Decentralized optimization is effective to save communication in large-scale machine learning. Although numerous algorithms have been proposed with theoretical guarantees and empirical successes, the performance limits in decentralized optimization, especially the influence of network topology and its associated weight matrix on the optimal convergence rate, have not been fully understood. While Lu and Sa [44] have recently provided an optimal rate for non-convex stochastic decentralized optimization with weight matrices defined over linear graphs, the optimal rate with general weight matrices remains unclear. This paper revisits non-convex stochastic decentralized optimization and establishes an optimal convergence rate with general weight matrices. In addition, we also establish the optimal rate when non-convex loss functions further satisfy the PolyakLojasiewicz (PL) condition. Following existing lines of analysis in literature cannot achieve these results. Instead, we leverage the Ring-Lattice graph to admit general weight matrices while maintaining the optimal relation between the graph diameter and weight matrix connectivity. Lastly, we develop a new decentralized algorithm to nearly attain the above two optimal rates under additional mild conditions.

We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/overparameterized regime. In this work, we derive precise non-asymptotic error bounds of RF regression under both constant and polynomial-decay step-size SGD setting, and observe the double descent phenomenon both theoretically and empirically. Our analysis shows how to cope with multiple randomness sources of initialization, label noise, and data sampling (as well as stochastic gradients) with no closedform solution, and also goes beyond the commonly-used Gaussian/spherical data assumption. Our theoretical results demonstrate that, with SGD training, RF regression still generalizes well for interpolation learning, and is able to characterize the double descent behavior by the unimodality of variance and monotonic decrease of bias. Besides, we also prove that the constant step-size SGD setting incurs no loss in convergence rate when compared to the exact minimum-norm interpolator, as a theoretical justification of using SGD in practice.

Multi-kernel learning (MKL) exhibits well-documented performance in online non-linear function approximation. Federated learning enables a group of learners (called clients) to train an MKL model on the data distributed among clients to perform online non-linear function approximation. There are some challenges in online federated MKL that need to be addressed: i) Communication efficiency especially when a large number of kernels are considered ii) Heterogeneous data distribution among clients. The present paper develops an algorithmic framework to enable clients to communicate with the server to send their updates with affordable communication cost while clients employ a large dictionary of kernels. Utilizing random feature (RF) approximation, the present paper proposes scalable online federated MKL algorithm. We prove that using the proposed online federated MKL algorithm, each client enjoys sub-linear regret with respect to the RF approximation of its best kernel in hindsight, which indicates that the proposed algorithm can effectively deal with heterogeneity of the data distributed among clients. Experimental results on real datasets showcase the advantages of the proposed algorithm compared with other online federated kernel learning ones.

Generative approaches to clustering provide information on geometric properties of clusters, whereas discriminative approaches provide boundaries between clusters. Ideas from both approaches are incorporated to present a fully unsupervised, probabilistic, and discriminative clustering method via a regularized mutual information objective function, wherein a mixture of mixtures of Gaussian and uniform distributions is used for formulation of the conditional model. Automatic selection of the number of components is established with the introduction of the regularizing term and a merge step, similar to those applied in reversible jump Markov chain Monte Carlo methods used in Bayesian clustering. Consequently, the turtle shell method -- a fully unsupervised clustering method capable of estimating non-linear boundary lines, automatically selecting the number of components, and capturing intuitive clusters in the presence of data abnormalities such as noise and/or irregular cluster shapes -- is introduced. We test this method on various simulated and real datasets commonly explored in clustering research, and extend the analysis to datasets arising from flow cytometry experiments.

Existing large-dimensional theory for spectral algorithms resolves either the optimally tuned point or the interpolation limit, but leaves the under-regularized regime unexplored. We study the learning curve and benign overfitting of spectral algorithms in the largedimensional setting where the sample size and dimension are of comparable order, i.e., n dγ for some γ > 0. We first consider inner-product kernels on the sphere Sd 1 and establish a sharp asymptotic characterization of the excess risk across the full regularization path under various source conditions s 0, where smeasures the relative smoothness of the regression function. Our results reveal that the learning curve is not simply U-shaped but instead consists of three distinct regimes: over-regularized, under-regularized, and interpolation regimes. This characterization allows us to fully capture the benign overfitting phenomenon, demonstrating that benign overfitting arises consistently across both the under-regularized and interpolation regimes whenever sis positive but no larger than a critical threshold. We further show that, in the sufficiently regularized regime, the kernel learning curve is recovered by an associated sequence model. Finally, we extend the learning-curve analysis to large-dimensional KRR for a class of kernels on general domains in Rd whose low-degree eigenspaces satisfy spectral-scaling and hyper-contractivity conditions. Keywords: Spectral algorithms, learning curves, high dimension, benign overfitting. 1 Introduction Nonparametric regression studies the estimation of an unknown function f: Rd R from ni.i.d.

Convolutional neural networks (CNNs) have become increasingly difficult to deploy in resource-constrained environments due to their large memory and computational requirements. Although low-rank compression methods can reduce this burden, most existing approaches compress spatial and channel redundancy independently and therefore do not fully exploit the localised structure within convolutional feature maps. This paper proposes a hierarchical spatio-channel low-rank compression framework for CNNs that exploits redundancy across spatial regions and channel activations. Unlike conventional methods, which apply a uniform decomposition across an entire layer, the proposed approach first partitions feature maps into spatial regions, then groups channels according to their co-activation patterns within each region, and finally applies rank-adaptive SVD to each resulting spatio-channel cluster. The method is evaluated on an AlexNet-based brain tumour MRI classification model and compared with Global SVD and Tucker decomposition under \(3\times\) and \(6\times\) compression budgets. Our method outperforms both baselines, reducing FLOPs from \(8.21\,\mathrm{G}\) to \(1.55\,\mathrm{G}\) (\(81.1\%\) reduction), achieving a \(1.38\times\) inference speed-up, and increasing classification accuracy from \(87.76\%\) to \(89.80\%\). The method also improves the macro \(F_1\)-score and performance on challenging classes such as meningioma. A hyper-parameter trade-off analysis demonstrates that the framework provides Pareto-optimal configurations, enabling control over the balance between compression and predictive performance. Moderate clustering with adaptive rank selection yields strong results. Bootstrap standard errors are reported for all classification metrics.

Over decades, Markov chain Monte Carlo (MCMC) methods have been widely studied, with a typical application being the quantification of posterior uncertainties in Bayesian system identification of structural dynamic models. To address the issue of excessively low sampling efficiency in generic MCMC methods when applied to specific problems, researchers developed several MCMC algorithms that integrate trainable neural networks to replace and enhance their critical components. Later, meta-learning MCMC methods emerged to reduce training time. However, they require considerable similarity between test and training tasks, while their sampling efficiency is constrained by trade-off-simplified network designs. This paper proposes the Adaptive Principal-Component (PC) Meta-learning Stochastic Gradient Hamiltonian Monte Carlo (APM-SGHMC) algorithm. It adaptively rotates coordinate axes in the parameter space to align with the PC directions of the current posterior samples, ensuring rotation-invariance of sampling performance with respect to the posterior distribution. By incorporating translation-invariance, scale-invariance, and rotation-invariance in a unified framework, APM-SGHMC enables universal samplers to acquire generalizable knowledge across diverse Bayesian system identification tasks using minimalistic tasks while eliminating the constraints imposed by network design trade-offs on sampling efficiency. Practical feasibility issues are also addressed. Two Bayesian system identification case studies demonstrate its effectiveness and universality: our method overcomes the case-by-case limitations of traditional data-driven approaches, achieving zero-shot generalization across structurally distinct models without retraining and maintaining consistent superior performance across all scenarios.