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新论文 · v1arXiv:2611.10701

Weighted Matroid Intersection under Minimum Rank Oracle

Taihei Oki

原文摘要

We consider matroid intersection under the minimum rank oracle model, in which two matroids are accessible only through an oracle that returns the minimum of the ranks of a given set in the two matroids. By Edmonds' theorem, this oracle determines the matroid intersection polytope, although it does not reveal the exchangeability graphs on which classical algorithms rely. Recent work by Bárász, Bérczi, Király, Oki, Yamaguchi, and Yokoi (2025) showed that unweighted matroid intersection is polynomially solvable in this model. In this paper, we present a strongly polynomial-time algorithm for weighted matroid intersection in this model. The key to our algorithm is a polynomial-size extended formulation of tangent cones of common base polytopes that can be constructed using the minimum rank oracle. We also give min-max theorems in terms of the minimum rank function via 1/3-submodularity, and present a strongly polynomial-time algorithm to compute an optimal dual solution.

cs.DM · math.CO · math.OC

版本更新 · v2arXiv:2609.08740

PAC-Bayesian Bounds for Learning Partially Observed Stochastic Linear Time-Invariant State-Space Systems with Inputs and Sub-Gaussian Noise

Mihaly Petreczky, Mohamad Al Ahdab, John Leth

原文摘要

In this paper we derive a Probably Approximately Correct (PAC)-Bayesian error bound for partially observed linear time-invariant (LTI) stochastic dynamical systems in state-space form with inputs and sub-Gaussian noise. Such bounds are widespread in machine learning, and they are useful for characterizing the predictive power of models learned from finitely many data points. The bound derived in this paper relates the expectation of prediction errors with the prediction error generated by the model on the data used for learning. In addition, we show that it can also be used to derive bounds for the parameter estimation error. In turn, this allows us to provide finite-sample error bounds for the prediction error and parameter estimation error for a wide class of system identification algorithms. Furthermore, as LTI systems are a sub-class of recurrent neural networks (RNNs), these error bounds could be a first step towards PAC-Bayesian bounds for RNNs.

cs.LG · math.OC

版本更新 · v2arXiv:2503.07324

Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics

Zhiyu He, Saverio Bolognani, Florian Dörfler, Michael Muehlebach

原文摘要

Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed decision dependence arises when the deployed decision affects the environment and alters the data-generating distribution. In the realm of performative prediction, this is encoded by distribution maps parameterized by decisions due to strategic behaviors. In contrast, we formalize an endogenous distribution shift as a feedback process featuring nonlinear dynamics that couple the evolving distribution with the decision. Stochastic optimization in this dynamic regime provides fertile ground to examine the various roles played by dynamics in the composite problem structure. To this end, we develop an online decision-making algorithm that both adapts to and shapes the dynamic distribution. Throughout the paper, we adopt a distributional perspective and demonstrate how this view facilitates characterizations of distribution dynamics and the optimality and generalization performance of the proposed algorithm. We showcase the theoretical results in an opinion dynamics context, where an opportunistic party maximizes the affinity of a population with evolving, polarized opinions, and in a recommender system scenario, featuring performance optimization with discrete distributions in the probability simplex.

math.OC · cs.LG · eess.SY

新论文 · v1arXiv:2611.10487

GEAR: A GPU-Accelerated Global Solver for Bounded Continuous Nonlinear Programs via Linear Bound Propagation

Duo Zhou, Hesun Chen, Xiangru Zhong, Grani A. Hanasusanto, Huan Zhang

原文摘要

We present a novel GPU-accelerated global solver for constrained nonlinear programming (NLP) inspired by the efficient linear bound propagation framework in neural network (NN) verification. Existing work on NN verification, a problem that can be cast as feasibility detection for a nonlinear objective, demonstrated orders-of-magnitude speedups with the linear bound propagation-based framework when compared to traditional solvers. Extending this paradigm to global nonlinear programming requires addressing many challenges: a global constrained NLP solver must effectively exploit all, possibly unstructured, nonlinear constraints to improve the objective, whereas NN verification typically handles simple input box constraints over a well-structured NN and does not directly optimize an objective function. We address these challenges by fully exploiting the linear bounds produced by bound propagation: these linear bounds can be viewed as relaxations of nonlinear constraints and used to provide lower bounds, check infeasibility, and guide the search for a primal solution. In addition, we propose tighter linear relaxations for bilinear, quotient, and other commonly used nonlinear functions in NLP problems, and a projected augmented Lagrangian method tightly coupled to our dual solving procedure to produce primal solutions. Our method solves 421 of 505 bounded and continuous NLP problems in the GAMS and MINLPLib benchmarks under a 180-second limit, more than each of the six global solvers we compare with, including Gurobi and BARON (commercial), and SCIP (open-source). Sixteen of these problems are certified by none of the six global solvers; all of them contain exponential, logarithmic, or trigonometric terms, which are often challenging for traditional approaches. Project webpage is at https://verified-intelligence.github.io/GEAR.

math.OC · cs.LG · cs.MS · math.NA

版本更新 · v2arXiv:2609.31470

Beyond Empirical Support: Structured Outlier Generation via Sinkhorn Optimal Transport

Haixiang Sun, Andrew L. Liu

原文摘要

Outliers are essential for evaluating and improving the robustness of machine learning systems, especially when future distributions may differ significantly from historical training data. In high-stakes applications, robustness often depends on rare cases that finite datasets fail to capture, making simple resampling or perturbation insufficient for stress scenario generation. Existing outlier synthesis methods typically rely on sparse neighborhoods, low support latent regions, or classifier boundary crossings, which can be heuristic, unstable, and tied to specific modalities or architectures. We therefore propose Sinkhorn Boundary Outlier Generation (SBOG), a structured framework for latent-space outlier generation that couples Sinkhorn optimal transport geometry with distributionally robust boundary modeling. The resulting Sinkhorn-induced support cost guides the sampler toward weakly supported boundary regions, while semantic constraints prevent uncontrolled drift from the intended context, yielding controlled deviations from the in-distribution reference measure rather than arbitrary sparse-region samples. Experiments on time series anomaly generation and image outlier synthesis show that our framework produces informative, semantically controlled outliers and improves downstream robustness evaluation across modalities, providing a foundation for stress scenario generation beyond empirical support.

stat.ML · cs.LG · math.OC

新论文 · v1arXiv:2611.10461

Zeroth-Order Langevin Dynamics for Stochastic Nonconvex Optimization: Curvature Regularization and Non-Asymptotic Guarantees

Stefano Bruno, Dong-Young Lim

原文摘要

Zeroth-order methods provide a way to optimize stochastic nonconvex objectives using only noisy function evaluations. However, the smoothing inherent in their gradient estimators effectively modifies the objective being optimized. In particular, Gaussian smoothing with smoothing parameter $η>0$ induces, to leading order, an implicit Hessian-trace regularization, which motivates the study of the curvature-regularized objective of the form $f(x)+(η^2/2) tr(\nabla^2 f(x))$. We develop a non-asymptotic theory in the nonconvex setting for a class of algorithms called stochastic zeroth-order Langevin dynamics (ZOLD), which use only noisy function evaluations and do not have access to first- or higher-order derivative information, and derive excess-risk guarantees for the curvature-regularized objective. We first control the finite-time distribution of the ZOLD iterates in Wasserstein distance with respect to the Gibbs measure associated with the Gaussian-smoothed objective. An explicit coupling between the smoothing and inverse temperature parameters then quantifies the proximity of this measure to the Gibbs measure associated with the corresponding Hessian-trace-regularized objective. These distributional estimates in Wasserstein distance lead to excess-risk bounds for the curvature-regularized objective. Our analysis accommodates assumptions under which the stochastic function evaluations are allowed to have non-uniform dependence on the data stream. In addition, the constants in the non-asymptotic bounds do not rely on log-Sobolev or Poincaré inequalities as in prior zeroth-order Langevin analyses. To the best of our knowledge, this is the first non-asymptotic analysis of a zeroth-order Langevin method that simultaneously establishes excess-risk guarantees for a curvature-regularized objective and Wasserstein guarantees for the associated Gibbs measure in the nonconvex setting.

math.OC · cs.LG · math.PR · stat.ML

新论文 · v1arXiv:2611.10440

Lower Bounds Above $\sqrt{3}$ for Online Makespan Minimization on Four Identical Machines

Maximilian Janke

原文摘要

For deterministic online makespan minimization, $m = 4$ identical machines is the smallest case whose optimal competitive ratio is open: it is known only to lie between $\sqrt{3} \approx 1.73205$ and $26/15 \approx 1.73333$. We prove a lower bound of $14383/8304 \approx 1.73206$ using a single branching layer, and refine the construction with a second, mirrored branching layer to obtain $14350/8283 \approx 1.73246$, closing about a third of the gap. Our constructions are the first branching adversaries for $m = 4$ machines, and the first explicit lower bounds for online makespan minimization in which the adversary presents jobs in non-monotone order of size.

cs.DS · math.OC

版本更新 · v2arXiv:2602.03461

Soft-Radial Projection for Constrained End-to-End Learning

Philipp J. Schneider, Daniel Kuhn

原文摘要

Constrained end-to-end learning trains neural networks whose outputs must satisfy feasibility constraints, such as resource, budget, or operational limits. While projection and optimization layers guarantee constraint satisfaction, boundary-based projections can introduce unfavorable optimization geometry: regions of the unconstrained output space are mapped to the same active face of the feasible set. This makes the resulting map locally rank-deficient, suppressing gradients in constrained directions and potentially impairing optimization - a bottleneck known as gradient saturation. We propose Soft-Radial Projection (SRP), a differentiable reparameterization layer that maps unconstrained network outputs into the relative interior of a convex feasible set by smoothly rescaling rays from a strictly feasible anchor point. Unlike hard radial or orthogonal projections, the resulting map is one-to-one and has a full-rank Jacobian almost everywhere, while guaranteeing strict feasibility. We prove that constrained networks equipped with SRP retain universal approximation guarantees. For polytopes and balls, the layer admits a closed-form forward pass, while for general convex sets, the ray-boundary intersection reduces to a one-dimensional search. Experiments on decision-focused learning benchmarks demonstrate strong solution quality at low computational cost, with particularly favorable results in portfolio optimization and substantially lower inference latency than differentiable optimization layers in the evaluated settings.

cs.LG · math.OC · q-fin.CP · stat.ML

版本更新 · v2arXiv:2605.11289

Quotient-Categorical Representations for Bellman-Compatible Average-Reward Distributional Reinforcement Learning

Ege C. Kaya, Aliasghar Pourghani, Vijay Gupta, Abolfazl Hashemi

原文摘要

Average-reward reinforcement learning requires estimating the gain and a state-dependent bias, which solves the Poisson equation only up to an additive constant. Distributional analogues of the bias inherit this same ambiguity. We introduce a quotient-space formulation in which state-indexed laws are identified up to a common translation, together with a categorical parameterization that respects this symmetry. On this space, we define a projected average-reward distributional operator and show that it is well-defined, non-expansive in a coordinate Cramér metric, and admits fixed points. We interpret the projected fixed points through geometrically-stopped differential returns, whose categorical operators are contractive and whose fixed points converge in the Abel sense to a canonical fixed point of the projected undiscounted operator. We show that the means of the projected fixed points match the scalar bias up to an error caused by endpoint clipping of the categorical projections, and we bound this error. Finally, we establish almost-sure convergence and finite-iteration residual bounds for temporal-difference recursions with gain-centered rewards under i.i.d. and Markovian sampling. When the gain is unknown, we couple the recursion with an online gain estimator and prove the same guarantees under Markovian sampling, with a bound on the gain error.

cs.LG · math.OC

新论文 · v1arXiv:2611.10223

Lower-Level Agnostic Bilevel Optimization

Peiwen Qiu, Prashant Khanduri, Jia Liu

原文摘要

Bilevel optimization is a fundamental framework for machine learning problems, where an upper-level (UL) objective depends on the solution of a nested lower-level (LL) problem. Existing bilevel algorithms typically assume that the LL objective is available for evaluation, differentiation, or unrolling. However, this assumption can fail when the LL response is produced by a black-box solver, simulator, adversary, or learned predictor. In this paper, we study LL agnostic bilevel optimization, where the UL learner has access only to an approximate LL solution $\bar{\mathbf{y}}(\mathbf{x})$ and cannot query the LL objective, its gradients, Hessian/Jacobian information, or the procedure that generates the LL response. We propose LeGo-BiO, a coordinate-wise pseudo-hypergradient method that estimates the missing Jacobian $\nabla _{\mathbf{x}}\bar{\mathbf{y}}(\mathbf{x})$ using finite differences of $\bar{\mathbf{y}}(\cdot)$. For each UL coordinate, LeGo-BiO constructs a decision vector subject to 1-sparse updates, thereby isolating the corresponding Jacobian column needed in the UL gradient computation. This avoids the directional-projection limitation of full-parameter response differences and, unlike derivative-free/zeroth-order approximations of the entire UL gradient, preserves the available first-order gradient information with respect to the UL variables for more accurate UL gradient evaluation. We establish convergence guarantees for LeGo-BiO in both deterministic and stochastic settings under an LL error-bound/Polyak-Lojasiewicz-type condition, without requiring LL strong convexity. Our bounds yield an $O(T^{-1})$ rate in the deterministic setting and an $O(T^{-1/2})$ rate in the stochastic setting when the LL approximation error decreases geometrically. Experiments demonstrate competitive performance of LeGo-BiO despite being agnostic to the LL objective.

cs.LG · math.OC · stat.ML

新论文 · v1arXiv:2611.10212

DisMUSE: An Efficient Distributed Singular-Spectrum-Based Optimization Approach with Theoretical Convergence Guarantee

Zhen Qin, Zhiyao Zhang, Yingbin Liang, Jia Liu

原文摘要

In recent years, singular-spectrum-based optimizers have attracted increasing attention due to their ability to preserve the matrix structure of neural network gradients, thereby enabling geometry-aware optimization. However, most singular-spectrum-based (SSB) approaches remain centralized, limiting their use in distributed learning infrastructures that exploit massive parallelism. Distributed SSB optimization is still at an early stage, with open questions about convergence guarantees and communication efficiency. To fill this gap, we propose the Distributed Momentum-based Spectral Estimator (DisMUSE), an efficient distributed SSB optimization framework for both data-center and federated settings. Using Muon-style exact orthogonalized momentum as the spectral update, DisMUSE integrates a recursive variance-reduced momentum estimator and achieves an $O((KT)^{-1/3})$ convergence rate, where $K$ and $T$ denote the number of nodes and local iterations per node, respectively. This rate matches the best-known rates for variance-reduced nonconvex distributed optimization. Building on this variance-reduced framework, we study two extensions. First, our DisMUSE method with finite Newton-Schulz (NS) iterations preserves the same convergence order under a uniform normalized support-spectrum condition, up to a multiplicative factor. Second, we develop a communication-efficient variant based on low-rank (LR) momentum transmission and quantify the error it introduces to the stationarity bound, characterizing the trade-off between accuracy and communication cost.

cs.LG · math.OC

新论文 · v1arXiv:2611.09887

关于 ReLU 网络集合的(非)闭性

On the (non-)closedness of the set of ReLU networks

Eloi Martinet, Leon Bungert

AI 速读 基于摘要

作者证明单隐层 ReLU 网络集合在 Sobolev 空间中是弱闭的,而宽度有界的双隐层 ReLU 网络集合在 Sobolev 空间与连续函数空间中均不闭。

cs.LG · math.CA · math.FA · math.NA · math.OC

查看原文摘要

We prove that the set $\mathcal{N}_N$ of ReLU networks with one hidden layer and at most $N\in\mathbb N$ neurons is weakly closed in $W^{1,p}(Ω)$, for a bounded connected open set $Ω\subset\mathbb R^d$. Consequently, every coercive, weakly lower semicontinuous energy on this space attains its minimum over $\mathcal{N}_N$. This covers the Deep Ritz method with convex integrands, Sobolev training and Lipschitz learning. Moreover, as the weight decay parameter tends to zero, minimizers of the regularized problem converge, up to subsequences, to minimizers with minimal parameter norm. We also prove that the set of ReLU networks with two hidden layers of bounded widths is not closed in $W^{1,p}(Ω)$ or in $C(\overlineΩ)$. This disproves a conjecture of Petersen, Raslan and Voigtlaender.

版本更新 · v3arXiv:2505.01353

可微分非线性模型预测控制

Differentiable Nonlinear Model Predictive Control

Jonathan Frey, Katrin Baumgärtner, Gianluca Frison, Dirk Reinhardt, Jasper Hoffmann, Leonard Fichtner, Sebastien Gros, Moritz Diehl

AI 速读 基于摘要

提出在内点法平滑最优性条件下用隐函数定理计算一般非线性规划的解灵敏度,并以序列障碍二次规划(SBQP)统一推广 SQP,配套 acados 开源实现。

math.OC · cs.AI · cs.LG

查看原文摘要

The efficient computation of parametric solution sensitivities is a key challenge in the integration of learning-enhanced methods with nonlinear model predictive control, as their availability is crucial for many learning algorithms. This paper discusses the computation of solution sensitivities of general nonlinear programs using the implicit function theorem and smoothed optimality conditions treated in interior-point methods (IPM). We introduce sequential barrier quadratic programming (SBQP), which generalizes SQP with an IPM quadratic programming (QP) solver by allowing the barrier parameter to approach a prescribed nonnegative target value, recovering classical SQP when this target is zero. Previous works are limited to convex or unconstrained formulations, or lack an implementation for efficient sensitivity evaluation. The publication is accompanied by an efficient open-source implementation within the `acados` framework, providing both forward and adjoint sensitivities for general optimal control problems, achieving speedups exceeding 3x over the state-of-the-art solvers `mpc.pytorch` and `cvxpygen`.

新论文 · v1arXiv:2611.09778

可解码POMDP的拟多项式时间规划

Quasipolynomial-Time Planning for Decodable POMDPs

Oliver Dobson, Varun Jog, Chun Hei Michael Shiu

AI 速读 基于摘要

作者提出对每个固定ρ>0的ρ-可解码POMDP给出拟多项式时间近似规划算法,并论证可解码性是比可观测性更弱且易检验的统一假设。

cs.LG · cs.DS · cs.IT · math.OC · stat.ML

查看原文摘要

We study planning for finite-horizon partially observable Markov decision processes (POMDPs) with finite state, action, and observation spaces. Both exact and approximate planning are known to be computationally hard in this setting, so prior work has explored natural assumptions that make planning easier. Recent work [Golowich et al., 2022] gave quasipolynomial-time approximate planning algorithms for observable POMDPs. These are POMDPs whose observation channels satisfy an $\ell_1$-observability condition, but notably, no assumptions are required on the transition dynamics. In a similar vein, for every fixed $ρ>0$, we give quasipolynomial-time approximate planning algorithms for $ρ$-decodable POMDPs. We show that decodability is implied by both $\ell_1$- and $\ell_2$-observability and is strictly weaker than observability. Moreover, we show that the optimal decodability constant can be computed in polynomial time, whereas computing the optimal $\ell_1$-observability constant is NP-hard in the worst case. We also show that the fast filter-forgetting guarantee underlying the approach of [Golowich et al., 2022] does not extend directly from $\ell_1$-observability to constant $\ell_2$-observability. Thus, decodability is an easy-to-check, unifying assumption under which quasipolynomial-time approximate planning for POMDPs is possible.

新论文 · v1arXiv:2611.09723

Fixed-point acceleration on Neural Wasserstein manifolds

Vitalii Aksenov, Sebastian Gutierrez Hernandez

原文摘要

We propose a fixed-point acceleration method for optimization over probability measures, applicable to a variety of machine learning problems. We represent probability measures as pushforwards of a reference distribution through a neural network map and equip the parameter space with the induced pullback Wasserstein metric. This geometric structure allows natural gradient descent to be interpreted as a fixed-point iteration on a Riemannian manifold. We accelerate this iteration using Riemannian Anderson mixing method, which exploits historical residuals to capture approximate second-order information without forming Hessians. In the present parametric setting, the manifold is represented by Euclidean coordinates endowed with a point-dependent metric, simplifying retraction and vector transport. We evaluate the method on multimodal sampling, PDE-based inverse problems, aggregation dynamics, Bayesian logistic regression, and generative modeling. Across the tested tasks, Anderson mixing reduces the number of natural-gradient iterations and achieves competitive performance relative to SGD and Adam in terms of both loss-gradient evaluations and wall-clock time. These results suggest that fixed-point acceleration is an efficient tool for improving the computational efficiency of training on parametric Wasserstein methods.

cs.LG · math.OC

新论文 · v1arXiv:2611.09560

Solver-Free Decision-Focused Learning via Neural Optimization Layers for Edge Selection

Xinda Zheng, Frits de Nijs, Edward Lam

原文摘要

Decision-focused learning trains prediction models to improve downstream decisions, but many methods require costly solver calls or optimal-solution labels. We propose a solver-free decision-focused learning framework for NP-hard edge-selection problems with uncertain parameters in the objective, the constraints, or both. A neural optimization layer is first trained without solution labels, using problem objectives and constraint penalties. Graph-informed edge scoring and iterative refinement encourage concentrated and structurally consistent continuous decisions. The layer is then frozen, and a prediction model is trained through its continuous output using a problem-specific loss evaluated under observed parameters. At deployment, the predictor, optimization layer, and a lightweight decoder produce decisions without solving the original NP-hard problem. Experiments on the asymmetric traveling salesperson and endpoint-free orienteering problems show consistently better decision quality than prediction-focused learning and improvements over most evaluated decision-focused baselines. Our framework requires less training time than the evaluated decision-focused baselines, even when optimization-layer pretraining is included. Neural deployment also produces decisions faster than solver-based deployment, offering a better quality-efficiency trade-off. The layer also reduces training cost in existing decision-focused methods when used as an approximate optimization oracle.

cs.LG · math.OC

版本更新 · v3arXiv:2601.06262

Matrix Factorization Framework for Community Detection under the Degree-Corrected Block Model

Alexandra Dache, Arnaud Vandaele, Nicolas Gillis

原文摘要

Community detection is a fundamental task in data analysis, and block models provide an approach for identifying diverse community structures. The degree-corrected block model (DCBM) is an established model that captures node degree heterogeneity. However, inference methods are computationally costly and sensitive to initialization, while cheaper alternatives, such as spectral or modularity-based approaches, may be less effective at recovering certain non-assortative structures. In this work, we show that DCBM inference can be reformulated as a constrained nonnegative matrix trifactorization problem. Leveraging this insight, we propose a scalable community detection method with a theoretically grounded initialization providing an initial partition for inference algorithms. Our approach is agnostic to network structure and applies to any graph representable by a DCBM. Experiments on synthetic and real-world benchmark networks show that our method achieves community recovery comparable to, and sometimes better than, that achieved by the DCBM inference methods, while being faster: it processes a graph with 100,000 nodes and 500,000 edges in about 30 seconds. Moreover, the initialization significantly improves solution quality. Overall, this work provides a scalable and robust framework for community detection and highlights the benefits of a matrix-factorization perspective for the DCBM.

cs.SI · math.OC · stat.ML

版本更新 · v2arXiv:2610.13799

Adaptive Variance Reduction across Smoothness and Noise Conditions

Wei Jiang, Yibo Wang, Sifan Yang, Lijun Zhang, Zechao Li

原文摘要

In this paper, we study adaptive stochastic non-convex optimization under unknown smoothness and noise conditions. Our algorithms require no smoothness constant, noise bound, initial function gap, or oracle-regime label. We first propose a fixed-budget method that combines normalized momentum, recursive variance reduction, and a fresh gradient stage, followed by fresh validation of the candidates. We prove that the same output has expected gradient norm $O(T^{-1/4})$ under objective smoothness and bounded noise variance, $O(T^{-1/3})$ under average smoothness, and $O(T^{-1/2})$ for noiseless gradients, where $T$ counts individual gradient evaluations. We then develop an anytime algorithm whose three optimization paths preserve their endpoints across reporting and budget-extension boundaries. The same three rates hold at every deterministic query budget, although the algorithm receives no information about the budget $T$. The analysis combines a scale potential, a uniform second-moment bound, and accounting for candidates retained through unfinished blocks. An optional sample-mean selector further reduces cumulative validation work from $O(T)$ to $O(T^{2/3})$ while preserving these rates.

math.OC · cs.LG

新论文 · v1arXiv:2611.09421

Improved Approximation and Hardness Bounds for $β$-TSP

Paul Liu, Jack Spalding-Jamieson, Da Wei Zheng

原文摘要

The traveling salesman problem (TSP) asks for a minimum-length Hamiltonian cycle in a complete weighted graph. Its approximability depends on the edge lengths: unrestricted instances admit no constant-factor approximation unless $\mathrm{P}=\mathrm{NP}$, metric instances admit Christofides' $3/2$-approximation, and fixed-dimensional Euclidean instances admit a PTAS. We study $β$-TSP, where the edge lengths satisfy $ \ell_{uw}\leqβ(\ell_{uv}+\ell_{vw}) \qquad \forall\,u,v,w\in V\ \text{pairwise distinct}, \quad β\in\left[\tfrac{1}{2},1\right]. $ The condition arises naturally in various settings, for example, when metric travel times are combined with positive service times at the vertices. The previous best approximation algorithm, due to Böckenhauer et al., ranges from $1$ at $β=1/2$ to $3/2$ as $β$ approaches $1$. We obtain a strictly better guarantee for every $1/2<β<1$ by combining two simple constructions whose guarantees counterbalance each other. We also improve the best known approximation hardness bound for every $1/2<β<1$.

cs.DS · cs.CC · math.OC

版本更新 · v2arXiv:2606.30118

Effective Horizons for Prophet Inequalities with Discounted I.I.D. Rewards

Jung-hun Kim, Vianney Perchet

原文摘要

We study prophet inequalities for $n$ i.i.d. base rewards subject to multiplicative discounts across $S$ phases. For equal-length phases and a common discount factor $\widetildeγ$, we characterize the optimal competitive ratio of single-quantile policies as $n\to\infty$ with $S$ and $\widetildeγ$ fixed. The resulting sharp guarantee describes the dependence on the phase parameters: it recovers $1-1/e$ without discounting and approaches $1/2$ in the worst-case regime. We also establish a distribution-free comparison that bounds the discounted prophet by a fractional i.i.d. maximum with effective horizon $B$, the sum of the discount weights across all observations. The comparison yields acceptance probability $1/B$, determined only by the phase profile. This calibration attains the canonical optimum even among single-quantile policies that may choose their acceptance probability using the known base distribution. The comparison also gives guarantees for heterogeneous discounts and unequal phase lengths. A complementary optimal-stopping upper bound establishes the same limiting optimum of $1/2$ for arbitrary stopping rules in the canonical model. Finally, the same effective-horizon calibration sets acceptance probability $1-\widetildeγ$ under infinite-horizon geometric discounting. This explicit quantile rule attains Boshuizen's (1994) known optimal worst-case ratio $1/(1+\widetildeγ)$ without solving a Bellman equation.

cs.GT · cs.DM · cs.DS · econ.TH · math.OC

版本更新 · v2arXiv:2610.04285

Amortized Score-Hamiltonian Policy Iteration: A Grid-Free Scheme for Relaxed Stochastic Control Problems

Qi Feng, Gu Wang

原文摘要

We develop an amortized, grid-free implementation of continuous Langevin dynamics based policy-value iteration for entropy-regularized, infinite-horizon relaxed stochastic control problems. The improvement rate of the exact iteration is a discounted aggregate of relative Fisher information between the policy and the Gibbs law of its Hamiltonian. The associated score residual is the velocity with which the control's Langevin dynamics transport its law. We project this velocity onto a conditional sampler shared across states, instead of one Langevin dynamics per state, and the value dynamics onto a parametric critic, estimating both projections at sampled states to obtain coupled actor--critic flows. The score loss measures the actor's agreement with the current critic, while the policy-evaluation residual measures the critic's agreement with the actor. We also derive gradient and Hessian residuals, including a Feynman--Kac representation for the gradient equation, to control errors not detected by the projected value iteration. An exact decomposition of the HJB residual combines these errors into a policy-suboptimality bound under verification and logarithmic Sobolev assumptions. In the linear-quadratic class, both projections are exact and recover the pointwise iteration, and we provide numerical experiments on general models to demonstrate the coupled actor--critic learning in high-dimensions.

math.OC · cs.LG

版本更新 · v2arXiv:2610.34590

Sparse Sum-of-Squares Layers for Certified Learning

Ege Gursoy, Nicolas Mansard

原文摘要

A central limitation of modern machine learning systems is the lack of formal certificates guaranteeing their behavior beyond empirical, sample-based evaluation. Sum-of-squares (SOS) methods provide such guarantees by certifying polynomial inequalities over continuous domains via semidefinite programming (SDP). While prior work has introduced SDP layers as differentiable components in neural networks, repeated learning calls can lose the computational benefit of the forward program's sparse representation. We propose Sparse SOS Layers, differentiable value layers whose backward passes reuse the local coordinates of the forward solve. Under a fixed template and learned objective coefficients, each layer avoids building dense certificates and reuses its sparse structure across training steps. Compared with existing methods, our approach achieves up to 2.7 times speedup in total warm-call time, with nearly 100 times lower memory usage (1.7 vs. 160 GiB) for relatively large problem sizes for the tested dense parameterization. Experiments cover sparse polynomial certification, pendulum control, combinatorial relaxations, robotics projection, oscillator chains, and pose graph synchronization. A design study achieves zero certified violations across unseen problem instances and sizes, while requiring roughly 7 times fewer optimization solves than estimating gradients by perturbing the objective coefficients and re-solving the problem (finite differences). These results show that sparse certificate values can be effectively integrated into learning pipelines when the backward pass respects the verifier's structure.

cs.LG · math.OC

新论文 · v1arXiv:2611.09217

Provable State Estimation with Recurrent Models

Vincent Andrieu, Pauline Bernard, Lucas Brivadis, Laurent Praly, Christian Wolf

原文摘要

Estimating the state of a dynamical system from observations is a crucial task in robotics and control. Despite their empirical success, recurrent models often lack formal guarantees on convergence and robustness. We bridge this gap by analyzing these architectures from the perspective of nonlinear observer theory. By framing RNNs as a time-discretization of continuous latent dynamical systems (Neural ODEs), we demonstrate that enforcing a contraction condition on the latent flow guarantees the existence of a smooth, injective map of the true physical state into the latent space. We prove that this architecture acts as a tunable observer: by increasing a single scalar gain that scales the latent vector field, the estimation error can be driven to an arbitrarily small neighborhood of zero at an exponentially fast rate. We further establish quantitative bounds on the MLP complexity required to decode this latent state, and extend our formal guarantees to the discrete-time residual RNN implementation. We validate the theory on a real mobile robotic task, where a provably contracting model outperforms a vanilla GRU with substantially more stable training. We also report that unconstrained GRUs converge to contracting dynamics on this task, suggesting that contraction is an emergent property of well-trained sequence models.

cs.LG · math.OC

新论文 · v1arXiv:2611.09060

Fair Selection of Generalized Nash Equilibria: A Comparability Perspective

Sophie Hall, Heinrich H. Nax, Saverio Bolognani

原文摘要

Generalized Nash equilibrium (GNE) problems model self-interested agents coupled through their costs and shared constraints, and arise throughout control applications that allocate a scarce common resource. Such problems typically admit a continuum of equilibria, so any implementation must \emph{select} one. This selection is not neutral: it decides how the cost of the shared constraint is distributed among the agents, a decision often expected to be fair. The variational GNE (v-GNE), which charges all agents a uniform shadow price, is the conventional choice and is frequently advocated as fair. Through the lens of \emph{comparability} from social choice theory, we show that the GNE set itself requires no inter-agent comparability of costs, whereas the v-GNE implicitly assumes cardinal unit comparability, one of the stronger notions. We then introduce the fair GNE (f-GNE), which selects an equilibrium by explicitly optimizing a fairness metric matched to the comparability at hand, and give constructive routes to compute it for single-constraint and linear-quadratic games. An electric-vehicle charging game serves as a running example throughout this self-contained tutorial.

cs.GT · eess.SY · math.OC

版本更新 · v2arXiv:2601.07442

Surrogate-based Optimization via Clustering for Box-Constrained Problems

Maaz Ahmad, Iftekhar A. Karimi

原文摘要

Global optimization of large-scale, complex systems such as multi-physics black-box simulations and real-world industrial systems is important but challenging. This work presents a novel Surrogate-Based Optimization framework based on Clustering, SBOC for global optimization of such systems, which can be used with any surrogate modeling technique. At each iteration, it uses a single surrogate model for the entire domain, employs k-means clustering to identify unexplored domain, and exploits a local region around the surrogate optimum to potentially add three new sample points in the domain. SBOC has been tested against sixteen promising benchmarking algorithms using 52 analytical test functions of varying input dimensionalities and shape profiles. It successfully identified a global minimum for most test functions with substantially lower computational effort than other algorithms. It worked especially well on test functions with four or more input variables. It was also among the top six algorithms in approaching a global minimum closely. Overall, SBOC is a robust, reliable, and efficient algorithm for global optimization of box-constrained systems.

cs.LG · math.OC

版本更新 · v3arXiv:2604.18820

Sparse Network Inference under Imperfect Detection and its Application to Ecological Networks

Aoran Zhang, Tianyao Wei, Maria J. Guerrero, César A. Uribe

原文摘要

Recovering latent structure from count data has received considerable attention in network inference, particularly when one seeks both cross-group interactions and within-group similarity patterns in bipartite networks, which are widely used in ecology research. Such networks are often sparse and prone to imperfect detection. Existing models mainly focus on interaction recovery, while the induced similarity graphs are much less studied. Moreover, existing models for under-counted data place sparsity, if at all, on the detection model rather than on these graphs. To address these issues, we propose a nonnegative low-rank factorization framework that jointly estimates detection probabilities and promotes sparse within- and cross-group graphs through $\ell_{1/2}$ regularization. For the resulting nonconvex, nonsmooth problem, we develop an ADMM-based algorithm with adaptive penalization, and establish asymptotic feasibility and KKT stationarity of cluster points under stated assumptions. We also give sufficient conditions for exact recovery of within- and cross-group graphs. On synthetic data with up to 20% missing entries, the method recovers the graphs and detection probabilities with competitive accuracy. Across three ecological datasets, it matches the baseline held-out predictions while estimating detection probabilities and within- and cross-group graphs.

stat.ML · cs.LG · eess.SP · math.OC · stat.AP

版本更新 · v2arXiv:2609.31940

Simple Extensions of Single-Objective Acquisition Functions and Hedge Strategies for Multi-Objective Bayesian Optimization

Haris Moazam Sheikh

原文摘要

Multi-objective Bayesian optimization (MOBO) is commonly approached through specialized acquisition functions or scalarization schemes designed to explicitly account for trade-offs among non-preferential objectives. In this work, we show that such complexity might be unnecessary. We propose a framework that extends standard single-objective acquisition functions directly to the multi-objective setting through a hypervolume-based methodology. We further extend hedge strategies for acquisition functions, which are typically used only in single-objective optimization, to the multi-objective regime. Our approach requires minimal modification to existing Bayesian optimization pipelines and avoids the need for bespoke multi-objective formulations. We demonstrate how a broad class of commonly used single-objective acquisition functions and hedge strategies can be adapted in a principled manner to handle multiple objectives, while preserving their intuitive interpretation and computational efficiency. Empirically, we evaluate the proposed methods across a range of synthetic and real-world multi-objective benchmarks. Despite their simplicity, our extensions consistently match or outperform more complex state-of-the-art MOBO methods in terms of optimization performance and sample efficiency. These results suggest that effective multi-objective Bayesian optimization can be achieved by reusing and carefully extending well-established single-objective acquisition strategies, offering a simpler and more flexible alternative to existing approaches.

cs.LG · math.OC · stat.ML

新论文 · v1arXiv:2611.08775

On Lipschitz Explosion in Deep Neural Networks with Normalization: Consequences for Optimization and Adversarial Robustness

Ashkan Soleymani, Reyhaneh Hosseinpourkhoshkbari, Hadi Daneshmand, Patrick Jaillet

原文摘要

Can a network look stable at every layer and still be exponentially unstable as a whole? The Lipschitz constant of a neural network is a basic stability quantity appearing in optimization guarantees, generalization bounds, and robustness certificates. Deep networks naturally admit two such notions, input Lipschitzness, measuring sensitivity to data perturbations, and parameter Lipschitzness, measuring sensitivity to weight perturbations. We prove that, for deep networks with normalization layers, with batch normalization as the canonical example, both Lipschitz constants can grow exponentially with depth and hence with parameter dimension, even under strong per-layer norm control such as $\|W_\ell\|_2\le 1$, and already for linear activations. Thus, a mechanism widely used to stabilize training can create severe worst-case instabilities that are invisible locally, i.e., from layerwise norm bounds alone. Parameter-Lipschitz explosion turns Lipschitz-dependent nonsmooth optimization guarantees into exponential-in-dimension bounds for deep normalized networks, while input-Lipschitz explosion makes worst-case Lipschitz-based generalization and robustness certificates vacuous. The latter also yields a concrete rank-separation mechanism for adversarial vulnerability. The theory predicts that perturbations introducing new singular directions should be amplified much more strongly than perturbations at the same noise level that remain within the input's original singular subspace. Experiments on MNIST, Fashion-MNIST, and CIFAR-10 support this prediction, showing that rank-creating perturbations cause substantially sharper drops in accuracy, confidence, and margins than same-subspace perturbations.

cs.LG · cs.AI · math.OC · stat.ML

新论文 · v1arXiv:2611.08686

Compressed Per-Player Local Methods for Multiplayer Federated Learning: Exact Convergence via Increment Sharing

Bhavika Balani, TaeHo Yoon, Nicolas Loizou

原文摘要

Multiplayer Federated Learning (MpFL), introduced by Yoon et al. (2025), extends classical federated learning to settings where clients are rational players in a game with individual objectives and strategies, seeking an equilibrium. A natural baseline is Per-Player Local SGD (PEARL-SGD), where each player performs several local SGD steps before exchanging strategies through a central server. However, the original PEARL-SGD formulation does not extend cleanly to compressed communication. Directly compressing the players' strategies can prevent convergence to the equilibrium, even with deterministic gradients. To address this issue, we reformulate PEARL-SGD so that players communicate local strategy increments rather than the strategies themselves. Without compression, the two formulations are equivalent, but with compression, increment sharing preserves exact convergence, allowing us to design the communication-efficient compressed PEARL-SGD (C-PEARL-SGD). Beyond compression, we also consider variance reduction as another axis of improvement, introducing PEARL-SVRG and its compressed variant C-PEARL-SVRG. Under the original MpFL assumptions, we establish convergence guarantees for all variants through a unified parametric inequality. Numerical experiments, including distributed spectrum sensing, demonstrate the practical benefits of our methods over vanilla PEARL-SGD.

math.OC · cs.LG

版本更新 · v2arXiv:2611.04171

Descending Everest, Part II: Oracle Complexity of Minimizing a Sum of Convex $(L_0,L_1)$-Smooth Functions

Mikhail Rudomanov, Ivan Fomin, Alexander V. Gasnikov, Fedor S. Stonyakin

原文摘要

We study the minimization of the average of $n$ convex $(L_0,L_1)$-smooth functions: the Hessian norm of each function is bounded by an affine function of its gradient norm. We assume known upper bounds $R$ on the distance from the starting point to a minimizer and $δ$ on the difference between the minimum of the average and the average of the infima of the components. We derive upper and lower bounds on the oracle complexity of reaching accuracy $\varepsilon$ in function value in expectation. Up to logarithmic factors, both bounds are of order $n(1+(L_1R)^{2/3}) +\sqrt{\frac{n(L_0+L_1^2δ)R^2}{\varepsilon}+n(L_1R)^2}$. The upper bound is attained by the proposed method YETI. The method combines ideas of accelerated proximal methods and variance reduction methods with a heuristic for choosing additional points. The number of oracle calls made by the heuristic is bounded, which preserves the upper bound on the total number of queries needed to reach the target accuracy. In the experiments, YETI is compared with first-order methods on synthetic problems and Poisson regression problems. We also examine the stopping criterion and the effect of the heuristic separately. The lower bound is obtained by an explicit construction of families of instances that are hard for any first-order method.

math.OC · cs.LG · stat.ML