In this paper, we introduce faster accelerated primal-dual algorithms for minimizing a convex function subject to strongly convex function constraints. Prior to our work, the best complexity bound was \mathcal{O}(1/{\varepsilon}), regardless of the strong convexity of the constraint function.It is unclear whether the strong convexity assumption can enable even better convergence results. To address this issue, we have developed novel techniques to progressively estimate the strong convexity of the Lagrangian function.Our approach, for the first time, effectively leverages the constraint strong convexity, obtaining an improved complexity of \mathcal{O}(1/\sqrt{\varepsilon}) . This rate matches the complexity lower bound for strongly-convex-concave saddle point optimization and is therefore order-optimal.We show the superior performance of our methods in sparsity-inducing constrained optimization, notably Google's personalized PageRank problem. Furthermore, we show that a restarted version of the proposed methods can effectively identify the optimal solution's sparsity pattern within a finite number of steps, a result that appears to have independent significance.

However, this convention tends to oversimplify the multi-dimensional and heterogeneous nature of human preferences, leading to reduced expressivity and even misalignment. This paper presents Panacea, an innovative approach that reframes alignment as a multi-dimensional preference optimization problem. Panacea trains a single model capable of adapting online and Pareto-optimally to diverse sets of preferences without the need for further tuning. A major challenge here is using a low-dimensional preference vector to guide the model's behavior, despite it being governed by an overwhelmingly large number of parameters. To address this, Panacea is designed to use singular value decomposition (SVD)-based low-rank adaptation, which allows the preference vector to be simply injected online as singular values.

Neural network pruning is a key technique towards engineering large yet scalable, interpretable, and generalizable models. Prior work on the subject has developed largely along two orthogonal directions: (1) differentiable pruning for efficiently and accurately scoring the importance of parameters, and (2) combinatorial optimization for efficiently searching over the space of sparse models. We unite the two approaches, both theoretically and empirically, to produce a coherent framework for structured neural network pruning in which differentiable pruning guides combinatorial optimization algorithms to select the most important sparse set of parameters. Theoretically, we show how many existing differentiable pruning techniques can be understood as nonconvex regularization for group sparse optimization, and prove that for a wide class of nonconvex regularizers, the global optimum is unique, group-sparse, and provably yields an approximate solution to a sparse convex optimization problem. The resulting algorithm that we propose, SequentialAttention, advances the state of the art in large-scale neural network block-wise pruning tasks on the ImageNet and Criteo datasets.

Recent progress in Neural Causal Models (NCMs) showcased how identification and partial identification of causal effects can be automatically carried out via training of neural generative models that respect the constraints encoded in a given causal graph [Xia et al. 2022, Balazadeh et al. 2022]. However, formal consistency of these methods has only been proven for the case of discrete variables or only for linear causal models. In this work, we prove the consistency of partial identification via NCMs in a general setting with both continuous and categorical variables. Further, our results highlight the impact of the design of the underlying neural network architecture in terms of depth and connectivity as well as the importance of applying Lipschitz regularization in the training phase. In particular, we provide a counterexample showing that without Lipschitz regularization this method may not be asymptotically consistent. Our results are enabled by new results on the approximability of Structural Causal Models (SCMs) via neural generative models, together with an analysis of the sample complexity of the resulting architectures and how that translates into an error in the constrained optimization problem that defines the partial identification bounds.

While diffusion models have demonstrated impressive performance, there is a growing need for generating samples tailored to specific user-defined concepts. The customized requirements promote the development of few-shot diffusion models, which use limited n_{ta} target samples to fine-tune a pre-trained diffusion model trained on n_s source samples. Moreover, the existing results for diffusion models without a fine-tuning phase can not explain why few-shot models generate great samples due to the curse of dimensionality. In this work, we analyze few-shot diffusion models under a linear structure distribution with a latent dimension d . From the optimization perspective, we consider a latent Gaussian special case and prove that the optimization problem has a closed-form minimizer.

We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is to design an appropriate electric circuit whose continuous-time dynamics converge to the solution of the optimization problem at hand. Then, the second stage is an automated, computer-assisted discretization of the continuous-time dynamics, yielding a provably convergent discrete-time algorithm. Our methodology recovers many classical (distributed) optimization algorithms and enables users to quickly design and explore a wide range of new algorithms with convergence guarantees.

With the arrival of the Noisy Intermediate-Scale Quantum (NISQ) era, Variational Quantum Algorithms (VQAs) have emerged to obtain possible quantum advantage. In particular, how to effectively incorporate hard constraints in VQAs remains a critical and open question. In this paper, we manage to combine the Hamming Weight Preserving ansatz with a topological-aware parity check on physical qubits to enforce error mitigation and further hard constraints. We demonstrate the combination significantly outperforms peer VQA methods on both quantum chemistry problems and constrained combinatorial optimization problems e.g. Intensive experimental results on both simulators and superconducting quantum processors are provided to verify that the combination of HWP ansatz with parity check is among the most promising candidates to demonstrate quantum advantages in the NISQ era to solve more realistic problems.

Current methods for training Binarized Neural Networks (BNNs) heavily rely on the heuristic straight-through estimator (STE), which crucially enables the application of SGD-based optimizers to the combinatorial training problem. Although the STE heuristics and their variants have led to significant improvements in BNN performance, their theoretical underpinnings remain unclear and relatively understudied. In this paper, we propose a theoretically motivated optimization framework for BNN training based on Gaussian variational inference. In its simplest form, our approach yields a non-convex linear programming formulation whose variables and associated gradients motivate the use of latent weights and STE gradients. More importantly, our framework allows us to formulate semidefinite programming (SDP) relaxations to the BNN training task.

Binary statistical decision making involves choosing between two states based on statistical evidence. The optimal decision strategy is typically formulated through a constrained optimization problem, where both the objective and constraints are expressed as integrals involving two Lebesgue measurable functions, one of which represents the strategy being optimized. In this work, we present a comprehensive formulation of the binary decision making problem and provide a detailed characterization of the optimal solution. Our framework encompasses a wide range of well-known and recently proposed decision making problems as specific cases. We demonstrate how our generic approach can be used to derive the optimal decision strategies for these diverse instances.

This paper investigates a novel lossy compression framework operating under logarithmic loss, designed to handle situations where the reconstruction distribution diverges from the source distribution. This framework is especially relevant for applications that require joint compression and retrieval, and in scenarios involving distributional shifts due to processing. We show that the proposed formulation extends the classical minimum entropy coupling framework by integrating a bottleneck, allowing for controlled variability in the degree of stochasticity in the coupling.We explore the decomposition of the Minimum Entropy Coupling with Bottleneck (MEC-B) into two distinct optimization problems: Entropy-Bounded Information Maximization (EBIM) for the encoder, and Minimum Entropy Coupling (MEC) for the decoder. Through extensive analysis, we provide a greedy algorithm for EBIM with guaranteed performance, and characterize the optimal solution near functional mappings, yielding significant theoretical insights into the structural complexity of this problem.Furthermore, we illustrated the practical application of MEC-B through experiments in Markov Coding Games (MCGs) under rate limits. These games simulate a communication scenario within a Markov Decision Process, where an agent must transmit a compressed message from a sender to a receiver through its actions.