Cubic-regularized Newton's method (CR) is a popular algorithm that guarantees to produce a second-order stationary solution for solving nonconvex optimization problems. However, existing understandings of the convergence rate of CR are conditioned on special types of geometrical properties of the objective function. In…
KALE flow approximates KL divergence for distributions with disjoint support.
problem Approximating KL divergence for distributions with disjoint support.
method Relaxed KL gradient flow using RKHS, continuously interpolating between KL and MMD.
result Global convergence of KALE flow under sufficient smoothness assumptions.
SONATA algorithm converges to solutions of nonconvex smooth functions with KL property.
problem Decentralized optimization over networks with nonconvex smooth functions and convex constraints.
method Decentralized gradient-tracking algorithm SONATA under the KL property.
result SONATA converges to stationary solutions at R-linear rate for θ∈(0,1/2], sublinear rate for θ∈(1/2,1), and R-linear rate for θ=0. New algorithm minimizes inclusive KL for VI, improving accuracy.
problem Improving variational inference accuracy with KL(p||q).
method Markovian score climbing (MSC) using stochastic gradients.
result MSC converges to local optimum of inclusive KL without bias.
The paper develops new algorithms for KL-divergence NMF, proving convergence and performance.
problem Improving NMF for nonnegative data with KL divergence.
method Collect and analyze properties of KL objective function, propose and test new algorithms.
result Guaranteed non-increasing objective function for one proposed algorithm, global convergence.
Improved KL bounds and Wasserstein guarantees for diffusion flow matching under minimal conditions.
problem Theoretical convergence properties of Brownian motion based diffusion flow matching.
method Refined analysis under Kullback-Leibler and 2-Wasserstein distances.
result State-of-the-art scaling in KL convergence bounds under minimal conditions.
This work improves convergence guarantees for unadjusted HMC in KL and Rényi divergences.
problem Understanding convergence properties of unadjusted HMC in divergences like KL and Rényi.
method One-shot couplings to establish regularization and lift convergence bounds.
result Quantitative control of relative density mismatch and warm-start requirements.
New divergence measures improve KL approximation.
problem Improving KL divergence approximation without AC condition.
method Introduced α-geodesical skew divergence. result Properties of α-geodesical skew divergence studied. New method tackles nonconvex-nonconcave problems with local KL condition.
problem Nonconvex-nonconcave minimax problems under varying KL conditions.
method Inexact proximal gradient method for KL-structured subproblems.
result Complexity guarantees for approximate stationary points.
t-SNE algorithm's points remain bounded under gradient flow.
problem Understanding the boundedness of t-SNE points.
method Gradient flow of t-SNE with KL divergence, examining weak convergence assumptions.
result Points generated by t-SNE remain bounded under gradient flow.
Paper proposes f-EBM for training deep EBMs using various f-divergences.
problem Training deep EBMs with intractable partition functions.
method Introduces f-EBM framework and optimization algorithm for any f-divergence.
result f-EBM outperforms contrastive divergence and other f-divergences.
Paper characterizes optimal language model alignment methods.
problem Aligning language models to maximize reward while keeping them close to the original model.
method KL-constrained reinforcement learning and best-of-N methods.
result Optimal KL-constrained RL solution has a large deviation principle rate function.
New method solves complex constrained optimization problems.
problem Constrained nonconvex-nonconcave minimax optimization problems.
method Inexact proximal gradient method using sequential convex programming.
result Established complexity guarantees for approximate stationary points.
Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density p∗ is such that logp∗ is L smooth and m strongly convex, discrete Langevin diffusion produces a distribution p with KL(p∣∣p∗)≤ε in O~(εd) steps,…
New method improves variational inference for better posterior approximation.
problem Challenges in minimizing inclusive KL divergence for amortized variational inference.
method Likelihood-tempered sequential Monte Carlo samplers to estimate inclusive KL gradient.
result SMC-Wake method fits variational distributions more accurately than existing methods.
Improved Bayesian inference using power priors with historical data.
problem Improving Bayesian inference with historical data.
method Generalized power priors that adapt to the α parameter of Amari's α-divergence. result Improved performance through appropriate choices of the α parameter. EM algorithm converges in KL divergence for exponential families via mirror descent.
problem Lack of understanding of EM's non-asymptotic convergence properties.
method Viewing EM as a mirror descent algorithm, showing convergence rates in KL divergence.
result KL divergence rates for EM in exponential families, invariant to parametrization.
This paper is concerned with the squared F(robenius)-norm regularized factorization form for noisy low-rank matrix recovery problems. Under a suitable assumption on the restricted condition number of the Hessian for the loss function, we derive an error bound to the true matrix for the non-strict critical points with r…
We define On-Average KL-Privacy and present its properties and connections to differential privacy, generalization and information-theoretic quantities including max-information and mutual information. The new definition significantly weakens differential privacy, while preserving its minimalistic design features such …
Paper proposes iLPA for solving DC composite optimization problems, with applications to matrix completion with outliers.
problem Solving nonconvex and nonsmooth DC composite optimization problems.
method Inexact linearized proximal algorithm (iLPA) for DC composite optimization problems.
result The iLPA achieves local R-linear convergence rate under the Kurdyka-Łöjasiewicz property.
New PAC-Bayes bounds use Wasserstein distances to improve generalization.
problem Lack of geometric properties in existing PAC-Bayes bounds.
method Developed new PAC-Bayes bounds with Wasserstein distances.
result Optimization guarantees translate to good generalization abilities.
There has been a growing interest in mutual information measures due to their wide range of applications in Machine Learning and Computer Vision. In this paper, we present a generalized structured regression framework based on Shama-Mittal divergence, a relative entropy measure, which is introduced to the Machine Learn…
Researchers establish bounds for SGMs' KL and Wasserstein divergences under various noise schedules.
problem Estimating the error between target and estimated distributions in SGMs.
method Established upper bounds for KL divergence and Wasserstein distance, incorporating target distribution properties and SGM hyperparameters.
result Optimal noise schedules identified for SGMs, improving generative quality.
We analyze the Kozachenko--Leonenko (KL) nearest neighbor estimator for the differential entropy. We obtain the first uniform upper bound on its performance over Hölder balls on a torus without assuming any conditions on how close the density could be from zero. Accompanying a new minimax lower bound over the Hölder ba…
Paper analyzes inclusive KL inference using Wasserstein gradient flows.
problem Analyzing inclusive KL inference with mathematical tools.
method Gradient flows derived from PDE analysis.
result Unified view of existing sampling algorithms as inclusive-KL inference.
New method makes quality metrics scale-invariant for high-dimensional data.
problem Scale sensitivity in quality metrics affects the accuracy of data projections.
method Analytical and empirical investigation of stress and KL divergence; introduction of a scale-invariant technique.
result The proposed technique accurately captures expected behavior and makes metrics scale-invariant.
This paper is concerned with the factorization form of the rank regularized loss minimization problem. To cater for the scenario in which only a coarse estimation is available for the rank of the true matrix, an ℓ2,0-norm regularized term is added to the factored loss function to reduce the rank adaptively; and…
TSC uses HMC and adaptive transport maps to optimize forward KL for variational inference.
problem Variational inference underestimates uncertainty when minimizing reverse KL.
method TSC uses Hamiltonian Monte Carlo and adaptive transport maps to optimize KL(p||q).
result TSC achieves competitive performance in training variational autoencoders on large-scale data.
Paper tackles offline RL from mixed datasets with adaptive KL regularizer.
problem Challenges in optimizing RL and BC signals with varying action coverage and multiple action modes.
method Adaptively weighted reverse KL divergence regularizer based on TD3 algorithm.
result Empirically outperforms existing offline RL algorithms in MuJoCo locomotion tasks.
The variational autoencoder (VAE) imposes a probabilistic distribution (typically Gaussian) on the latent space and penalizes the Kullback--Leibler (KL) divergence between the posterior and prior. In NLP, VAEs are extremely difficult to train due to the problem of KL collapsing to zero. One has to implement various heu…
PPGD solves nonconvex nonsmooth optimization problems without KL property.
problem Nonconvex and nonsmooth optimization problems in statistics and machine learning.
method Projective Proximal Gradient Descent (PPGD) for solving a class of nonconvex and nonsmooth problems.
result PPGD achieves a fast convergence rate of O(1/k^2) for k ≥ k_0.
A classic setting of the stochastic K-armed bandit problem is considered in this note. In this problem it has been known that KL-UCB policy achieves the asymptotically optimal regret bound and KL-UCB+ policy empirically performs better than the KL-UCB policy although the regret bound for the original form of the KL-UCB…
SGRNN models evolving graph data for better property prediction.
problem Modeling evolving graph data for property prediction.
method SGRNN uses stochastic latent variables to capture both node attribute and topology evolution, with semi-implicit variational inference and KL-divergence simplification.
result SGRNN improves property prediction on real-world datasets.
Logit distance bounds representational similarity of models.
problem Approximating linear similarity when distributions are close.
method Defined a logit distance and proved its relationship to representational dissimilarity.
result Logit distance bounds representational similarity, providing nontrivial control in practice.
Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally decrease the KL divergence within a function space. This paper develops the first th…
New bounds close the score matching gap for diffusion models.
problem The difference between sample quality and score matching loss in diffusion models.
method Theoretical analysis of score matching gap, developing tighter bounds for KL divergence, reverse KL divergence, and Wasserstein distance.
result The quality of score approximation impacts closing the score matching gap for low noise scales.
Variational inference with α-divergences has been widely used in modern probabilistic machine learning. Compared to Kullback-Leibler (KL) divergence, a major advantage of using α-divergences (with positive α values) is their mass-covering property. However, estimating and optimizing α-divergences require to use importa…
While Generative Adversarial Networks (GANs) have empirically produced impressive results on learning complex real-world distributions, recent works have shown that they suffer from lack of diversity or mode collapse. The theoretical work of Arora et al. suggests a dilemma about GANs' statistical properties: powerful d…
Improved fast rates for decision making with forward-KL regularization in contextual bandits.
problem Improving fast rates for decision making with forward-KL regularization in contextual bandits.
method Streamlined analysis of forward-KL-regularized offline CBs, exploiting the pessimism principle and convex-analytical pipeline.
result First ildeO(ε−1) upper bounds in tabular and general function approximation settings. Causal KL improves on existing metrics for evaluating causal models.
problem Insufficient discrimination between causal models using edit-distance and KL divergence.
method Introducing Causal KL, an augmented KL divergence that considers causal relationships.
result Causal KL variants effectively distinguish between observationally equivalent models.
Sharp analysis improves RLHF sample complexity with KL-regularization.
problem Improving RLHF sample complexity with KL-regularization.
method Sharp analysis of KL-regularized contextual bandits and RLHF.
result Achieved an O(1/ε) sample complexity when ε is sufficiently small.
Kurdyka-Lojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of 21 for a suitable potential function is related to local linear convergence. Nevertheless, KL exponent is in general extremely hard to estimate. I…
DDLK uses deep learning to find important features in models.
problem Discovering important features in black box models like deep neural networks.
method DDLK directly minimizes KL divergence to generate knockoffs that obey the swap property.
result DDLK outperforms baselines in discovering important features while controlling false discovery rate.
This paper tightens the law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.
problem Developing nonasymptotic concentration bounds for empirical KL_inf with optimal constants and rates.
method Presenting a tight law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.
result A tight law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.
This work improves RLHF performance guarantees using greedy sampling.
problem Learning the KL-regularized target with preference feedback.
method General preference model, greedy sampling.
result Order-wise improvements over existing RLHF performance guarantees.
Paper proves Shapley value convergence in Bayesian learning games.
problem Measuring contributions in cooperative games using Bayesian inference.
method Established convergence of Shapley value in parametric Bayesian learning games.
result Shapley value differences converge in probability to a limiting game.
Paper analyzes and improves KL-regularized RL for LLMs with logarithmic regret.
problem Improving efficiency of RL fine-tuning for large language models.
method Optimism-based KL-regularized online contextual bandit algorithm with novel regret analysis.
result Achieves an O(ηlog(NRT)⋅dR) logarithmic regret bound. Paper relaxes triangle inequality for KL divergence between Gaussian distributions.
problem KL divergence does not satisfy triangle inequality for Gaussian distributions.
method Investigates relaxed triangle inequality and finds supremum.
result Supremum of KL divergence is found and conditions for attaining it are determined.