Related papers: kTULA: A Langevin sampling algorithm with improved…
Distributionally Robust Optimization (DRO), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze…
As the scales of data sets expand rapidly in some application scenarios, increasing efforts have been made to develop fast submodular maximization algorithms. This paper presents a currently the most efficient algorithm for maximizing…
Causal discovery from observational data underpins applications in finance, climate modeling, and machine learning. Constraint-based causal discovery reduces structure learning to a sequence of conditional independence (CI) tests, where…
Analog dynamical accelerators (DXs) are a growing sub-field in computer architecture research, offering order-of-magnitude gains in power efficiency and latency over traditional digital methods in several machine learning, optimization, and…
We consider the task of sampling with respect to a log concave probability distribution. The potential of the target distribution is assumed to be composite, \textit{i.e.}, written as the sum of a smooth convex term, and a nonsmooth convex…
We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…
Training generative models to sample from unnormalized density functions is an important and challenging task in machine learning. Traditional training methods often rely on the reverse Kullback-Leibler (KL) divergence due to its…
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…
We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror…
We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm…
This work, for the first time, introduces two constant factor approximation algorithms with linear query complexity for non-monotone submodular maximization over a ground set of size $n$ subject to a knapsack constraint, $\mathsf{DLA}$ and…
A new (unadjusted) Langevin Monte Carlo (LMC) algorithm with improved rates in total variation and in Wasserstein distance is presented. All these are obtained in the context of sampling from a target distribution $\pi$ that has a density…
The Langevin Markov chain algorithms are widely deployed methods to sample from distributions in challenging high-dimensional and non-convex statistics and machine learning applications. Despite this, current bounds for the Langevin…
This paper demonstrates the robustness of Lipschitz-regularized $\alpha$-divergences as objective functionals in generative modeling, showing they enable stable learning across a wide range of target distributions with minimal assumptions.…
We derive a deterministic, non-asymptotic upper bound on the Kullback-Leibler (KL) divergence of the flow-matching distribution approximation. In particular, if the $L_2$ flow-matching loss is bounded by $\epsilon^2 > 0$, then the KL…
We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint…
Recent advancements in data science have significantly elevated the importance of orthogonally constrained optimization problems. The Riemannian approach has become a popular technique for addressing these problems due to the advantageous…
This work proposes a simple yet effective sampling framework for combinatorial optimization (CO). Our method builds on discrete Langevin dynamics (LD), an efficient gradient-guided generative paradigm. However, we observe that directly…
This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…
The real-time solution of parametric optimization problems is critical for applications that demand high accuracy under tight real-time constraints, such as model predictive control. To this end, this work presents a learning-based…