We study the leading-order fluctuation of stochastic gradient Euler-Maruyama estimators for generalized non-reversible Langevin dynamics. Under structural assumptions tailored to the small-stepsize central limit theorem and under an unbiased stochastic gradient oracle, we prove that the empirical average over a horizon of order the inverse squared stepsize satisfies a central limit theorem in the vanishing-stepsize regime. The limiting variance is characterized through the Poisson equation of the limiting full-gradient diffusion. We then rewrite this constant in an operator form that links it to the continuous-time asymptotic variance and, under standard operator-theoretic assumptions, derive a sufficient condition under which an anti-symmetric perturbation strictly reduces the leading-order fluctuation constant relative to the reversible baseline. We also identify bounded smooth predictive observables that re directly covered by the main theorem. As a separate Gaussian calculation beyond the bounded-test-function regime, we obtain closed-form formulas for quadratic Hamiltonians and linear observables. The framework covers non-reversible Langevin dynamics and augmented-state examples including Hessian-free high-resolution dynamics and a positive-definite subclass of gradient-adjusted underdamped Langevin dynamics that allow stochastic gradients. Numerical experiments on basic examples and Bayesian linear regression using synthetic data, and Bayesian logistic regression using real data support the predicted Gaussian fluctuations and show that the non-reversible schemes consistently reduce the root mean squared error (RMSE) relative to their reversible baselines.

Recent works have highlighted optimization difficulties faced by gradient descent in training the first and last layers of transformer-based language models, which are overcome by optimizers such as Adam. These works suggest that the difficulty is linked to the heavy-tailed distribution of words in text data, where the frequency of the kth most frequent word πk is proportional to 1/k, following Zipf's law. To better understand the impact of the data distribution on training performance, we study a linear bigram model for next-token prediction when the tokens follow a power law πk 1/kα parameterized by the exponent α > 0. We derive optimization scaling laws for deterministic gradient descent and sign descent as a proxy for Adam as a function of the exponent α. Existing theoretical investigations in scaling laws assume that the eigenvalues of the data decay as a power law with exponent α > 1. This assumption effectively makes the problem "finite dimensional" as most of the loss comes from a few of the largest eigencomponents. In comparison, we show that the problem is more difficult when the data have heavier tails. The case α = 1 as found in language is "worst-case" for gradient descent, in that the number of iterations required to reach a small relative error scales almost linearly with dimension. While the performance of sign descent also depends on the dimension, for Zipf-distributed data the number of iterations scales only with the square-root of the dimension, leading to a large improvement for large vocabularies.

We propose two simple, principled and practical algorithms that enjoy provable scaling laws for the test-time compute of large language models (LLMs). The first one is a two-stage knockout-style algorithm: given an input problem, it first generates multiple candidate solutions, and then aggregate them via a knockout tournament for the final output. Assuming that the LLM can generate a correct solution with non-zero probability and do better than a random guess in comparing a pair of correct and incorrect solutions, we prove theoretically that the failure probability of this algorithm decays to zero exponentially or by a power law (depending on the specific way of scaling) as its test-time compute grows. The second one is a two-stage league-style algorithm, where each candidate is evaluated by its average win rate against multiple opponents, rather than eliminated upon loss to a single opponent. Under analogous but more robust assumptions, we prove that its failure probability also decays to zero exponentially with more test-time compute. Both algorithms require a black-box LLM and nothing else (e.g., no verifier or reward model) for a minimalistic implementation, which makes them appealing for practical applications and easy to adapt for different tasks. Through extensive experiments with diverse models and datasets, we validate the proposed theories and demonstrate the outstanding scaling properties of both algorithms.

In this paper, we study an online strategic classification problem, where a principal aims to learn an accurate binary linear classifier from interactions with sequentially arriving agents. For each agent, the principal announces a classifier. The agent can strategically exercise costly manipulations on his features to be classified as the favorable positive class. The principal is unaware of the true featurelabel relationship, but observes all reported features and only labels of positively classified agents. We assume that the true feature-label relationship is given by a halfspace model subject to arbitrary feature-dependent but bounded noise (i.e., Massart noise). This problem faces the combined challenges of agents' strategic feature manipulations, partial feedback observations, and label noise. We tackle these challenges by a novel learning algorithm. We show that the proposed algorithm yields classifiers that converge to the clairvoyant optimal classifier and attains a regret rate of O( T) up to poly-logarithmic and constant factors over T cycles.

We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments, denoted by θ. We develop adaptive algorithms that do not require any prior knowledge about the range or the second moment of the losses. Existing adaptive algorithms have what is typically considered a lower-order term in their regret guarantees. We show that this lower-order term, which is often the maximum of the losses, can actually dominate the regret bound in our setting. Specifically, we show that even with small constant θ, this lower-order term can scale as KT, where K is the number of experts and T is the time horizon. We propose adaptive algorithms with improved regret bounds that avoid the dependence on such a lower-order term and guarantee O( p θT log(K)) regret in the worst case, and O(θlog(KT)/ min) regret when the losses are sampled i.i.d.

Variational inference seeks the best approximation of a target distribution within a chosen family, where "best" means minimising Kullback-Leibler divergence. When the approximation family is exponential, the optimal approximation satisfies a fixed-point equation. We introduce LSVI (Least Squares Variational Inference), a gradient-free, Monte Carlo-based scheme for the fixed-point recursion, where each iteration boils down to performing ordinary least squares regression on tempered log-target evaluations under the variational approximation. We show that LSVI is equivalent to biased stochastic natural gradient descent and use this to derive convergence rates with respect to the numbers of samples and iterations. When the approximation family is Gaussian, LSVI involves inverting the Fisher information matrix, whose size grows quadratically with dimension d. We exploit the regression formulation to eliminate the need for this inversion, yielding O(d3) complexity in the full-covariance case and O(d) in the mean-field case. Finally, we numerically demonstrate LSVI's performance on various tasks, including logistic regression, discrete variable selection, and Bayesian synthetic likelihood, showing results competitive with state-of-the-art methods, even when gradients are unavailable.

For continuing tasks, average cost Markov decision processes have welldocumented value and can be solved using efficient algorithms. However, it explicitly assumes that the agent is risk-neutral. In this work, we extend risk-neutral algorithms to accommodate the more general class of dynamic risk measures. Specifically, we propose a relative value iteration (RVI) algorithm for planning and design two model-free Q-learning algorithms, namely a generic algorithm based on the multi-level Monte Carlo (MLMC) method, and an off-policy algorithm dedicated to utility-based shortfall risk measures. Both the RVI and MLMC-based Qlearning algorithms are proven to converge to optimality. Numerical experiments validate our analysis, confirm empirically the convergence of the off-policy algorithm, and demonstrate that our approach enables the identification of policies that are finely tuned to the intricate risk-awareness of the agent that they serve.

This work addresses the finite-time analysis of nonsmooth nonconvex stochastic optimization under Riemannian manifold constraints. We adapt the notion of Goldstein stationarity to the Riemannian setting as a performance metric for nonsmooth optimization on manifolds. We then propose a Riemannian Online to NonConvex (RO2NC) algorithm, for which we establish the sample complexity of O(ϵ 3δ 1)in finding (δ,ϵ)-stationary points. This result is the first-ever finite-time guarantee for fully nonsmooth, nonconvex optimization on manifolds and matches the optimal complexity in the Euclidean setting. When gradient information is unavailable, we develop a zeroth order version of RO2NC algorithm (ZO-RO2NC), for which we establish the same sample complexity. The numerical results support the theory and demonstrate the practical effectiveness of the algorithms.

This paper examines the performance of ridge regression in reproducing kernel Hilbert spaces in the presence of noise that exhibits a finite number of higher moments. We establish excess risk bounds consisting of subgaussian and polynomial terms based on the well known integral operator framework. The dominant subgaussian component allows to achieve convergence rates that have previously only been derived under subexponential noise--a prevalent assumption in related work from the last two decades. These rates are optimal under standard eigenvalue decay conditions, demonstrating the asymptotic robustness of regularized least squares against heavy-tailed noise. Our derivations are based on a Fuk-Nagaev inequality for Hilbert-space valued random variables.

We study generalized smoothness in nonconvex optimization, focusing on (L0,L1)smoothness and anisotropic smoothness. The former was empirically derived from practical neural network training examples, while the latter arises naturally in the analysis of nonlinearly preconditioned gradient methods. We introduce a new sufficient condition that encompasses both notions, reveals their close connection, and holds in key applications such as phase retrieval and matrix factorization. Leveraging tools from dynamical systems theory, we then show that nonlinear preconditioning - including gradient clipping - preserves the saddle point avoidance property of classical gradient descent. Crucially, the assumptions required for this analysis are actually satisfied in these applications, unlike in classical results that rely on restrictive Lipschitz smoothness conditions. We further analyze a perturbed variant that efficiently attains second-order stationarity with only logarithmic dependence on dimension, matching similar guarantees of classical gradient methods.