Statistical Learning
Optimistic Online-to-Batch Conversions for Accelerated Convergence and Universality
In this work, we study offline convex optimization with smooth objectives, where the classical Nesterov's Accelerated Gradient (NAG) method achieves the optimal accelerated convergence. Extensive research has aimed to understand NAG from various perspectives, and a recent line of work approaches this from the viewpoint of online learning and online-to-batch conversion, emphasizing the role of optimistic online algorithms for acceleration. In this work, we contribute to this perspective by proposing novel optimistic online-to-batch conversions that incorporate optimism theoretically into the analysis, thereby significantly simplifying the online algorithm design while preserving the optimal convergence rates. Specifically, we demonstrate the effectiveness of our conversions through the following results: (i) when combined with simple online gradient descent, our optimistic conversion achieves the optimal accelerated convergence; (ii) our conversion also applies to strongly convex objectives, and by leveraging both optimistic online-to-batch conversion and optimistic online algorithms, we achieve the optimal accelerated convergence rate for strongly convex and smooth objectives, for the first time through the lens of online-to-batch conversion; (iii) our optimistic conversion can achieve universality to smoothness -- applicable to both smooth and non-smooth objectives without requiring knowledge of the smoothness coefficient -- and remains efficient as non-universal methods by using only one gradient query in each iteration. Finally, we highlight the effectiveness of our optimistic online-to-batch conversions by a precise correspondence with NAG.
Unsupervised Learning for Optimal Transport plan prediction between unbalanced graphs
Optimal transport between graphs, based on Gromov-Wasserstein and other extensions, is a powerful tool for comparing and aligning graph structures. However, solving the associated non-convex optimization problems is computationally expensive, which limits the scalability of these methods to large graphs. In this work, we present Unbalanced Learning of Optimal Transport (ULOT), a deep learning method that predicts optimal transport plans between two graphs. Our method is trained by minimizing the fused unbalanced Gromov-Wasserstein (FUGW) loss. We propose a novel neural architecture with cross-attention that is conditioned on the FUGW tradeoff hyperparameters. We evaluate ULOT on synthetic stochastic block model (SBM) graphs and on real cortical surface data obtained from fMRI. ULOT predicts transport plans with competitive loss up to two orders of magnitude faster than classical solvers. Furthermore, the predicted plan can be used as a warm start for classical solvers to accelerate their convergence. Finally, the predicted transport plan is fully differentiable with respect to the graph inputs and FUGW hyperparameters, enabling the optimization of functionals of the ULOT plan.
Conditional Gradient Methods with Standard LMO for Stochastic Simple Bilevel Optimization
We propose efficient methods for solving stochastic simple bilevel optimization problems with convex inner levels, where the goal is to minimize an outer stochastic objective function subject to the solution set of an inner stochastic optimization problem. Existing methods often rely on costly projection or linear optimization oracles over complex sets, limiting their scalability. To overcome this, we propose an iteratively regularized conditional gradient approach that leverages linear optimization oracles exclusively over the base feasible set. Our proposed methods employ a vanishing regularization sequence that progressively emphasizes the inner problem while biasing towards desirable minimal outer objective solutions. In the one-sample stochastic setting and under standard convexity assumptions, we establish non-asymptotic convergence rates of O(t 1/4)for both the outer and inner objectives. In the finite-sum setting with a mini-batch scheme, the corresponding rates become O(t 1/2). When the outer objective is nonconvex, we prove nonasymptotic convergence rates of O(t 1/7) for both the outer and inner objectives in the one-sample stochastic setting, and O(t 1/4) in the finite-sum setting. Experimental results on over-parametrized regression and dictionary learning tasks demonstrate the practical advantages of our approach over existing methods, confirming our theoretical findings.
86b8ad667206fb9a52ae575fbf1cd6be-Paper-Conference.pdf
In this paper, we study the fundamental problems of maintaining the diameter and a k-center clustering of a dynamic point set P Rd, where points may be inserted or deleted over time and the ambient dimension dis not constant and may be high. Our focus is on designing algorithms that remain effective even in the presence of an adaptive adversary--an adversary that, at any time t, knows the entire history of the algorithm's outputs as well as all the random bits used by the algorithm up to that point. We present a fully dynamic algorithm that maintains a 2-approximate diameter with a worst-case update time of poly(d,logn), where n is the length of the stream. Our result is achieved by identifying a robust representative of the dataset that requires infrequent updates, combined with a careful deamortization. To the best of our knowledge, this is the first efficient fully-dynamic algorithm for diameter in high dimensions that simultaneously achieves a 2-approximation guarantee and robustness against an adaptive adversary. We also give an improved dynamic (4+ฯต)-approximation algorithm for the k-center problem, also resilient to an adaptive adversary.
An Adaptive Algorithm for Bilevel Optimization on Riemannian Manifolds
Existing methods for solving Riemannian bilevel optimization (RBO) problems require prior knowledge of the problem's first-and second-order information and curvature parameter of the Riemannian manifold to determine step sizes, which poses practical limitations when these parameters are unknown or computationally infeasible to obtain. In this paper, we introduce the Adaptive Riemannian Hypergradient Descent (AdaRHD) algorithm for solving RBO problems. To our knowledge, AdaRHD is the first method to incorporate a fully adaptive step size strategy that eliminates the need for problem-specific parameters in RBO. We prove that AdaRHD achieves an O(1/ฯต)iteration complexity for finding an ฯต-stationary point, thus matching the complexity of existing non-adaptive methods. Furthermore, we demonstrate that substituting exponential mappings with retraction mappings maintains the same complexity bound. Experiments demonstrate that AdaRHD achieves comparable performance to existing non-adaptive approaches while exhibiting greater robustness.
Risk-Averse Total-Reward Reinforcement Learning
Existing model-based algorithms for risk measures like the entropic risk measure (ERM) and entropic value-at-risk (EVaR) are effective in small problems, but require full access to transition probabilities. We propose a Q-learning algorithm to compute the optimal stationary policy for total-reward ERM and EVaR objectives with strong convergence and performance guarantees. The algorithm and its optimality are made possible by ERM's dynamic consistency and elicitability. Our numerical results on tabular domains demonstrate quick and reliable convergence of the proposed Q-learning algorithm to the optimal risk-averse value function.
Optimal Adjustment Sets for Nonparametric Estimation of Weighted Controlled Direct Effect
The weighted controlled direct effect (WCDE) generalizes the standard controlled direct effect (CDE) by averaging over the mediator distribution, providing a robust estimate when treatment effects vary across mediator levels. This makes the WCDE especially relevant in fairness analysis, where it isolates the direct effect of an exposure on an outcome, independent of mediating pathways. This work establishes three fundamental advances for WCDE in observational studies: First, we establish necessary and sufficient conditions for the identifiability of the WCDE, clarifying when it diverges from the CDE. Next, we consider nonparametric estimation of the WCDE and derive its influence function, focusing on the class of regular and asymptotically linear estimators. Lastly, we characterize the optimal covariate adjustment set that minimizes the asymptotic variance, demonstrating how mediator-confounder interactions introduce distinct requirements compared to average treatment effect (ATE) estimation. Using synthetic and real-world data, we validate our theory numerically, showing that the proposed optimal valid adjustment set yields the lowest variance at practical sample sizes. Our results offer a principled framework for efficient estimation of direct effects in complex causal systems, with practical applications in fairness and mediation analysis.
Mixed-Sample SGD: an End-to-end Analysis of Supervised Transfer Learning
Theoretical works on supervised transfer learning (STL)--where the learner has access to labeled samples from both source and target distributions--have for the most part focused on statistical aspects of the problem, while efficient optimization has received less attention. We consider the problem of designing an SGD procedure for STL that alternates sampling between source and target data, while maintaining statistical transfer guarantees without prior knowledge of the quality of the source data. A main algorithmic difficulty is in understanding how to design such an adaptive sub-sampling mechanism at each SGD step, to automatically gain from the source when it is informative, or bias towards the target and avoid negative transfer when the source is less informative. We show that, such a mixed-sample SGD procedure is feasible for general prediction tasks with convex losses, rooted in tracking an abstract sequence of constrained convex programs that serve to maintain the desired transfer guarantees. We instantiate these results in the concrete setting of linear regression with square loss, and show that the procedure converges, with 1/ T rate, to a solution whose statistical performance on the target is adaptive to the a priori unknown quality of the source. Experiments with synthetic and real datasets support the theory.
Kernel-based Equalized Odds: AQuantification of Accuracy-Fairness Trade-off in Fair Representation Learning
This paper introduces a novel kernel-based formulation of the Equalized Odds (EO) criterion, denoted as EOk, for fair representation learning (FRL) in supervised settings. The central goal of FRL is to mitigate discrimination regarding a sensitive attribute S while preserving prediction accuracy for the target variable Y. Our proposed criterion enables a rigorous and interpretable quantification of three core fairness objectives: independence (bY S), separation-also known as equalized odds (bY S | Y), and calibration (Y S | bY). Under both unbiased (Y S) and biased (Y S) conditions, we show that EOk satisfies both independence and separation in the former, and uniquely preserves predictive accuracy while lower bounding independence and calibration in the latter, thereby offering a unified analytical characterization of the tradeoffs among these fairness criteria. We further define the empirical counterpart, dEOk, a kernel-based statistic that can be computed in quadratic time, with linear-time approximations also available. A concentration inequality for dEOk is derived, providing performance guarantees and error bounds, which serve as practical certificates of fairness compliance. While our focus is on theoretical development, the results lay essential groundwork for principled and provably fair algorithmic design in future empirical studies.
Bootstrap Your Uncertainty: Adaptive Robust Classification Driven by Optimal-Transport
Distributionally Robust Optimization (DRO) offers a promising framework by optimizing worst-case performance over a set of candidate distributions, referred to as the uncertainty set. However, the efficacy of DRO heavily depends on the design of the uncertainty set, and existing methods often perform suboptimally due to an inappropriate or inflexible uncertainty set. In this work, we first propose a novel perspective that casts entropy-regularized Wasserstein DRO as a dynamic process of distributional exploration and semantic alignment, both driven by optimal transport (OT). This unified viewpoint yields two key new techniques: semantic calibration, which bootstraps semantically meaningful transport costs via inverse OT, and adaptive refinement, which adjusts uncertainty set using OT-driven feedback. Together, these components form an exploration-and-feedback system, where the transport costs and uncertainty set evolve jointly during training, enabling the model to better adapt to potential distribution shifts. Moreover, we provide an in-depth analysis of this adaptive process and prove theoretical guarantees of convergence. Finally, we present our experimental results across diverse distribution shift scenarios, which demonstrate that our approach significantly outperforms existing methods, achieving state-ofthe-art robustness.