Related papers: Structured Logconcave Sampling with a Restricted G…
This paper considers a generic convex minimization template with affine constraints over a compact domain, which covers key semidefinite programming applications. The existing conditional gradient methods either do not apply to our template…
We consider the problem of sampling distributions stemming from non-convex potentials with Unadjusted Langevin Algorithm (ULA). We prove the stability of the discrete-time ULA to drift approximations under the assumption that the potential…
We consider the problem of sampling from a log-concave distribution $\pi(\theta) \propto e^{-f(\theta)}$ constrained to a polytope $K:=\{\theta \in \mathbb{R}^d: A\theta \leq b\}$, where $A\in \mathbb{R}^{m\times d}$ and $b \in…
Group distributionally robust optimization (GDRO) aims to develop models that perform well across $m$ distributions simultaneously. Existing GDRO algorithms can only process a fixed number of samples per iteration, either 1 or $m$, and…
The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…
Continual learning aims to avoid catastrophic forgetting and effectively leverage learned experiences to master new knowledge. Existing gradient projection approaches impose hard constraints on the optimization space for new tasks to…
We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number $\kappa$. For this fundamental problem, significant gaps remain in our understanding of the trade-offs among…
Provably solving stochastic convex optimization problems with constraints is essential for various problems in science, business, and statistics. Recently proposed XOR-Stochastic Gradient Descent (XOR-SGD) provides a convergence rate…
A new synthesis scheme is proposed to effectively generate a random vector with prescribed joint density that induces a (latent) Gaussian tree structure. The quality of synthesis is measured by total variation distance between the…
We study Hamiltonian Monte Carlo (HMC) for sampling from a strongly logconcave density proportional to $e^{-f}$ where $f:\mathbb{R}^d \to \mathbb{R}$ is $\mu$-strongly convex and $L$-smooth (the condition number is $\kappa = L/\mu$). We…
Humans understand new combinations of words encountered if they are combinations of words recognized from different contexts, an ability called Compositional Generalization. The COGS benchmark (Kim and Linzen, 2020) arXiv:2010.05465 reports…
We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…
We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…
We propose a new stochastic first-order algorithmic framework to solve stochastic composite nonconvex optimization problems that covers both finite-sum and expectation settings. Our algorithms rely on the SARAH estimator introduced in…
In this work we explore the fundamental structure-adaptiveness of state of the art randomized first order algorithms on regularized empirical risk minimization tasks, where the solution has intrinsic low-dimensional structure (such as…
Structured statistical estimation problems are often solved by Conditional Gradient (CG) type methods to avoid the computationally expensive projection operation. However, the existing CG type methods are not robust to data corruption. To…
We consider a step search method for continuous optimization under a stochastic setting where the function values and gradients are available only through inexact probabilistic zeroth- and first-order oracles. Unlike the stochastic gradient…
Region-of-Interest (ROI)-based image compression allocates bits unevenly according to the semantic importance of different regions. Such differentiated coding typically induces a sharp-peaked and heavy-tailed distribution. This distribution…
We study a typical optimization model where the optimization variable is composed of multiple probability distributions. Though the model appears frequently in practice, such as for policy problems, it lacks specific analysis in the general…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…