Differentially Private Stochastic Gradient Descent (DPSGD) is widely used to protect sensitive data during the training of machine learning models, but its privacy guarantees often come at the cost of model performance, largely due to the inherent challenge of accurately quantifying privacy loss. While recent efforts have strengthened privacy guarantees by focusing solely on the final output and bounded domain cases, they still impose restrictive assumptions, such as convexity and other parameter limitations, and often lack a thorough analysis of utility. In this paper, we provide rigorous privacy and utility characterization for DPSGD for smooth loss functions in both bounded and unbounded domains. We track the privacy loss over multiple iterations by exploiting the noisy smooth-reduction property and establish the utility analysis by leveraging the projection's non-expansiveness and clipped SGD properties. In particular, we show that for DPSGD with a bounded domain, (i) the privacy loss can still converge without the convexity assumption, and (ii) a smaller bounded diameter can improve both privacy and utility simultaneously under certain conditions. Numerical results validate our results.

This paper provides a theoretical analysis of a new learning problem for recommender systems where users provide feedback by comparing pairs of items instead of rating them individually. We assume that comparisons stem from latent user and item features, which reduces the task of predicting preferences to learning these features from comparison data. Similar to the classical matrix factorization problem, the main challenge in this learning task is that the resulting loss function is nonconvex. Our analysis shows that the loss function exhibits (restricted) strong convexity near the true solution, which ensures gradient-based methods converge exponentially, given an appropriate warm start. Importantly, this result holds in a sparse data regime, where each user compares only a few pairs of items. Our main technical contribution is to extend certain concentration inequalities commonly used in matrix completion to our model. Our work demonstrates that learning personalized recommendations from comparison data is computationally and statistically efficient.

Deep neural networks trained using gradient descent with a fixed learning rate $\eta$ often operate in the regime of "edge of stability" (EOS), where the largest eigenvalue of the Hessian equilibrates about the stability threshold $2/\eta$. In this work, we present a fine-grained analysis of the learning dynamics of (deep) linear networks (DLNs) within the deep matrix factorization loss beyond EOS. For DLNs, loss oscillations beyond EOS follow a period-doubling route to chaos. We theoretically analyze the regime of the 2-period orbit and show that the loss oscillations occur within a small subspace, with the dimension of the subspace precisely characterized by the learning rate. The crux of our analysis lies in showing that the symmetry-induced conservation law for gradient flow, defined as the balancing gap among the singular values across layers, breaks at EOS and decays monotonically to zero. Overall, our results contribute to explaining two key phenomena in deep networks: (i) shallow models and simple tasks do not always exhibit EOS; and (ii) oscillations occur within top features. We present experiments to support our theory, along with examples demonstrating how these phenomena occur in nonlinear networks and how they differ from those which have benign landscape such as in DLNs.

In this paper, we apply quantum machine learning (QML) to predict the stock prices of multiple assets using a contextual quantum neural network. Our approach captures recent trends to predict future stock price distributions, moving beyond traditional models that focus on entire historical data, enhancing adaptability and precision. Utilizing the principles of quantum superposition, we introduce a new training technique called the quantum batch gradient update (QBGU), which accelerates the standard stochastic gradient descent (SGD) in quantum applications and improves convergence. Consequently, we propose a quantum multi-task learning (QMTL) architecture, specifically, the share-and-specify ansatz, that integrates task-specific operators controlled by quantum labels, enabling the simultaneous and efficient training of multiple assets on the same quantum circuit as well as enabling efficient portfolio representation with logarithmic overhead in the number of qubits. This architecture represents the first of its kind in quantum finance, offering superior predictive power and computational efficiency for multi-asset stock price forecasting. Through extensive experimentation on S\&P 500 data for Apple, Google, Microsoft, and Amazon stocks, we demonstrate that our approach not only outperforms quantum single-task learning (QSTL) models but also effectively captures inter-asset correlations, leading to enhanced prediction accuracy. Our findings highlight the transformative potential of QML in financial applications, paving the way for more advanced, resource-efficient quantum algorithms in stock price prediction and other complex financial modeling tasks.

Figure 1: In a challenging real-world experiment with limited communication (agents can only exchange information every 30 seconds), our method RAMEN enables each turtlebot to successfully map the full scene while only physically visiting half of the scene (explored areas and trajectories are colored accordingly). Our method achieves accuracy comparable to the ground truth while the baseline method (DiNNO) fails to converge. Abstract --Multi-agent neural implicit mapping allows robots to collaboratively capture and reconstruct complex environments with high fidelity. However, existing approaches often rely on synchronous communication, which is impractical in real-world scenarios with limited bandwidth and potential communication interruptions. This paper introduces RAMEN: Real-time Asynchronous Multi-agEnt Neural implicit mapping, a novel approach designed to address this challenge. RAMEN employs an uncertainty-weighted multi-agent consensus optimization algorithm that accounts for communication disruptions. When communication is lost between a pair of agents, each agent retains only an outdated copy of its neighbor's map, with the uncertainty of this copy increasing over time since the last communication. Using gradient update information, we quantify the uncertainty associated with each parameter of the neural network map. Neural network maps from different agents are brought to consensus on the basis of their levels of uncertainty, with consensus biased towards network parameters with lower uncertainty. T o achieve this, we derive a weighted variant of the decentralized consensus alternating direction method of multipliers (C-ADMM) algorithm, facilitating robust collaboration among agents with varying communication and update frequencies.

We study robust parameter-efficient fine-tuning (PEFT) techniques designed to improve accuracy and generalization while operating within strict computational and memory hardware constraints, specifically focusing on large-language models (LLMs). Existing PEFT methods often lack robustness and fail to generalize effectively across diverse tasks, leading to suboptimal performance in real-world scenarios. To address this, we present a new highly computationally efficient framework called AdaZo-SAM, combining Adam and Sharpness-Aware Minimization (SAM) while requiring only a single-gradient computation in every iteration. This is achieved using a stochastic zeroth-order estimation to find SAM's ascent perturbation. We provide a convergence guarantee for AdaZo-SAM and show that it improves the generalization ability of state-of-the-art PEFT methods. Additionally, we design a low-rank gradient optimization method named LORENZA, which is a memory-efficient version of AdaZo-SAM. LORENZA utilizes a randomized SVD scheme to efficiently compute the subspace projection matrix and apply optimization steps onto the selected subspace. This technique enables full-parameter fine-tuning with adaptive low-rank gradient updates, achieving the same reduced memory consumption as gradient-low-rank-projection methods. We provide a convergence analysis of LORENZA and demonstrate its merits for pre-training and fine-tuning LLMs.

We study the application of emerging photonic and quantum computing architectures to solving the Traveling Salesman Problem (TSP), a well-known NP-hard optimization problem. We investigate several approaches: Simulated Annealing (SA), Quadratic Unconstrained Binary Optimization (QUBO-Ising) methods implemented on quantum annealers and Optical Coherent Ising Machines, as well as the Quantum Approximate Optimization Algorithm (QAOA) and the Quantum Phase Estimation (QPE) algorithm on gate-based quantum computers. QAOA and QPE were tested on the IBM Quantum platform. The QUBO-Ising method was explored using the D-Wave quantum annealer, which operates on superconducting Josephson junctions, and the QCI Dirac machine, a nonlinear optoelectronic Ising machine. Gate-based quantum computers demonstrated accurate results for small TSP instances in simulation. However, real quantum devices are hindered by noise and limited scalability. Circuit complexity grows with problem size, restricting performance to TSP instances with a maximum of 6 nodes. In contrast, Ising-based architectures show improved scalability for larger problem sizes. SQUID-based Ising machines can handle TSP instances with up to 12 nodes, while nonlinear optoelectronic Ising machines extend this capability to 18 nodes. Nevertheless, the solutions tend to be suboptimal due to hardware limitations and challenges in achieving ground state convergence as the problem size increases. Despite these limitations, Ising machines demonstrate significant time advantages over classical methods, making them a promising candidate for solving larger-scale TSPs efficiently.

Unsupervised pre-training and transfer learning are commonly used techniques to initialize training algorithms for neural networks, particularly in settings with limited labeled data. In this paper, we study the effects of unsupervised pre-training and transfer learning on the sample complexity of high-dimensional supervised learning. Specifically, we consider the problem of training a single-layer neural network via online stochastic gradient descent. We establish that pre-training and transfer learning (under concept shift) reduce sample complexity by polynomial factors (in the dimension) under very general assumptions. We also uncover some surprising settings where pre-training grants exponential improvement over random initialization in terms of sample complexity.

We study the local geometry of empirical risks in high dimensions via the spectral theory of their Hessian and information matrices. We focus on settings where the data, $(Y_\ell)_{\ell =1}^n\in \mathbb R^d$, are i.i.d. draws of a $k$-component Gaussian mixture model, and the loss depends on the projection of the data into a fixed number of vectors, namely $\mathbf{x}^\top Y$, where $\mathbf{x}\in \mathbb{R}^{d\times C}$ are the parameters, and $C$ need not equal $k$. This setting captures a broad class of problems such as classification by one and two-layer networks and regression on multi-index models. We prove exact formulas for the limits of the empirical spectral distribution and outlier eigenvalues and eigenvectors of such matrices in the proportional asymptotics limit, where the number of samples and dimension $n,d\to\infty$ and $n/d=\phi \in (0,\infty)$. These limits depend on the parameters $\mathbf{x}$ only through the summary statistic of the $(C+k)\times (C+k)$ Gram matrix of the parameters and class means, $\mathbf{G} = (\mathbf{x},\mathbf{\mu})^\top(\mathbf{x},\mathbf{\mu})$. It is known that under general conditions, when $\mathbf{x}$ is trained by stochastic gradient descent, the evolution of these same summary statistics along training converges to the solution of an autonomous system of ODEs, called the effective dynamics. This enables us to connect the spectral theory to the training dynamics. We demonstrate our general results by analyzing the effective spectrum along the effective dynamics in the case of multi-class logistic regression. In this setting, the empirical Hessian and information matrices have substantially different spectra, each with their own static and even dynamical spectral transitions.

In this paper we propose and investigate a new class of Generalized Exponentiated Gradient (GEG) algorithms using Mirror Descent (MD) approaches, and applying as a regularization function the Bregman divergence with two-parameter deformation of logarithm as a link function. This link function (referred to as the Euler logarithm) is associated with a wide class of generalized entropies. In order to derive novel GEG/MD updates, we estimate generalized exponential function, which closely approximates the inverse of the Euler two-parameter logarithm. The characteristic/shape and properties of the Euler logarithm and its inverse -- deformed exponential functions are tuned by two or even more hyperparameters. By learning these hyperparameters, we can adapt to distribution of training data, and we can adjust them to achieve desired properties of gradient descent algorithms. The concept of generalized entropies and associated deformed logarithms provide deeper insight into novel gradient descent updates. In literature, there exist nowadays over fifty mathematically well-defined entropic functionals and associated deformed logarithms, so impossible to investigate all of them in one research paper. Therefore, we focus here on a wide-class of trace-form entropies and associated generalized logarithm. We applied the developed algorithms for Online Portfolio Selection (OPLS) in order to improve its performance and robustness.