Related papers: Tight Lipschitz Hardness for Optimizing Mean Field…
Lipschitz decomposition is a useful tool in the design of efficient algorithms involving metric spaces. While many bounds are known for different families of finite metrics, the optimal parameters for $n$-point subsets of $\ell_p$, for $p >…
G.Parisi predicted an important variational formula for the thermodynamic limit of the intensive free energy for a class of mean field spin glasses. In this paper, we present an elementary approach to the study of the Parisi functional…
We consider the algorithmic problem of finding a near ground state (near optimal solution) of a $p$-spin model. We show that for a class of algorithms broadly defined as Approximate Message Passing (AMP), the presence of the Overlap Gap…
We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…
We consider the problem of estimating the maximal energy of quantum $p$-local spin glass random Hamiltonians, the quantum analogues of widely studied classical spin glass models. Denoting by $E^*(p)$ the (appropriately normalized) maximal…
In the Potts spin glass model, inspired by the symmetry argument in [arXiv:2310.06745] for the constrained free energy, we study the free energy with self-overlap correction. Similarly, we simplify the Parisi-type formula, originally an…
We propose the first algorithms with non-asymptotic convergence guarantees for computing the Petz-Augustin capacity, which generalizes the channel capacity and characterizes the optimal error exponent in classical-quantum channel coding.…
A novel Policy Gradient (PG) algorithm, called $\textit{Matryoshka Policy Gradient}$ (MPG), is introduced and studied, in the context of fixed-horizon max-entropy reinforcement learning, where an agent aims at maximizing entropy bonuses…
Random Overlap Structures (ROSt's) are random elements on the space of probability measures on the unit ball of a Hilbert space, where two measures are identified if they differ by an isometry. In spin glasses, they arise as natural limits…
A sampling algorithm is presented that generates spin glass configurations of the 2D Edwards-Anderson Ising spin glass at finite temperature, with probabilities proportional to their Boltzmann weights. Such an algorithm overcomes the slow…
We use heuristic optimization methods in extensive computations to determine with low systematic error ground state configurations of the mean-field $p$-spin glass model with $p=3$. Here, all possible triplets in a system of $N$ Ising spins…
We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…
This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…
A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…
This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…
In this paper a multi-scale version of the Sherrington and Kirkpatrick model is introduced and studied. The pressure per particle in the thermodynamical limit is proved to obey a variational principle of Parisi type. The result is achieved…
Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…
Spin-glass systems are universal models for representing many-body phenomena in statistical physics and computer science. High quality solutions of NP-hard combinatorial optimization problems can be encoded into low energy states of…
This paper examines the asymptotic convergence properties of Lipschitz interpolation methods within the context of bounded stochastic noise. In the first part of the paper, we establish probabilistic consistency guarantees of the classical…
We study the Thouless-Anderson-Palmer (TAP) equations for spin glasses on the hypercube. First, using a random, approximately ultrametric decomposition of the hypercube, we decompose the Gibbs measure, $\langle\cdot\rangle_N$, into a…