Direct Preference Optimization (DPO) is a widely used preference optimization algorithm in large language model (LLM) alignment, which reparameterizes the reward function in reinforcement learning with human feedback (RLHF) without requiring a separate reward model. However, during the DPO training process, when a large negative gradient is applied to low-confidence samples, LLMs with a softmax output head tend to squeeze the confidence in the model's output distribution towards the highest-confidence sentence, which may lead to a decrease in the confidence of both preference and non-preference samples, while increasing the confidence of unrelated tokens. This phenomenon becomes more complex in reasoning tasks. In this work, focusing on reasoning tasks, we propose VPO, a negative gradient constraint method for human non-preference samples based on $\mathcal{V}$-usable information. By using $\mathcal{V}$-usable information to measure the similarity between preference pairs and selectively constrain the negative gradient, VPO can alleviate the squeezing effect of DPO, enhance alignment with the generation objective, and maintain the model's ability to distinguish between preference and non-preference samples. We compare VPO with DPO and its latest variants on mathematical reasoning tasks using the LLama 3.1 and Qwen 2.5 series, including both Base and Instruct models. Our results demonstrate that VPO consistently and significantly outperforms existing methods.

We present LrcSSM, a $\textit{non-linear}$ recurrent model that processes long sequences as fast as today's linear state-space layers. By forcing its Jacobian matrix to be diagonal, the full sequence can be solved in parallel, giving $\mathcal{O}(TD)$ computational work and memory and only $\mathcal{O}(\log T)$ sequential depth, for input-sequence length $T$ and a state dimension $D$. Moreover, LrcSSM offers a formal gradient-stability guarantee that other input-varying systems such as Liquid-S4 and Mamba do not provide. Importantly, the diagonal Jacobian structure of our model results in no performance loss compared to the original model with dense Jacobian, and the approach can be generalized to other non-linear recurrent models, demonstrating broader applicability. On a suite of long-range forecasting tasks, we demonstrate that LrcSSM outperforms Transformers, LRU, S5, and Mamba.

Adding entropic regularization to Optimal Transport (OT) problems has become a standard approach for designing efficient and scalable solvers. However, regularization introduces a bias from the true solution. To mitigate this bias while still benefiting from the acceleration provided by regularization, a natural solver would adaptively decrease the regularization as it approaches the solution. Although some algorithms heuristically implement this idea, their theoretical guarantees and the extent of their acceleration compared to using a fixed regularization remain largely open. In the setting of semi-discrete OT, where the source measure is continuous and the target is discrete, we prove that decreasing the regularization can indeed accelerate convergence. To this end, we introduce DRAG: Decreasing (entropic) Regularization Averaged Gradient, a stochastic gradient descent algorithm where the regularization decreases with the number of optimization steps. We provide a theoretical analysis showing that DRAG benefits from decreasing regularization compared to a fixed scheme, achieving an unbiased $\mathcal{O}(1/t)$ sample and iteration complexity for both the OT cost and the potential estimation, and a $\mathcal{O}(1/\sqrt{t})$ rate for the OT map. Our theoretical findings are supported by numerical experiments that validate the effectiveness of DRAG and highlight its practical advantages.

Designing incentives for a multi-agent system to induce a desirable Nash equilibrium is both a crucial and challenging problem appearing in many decision-making domains, especially for a large number of agents $N$. Under the exchangeability assumption, we formalize this incentive design (ID) problem as a parameterized mean-field game (PMFG), aiming to reduce complexity via an infinite-population limit. We first show that when dynamics and rewards are Lipschitz, the finite-$N$ ID objective is approximated by the PMFG at rate $\mathcal{O}(\frac{1}{\sqrt{N}})$. Moreover, beyond the Lipschitz-continuous setting, we prove the same $\mathcal{O}(\frac{1}{\sqrt{N}})$ decay for the important special case of sequential auctions, despite discontinuities in dynamics, through a tailored auction-specific analysis. Built on our novel approximation results, we further introduce our Adjoint Mean-Field Incentive Design (AMID) algorithm, which uses explicit differentiation of iterated equilibrium operators to compute gradients efficiently. By uniting approximation bounds with optimization guarantees, AMID delivers a powerful, scalable algorithmic tool for many-agent (large $N$) ID. Across diverse auction settings, the proposed AMID method substantially increases revenue over first-price formats and outperforms existing benchmark methods.

Score-based diffusion models have emerged as powerful tools in generative modeling, yet their theoretical foundations remain underexplored. In this work, we focus on the Wasserstein convergence analysis of score-based diffusion models. Specifically, we investigate the impact of various discretization schemes, including Euler discretization, exponential integrators, and midpoint randomization methods. Our analysis provides the first quantitative comparison of these discrete approximations, emphasizing their influence on convergence behavior. Furthermore, we explore scenarios where Hessian information is available and propose an accelerated sampler based on the local linearization method.

In multi-objective learning (MOL), several possibly competing prediction tasks must be solved jointly by a single model. Achieving good trade-offs may require a model class $\mathcal{G}$ with larger capacity than what is necessary for solving the individual tasks. This, in turn, increases the statistical cost, as reflected in known MOL bounds that depend on the complexity of $\mathcal{G}$. We show that this cost is unavoidable for some losses, even in an idealized semi-supervised setting, where the learner has access to the Bayes-optimal solutions for the individual tasks as well as the marginal distributions over the covariates. On the other hand, for objectives defined with Bregman losses, we prove that the complexity of $\mathcal{G}$ may come into play only in terms of unlabeled data. Concretely, we establish sample complexity upper bounds, showing precisely when and how unlabeled data can significantly alleviate the need for labeled data. This is achieved by a simple pseudo-labeling algorithm.

Contemporary large models often exhibit behaviors suggesting the presence of low-level primitives that compose into modules with richer functionality, but these fundamental building blocks remain poorly understood. We investigate this compositional structure in linear layers by asking: \textit{can we identify/synthesize linear transformations from a minimal set of geometric primitives?} Using Clifford algebra, we show that linear layers can be expressed as compositions of bivectors---geometric objects encoding oriented planes---and introduce a differentiable algorithm that decomposes them into products of rotors. This construction uses only $\mathcal{O}(\log^2 d)$ parameters, versus $\mathcal{O}(d^2)$ required by dense matrices. Applied to the key, query, and value projections in LLM attention layers, our rotor-based layers match the performance of strong baselines such as block-Hadamard and low-rank approximations. Our findings provide an algebraic perspective on how these geometric primitives can compose into higher-level functions within deep models.

Binary classification in the classic PAC model exhibits a curious phenomenon: Empirical Risk Minimization (ERM) learners are suboptimal in the realizable case yet optimal in the agnostic case. Roughly speaking, this owes itself to the fact that non-realizable distributions $\\mathcal{D}$ are more difficult to learn than realizable distributions -- even when one discounts a learner's error by $\\mathrm{err}(h^\\ast_\\mathcal{D})$, i.e., the error of the best hypothesis in $\\mathcal{H}$. Thus, optimal agnostic learners are permitted to incur excess error on (easier-to-learn) distributions $\\mathcal{D}$ for which $\\tau = \\mathrm{err}(h^\\ast_\\mathcal{D})$ is small.

Diffusion models have demonstrated remarkable success in high-fidelity image synthesis and prompt-guided generative modeling. However, ensuring adequate diversity in generated samples of prompt-guided diffusion models remains a challenge, particularly when the prompts span a broad semantic spectrum and the diversity of generated data needs to be evaluated in a prompt-aware fashion across semantically similar prompts. Recent methods have introduced guidance via diversity measures to encourage more varied generations. In this work, we extend the diversity measure-based approaches by proposing the *S*calable *P*rompt-*A*ware *R*eny *K*ernel *E*ntropy Diversity Guidance (*SPARKE*) method for prompt-aware diversity guidance. SPARKE utilizes conditional entropy for diversity guidance, which dynamically conditions diversity measurement on similar prompts and enables prompt-aware diversity control. While the entropy-based guidance approach enhances prompt-aware diversity, its reliance on the matrix-based entropy scores poses computational challenges in large-scale generation settings. To address this, we focus on the special case of \textit{Conditional latent RKE Score Guidance}, reducing entropy computation and gradient-based optimization complexity from the $\mathcal{O}(n^3)$ of general entropy measures to $\mathcal{O}(n)$. The reduced computational complexity allows for diversity-guided sampling over potentially thousands of generation rounds on different prompts. We numerically test the SPARKE method on several text-to-image diffusion models, demonstrating that the proposed method improves the prompt-aware diversity of the generated data without incurring significant computational costs.

This paper investigates convex-concave minimax optimization problems where only the function value access is allowed. We introduce a class of Hessian-aware quantum zeroth-order methods that can find the $\epsilon$-saddle point within $\tilde{\mathcal{O}}(d^{2/3}\epsilon^{-2/3})$ function value oracle calls. This represents an improvement of $d^{1/3}\epsilon^{-1/3}$ over the $\mathcal{O}(d\epsilon^{-1})$ upper bound of classical zeroth-order methods, where $d$ denotes the problem dimension. We extend these results to $\mu$-strongly-convex $\mu$-strongly-concave minimax problems using a restart strategy, and show a speedup of $d^{1/3}\mu^{-1/3}$ compared to classical zeroth-order methods. The acceleration achieved by our methods stems from the construction of efficient quantum estimators for the Hessian and the subsequent design of efficient Hessian-aware algorithms. In addition, we apply such ideas to non-convex optimization, leading to a reduction in the query complexity compared to classical methods.