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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…

Optimization and Control · Mathematics 2025-06-17 Andrei Semenov , Martin Jaggi , Nikita Doikov

This paper proposes a framework of L-BFGS based on the (approximate) second-order information with stochastic batches, as a novel approach to the finite-sum minimization problems. Different from the classical L-BFGS where stochastic batches…

Machine Learning · Computer Science 2018-07-17 Jie Liu , Yu Rong , Martin Takac , Junzhou Huang

Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Machine Learning · Statistics 2026-05-26 Jose Blanchet , Peter Glynn , Wenhao Yang

Score-based diffusion models have emerged as a powerful class of generative methods, achieving state-of-the-art performance across diverse domains. Despite their empirical success, the mathematical foundations of those models remain only…

Optimization and Control · Mathematics 2026-05-13 Kang Liu , Enrique Zuazua

Score-based generative models are a popular class of generative modelling techniques relying on stochastic differential equations (SDE). From their inception, it was realized that it was also possible to perform generation using ordinary…

Machine Learning · Statistics 2024-02-13 Joe Benton , George Deligiannidis , Arnaud Doucet

Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or…

Machine Learning · Computer Science 2022-06-16 Jaehyeong Jo , Seul Lee , Sung Ju Hwang

We provide the first polynomial-time convergence guarantees for the probability flow ODE implementation (together with a corrector step) of score-based generative modeling. Our analysis is carried out in the wake of recent results obtaining…

Machine Learning · Computer Science 2023-05-22 Sitan Chen , Sinho Chewi , Holden Lee , Yuanzhi Li , Jianfeng Lu , Adil Salim

Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…

We consider non-convex stochastic optimization using first-order algorithms for which the gradient estimates may have heavy tails. We show that a combination of gradient clipping, momentum, and normalized gradient descent yields convergence…

Machine Learning · Computer Science 2021-11-10 Ashok Cutkosky , Harsh Mehta

Score estimation is the backbone of score-based generative models (SGMs), especially denoising diffusion probabilistic models (DDPMs). A key result in this area shows that with accurate score estimates, SGMs can efficiently generate samples…

Machine Learning · Statistics 2025-04-08 Sinho Chewi , Alkis Kalavasis , Anay Mehrotra , Omar Montasser

Score-based diffusion models have significantly advanced generative deep learning for image processing. Measurement conditioned models have also been applied to inverse problems such as CT reconstruction. However, the conventional approach,…

Medical Physics · Physics 2025-02-24 Matthew Tivnan , Dufan Wu , Quanzheng Li

We present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks, normalizing flows, variational auto-encoders, are usually considered as…

Machine Learning · Computer Science 2023-10-24 Yanfang Liu , Minglei Yang , Zezhong Zhang , Feng Bao , Yanzhao Cao , Guannan Zhang

In this paper, we consider the estimation of a change-point for possibly high-dimensional data in a Gaussian model, using a k-means method. We prove that, up to a logarithmic term, this change-point estimator has a minimax rate of…

Statistics Theory · Mathematics 2018-02-22 Aurélie Fischer , Dominique Picard

This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses, we employ an SPDE…

Machine Learning · Computer Science 2026-02-10 Junsu Seo

$L_0$-smoothness, which has been pivotal to advancing decentralized optimization theory, is often fairly restrictive for modern tasks like deep learning. The recent advent of relaxed $(L_0,L_1)$-smoothness condition enables improved…

Optimization and Control · Mathematics 2025-08-13 Zhanhong Jiang , Aditya Balu , Soumik Sarkar

Score-based (denoising diffusion) generative models have recently gained a lot of success in generating realistic and diverse data. These approaches define a forward diffusion process for transforming data to noise and generate data by…

Machine Learning · Computer Science 2021-06-01 Alexia Jolicoeur-Martineau , Ke Li , Rémi Piché-Taillefer , Tal Kachman , Ioannis Mitliagkas

Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…

Machine Learning · Computer Science 2024-03-07 Gen Li , Yu Huang , Timofey Efimov , Yuting Wei , Yuejie Chi , Yuxin Chen

Stochastic Gradient Descent (SGD) has become the method of choice for solving a broad range of machine learning problems. However, some of its learning properties are still not fully understood. We consider least squares learning in…

Machine Learning · Statistics 2020-06-22 Nicole Mücke , Enrico Reiss

Estimating the score function (or other population-density-dependent functions) is a fundamental component of most generative models. However, such function estimation is computationally and statistically challenging. Can we avoid function…

Machine Learning · Computer Science 2025-07-14 Hadi Daneshmand , Ashkan Soleymani

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi