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Online Time Series Forecasting with Theoretical Guarantees

Neural Information Processing Systems

This paper is concerned with online time series forecasting, where unknown distribution shifts occur over time, i.e., latent variables influence the mapping from historical to future observations. To develop an automated way of online time series forecasting, we propose a Theoretical framework for Online Time-series forecasting (TOT in short) with theoretical guarantees. Specifically, we prove that supplying a forecaster with latent variables tightens the Bayes risk--the benefit endures under estimation uncertainty of latent variables and grows as the latent variables achieve a more precise identifiability. To better introduce latent variables into online forecasting algorithms, we further propose to identify latent variables with minimal adjacent observations. Based on these results, we devise a modelagnostic blueprint by employing a temporal decoder to match the distribution of observed variables and two independent noise estimators to model the causal inference of latent variables and mixing procedures of observed variables, respectively. Experiment results on synthetic data support our theoretical claims. Moreover, plugin implementations built on several baselines yield general improvement across multiple benchmarks, highlighting the effectiveness in real-world applications.


Towards a Golden Classifier-Free Guidance Path via Foresight Fixed Point Iterations

Neural Information Processing Systems

Classifier-Free Guidance (CFG) is an essential component of text-to-image diffusion models, and understanding and advancing its operational mechanisms remains a central focus of research. Existing approaches stem from divergent theoretical interpretations, thereby limiting the design space and obscuring key design choices. To address this, we propose a unified perspective that reframes conditional guidance as fixed point iterations, seeking to identify a golden path where latents produce consistent outputs under both conditional and unconditional generation. We demonstrate that CFG and its variants constitute a special case of single-step short-interval iteration, which is theoretically proven to exhibit inefficiency. To this end, we introduce Foresight Guidance (FSG), which prioritizes solving longer-interval subproblems in early diffusion stages with increased iterations.


Optimistic Online-to-Batch Conversions for Accelerated Convergence and Universality

Neural Information Processing Systems

In this work, we study offline convex optimization with smooth objectives, where the classical Nesterov's Accelerated Gradient (NAG) method achieves the optimal accelerated convergence. Extensive research has aimed to understand NAG from various perspectives, and a recent line of work approaches this from the viewpoint of online learning and online-to-batch conversion, emphasizing the role of optimistic online algorithms for acceleration. In this work, we contribute to this perspective by proposing novel optimistic online-to-batch conversions that incorporate optimism theoretically into the analysis, thereby significantly simplifying the online algorithm design while preserving the optimal convergence rates. Specifically, we demonstrate the effectiveness of our conversions through the following results: (i) when combined with simple online gradient descent, our optimistic conversion achieves the optimal accelerated convergence; (ii) our conversion also applies to strongly convex objectives, and by leveraging both optimistic online-to-batch conversion and optimistic online algorithms, we achieve the optimal accelerated convergence rate for strongly convex and smooth objectives, for the first time through the lens of online-to-batch conversion; (iii) our optimistic conversion can achieve universality to smoothness -- applicable to both smooth and non-smooth objectives without requiring knowledge of the smoothness coefficient -- and remains efficient as non-universal methods by using only one gradient query in each iteration. Finally, we highlight the effectiveness of our optimistic online-to-batch conversions by a precise correspondence with NAG.


Feedback Guidance of Diffusion Models

Neural Information Processing Systems

While Classifier-Free Guidance (CFG) has become standard for improving sample fidelity in conditional diffusion models, it can harm diversity and induce memorization by applying constant guidance regardless of whether a particular sample needs correction. We propose FeedBack Guidance (FBG), which uses a state-dependent coefficient to self-regulate guidance amounts based on need. Our approach is derived from first principles by assuming the learned conditional distribution is linearly corrupted by the unconditional distribution, contrasting with CFG's implicit multiplicative assumption. Our scheme relies on feedback of its own predictions about the conditional signal informativeness to adapt guidance dynamically during inference, challenging the view of guidance as a fixed hyperparameter. The approach is benchmarked on ImageNet512x512, where it significantly outperforms Classifier-Free Guidance and is competitive to Limited Interval Guidance (LIG) while benefitting from a strong mathematical framework. On Text-To-Image generation, we demonstrate that, as anticipated, our approach automatically applies higher guidance scales for complex prompts than for simpler ones and that it can be easily combined with existing guidance schemes such as CFG or LIG. Our code is available at this link.


Ranking-based Preference Optimization for Diffusion Models from Implicit User Feedback

Neural Information Processing Systems

Direct preference optimization (DPO) methods have shown strong potential in aligning text-to-image diffusion models with human preferences by training on paired comparisons. These methods improve training stability by avoiding the REINFORCE algorithm but still struggle with challenges such as accurately estimating image probabilities due to the non-linear nature of the sigmoid function and the limited diversity of offline datasets. In this paper, we introduce Diffusion Denoising Ranking Optimization (Diffusion-DRO), a new preference learning framework grounded in inverse reinforcement learning. Diffusion-DRO removes the dependency on a reward model by casting preference learning as a ranking problem, thereby simplifying the training objective into a denoising formulation and overcoming the non-linear estimation issues found in prior methods. Moreover, Diffusion-DRO uniquely integrates offline expert demonstrations with online policy-generated negative samples, enabling it to effectively capture human preferences while addressing the limitations of offline data. Comprehensive experiments show that Diffusion-DRO delivers improved generation quality across a range of challenging and unseen prompts, outperforming state-of-the-art baselines in both both quantitative metrics and user studies.


Coupled Data and Measurement Space Dynamics for Enhanced Diffusion Posterior Sampling

Neural Information Processing Systems

Inverse problems, where the goal is to recover an unknown signal from noisy or incomplete measurements, are central to applications in medical imaging, remote sensing, and computational biology. Diffusion models have recently emerged as powerful priors for solving such problems. However, existing methods either rely on projection-based techniques that enforce measurement consistency through heuristic updates, or they approximate the likelihood p(y | x), often resulting in artifacts and instability under complex or high-noise conditions. To address these limitations, we propose a novel framework called coupled data and measurement space diffusion posterior sampling (C-DPS), which eliminates the need for constraint tuning or likelihood approximation. C-DPS introduces a forward stochastic process in the measurement space {yt}, evolving in parallel with the data-space diffusion {xt}, which enables the derivation of a closed-form posterior p(xt 1 | xt,yt 1). This coupling allows for accurate and recursive sampling based on a well-defined posterior distribution. Empirical results demonstrate that C-DPS consistently outperforms existing baselines, both qualitatively and quantitatively, across multiple inverse problem benchmarks.


Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization

arXiv.org Machine Learning

The boosted Frank-Wolfe algorithm accelerates the classical Frank-Wolfe algorithm by better aligning the update direction with the negative gradient. Its analysis, however, has been limited to deterministic convex problems, with step sizes that require either line search or knowledge of the Lipschitz constant of the gradient. We develop a novel step size strategy that does not depend on the Lipschitz constant of the gradient, which allows us to extend the boosted Frank-Wolfe algorithm to the stochastic setting. We prove that boosting with this step size strategy can be combined with many modern gradient estimators, including SAGA, L-SVRG, SAG, Heavy Ball momentum, and zeroth-order estimators, among others, while retaining the worst-case convergence rates of ordinary stochastic Frank-Wolfe. Our analysis also yields the first convergence rates for boosted Frank-Wolfe on nonconvex and quasar-convex objectives, results which are new even for deterministic problems. Experiments on sparse logistic regression and quantum process tomography show that stochastic boosted Frank-Wolfe achieves faster convergence per gradient oracle call (and on wall-clock) compared to the non-boosted baseline.


Graph Denoising Diffusion for Inverse Protein Folding

Neural Information Processing Systems

Inverse protein folding is challenging due to its inherent one-to-many mapping characteristic, where numerous possible amino acid sequences can fold into a single, identical protein backbone. This task involves not only identifying viable sequences but also representing the sheer diversity of potential solutions. However, existing discriminative models, such as transformer-based auto-regressive models, struggle to encapsulate the diverse range of plausible solutions. In contrast, diffusion probabilistic models, as an emerging genre of generative approaches, offer the potential to generate a diverse set of sequence candidates for determined protein backbones. We propose a novel graph denoising diffusion model for inverse protein folding, where a given protein backbone guides the diffusion process on the corresponding amino acid residue types. The model infers the joint distribution of amino acids conditioned on the nodes' physiochemical properties and local environment. Moreover, we utilize amino acid replacement matrices for the diffusion forward process, encoding the biologically meaningful prior knowledge of amino acids from their spatial and sequential neighbors as well as themselves, which reduces the sampling space of the generative process. Our model achieves state-of-the-art performance over a set of popular baseline methods in sequence recovery and exhibits great potential in generating diverse protein sequences for a determined protein backbone structure.


Star-Shaped Denoising Diffusion Probabilistic Models

Neural Information Processing Systems

Denoising Diffusion Probabilistic Models (DDPMs) provide the foundation for the recent breakthroughs in generative modeling. Their Markovian structure makes it difficult to define DDPMs with distributions other than Gaussian or discrete. In this paper, we introduce Star-Shaped DDPM (SS-DDPM). Its star-shaped diffusion process allows us to bypass the need to define the transition probabilities or compute posteriors. We establish duality between star-shaped and specific Markovian diffusions for the exponential family of distributions and derive efficient algorithms for training and sampling from SS-DDPMs. In the case of Gaussian distributions, SS-DDPM is equivalent to DDPM. However, SS-DDPMs provide a simple recipe for designing diffusion models with distributions such as Beta, von Mises-Fisher, Dirichlet, Wishart and others, which can be especially useful when data lies on a constrained manifold. We evaluate the model in different settings and find it competitive even on image data, where Beta SS-DDPM achieves results comparable to a Gaussian DDPM.


47a658229eb2368a99f1d032c8848542-Supplemental.pdf

Neural Information Processing Systems

Based on the feedback from the reviewers, we perform the following additional experiments which 0 explore the robustness of the choice of buffer size in SGD RER, choice of step sizes for GLMtron 10 and the behavior of the said algorithms with heavy tailed noise with a similar setup as in Section 7. We first perform an experimental study about the robustness of SGD RER to the choice of buffer size in Figure 3a. Notice that the performance remains the same for a large range of buffer sizes ( 100 from to 2000). However the performance degrades when the buffer size is too large ( 10000). We believe this is the case since the number of buffers decreases as the buffer size increases and the output is averaged over too few number of iterates (In the case of B = 10000, the final output is just an average of 10 iterates). Theoretically, this largest step-size is L where Lis the largest eigenvalue of -1 the Hessian. In the case of GLMtron, it was experimentally observed that if the step size was chosen 10 to be about 1.5 times the step size reported in Section 7, the iterates diverged. Quasi Newton method essentially normalizes the gradient with the inverse of the Hessian (or rather an approximation of the Hessian) in order to let it converge faster with large step sizes. In Figure 4, we consider the same system as in Section 7 but with heavy tailed noise given by the student t distribution (scale ν = 4.1) so that the 4-th moment exists but higher moments do not. The typical behavior of Forward SGD, SGD-ER, SGD-RER and Quasi Newton methods seems to be similar to that observed in the Sub-Gaussian noise case. However, GLMtron requires much smaller step sizes to ensure convergence and hence it takes much longer.