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新论文 · v1arXiv:2611.13846

Optimal Last-Iterate Bounds for Nonexpansive Stochastic Approximation

Ramanan Tamizholi, Siddharth Chandak, Rahul Singh

原文摘要

We establish last-iterate mean-square residual bounds for nonexpansive stochastic approximation (SA), or stochastic Krasnoselskii-Mann (KM) iterations. In particular, we consider fixed-point mappings that are nonexpansive with respect to the Euclidean norm, and focus on polynomially decaying stepsizes. We study three conditions on the conditional second moment of the noise, and obtain bounds that are optimal up to logarithmic factors in each case. When it scales linearly with the squared residual, the best rate is $O(1/k^{1-ε})$ for any $ε>0$. In this case, for all considered stepsizes, our bounds match those of the noiseless KM iteration. When it is bounded by a constant, the best rate is $O(\log^2 k/\sqrt{k})$. When it scales affinely with the squared norm of the iterate, the best rate is $O(1/k^{1/2-ε})$, and the mean-square residual can diverge if the stepsizes are not square-summable. Thus, unlike for contractive SA, square-summable stepsizes are necessary for nonexpansive SA. We demonstrate how various algorithms with cocoercive maps, such as stochastic gradient descent, linear SA, and learning in cocoercive games, fit into our framework, and how the different noise conditions arise in each of them.

math.OC · cs.LG · eess.SY

版本更新 · v3arXiv:2611.05726

Do Language Models Know Which Constraints Belong Together?

Junbo Jacob Lian, Kaixuan Chen, Hanzhang Qin, Huiling Chen, Chaoyu Zhang, Chung-Piaw Teo

原文摘要

Dantzig--Wolfe reformulation strengthens the linear relaxation of a mixed-integer program by convexifying constraint families, and each candidate costs a column generation run. The choice is hard when families strengthen the bound only together, as in classical lot-sizing, network-design, and facility-location formulations. We prove that when an evaluation convexifies at most $s$ of $k$ families, methods that observe only bounds need of order $k^w$ evaluations to find a hidden group of $w$ families in the worst case. A prediction missing $e$ members reduces this to $Θ(k^e)$ through a staged search that need not know $e$. The orders extend to several groups, prices, and growing evaluation costs. We study two predictors: a lookahead at an optimal LP dual, which vanishes on groups whose families share no variable, and language models reading the model, verified by the staged search in JointDW. Such groups appear in three of ten MIPLIB-NL models whose bound can be improved and in all 59 benchmark instances. Given the coefficients of models with up to 16 families, one language model names a true group first in 249 of 252 answers. On the benchmark instances, decompositions chosen by language models from the text solve faster than those of GCG's detector.

cs.LG · cs.AI · cs.DS · math.OC

新论文 · v1arXiv:2611.13694

Decision-Focused Learning via Neural Optimization Layers for Battery-Assisted Grid-Import Smoothing in AI Data Centers

Xinda Zheng, Canchen Jiang, Frits de Nijs, Edward Lam, Markus Wagner

原文摘要

Rapid AI data-center power fluctuations challenge grid integration. Sustained grid-import smoothing requires allocating limited battery power and energy under uncertain demand. We formulate risk-aware BESS scheduling that coordinates advance reserve commitments and demand-responsive dispatch, accounting for operating costs, grid-ramp penalties, and their conditional value-at-risk. We develop battery scheduling decision-focused learning (BS-DFL) with a constraint-aware neural optimization layer trained directly from this objective without optimal-solution labels. The trained layer is then frozen to guide demand-predictor learning through scheduling costs and ramping risk, enabling solver-free rolling-horizon scheduling. In a 10,000-minute simulation using loads derived from measured AI workloads, BS-DFL reduces mean absolute minute-to-minute grid-import changes by 71.70% and total scheduling cost by 18.01% relative to an MSE-trained predictor coupled with a mixed-integer linear programming solver, with an average decision time of 18.77 ms.

eess.SY · cs.LG · math.OC

新论文 · v1arXiv:2611.13585

Approximating graphic TSP by b-matchings

Swati Gupta, Mehrdad Sohrabi, Levent Tunçel

原文摘要

We give a polynomial-time algorithm for graphic TSP that returns a tour of length at most $\frac{89}{64}=\frac{7}{5}-\frac{3}{320}$ times the value of the subtour relaxation. This improves the long-standing ratio $\frac75$ of Sebő and Vygen and shows that the integrality gap of the subtour LP on graphic instances is at most $\frac{89}{64}\approx 1.3906$. We optimize a non-linear objective function over an odd-join polytope, which uses (i) a new removable system of edges, and (ii) reconnection of subtours if the graph is disconnected. This approach gives a $\frac{13}{10}$-approximation algorithm for $4$-regular $4$-vertex-connected graphs, improving the $\frac43$ of Newman, and a $\frac43$-approximation for $k$-vertex-connected graphs of maximum degree at most $k+1$, for every $k\ge 3$. For the general graphic TSP, we construct a feasible point in the odd-join polytope, using an optimal vertex from the Subtour linear programming relaxation of TSP, which helps us bound the approximation factor by 89/64.

cs.DS · cs.DM · math.CO · math.OC

新论文 · v1arXiv:2611.13566

Metamorphic testing of learned AC optimal power flow surrogates reveals representation dependence

Stephen Peng, Vineet Jagadeesan Nair

原文摘要

Evaluating a learned AC optimal power flow (AC-OPF) surrogate on one grid serialization cannot show whether its accuracy depends on that encoding. We test this dependence with thirteen metamorphic relations, each specifying when a transformation is valid and how to compare its outputs. Our audit covers 17 model and pipeline configurations: two released trained checkpoints and 15 random-weight architecture or mechanism controls. Every configuration violates at least six relations, even at reporting tolerances ten times tighter or looser. For GridSFM-Open v1.1, source inspection and intermediate-tensor interventions point to an indexing bug and three noncanonical or numerically unstable preprocessing choices; a repaired checkpoint remains untested. In a separate case500 training experiment, augmentation lowers transformed-view error in three of four models and median discrepancy and constraint-violation P95 in all four. These benefits depend on the training protocol: some relations worsen, and every evaluated prediction remains AC infeasible. A GPU/CPU eigensolver mismatch accounts for most of the large raw-Laplacian-baseline gain. We recommend reporting representation consistency alongside accuracy, feasibility, and cost. These results establish neither deployment readiness nor universal invariance.

cs.LG · cs.AI · eess.SY · math.OC

版本更新 · v3arXiv:2304.03426

Convex Minimization with Integer Minima in $\widetilde O(n^4)$ Time

Haotian Jiang, Yin Tat Lee, Zhao Song, Lichen Zhang

原文摘要

Given a convex function $f$ on $\mathbb{R}^n$ whose set of minimizers is nonempty and closed, lies in a box of radius $R$ with $\log R\le\mathrm{poly}(n)$, and has integral extreme points, we give a randomized algorithm that finds an integral minimizer of $f$ with high probability using $O(n^2\log n+n\log R)$ calls to a separation oracle, $O(n+\log R/\log n)$ calls to an approximate shortest vector routine such as the LLL algorithm, and $O(n^4\log(nR)\log\log n)$ other arithmetic operations. The previous best polynomial time algorithm [Jiang, SODA 2021, JACM 2022] achieves $O(n(n\log\log n/\log n+\log R))$ oracle complexity, but its overall runtime is at least $\widetildeΩ(n^8)$. We obtain our speedup by combining a variant of the volumetric center cutting plane method of [Vaidya, FOCS 1989], run on the hybrid barrier of [Lee, Sidford, Wong, FOCS 2015] with the fast implementation of [Jiang, Lee, Song, Wong, STOC 2020], and a variant of the LLL algorithm that reduces segments of consecutive basis vectors recursively. The method runs in blocks, so that shortest vectors are computed only $O(n+\log R/\log n)$ times, and each computation takes $O(n^3\log^3 n)$ arithmetic operations in exact arithmetic. For submodular function minimization, our result implies an algorithm using $O(n^3\log n)$ calls to an evaluation oracle and $O(n^4\log^3 n)$ arithmetic operations in total. Its oracle complexity is better than that of the algorithms of [Lee, Sidford, Wong, FOCS 2015] and [Dadush, Végh, Zambelli, SODA 2018, MOR 2021], which had the best running time before this work.

cs.DS · cs.DM · math.OC

版本更新 · v2arXiv:2509.16915

Differential Privacy for Euclidean Jordan Algebra with Applications to Private Symmetric Cone Programming

Zhao Song, Jianfei Xue, Lichen Zhang

原文摘要

In this paper, we study differentially private mechanisms for functions whose outputs lie in a Euclidean Jordan algebra. Euclidean Jordan algebras capture many important mathematical structures and form the foundation of linear programming, second-order cone programming, and semidefinite programming. Our main contribution is a generic Gaussian mechanism for such functions, with sensitivity measured in $\ell_2$, $\ell_1$, and $\ell_\infty$ norms. Notably, this framework includes the important case where the function outputs are symmetric matrices, and sensitivity is measured in the Frobenius, nuclear, or spectral norm. We further derive private algorithms for solving symmetric cone programs under various settings, using a combination of the multiplicative weights update method and our generic Gaussian mechanism. As an application, we present differentially private algorithms for semidefinite programming, resolving a major open question posed by [Hsu, Roth, Roughgarden, and Ullman, ICALP 2014].

math.OC · cs.CR · cs.DS · cs.LG

版本更新 · v3arXiv:2408.16852

The Star Geometry of Critic-Based Regularizer Learning

Oscar Leong, Eliza O'Reilly, Yong Sheng Soh

原文摘要

Variational regularization is a classical technique to solve statistical inference tasks and inverse problems, with modern data-driven approaches parameterizing regularizers via deep neural networks showcasing impressive empirical performance. Recent works along these lines learn task-dependent regularizers. This is done by integrating information about the measurements and ground-truth data in an unsupervised, critic-based loss function, where the regularizer attributes low values to likely data and high values to unlikely data. However, there is little theory about the structure of regularizers learned via this process and how it relates to the two data distributions. To make progress on this challenge, we initiate a study of optimizing critic-based loss functions to learn regularizers over a particular family of regularizers: gauges (or Minkowski functionals) of star-shaped bodies. This family contains regularizers that are commonly employed in practice and shares properties with regularizers parameterized by deep neural networks. We specifically investigate critic-based losses derived from variational representations of statistical distances between probability measures. By leveraging tools from star geometry and dual Brunn-Minkowski theory, we illustrate how these losses can be interpreted as dual mixed volumes that depend on the data distribution. This allows us to derive exact expressions for the optimal regularizer in certain cases. Finally, we identify which neural network architectures give rise to such star body gauges and when do such regularizers have favorable properties for optimization. More broadly, this work highlights how the tools of star geometry can aid in understanding the geometry of unsupervised regularizer learning.

cs.LG · math.MG · math.OC · math.ST · stat.ML

版本更新 · v2arXiv:2610.41927

Variance Reduction for Decentralized Stochastic Optimization with Multiple Local Updates

Jie Liu, Nicola Bastianello, Wenying Xu, Daniel W. C. Ho, Karl H. Johansson

原文摘要

Multiple local updates are widely used in decentralized optimization to enhance communication efficiency, often in conjunction with stochastic gradients when exact gradient computation is costly. However, such algorithms generally converge only to a neighborhood of the optimum, whose size depends on the stepsize and the variance of gradient noise. Variance reduction has been incorporated into ADMM-based methods to achieve exact convergence in expectation, but their stepsizes typically scale inversely with both the square root of the network size and the cube of the number of local updates, leading to slow convergence as the network size or the number of local updates increases. In this paper, we propose a novel primal-dual-based decentralized optimization algorithm that integrates variance reduction with multiple local updates, with a stepsize independent of the network size and inversely proportional to the number of local updates (rather than its cube), thereby enabling significantly larger stepsizes and faster convergence. Moreover, to the best of our knowledge, we establish the first linear convergence guarantee in expectation for decentralized optimization with multiple local updates under stochastic gradients in the strongly convex setting. Beyond the theoretical guarantee, the proposed method exchanges only one variable per round, halving the communication cost compared with gradient-tracking-based methods. Numerical experiments further demonstrate its advantages in convergence speed and accuracy.

math.OC · cs.LG

新论文 · v1arXiv:2611.13383

Settling the Burn-in Gap: Sharp Risk Bounds for Tail-Averaged SGD in Linear Regression

Qingyue Zhao, Xuheng Li, Quanquan Gu

原文摘要

We study the excess risk of constant-stepsize online stochastic gradient descent (SGD) with tail-averaging for high-dimensional linear regression. Building on the instance-dependent spectral framework of Zou et al. (2021), we establish matching initialization-explicit upper and lower bounds on the total excess risk of tail-averaged SGD in terms of the population covariance spectrum $\mathbf{H}$ and initialization $\mathbf{w}_0-\mathbf{w}^*$ whenever a trajectory spectral feedback condition holds. Existing analyses exhibit a fundamental gap in the effective variance: the upper bound of Zou et al. (2021) retains an undamped contribution from the initial error in the head eigenspace $\mathbf{I}_{0:k^\dagger}$, whereas their lower bound omits the variance induced by the head initialization altogether. We show that both the existing upper and lower bounds are loose: the single-hop fast-mode variance contribution from the head initialization is exponentially damped during the burn-in phase, whereas fourth-moment energy scattered from the head initialization into slow spectral modes during the early burn-in steps survives undamped into the averaging window. We prove that our spectral feedback condition is satisfied in two concrete constant-stepsize regimes: (i) for arbitrary covariance spectra $\mathbf{H}$ and any finite horizon, under an explicit horizon-dependent stepsize chosen prior to execution; and (ii) for polynomially decaying spectra $λ_i\asymp i^{-a}$ ($a>1$), under a single horizon-independent positive stepsize. Finally, we complement these positive results with explicit one- and two-dimensional separation constructions proving an exponential-versus-polynomial gap in the lower bound of Zou et al. (2021) and showing why fourth-moment assumptions alone cannot determine the asymptotic exponential decay rate without additional structural conditions.

cs.LG · math.OC · stat.ML

新论文 · v1arXiv:2611.13224

An Improved $(1+2e)$-Approximation Algorithm for Metric Data Placement

S. Rasoul Etesami

原文摘要

We study the metric data placement problem with site-capacity constraints and fixed installation costs, aiming to minimize the total cost of placing data (resources) and accessing their nearest copies. We develop a deterministic polynomial-time approximation algorithm based on a natural linear programming relaxation of the problem. Starting from an optimal fractional solution, we construct multiscale metric-ball partitions independently for each resource and connect overlapping balls at consecutive levels to form a flow network. The resource layers are then coupled through shared site-capacity arcs, allowing us to obtain an integral placement by minimizing a surrogate cost over a single min-cost circulation. By optimizing the choice of ball radii, we establish an approximation factor of $1+2e\approx 6.44$. To our knowledge, this is the best approximation guarantee for the metric data placement problem since its introduction by Baev and Rajaraman in 2001.

cs.DS · cs.DM · cs.GT · cs.NI · math.OC

版本更新 · v3arXiv:2510.18218

DualHash: Stochastic Primal-Dual Algorithms for W-Type Regularized Deep Hashing

Luxuan Li, Xiao Wang, Chunfeng Cui

原文摘要

Deep hashing encodes high-dimensional image features into compact binary codes, enabling efficient similarity search in large-scale content-based image retrieval, a problem akin to semantic-preserving lossy compression under extreme bit-rate constraints. A fundamental challenge in deep hashing stems from the discrete nature of quantization in generating the codes. W-type regularizations, such as $z\mapsto\||z|-1\|_1$, are widely adopted and empirically effective at pushing network outputs toward binary values. However, existing methods often directly optimize these regularizations without convergence guarantees. While proximal gradient methods offer a promising solution, the coupling between W-type regularizers and neural network outputs results in composite forms that generally lack closed-form proximal solutions. In this paper, using Fenchel duality, we reformulate the nonconvex W-type regularization term through its convex conjugate, yielding a min-max problem with tractable proximal updates. We show that this min-max problem captures the stationarity of the original deep hashing objective up to the quantization error. Building on this problem, we present a stochastic primal-dual hashing algorithm, referred to as DualHash, with oracle complexity guarantees. We derive two algorithm instances: a momentum-based version with $O(\varepsilon^{-4})$ oracle complexity and an improved $O(\varepsilon^{-3})$ version using variance reduction, both for $\varepsilon$-KKT points of the min-max problem, which yield near-stationarity guarantees for the original objective. Experiments on three standard datasets demonstrate competitive retrieval accuracy and reduced quantization error, validating the practical value of DualHash for image retrieval problems. Our implementation of DualHash is available at https://github.com/RailLee/DualHash.

math.OC · cs.CV

版本更新 · v2arXiv:2507.01759

Scheduling on identical machines with conflicts to minimize the total completion time

Nour ElHouda Tellache, Lydia Aoudia, Mourad Boudhar

原文摘要

This paper addresses the problem of scheduling jobs on identical machines with conflict constraints, where certain jobs cannot be scheduled simultaneously on different machines. We focus on the case where conflicts can be represented by a simple undirected graph, and the objective is to minimize the total completion time. We establish that the problem is strongly NP-hard even on two machines with two distinct processing times. For unit-time jobs, we prove that the problem is polynomially solvable on two machines for any conflict graph, but becomes strongly NP-hard on three machines. We further identify polynomially solvable cases for specific classes of conflict graphs. For the general problem, we propose mathematical models, lower bounds, and a genetic algorithm. We evaluate their performance through computational experiments on a wide range of instances derived from well-known benchmark instances in the literature.

cs.DM · math.OC

版本更新 · v2arXiv:2602.12517

Bench-MFG:平稳平均场博弈学习的基准套件

Bench-MFG: A Benchmark Suite for Learning in Stationary Mean Field Games

Lorenzo Magnino, Jiacheng Shen, Matthieu Geist, Olivier Pietquin, Mathieu Laurière

AI 速读 基于摘要

作者提出首个面向离散时间、离散空间、平稳平均场博弈(MFG)的基准套件,包含问题分类、原型环境和随机实例生成方法,并对多种学习算法进行评测。

cs.LG · cs.AI · cs.MA · math.OC

查看原文摘要

The rise of Mean Field Games (MFGs) has fostered a growing family of algorithms designed to solve large-scale multi-agent systems. However, the field currently lacks a standardized evaluation protocol, forcing researchers to rely on bespoke, isolated, and often simplistic environments. This fragmentation makes it difficult to assess the robustness, generalization, and failure modes of emerging methods. To address this gap, we propose a comprehensive benchmark suite for MFGs, focusing on the discrete-time, discrete-space, stationary setting. We introduce a taxonomy of problem classes, ranging from no-interaction and monotone games to potential and dynamics-coupled games, and provide prototypical environments for each. Furthermore, we present MF-Garnets, a method for generating random MFG instances to facilitate rigorous statistical testing. We benchmark a variety of learning algorithms across these environments, including a novel population-based approach (MF-PSO). To our knowledge, this is the first benchmark for MFGs.

新论文 · v1arXiv:2611.12824

DreamLander:基于6自由度世界模型的强化学习行星着陆器

DreamLander: A 6-DOF World Model based Reinforcement Learning Planetary Lander

George Nehma, Patrick Quinn, Madhur Tiwari, Camilo Riano-Rios

AI 速读 基于摘要

作者提出基于DreamerV3的模型强化学习算法DreamLander,用于6自由度进入下降着陆问题的制导与控制生成。

cs.RO · math.OC

查看原文摘要

Soft powered descent landings are becoming evermore important in the field of space exploration and scientific advancement, because of their ability to deliver mission critical payloads, both highly accurately and safely. The high efficiency restriction on planetary landings due to the severely limited fuel supply results in the need for optimal guidance trajectories and control. Model based reinforcement learning is proving to be an important tool in simplifying the highly complex process of generating optimal guidance trajectories and control. In this work, we present DreamLander, a state of the art model based reinforcement learning algorithm based on DreamerV3, to generate optimal guidance and control for a realistic 6 degree of freedom entry descent landing problem. The model based approach creates a sample efficient and highly generalizable model that can be applied to a variety of scenarios whilst maintaining a high degree of accuracy, landing within 2 meters of the designated landing zone, and with velocity norm less than 0.3 meters per second. DreamLander makes use of state sensor observations, making progress toward End-to-End solutions of the Entry Descent Landing problem.

新论文 · v1arXiv:2611.13065

Combinatorial optimization with bounded subdeterminants

Samuel Fiorini, J. Pascal Gollin, Tony Huynh, Simon Keil, O-joung Kwon, Sang-il Oum, Roohani Sharma, Stefan Weltge

原文摘要

We take a first step toward a broader study of classical combinatorial optimization problems through the maximum subdeterminants of their standard integer programming formulations, yielding new positive results for several famous (NP-hard) problems. An integer matrix is totally $Δ$-modular if every square submatrix has determinant of absolute value at most $Δ$. For every fixed $Δ$, it has been known that maximum clique, maximum stable set, and minimum vertex cover can be solved in polynomial time on instances for which the coefficient matrix of the natural formulation is totally $Δ$-modular. We extend this list by showing that the same holds for many other problems, including the weighted versions of maximum cut, the traveling salesman problem, feedback vertex set, odd cycle transversal, dominating set, max 2-sat, induced matching, and cluster vertex deletion, as well as for $k$-colorability and graph isomorphism. Our proofs reveal several new ways in which bounded subdeterminants impose combinatorial structure: they bound the size or maximum degree of the input graph, bound packings of cycles and other obstructions, or yield decompositions into tractable graph classes such as forests, chordal graphs, graphs of bounded treewidth, and graphs of bounded linear mim-width.

cs.DS · cs.DM · math.CO · math.OC

新论文 · v1arXiv:2611.12769

学习率衰减可指数级加速SGD实现非凸函数全局优化

Learning Rate Decay Can Exponentially Accelerate SGD for Global Optimization of Nonconvex Functions

Guneykan Ozgul, Dylan Herman, Junhyung Lyle Kim, Shree Hari Sureshbabu, Shouvanik Chakrabarti

AI 速读 基于摘要

作者证明在一类自然非凸函数上,带学习率衰减的SGD在小步长情形下实现全局优化所需的梯度查询次数比任何固定学习率SGD指数级更少。

math.OC · cs.DS · cs.LG

查看原文摘要

Stochastic Gradient Descent (SGD) is a workhorse algorithm for continuous optimization. It is a folk belief among deep learning practitioners that learning rate decay in SGD substantially improves performance. However, it has remained unclear whether learning rate decay offers an asymptotic advantage for global nonconvex optimization. We answer this question in the affirmative by demonstrating a natural class of nonconvex functions for which, we prove that SGD with learning rate decay requires exponentially fewer gradient queries for global optimization than SGD with any fixed learning rate in the small-step size regime. To the best of our knowledge, this is the first exponential advantage that has been demonstrated for learning rate decay. The class of functions we consider includes many popular benchmark nonconvex functions. Our results provide a robust explanatory theory for the empirically observed benefits of learning rate decay for global optimization. We show that annealing performs the non-logconcave sampling task associated to the optimization problem in polynomial time, via a novel application of weak Poincaré inequalities.

新论文 · v1arXiv:2611.12757

简洁无限时域Lyapunov与LQR值问题是BQP完全的

Succinct Infinite-Horizon Lyapunov and LQR Value Problems Are BQP-Complete

Mohamed Serry, Jun Liu

AI 速读 基于摘要

作者证明:以布尔电路简洁表示的无限时域Lyapunov值问题(SLV)是BQP难的,且更一般的简洁LQR值问题(SLQRV)有多项式时间量子算法,因此二者均为BQP完全。

quant-ph · cs.CC · eess.SY · math.OC

查看原文摘要

Fundamental tasks in linear systems analysis and control require evaluating infinite-horizon output energies for autonomous systems and optimal value functions for controlled systems. These quantities are characterized by Lyapunov and algebraic Riccati equations, respectively. In this work, we study promise problems for their evaluation when the system matrices are sparse and represented succinctly by Boolean circuits specifying their nonzero entries, with input length polynomial in the logarithm of the system dimension. For dissipative autonomous systems with coordinate-vector initial states, we define the succinct Lyapunov value problem (SLV). Its extension to linear-quadratic optimal control is the succinct LQR value problem (SLQRV). We prove that SLV is $\BQP$-hard: every problem in bounded-error quantum polynomial time ($\BQP$) reduces to it in polynomial time. We then establish that the more general SLQRV problem admits a quantum algorithm running in time polynomial in the succinct input length. Since SLV is a special case of SLQRV, both problems are $\BQP$-complete. Consequently, unless bounded-error probabilistic polynomial time coincides with $\BQP$, no classical randomized algorithm can solve either problem on all promised instances in time polynomial in the succinct input length.

新论文 · v1arXiv:2611.12747

团约束用于精确因果结构学习

Clique Constraints for Exact Causal Structure Learning

Xiaoyu He, Pavel Rytíř, Petr Ryšavý, Jakub Mareček

AI 速读 基于摘要

在基于评分的精确因果结构学习中引入骨架最大团上界约束,并系统评估其对分支切割搜索的计算权衡。

cs.LG · math.OC · stat.ML

查看原文摘要

Exact score-based causal structure learning supports explicit structural constraints and optimisation certificates, but its branch-and-cut search can be computationally demanding. We augment exact causal structure learning methods with an upper bound on the maximum clique size of the learned undirected skeleton, enforced at integer candidates through lazy cycle and clique constraints. On static linear-Gaussian Erdős-Rényi and scale-free DAGs, we evaluate callback order, alternative clique-cut policies, incumbent repair, fractional separation, and Big-M bounds. We report causal-recovery metrics jointly with optimality gaps, primal and dual bounds, node throughput, MIPSOL events, and callback cost. Two variants receive particular attention: B3 selects the most violated minimal (k+1)-clique inequality at each callback, whereas C3 repairs an infeasible integer candidate by deleting violating edges and refitting affected regression columns using QR-based least squares. The results do not indicate that clique constraints uniformly accelerate optimisation. However, their benefit depends on graph density, sample size, and cut-management policy, while large collections of correlated constraints can reduce node throughput. Tighter valid Big-M bounds reduced the fixed-budget optimality gap in most tested settings, without necessarily changing SHD or F1 at a fixed time limit. These findings characterize the computational trade-offs of clique-constrained exact causal learning, and identify selective separation and incumbent repair as promising directions.

版本更新 · v2arXiv:2607.11821

Representing the Non-dominated Set of Multi-objective Network Problems by Supported Non-dominated Points

David Könen, Lara Löhken, Michael Stiglmayr

原文摘要

In multi-objective combinatorial optimization, unsupported non-dominated points typically outnumber supported points and are often significantly more challenging to compute. Recent studies show that extreme supported non-dominated points provide high-quality representations of the non-dominated set for certain binary problems. We demonstrate that this observation does not generalize to capacitated network optimization problems: representation quality decreases with increasing arc capacities, whereas supported non-dominated points consistently provide high-quality representations with respect to several quality indicators. However, supported point sets may still be too large in practical applications, where only a small, fixed number of alternatives is typically desired. Selecting fixed-size representations from the non-dominated set requires its computationally expensive generation and thus diminishes the computational advantages that representations are intended to provide. We therefore suggest the (extreme) supported points as alternative candidate sets in subset selection problems. Our numerical results show that restricting the candidate set to supported non-dominated points yields fixed-size representations of nearly the same quality as those selected from the complete non-dominated set. Overall, supported non-dominated points serve both as high-quality representations and as reasonable candidate sets for subset selection.

cs.DM · cs.NE · math.OC

新论文 · v1arXiv:2611.12544

Learning inexact alternating minimization for convex problems with quadratic coupling

Paul Häusner, Jevgenija Rudzusika, Jens Sjölund, Ozan Öktem

原文摘要

Alternating minimization is a standard tool for optimization problems with two coupled variable blocks. Its cost is dominated by the inner subproblem solvers, which rarely have a closed-form solution. In this paper, we propose to learn an inexact alternating scheme in which neural networks approximate the subproblem solution at each iteration. For convex problems with quadratic couplings between the variable blocks that satisfy a quadratic growth condition, we derive a worst-case bound on the optimality gap that exposes the per-iteration error that each network is trained to minimize in a greedy fashion. Combining the bound with a PAC-Bayes argument, we obtain a fixed-horizon, high-probability bound on the expected optimality gap over the distribution of problem instances. We apply the learned scheme to robust matrix completion and low-dose CT reconstruction with dictionary regularization where we achieve a 5x-13x speedup over the inexact first-order baseline at matched accuracy. A brief end-to-end fine-tuning stage extends this up to 30x and outperforms other learned schemes. The code is available at https://github.com/paulhausner/learned-alternating-minimization.

math.OC · cs.LG

新论文 · v1arXiv:2611.12326

Tensor Network Kernel Machines for Nonlinear System Identification

Kim Batselier

原文摘要

Over the past ten years Tensor Network Kernel Machines have enabled efficient nonlinear system identification through the use of low-rank tensor networks. The goal of this article is to provide the reader with a basic understanding of this model class in terms of its two defining properties. Furthermore, both the optimization and regularization of such models are discussed, together with recent developments and starting points for further exploration.

eess.SY · cs.LG · math.OC

新论文 · v1arXiv:2611.12310

The Optimal Rate Constant of Heavy-Ball Momentum on Smooth Strongly Convex Functions

Marcos Hernanz

原文摘要

The heavy-ball method with a constant step size and a constant momentum parameter accelerates gradient descent on quadratics, but no choice of the two parameters does so on the class of smooth strongly convex functions. We determine how much faster than gradient descent it can be made on this class. Writing the best worst-case rate over all tunings as $1-c(κ)/κ$, where $κ$ is the condition number, we prove that $c(κ)$ tends to $8$ in every dimension of two or more. The lower bound on the rate holds for every tuning, because a tuning that is faster than $1-8/κ$ on quadratics follows a slowly decaying spiral on some function of two variables. The matching upper bound comes from an explicit tuning, with nearly the momentum of Polyak's tuning and a step size about $\sqrtκ/8$ times smaller, and from a Lyapunov function whose positivity is verified in exact arithmetic. Optimally tuned heavy-ball is therefore asymptotically four times faster than gradient descent on this class.

cs.LG · math.OC

版本更新 · v3arXiv:2510.09034

Convergence of optimizers implies eigenvalues filtering at equilibrium

Jerome Bolte, Quoc-Tung Le, Edouard Pauwels

原文摘要

Ample empirical evidence in deep neural network training suggests that a variety of optimizers tend to find nearly global optima. In this article, we adopt the reversed perspective that convergence to an arbitrary point is assumed rather than proven, focusing on the consequences of this assumption. From this viewpoint, in line with recent advances on the edge-of-stability phenomenon, we argue that different optimizers effectively act as eigenvalue filters determined by their hyperparameters. Specifically, the standard gradient descent method inherently avoids the sharpest minima, whereas Sharpness-Aware Minimization (SAM) algorithms go even further by actively favoring wider basins. Inspired by these insights, we propose two novel algorithms that exhibit enhanced eigenvalue filtering, effectively promoting wider minima. Our theoretical analysis leverages a generalized Hadamard--Perron stable manifold theorem and applies to general semialgebraic $C^2$ functions, without requiring additional non-degeneracy conditions or global Lipschitz bound assumptions. We support our conclusions with numerical experiments on feed-forward neural networks.

cs.LG · math.DS · math.OC

版本更新 · v2arXiv:2609.08277

Adaptively Incorporating Directional Hints into Zeroth-Order Optimization

Alexander Ryabchenko, Jian Qian, Wenlong Mou

原文摘要

We study zeroth-order optimization of nonconvex functions with the aid of directional hints, which are cheap but potentially inaccurate approximations of the true gradient direction, given by linear subspaces at each iteration. To leverage these hints adaptively while maintaining robustness to their quality, we introduce Control-Variate Zeroth-Order Descent (CV-ZOD), a new framework that refines the classical zeroth-order gradient estimator with a control variate that can be set based on the directional hints. We first show that the oracle algorithm that optimally sets the reference vector and step size at each iteration achieves a convergence rate that interpolates between the first-order $O(1/T)$ rate and the zeroth-order $O(d/T)$ rate, depending on the quality of the hints along the trajectory. We then develop a practical variant of CV-ZOD that achieves the same oracle guarantee up to logarithmic factors, without any prior knowledge of the hint quality. We validate the method empirically on simulation-based scientific optimization tasks, demonstrating sustained progress on nonconvex landscapes where zeroth-order descent is slower and existing guided methods stall as guidance deteriorates.

cs.LG · math.OC

版本更新 · v2arXiv:2606.27767

Difference of Convex Programming in the Wasserstein Space with Applications to MMD Optimization

Clément Bonet, Pierre-Cyril Aubin-Frankowski, Youssef Mroueh

原文摘要

Optimizing functionals over the space of probability measures is now ubiquitous in machine learning. A widely used approach is to perform the optimization directly over the Wasserstein space, but many objective functionals of practical interest are non-convex along Wasserstein geodesics, making the analysis of standard first-order methods challenging. In this work, we study a class of objectives over the Wasserstein space that admit a difference-of-convex (DC) decomposition and we lift the classical convex-concave procedure (CCCP) to this setting. Under smoothness and strong convexity assumptions on the convex components of the decomposition, we prove almost stationarity along the iterates of the resulting algorithm. Our main focus is on the Maximum Mean Discrepancy (MMD) and the Energy Distance (ED) functionals, for which we develop explicit Wasserstein DC decompositions, and establish local convergence of the scheme under mild assumptions. Empirically, we show that well-chosen DC decompositions yield faster and more stable convergence than Wasserstein gradient descent on these MMD objectives.

cs.LG · math.OC

版本更新 · v7arXiv:2502.12756

Navigating Demand Uncertainty in Container Shipping: Deep Reinforcement Learning for Enabling Adaptive and Feasible Master Stowage Planning

Jaike van Twiller, Yossiri Adulyasak, Erick Delage, Djordje Grbic, Rune Møller Jensen

原文摘要

Reinforcement learning (RL) has successfully solved various deterministic and stochastic planning problems. However, conventional RL struggles with complex real-world constraints, particularly when feasibility is explicit and depends on the current state or trajectory. In this work, we address stochastic sequential decision-making with state-dependent constraints through a real-world case study of the master stowage planning problem in container shipping, which aims to optimize revenue and costs under demand uncertainty and operational constraints. We propose a deep RL framework with an encoder-decoder model that integrates problem instance, solution, and uncertainty information to guide planning. We introduce differentiable projection layers that enforce convex polyhedral constraints, while Jacobian corrections offset the projections to yield unbiased policy gradient estimates. Experiments show that our model efficiently finds adaptive, feasible solutions that generalize across distribution shifts and scale to longer planning horizons, outperforming state-of-the-art baselines in constrained RL and stochastic programming. As such, our policies enable adaptive, uncertainty-aware planning that can support resilient and sustainable supply chains.

cs.LG · math.OC

版本更新 · v2arXiv:2610.27726

Anytime-Valid Runtime Monitoring of Learned Barrier Certificates

Zhipeng Cao, Taoran Wu, Weiru Cui, Luke Ong, Bai Xue

原文摘要

Learned barrier certificates provide a principled mechanism for establishing safety of stochastic systems, but their validity may deteriorate during deployment when the underlying dynamics differ from those used for training. We propose an anytime-valid runtime monitor that audits a learned barrier certificate using observed closed-loop trajectories. The monitor is intended to detect loss of statistical support for the deployed barrier condition; it does not by itself guarantee detection before unsafe entry or safety of a subsequent intervention. Specifically, the conditional barrier-drift condition is formulated as an episode-wise sequential hypothesis test, and observed barrier increments are transformed into a nonnegative test supermartingale, yielding finite-sample false-alarm control under arbitrary stopping times. Inspired by finite-horizon safety verification, we further introduce a deterministic temporal shaping of the monitoring boundary, making the monitor more conservative early in a prescribed deployment horizon while preserving anytime-validity. The monitor is designed to detect statistical evidence that the safety certificate is no longer consistent with the observed dynamics, rather than to predict unsafe entry. To assess the monitor empirically, we evaluate empirical alarm behavior under valid and invalid certificates. Code and data are available at https://github.com/FormalCert-AI/runtime-barrier-monitor.

eess.SY · cs.AI · cs.LG · math.OC · math.ST

新论文 · v1arXiv:2611.11905

On the Global Convergence of Stochastic Adam for Physics-Informed Neural Networks

Yihang Gao

原文摘要

The Adam optimizer is widely used to train neural networks with highly nonlinear and nonconvex objective functions. Remarkably, Adam often drives the empirical training loss nearly to zero. This phenomenon has been partially explained by neural tangent kernel (NTK) analyses of gradient descent (GD) and stochastic gradient descent (SGD). However, analyzing Adam presents additional challenges. Its first-moment momentum couples stochastic gradients across iterations, while its adaptive second-moment preconditioner depends on the same stochastic gradient used in the update. In this paper, we establish linear convergence guarantees for Adam in training sufficiently wide two-layer neural networks with either full-batch or minibatch gradients. For full-batch Adam, we construct a Lyapunov function to control the effect of historical momentum. For minibatch Adam, our analysis builds on an exact virtual-iterate representation, a conditional analysis of the dependence between stochastic gradients and adaptive preconditioners, and uniform concentration bounds for the second-moment estimates. We prove geometric decay of the empirical loss for full-batch Adam and geometric decay in restricted expectation on a high-probability event for minibatch Adam. Beyond regression, we extend our convergence analysis to physics-informed neural networks (PINNs) for solving the Poisson equation, where differential operators and separate sampling of interior and boundary points introduce additional challenges. We establish analogous global convergence guarantees for both deterministic and stochastic Adam under explicit conditions on network width and Adam's parameters, characterizing the effects of minibatch size on convergence. These results help bridge the gap between Adam's empirical success and its theoretical understanding, providing sharper convergence guarantees for PINNs than existing analyses.

cs.LG · math.NA · math.OC

新论文 · v1arXiv:2611.11819

When Should AI Overturn a Human Decision? Controversy at the 2026 World Cup and a $\sqrt{2/π}$ Solution

Amir Ali Ahmadi, Parsa Alavi, Radeen Alavi

原文摘要

We study how to combine a human binary call (a referee's offside or onside decision) with an AI numerical measurement (VAR's estimate of an attacker's position relative to the offside line). We derive an explicit maximum-likelihood rule that determines when the referee's call should stand and when a conflicting VAR measurement should overturn it. Our model treats the true offside margin as fixed and unknown and assumes independent additive Gaussian errors in the human's perception and the AI measurement. When both errors have zero means and known standard deviations $σ_H$ and $σ_{AI}$, respectively, the reversal threshold is $\sqrt{2/π}\,σ^2_{AI}/σ_H$. An onside call is overturned precisely when VAR's measured offside margin exceeds this threshold---not merely because VAR places the attacker beyond the offside line. We also derive the rule when either source has a systematic bias. We prove that the maximum-likelihood estimate of the true margin exists and is unique, while the final binary decision requires only a threshold comparison, without computing that estimate numerically. We illustrate the rule through numerical examples and show how to estimate the error parameters from calibration data. The same analysis applies beyond soccer to binary classification problems in which a human call and an AI measurement satisfy the stated model. This paper is intended for educational purposes: we aim to illustrate how undergraduate students and advanced high school students familiar with basic probability and calculus can investigate research questions in AI and its applications.

cs.AI · cs.LG · math.OC · stat.ML