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Dimension-Free Convergence of Discrete Diffusion Models: Adjoint Equations Induce the Right Space

arXiv.org Machine Learning

Discrete diffusion has become a leading framework for generative modeling in various applications including language, vision, and biology. Existing convergence theory, however, exhibits fundamental limitations. KL-based analyses diverge under singular priors such as the masked distribution, while bounds in total variation (TV) depend on the state space size $S$ and become vacuous for modern language tasks, where vocabularies contain hundreds of thousands of tokens. We develop a unified adjoint-equation-based framework that establishes dimension-free convergence guarantees in any integral probability metric (IPM). To the best of our knowledge, our bounds are the first to be entirely free of $S$ and applicable to both masked and uniform priors. Importantly, our theory relies only on a single standard rate-matrix regularity assumption and is compatible with time-inhomogeneous schedules. Four novel techniques drive our improvements: working in the space of observables via adjoint equations rather than directly with probability measures, a regularity analysis that yields bounds on any IPM, a coupling argument that removes $S$-dependence under uniform transitions, and a score-marginal cancellation technique that removes $S$-dependence under masked transitions. Our framework thus sharply departs from prior analyses and avoids the shortcomings of pathspace-KL and existing TV-based approaches. Beyond convergence bounds, our framework provides a versatile toolkit for further theoretical study of discrete diffusion models.





SupplementaryMaterials AProofofTheorem2: AsymptoticConvergenceofRobustQ-Learning

Neural Information Processing Systems

From[BorkarandMeyn,2000],weknowthatthestochastic approximation (18) converges to the fixed point ofT, i.e., Q . Finally, to show Theorem 3, we only need to show each term in(56) is smaller than . In this section we develop the finite-time analysis of the robust TDC algorithm. We note that recently there are several works [Srikant and Ying, 2019, Xu and Liang, 2021, Kaledin et al., 2020] on finite-time analysis of RL algorithms that do not need theprojection. Specifically, the problem in [Srikant and Ying, 2019] is for one time scalelinear stochastic approximation.


Deriving Transformer Architectures as Implicit Multinomial Regression

arXiv.org Artificial Intelligence

While attention has been empirically shown to improve model performance, it lacks a rigorous mathematical justification. This short paper establishes a novel connection between attention mechanisms and multinomial regression. Specifically, we show that in a fixed multinomial regression setting, optimizing over latent features yields solutions that align with the dynamics induced on features by attention blocks. In other words, the evolution of representations through a transformer can be interpreted as a trajectory that recovers the optimal features for classification.




A Equivalence of G-B

Neural Information Processing Systems

In our notation, the model in Dasgupta et al. [4] would have score function F As presented in Dasgupta et al. Although the model was proposed and analyzed in Dasgupta et al. Remark 2. Note that the mean of The proof is by direct calculation. The following lemma will be helpful in proving the next part. Given a threshold T, temperature hyperparameters,, there exists and a bijection on the set of parameterizations {V!


Log-Sum-Exponential Estimator for Off-Policy Evaluation and Learning

arXiv.org Machine Learning

Off-policy learning and evaluation leverage logged bandit feedback datasets, which contain context, action, propensity score, and feedback for each data point. These scenarios face significant challenges due to high variance and poor performance with low-quality propensity scores and heavy-tailed reward distributions. We address these issues by introducing a novel estimator based on the log-sum-exponential (LSE) operator, which outperforms traditional inverse propensity score estimators. Our LSE estimator demonstrates variance reduction and robustness under heavy-tailed conditions. For off-policy evaluation, we derive upper bounds on the estimator's bias and variance. In the off-policy learning scenario, we establish bounds on the regret -- the performance gap between our LSE estimator and the optimal policy -- assuming bounded $(1+ε)$-th moment of weighted reward. Notably, we achieve a convergence rate of $O(n^{-ε/(1+ ε)})$ for the regret bounds, where $ε\in [0,1]$ and $n$ is the size of logged bandit feedback dataset. Theoretical analysis is complemented by comprehensive empirical evaluations in both off-policy learning and evaluation scenarios, confirming the practical advantages of our approach. The code for our estimator is available at the following link: https://github.com/armin-behnamnia/lse-offpolicy-learning.