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A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective subject to multiple two-sided linear matrix inequalities intersected with a low-rank and spectral constrained domain set. Although solving LSOP is, in general, NP-hard, its partial convexification (i.e., replacing the domain set by its convex hull) termed "LSOP-R," is often tractable and yields a high-quality solution. This motivates us to study the strength of LSOP-R. Specifically, we derive rank bounds for any extreme point of the feasible set of LSOP-R and prove their tightness for the domain sets with different matrix spaces. The proposed rank bounds recover two well-known results in the literature from a fresh angle and also allow us to derive sufficient conditions under which the relaxation LSOP-R is equivalent to the original LSOP. To effectively solve LSOP-R, we develop a column generation algorithm with a vector-based convex pricing oracle, coupled with a rank-reduction algorithm, which ensures the output solution satisfies the theoretical rank bound. Finally, we numerically verify the strength of the LSOP-R and the efficacy of the proposed algorithms.

Originally introduced as a neural network for ensemble learning, mixture of experts (MoE) has recently become a fundamental building block of highly successful modern deep neural networks for heterogeneous data analysis in several applications, including those in machine learning, statistics, bioinformatics, economics, and medicine. Despite its popularity in practice, a satisfactory level of understanding of the convergence behavior of Gaussian-gated MoE parameter estimation is far from complete. The underlying reason for this challenge is the inclusion of covariates in the Gaussian gating and expert networks, which leads to their intrinsically complex interactions via partial differential equations with respect to their parameters. We address these issues by designing novel Voronoi loss functions to accurately capture heterogeneity in the maximum likelihood estimator (MLE) for resolving parameter estimation in these models. Our results reveal distinct behaviors of the MLE under two settings: the first setting is when all the location parameters in the Gaussian gating are non-zeros while the second setting is when there exists at least one zero-valued location parameter. Notably, these behaviors can be characterized by the solvability of two different systems of polynomial equations. Finally, we conduct a simulation study to verify our theoretical results.

Random smoothing data augmentation is a unique form of regularization that can prevent overfitting by introducing noise to the input data, encouraging the model to learn more generalized features. Despite its success in various applications, there has been a lack of systematic study on the regularization ability of random smoothing. In this paper, we aim to bridge this gap by presenting a framework for random smoothing regularization that can adaptively and effectively learn a wide range of ground truth functions belonging to the classical Sobolev spaces. Specifically, we investigate two underlying function spaces: the Sobolev space of low intrinsic dimension, which includes the Sobolev space in $D$-dimensional Euclidean space or low-dimensional sub-manifolds as special cases, and the mixed smooth Sobolev space with a tensor structure. By using random smoothing regularization as novel convolution-based smoothing kernels, we can attain optimal convergence rates in these cases using a kernel gradient descent algorithm, either with early stopping or weight decay. It is noteworthy that our estimator can adapt to the structural assumptions of the underlying data and avoid the curse of dimensionality. This is achieved through various choices of injected noise distributions such as Gaussian, Laplace, or general polynomial noises, allowing for broad adaptation to the aforementioned structural assumptions of the underlying data. The convergence rate depends only on the effective dimension, which may be significantly smaller than the actual data dimension. We conduct numerical experiments on simulated data to validate our theoretical results.

We consider alternating gradient descent (AGD) with fixed step size $\eta > 0$, applied to the asymmetric matrix factorization objective. We show that, for a rank-$r$ matrix $\mathbf{A} \in \mathbb{R}^{m \times n}$, $T = \left( \left(\frac{\sigma_1(\mathbf{A})}{\sigma_r(\mathbf{A})}\right)^2 \log(1/\epsilon)\right)$ iterations of alternating gradient descent suffice to reach an $\epsilon$-optimal factorization $\| \mathbf{A} - \mathbf{X}_T^{\vphantom{\intercal}} \mathbf{Y}_T^{\intercal} \|_{\rm F}^2 \leq \epsilon \| \mathbf{A} \|_{\rm F}^2$ with high probability starting from an atypical random initialization. The factors have rank $d>r$ so that $\mathbf{X}_T\in\mathbb{R}^{m \times d}$ and $\mathbf{Y}_T \in\mathbb{R}^{n \times d}$. Experiments suggest that our proposed initialization is not merely of theoretical benefit, but rather significantly improves convergence of gradient descent in practice. Our proof is conceptually simple: a uniform PL-inequality and uniform Lipschitz smoothness constant are guaranteed for a sufficient number of iterations, starting from our random initialization. Our proof method should be useful for extending and simplifying convergence analyses for a broader class of nonconvex low-rank factorization problems.

This work studies the generalization error of gradient methods. More specifically, we focus on how training steps $T$ and step-size $\eta$ might affect generalization in smooth stochastic convex optimization (SCO) problems. We first provide tight excess risk lower bounds for Gradient Descent (GD) and Stochastic Gradient Descent (SGD) under the general non-realizable smooth SCO setting, suggesting that existing stability analyses are tight in step-size and iteration dependence, and that overfitting provably happens. Next, we study the case when the loss is realizable, i.e. an optimal solution minimizes all the data points. Recent works show better rates can be attained but the improvement is reduced when training time is long. Our paper examines this observation by providing excess risk lower bounds for GD and SGD in two realizable settings: 1) $\eta T = \bigO{n}$, and (2) $\eta T = \bigOmega{n}$, where $n$ is the size of dataset. In the first case $\eta T = \bigOmega{n}$, our lower bounds tightly match and certify the respective upper bounds. However, for the case $\eta T = \bigOmega{n}$, our analysis indicates a gap between the lower and upper bounds. A conjecture is proposed that the gap can be closed by improving upper bounds, supported by analyses in two special scenarios.

We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of $n$ independent random vectors) for normal and non-normal limits, measured using smooth test functions. For normal limits, we obtain bounds of the optimal order $n^{-1/2}$ rate of convergence, but for a wide class of non-normal limits, which includes quadratic forms amongst others, we achieve bounds with a faster order $n^{-1}$ convergence rate. We apply our general bounds to derive explicit bounds to quantify distributional approximations of an estimator for Bernoulli variance, several statistics of sample moments, order $n^{-1}$ bounds for the chi-square approximation of a family of rank-based statistics, and we also provide an efficient independent derivation of an order $n^{-1}$ bound for the chi-square approximation of Pearson's statistic. In establishing our general results, we generalise recent results on Stein's method for functions of multivariate normal random vectors to vector-valued functions and sums of independent random vectors whose components may be dependent. These bounds are widely applicable and are of independent interest.

In this paper, we present a novel stochastic normal map-based algorithm ($\mathsf{norM}\text{-}\mathsf{SGD}$) for nonconvex composite-type optimization problems and discuss its convergence properties. Using a time window-based strategy, we first analyze the global convergence behavior of $\mathsf{norM}\text{-}\mathsf{SGD}$ and it is shown that every accumulation point of the generated sequence of iterates $\{\boldsymbol{x}^k\}_k$ corresponds to a stationary point almost surely and in an expectation sense. The obtained results hold under standard assumptions and extend the more limited convergence guarantees of the basic proximal stochastic gradient method. In addition, based on the well-known Kurdyka-{\L}ojasiewicz (KL) analysis framework, we provide novel point-wise convergence results for the iterates $\{\boldsymbol{x}^k\}_k$ and derive convergence rates that depend on the underlying KL exponent $\boldsymbol{\theta}$ and the step size dynamics $\{\alpha_k\}_k$. Specifically, for the popular step size scheme $\alpha_k=\mathcal{O}(1/k^\gamma)$, $\gamma \in (\frac23,1]$, (almost sure) rates of the form $\|\boldsymbol{x}^k-\boldsymbol{x}^*\| = \mathcal{O}(1/k^p)$, $p \in (0,\frac12)$, can be established. The obtained rates are faster than related and existing convergence rates for $\mathsf{SGD}$ and improve on the non-asymptotic complexity bounds for $\mathsf{norM}\text{-}\mathsf{SGD}$.

We formulate a uniform tail bound for empirical processes indexed by a class of functions, in terms of the individual deviations of the functions rather than the worst-case deviation in the considered class. The tail bound is established by introducing an initial "deflation" step to the standard generic chaining argument. The resulting tail bound has a main complexity component, a variant of Talagrand's $\gamma$ functional for the deflated function class, as well as an instance-dependent deviation term, measured by an appropriately scaled version of a suitable norm. Both of these terms are expressed using certain coefficients formulated based on the relevant cumulant generating functions. We also provide more explicit approximations for the mentioned coefficients, when the function class lies in a given (exponential type) Orlicz space.

Minimum flow decomposition (MFD) is the NP-hard problem of finding a smallest decomposition of a network flow/circulation $X$ on a directed graph $G$ into weighted source-to-sink paths whose superposition equals $X$. We show that, for acyclic graphs, considering the \emph{width} of the graph (the minimum number of paths needed to cover all of its edges) yields advances in our understanding of its approximability. For the version of the problem that uses only non-negative weights, we identify and characterise a new class of \emph{width-stable} graphs, for which a popular heuristic is a \gwsimple-approximation ($|X|$ being the total flow of $X$), and strengthen its worst-case approximation ratio from $\Omega(\sqrt{m})$ to $\Omega(m / \log m)$ for sparse graphs, where $m$ is the number of edges in the graph. We also study a new problem on graphs with cycles, Minimum Cost Circulation Decomposition (MCCD), and show that it generalises MFD through a simple reduction. For the version allowing also negative weights, we give a $(\lceil \log \Vert X \Vert \rceil +1)$-approximation ($\Vert X \Vert$ being the maximum absolute value of $X$ on any edge) using a power-of-two approach, combined with parity fixing arguments and a decomposition of unitary circulations ($\Vert X \Vert \leq 1$), using a generalised notion of width for this problem. Finally, we disprove a conjecture about the linear independence of minimum (non-negative) flow decompositions posed by Kloster et al. [ALENEX 2018], but show that its useful implication (polynomial-time assignments of weights to a given set of paths to decompose a flow) holds for the negative version.

We consider $t$-Lee-error-correcting codes of length $n$ over the residue ring $\mathbb{Z}_m := \mathbb{Z}/m\mathbb{Z}$ and determine upper and lower bounds on the number of $t$-Lee-error-correcting codes. We use two different methods, namely estimating isolated nodes on bipartite graphs and the graph container method. The former gives density results for codes of fixed size and the latter for any size. This confirms some recent density results for linear Lee metric codes and provides new density results for nonlinear codes. To apply a variant of the graph container algorithm we also investigate some geometrical properties of the balls in the Lee metric.