Transformers excel at *in-context learning* (ICL)---learning from demonstrations without parameter updates---but how they do so remains a mystery. Recent work suggests that Transformers may internally run Gradient Descent (GD), a first-order optimization method, to perform ICL. In this paper, we instead demonstrate that Transformers learn to approximate second-order optimization methods for ICL. For in-context linear regression, Transformers share a similar convergence rate as *Iterative Newton's Method*, both *exponentially* faster than GD. Empirically, predictions from successive Transformer layers closely match different iterations of Newton's Method linearly, with each middle layer roughly computing 3 iterations; thus, Transformers and Newton's method converge at roughly the same rate.

However, while optimal control is well studied in the machine learning and robotics community, less attention is placed on finding the optimal robot design. This is mainly because co-optimizing design and control in robotics is characterized as a challenging problem, and more importantly, a comprehensive evaluation benchmark for co-optimization does not exist. In this paper, we propose Evolution Gym, the first large-scale benchmark for co-optimizing the design and control of soft robots. In our benchmark, each robot is composed of different types of voxels (e.g., soft, rigid, actuators), resulting in a modular and expressive robot design space. Our benchmark environments span a wide range of tasks, including locomotion on various types of terrains and manipulation.

We developed a new method PROTES for black-box optimization, which is based on the probabilistic sampling from a probability density function given in the low-parametric tensor train format. We tested it on complex multidimensional arrays and discretized multivariable functions taken, among others, from real-world applications, including unconstrained binary optimization and optimal control problems, for which the possible number of elements is up to 21000. In numerical experiments, both on analytic model functions and on complex problems, PROTES outperforms popular discrete optimization methods (Particle Swarm Optimization, Covariance Matrix Adaptation, Differential Evolution, and others).

We describe a convergence acceleration technique for generic optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average are computed via a simple and small linear system, whose solution can be updated online. This acceleration scheme runs in parallel to the base algorithm, providing improved estimates of the solution on the fly, while the original optimization method is running. Numerical experiments are detailed on classical classification problems.

Neural Information Processing Systems http://nips.cc/

In this paper, we consider a non-convex loss-minimization problem of learning Supervised PageRank models, which can account for features of nodes and edges. We propose gradient-based and random gradient-free methods to solve this problem. Our algorithms are based on the concept of an inexact oracle and unlike the state-ofthe-art gradient-based method we manage to provide theoretically the convergence rate guarantees for both of them. Finally, we compare the performance of the proposed optimization methods with the state of the art applied to a ranking task.

Survival analysis is an important research topic with applications in healthcare, business, and manufacturing. One essential tool in this area is the Cox proportional hazards (CPH) model, which is widely used for its interpretability, flexibility, and predictive performance. However, for modern data science challenges such as high dimensionality (both $n$ and $p$) and high feature correlations, current algorithms to train the CPH model have drawbacks, preventing us from using the CPH model at its full potential. The root cause is that the current algorithms, based on the Newton method, have trouble converging due to vanishing second order derivatives when outside the local region of the minimizer. To circumvent this problem, we propose new optimization methods by constructing and minimizing surrogate functions that exploit hidden mathematical structures of the CPH model. Our new methods are easy to implement and ensure monotonic loss decrease and global convergence. Empirically, we verify the computational efficiency of our methods. As a direct application, we show how our optimization methods can be used to solve the cardinality-constrained CPH problem, producing very sparse high-quality models that were not previously practical to construct. We list several extensions that our breakthrough enables, including optimization opportunities, theoretical questions on CPH's mathematical structure, as well as other CPH-related applications.

SEBOOST applies a secondary optimization process in the subspace spanned by the last steps and descent directions. The method was inspired by the SESOP optimization method for large-scale problems, and has been adapted for the stochastic learning framework. It can be applied on top of any existing optimization method with no need to tweak the internal algorithm. We show that the method is able to boost the performance of different algorithms, and make them more robust to changes in their hyper-parameters. As the boosting steps of SEBOOST are applied between large sets of descent steps, the additional subspace optimization hardly increases the overall computational burden. We introduce two hyper-parameters that control the balance between the baseline method and the secondary optimization process. The method was evaluated on several deep learning tasks, demonstrating promising results.