In large-scale regression problems, random Fourier features (RFFs) have significantly enhanced the computational scalability and flexibility of Gaussian processes (GPs) by defining kernels through their spectral density, from which a finite set of Monte Carlo samples can be used to form an approximate low-rank GP. However, the efficacy of RFFs in kernel approximation and Bayesian kernel learning depends on the ability to tractably sample the kernel spectral measure and the quality of the generated samples. We introduce Stein random features (SRF), leveraging Stein variational gradient descent, which can be used to both generate high-quality RFF samples of known spectral densities as well as flexibly and efficiently approximate traditionally non-analytical spectral measure posteriors. SRFs require only the evaluation of log-probability gradients to perform both kernel approximation and Bayesian kernel learning that results in superior performance over traditional approaches. We empirically validate the effectiveness of SRFs by comparing them to baselines on kernel approximation and well-known GP regression problems.

This paper explores the use of XGBoost for composite quantile regression. XGBoost is a highly popular model renowned for its flexibility, efficiency, and capability to deal with missing data. The optimization uses a second order approximation of the loss function, complicating the use of loss functions with a zero or vanishing second derivative. Quantile regression -- a popular approach to obtain conditional quantiles when point estimates alone are insufficient -- unfortunately uses such a loss function, the pinball loss. Existing workarounds are typically inefficient and can result in severe quantile crossings. In this paper, we present a smooth approximation of the pinball loss, the arctan pinball loss, that is tailored to the needs of XGBoost. Specifically, contrary to other smooth approximations, the arctan pinball loss has a relatively large second derivative, which makes it more suitable to use in the second order approximation. Using this loss function enables the simultaneous prediction of multiple quantiles, which is more efficient and results in far fewer quantile crossings.

Learning conditional distributions is challenging because the desired outcome is not a single distribution but multiple distributions that correspond to multiple instances of the covariates. We introduce a novel neural entropic optimal transport method designed to effectively learn generative models of conditional distributions, particularly in scenarios characterized by limited sample sizes. Our method relies on the minimax training of two neural networks: a generative network parametrizing the inverse cumulative distribution functions of the conditional distributions and another network parametrizing the conditional Kantorovich potential. To prevent overfitting, we regularize the objective function by penalizing the Lipschitz constant of the network output. Our experiments on real-world datasets show the effectiveness of our algorithm compared to state-of-the-art conditional distribution learning techniques. Our implementation can be found at https://github.com/nguyenngocbaocmt02/GENTLE.

A coreset of a dataset with $n$ examples and $d$ features is a weighted subset of examples that is sufficient for solving downstream data analytic tasks. Nearly optimal constructions of coresets for least squares and $\ell_p$ linear regression with a single response are known in prior work. However, for multiple $\ell_p$ regression where there can be $m$ responses, there are no known constructions with size sublinear in $m$. In this work, we construct coresets of size $\tilde O(\varepsilon^{-2}d)$ for $p<2$ and $\tilde O(\varepsilon^{-p}d^{p/2})$ for $p>2$ independently of $m$ (i.e., dimension-free) that approximate the multiple $\ell_p$ regression objective at every point in the domain up to $(1\pm\varepsilon)$ relative error. If we only need to preserve the minimizer subject to a subspace constraint, we improve these bounds by an $\varepsilon$ factor for all $p>1$. All of our bounds are nearly tight. We give two application of our results. First, we settle the number of uniform samples needed to approximate $\ell_p$ Euclidean power means up to a $(1+\varepsilon)$ factor, showing that $\tilde\Theta(\varepsilon^{-2})$ samples for $p = 1$, $\tilde\Theta(\varepsilon^{-1})$ samples for $1 < p < 2$, and $\tilde\Theta(\varepsilon^{1-p})$ samples for $p>2$ is tight, answering a question of Cohen-Addad, Saulpic, and Schwiegelshohn. Second, we show that for $1

Collective action in machine learning is the study of the control that a coordinated group can have over machine learning algorithms. While previous research has concentrated on assessing the impact of collectives against Bayes (sub-)optimal classifiers, this perspective is limited in that it does not account for the choice of learning algorithm. Since classifiers seldom behave like Bayes classifiers and are influenced by the choice of learning algorithms along with their inherent biases, in this work we initiate the study of how the choice of the learning algorithm plays a role in the success of a collective in practical settings. Specifically, we focus on distributionally robust optimization (DRO), popular for improving a worst group error, and on the ubiquitous stochastic gradient descent (SGD), due to its inductive bias for "simpler" functions. Our empirical results, supported by a theoretical foundation, show that the effective size and success of the collective are highly dependent on properties of the learning algorithm. This highlights the necessity of taking the learning algorithm into account when studying the impact of collective action in machine learning.

Bounding and predicting the generalization gap of overparameterized neural networks remains a central open problem in theoretical machine learning. Neural network optimization trajectories have been proposed to possess fractal structure, leading to bounds and generalization measures based on notions of fractal dimension on these trajectories. Prominently, both the Hausdorff dimension and the persistent homology dimension have been proposed to correlate with generalization gap, thus serving as a measure of generalization. This work performs an extended evaluation of these topological generalization measures. We demonstrate that fractal dimension fails to predict generalization of models trained from poor initializations. We further identify that the $\ell^2$ norm of the final parameter iterate, one of the simplest complexity measures in learning theory, correlates more strongly with the generalization gap than these notions of fractal dimension. Finally, our study reveals the intriguing manifestation of model-wise double descent in persistent homology-based generalization measures. This work lays the ground for a deeper investigation of the causal relationships between fractal geometry, topological data analysis, and neural network optimization.

The increasing reliance on numerical methods for controlling dynamical systems and training machine learning models underscores the need to devise algorithms that dependably and efficiently navigate complex optimization landscapes. Classical gradient descent methods offer strong theoretical guarantees for convex problems; however, they demand meticulous hyperparameter tuning for non-convex ones. The emerging paradigm of learning to optimize (L2O) automates the discovery of algorithms with optimized performance leveraging learning models and data - yet, it lacks a theoretical framework to analyze convergence of the learned algorithms. In this paper, we fill this gap by harnessing nonlinear system theory. Specifically, we propose an unconstrained parametrization of all convergent algorithms for smooth non-convex objective functions. Notably, our framework is directly compatible with automatic differentiation tools, ensuring convergence by design while learning to optimize.

WiFi-based indoor positioning has been extensively studied. A fundamental issue in such solutions is the collection of WiFi fingerprints. However, due to real-world constraints, collecting complete fingerprints at all intended locations is sometimes prohibited. This work considers the WiFi fingerprint inpainting problem. This problem differs from typical image/video inpainting problems in several aspects. Unlike RGB images, WiFi field maps come in any shape, and signal data may follow certain distributions. Therefore, it is difficult to forcefully fit them into a fixed-dimensional matrix, as done with processing images in RGB format. As soon as a map is changed, it also becomes difficult to adapt it to the same model due to scale issues. Furthermore, such models are significantly constrained in situations requiring outward inpainting. Fortunately, the spatial relationships of WiFi signals and the rich information provided among channels offer ample opportunities for this generative model to accomplish inpainting. Therefore, we designed this model to not only retain the characteristic of regression models in generating fingerprints of arbitrary shapes but also to accommodate the observational outcomes from densely deployed APs. This work makes two major contributions. Firstly, we delineate the distinctions between this problem and image inpainting, highlighting potential avenues for research. Secondly, we introduce novel generative inpainting models aimed at capturing both inter-AP and intra-AP correlations while preserving latent information. Additionally, we incorporate a specially designed adversarial discriminator to enhance the quality of inpainting outcomes.

We introduce a learning-based approach to optimize a joint constellation for a multi-user MIMO broadcast channel ($T$ Tx antennas, $K$ users, each with $R$ Rx antennas), with perfect channel knowledge. The aim of the optimizer (MAX-MIN) is to maximize the minimum mutual information between the transmitter and each receiver, under a sum-power constraint. The proposed optimization method do neither impose the transmitter to use superposition coding (SC) or any other linear precoding, nor to use successive interference cancellation (SIC) at the receiver. Instead, the approach designs a joint constellation, optimized such that its projection into the subspace of each receiver $k$, maximizes the minimum mutual information $I(W_k;Y_k)$ between each transmitted binary input $W_k$ and the output signal at the intended receiver $Y_k$. The rates obtained by our method are compared to those achieved with linear precoders.

3D generative models have shown significant promise in structure-based drug design (SBDD), particularly in discovering ligands tailored to specific target binding sites. Existing algorithms often focus primarily on ligand-target binding, characterized by binding affinity. Moreover, models trained solely on target-ligand distribution may fall short in addressing the broader objectives of drug discovery, such as the development of novel ligands with desired properties like drug-likeness, and synthesizability, underscoring the multifaceted nature of the drug design process. To overcome these challenges, we decouple the problem into molecular generation and property prediction. The latter synergistically guides the diffusion sampling process, facilitating guided diffusion and resulting in the creation of meaningful molecules with the desired properties. We call this guided molecular generation process as TAGMol. Through experiments on benchmark datasets, TAGMol demonstrates superior performance compared to state-of-the-art baselines, achieving a 22% improvement in average Vina Score and yielding favorable outcomes in essential auxiliary properties. This establishes TAGMol as a comprehensive framework for drug generation.