during both training and evaluation. We introduce a novel training objective, HierarchicalTopK, which trains a single SAE to optimise reconstructions across multiple sparsity levels simultaneously. Experiments with Gemma-2 2B demonstrate that our approach achieves Pareto-optimal trade-offs between sparsity and explained variance, outperforming traditional SAEs trained at individual sparsity levels. Further analysis shows that HierarchicalTopK preserves high interpretability scores even at higher sparsity. The proposed objective thus closes an important gap between flexibility and interpretability in SAE design.

Off-policy learning (OPL) aims at finding improved policies from logged bandit data, often by minimizing the inverse propensity scoring (IPS) estimator of the risk. In this work, we investigate a smooth regularization for IPS, for which we derive a two-sided PAC-Bayes generalization bound. The bound is tractable, scalable, interpretable and provides learning certificates. In particular, it is also valid for standard IPS without making the assumption that the importance weights are bounded. We demonstrate the relevance of our approach and its favorable performance through a set of learning tasks. Since our bound holds for standard IPS, we are able to provide insight into when regularizing IPS is useful. Namely, we identify cases where regularization might not be needed. This goes against the belief that, in practice, clipped IPS often enjoys favorable performance than standard IPS in OPL.

The industrial application motivating this work is the fatigue computation of aircraft engines' high-pressure turbine blades. The material model involves nonlinear elastoviscoplastic behavior laws, for which the parameters depend on the temperature. For this application, the temperature loading is not accurately known and can reach values relatively close to the creep temperature: important nonlinear effects occur and the solution strongly depends on the used thermal loading. We consider a nonlinear reduced order model able to compute, in the exploitation phase, the behavior of the blade for a new temperature field loading. The sensitivity of the solution to the temperature makes {the classical unenriched proper orthogonal decomposition method} fail. In this work, we propose a new error indicator, quantifying the error made by the reduced order model in computational complexity independent of the size of the high-fidelity reference model. In our framework, when the {error indicator} becomes larger than a given tolerance, the reduced order model is updated using one time step solution of the high-fidelity reference model. The approach is illustrated on a series of academic test cases and applied on a setting of industrial complexity involving 5 million degrees of freedom, where the whole procedure is computed in parallel with distributed memory.

We develop a method to generate predictive regions that cover a multivariate response variable with a user-specified probability. Our work is composed of two components. First, we use a deep generative model to learn a representation of the response that has a unimodal distribution. Existing multiple-output quantile regression approaches are effective in such cases, so we apply them on the learned representation, and then transform the solution to the original space of the response. This process results in a flexible and informative region that can have an arbitrary shape, a property that existing methods lack. Second, we propose an extension of conformal prediction to the multivariate response setting that modifies any method to return sets with a pre-specified coverage level. The desired coverage is theoretically guaranteed in the finite-sample case for any distribution. Experiments conducted on both real and synthetic data show that our method constructs regions that are significantly smaller compared to existing techniques.

The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is possible by means of an a posteriori error bound. Under appropriate assumptions, this error bound is computed with an algorithm of complexity independent of the size of the full problem. In practice, the evaluation of the error bound can become very sensitive to round-off errors. We propose herein an explanation of this fact. A first remedy has been proposed in [F. Casenave, Accurate a posteriori error evaluation in the reduced basis method. C. R. Math. Acad. Sci. Paris 350 (2012) 539--542.]. Herein, we improve this remedy by proposing a new approximation of the error bound using the Empirical Interpolation Method (EIM). This method achieves higher levels of accuracy and requires potentially less precomputations than the usual formula. A version of the EIM stabilized with respect to round-off errors is also derived. The method is illustrated on a simple one-dimensional diffusion problem and a three-dimensional acoustic scattering problem solved by a boundary element method.