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Gradient methods are experiencing a growth in methodological and theoretical developments owing to the challenges posed by optimization problems arising in data science. However, such gradient methods face diverging optimality gaps or exploding objective evaluations when applied to optimization problems with realistic properties for data science applications. In this work, we address this gap by developing a generic methodology that economically uses objective function evaluations in a problem-driven manner to prevent optimality gap divergence and avoid explosions in objective evaluations. Our methodology allows for a variety of step size routines and search direction strategies. Furthermore, we develop a particular, novel step size selection methodology that is well-suited to our framework. We show that our specific procedure is highly competitive with standard optimization methods on CUTEst test problems. We then show our specific procedure is highly favorable relative to standard optimization methods on a particularly tough data science problem: learning the parameters in a generalized estimating equation model. Thus, we provide a novel gradient methodology that is better suited to optimization problems from this important class of data science applications.

Sparse variational approximations are popular methods for scaling up inference and learning in Gaussian processes to larger datasets. For $N$ training points, exact inference has $O(N^3)$ cost; with $M \ll N$ features, state of the art sparse variational methods have $O(NM^2)$ cost. Recently, methods have been proposed using more sophisticated features; these promise $O(M^3)$ cost, with good performance in low dimensional tasks such as spatial modelling, but they only work with a very limited class of kernels, excluding some of the most commonly used. In this work, we propose integrated Fourier features, which extends these performance benefits to a very broad class of stationary covariance functions. We motivate the method and choice of parameters from a convergence analysis and empirical exploration, and show practical speedup in synthetic and real world spatial regression tasks.

To obtain high-quality positron emission tomography (PET) while minimizing radiation exposure, a range of methods have been designed to reconstruct standard-dose PET (SPET) from corresponding low-dose PET (LPET) images. However, most current methods merely learn the mapping between single-dose-level LPET and SPET images, but omit the dose disparity of LPET images in clinical scenarios. In this paper, to reconstruct high-quality SPET images from multi-dose-level LPET images, we design a novel two-phase multi-dose-level PET reconstruction algorithm with dose level awareness, containing a pre-training phase and a SPET prediction phase. Specifically, the pre-training phase is devised to explore both fine-grained discriminative features and effective semantic representation. The SPET prediction phase adopts a coarse prediction network utilizing pre-learned dose level prior to generate preliminary result, and a refinement network to precisely preserve the details. Experiments on MICCAI 2022 Ultra-low Dose PET Imaging Challenge Dataset have demonstrated the superiority of our method.

The stochastic finite volume method offers an efficient one-pass approach for assessing uncertainty in hyperbolic conservation laws. Still, it struggles with the curse of dimensionality when dealing with multiple stochastic variables. We introduce the stochastic finite volume method within the tensor-train framework to counteract this limitation. This integration, however, comes with its own set of difficulties, mainly due to the propensity for shock formation in hyperbolic systems. To overcome these issues, we have developed a tensor-train-adapted stochastic finite volume method that employs a global WENO reconstruction, making it suitable for such complex systems. This approach represents the first step in designing tensor-train techniques for hyperbolic systems and conservation laws involving shocks.

Standard probabilistic sparse coding assumes a Laplace prior, a linear mapping from latents to observables, and Gaussian observable distributions. We here derive a solely entropy-based learning objective for the parameters of standard sparse coding. The novel variational objective has the following features: (A) unlike MAP approximations, it uses non-trivial posterior approximations for probabilistic inference; (B) unlike for previous non-trivial approximations, the novel objective is fully analytical; and (C) the objective allows for a novel principled form of annealing. The objective is derived by first showing that the standard ELBO objective converges to a sum of entropies, which matches similar recent results for generative models with Gaussian priors. The conditions under which the ELBO becomes equal to entropies are then shown to have analytical solutions, which leads to the fully analytical objective. Numerical experiments are used to demonstrate the feasibility of learning with such entropy-based ELBOs. We investigate different posterior approximations including Gaussians with correlated latents and deep amortized approximations. Furthermore, we numerically investigate entropy-based annealing which results in improved learning. Our main contributions are theoretical, however, and they are twofold: (1) for non-trivial posterior approximations, we provide the (to the knowledge of the authors) first analytical ELBO objective for standard probabilistic sparse coding; and (2) we provide the first demonstration on how a recently shown convergence of the ELBO to entropy sums can be used for learning.

We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games includes the important case of games with mixed-integer variables for which only a few results are known in the literature. We present a new approach to characterize equilibria via a convexification technique using the Nikaido-Isoda function. To any given instance of the GNEP, we construct a set of convexified instances and show that a feasible strategy profile is an equilibrium for the original instance if and only if it is an equilibrium for any convexified instance and the convexified cost functions coincide with the initial ones. We develop this convexification approach along three dimensions: We first show that for quasi-linear models, where a convexified instance exists in which for fixed strategies of the opponent players, the cost function of every player is linear and the respective strategy space is polyhedral, the convexification reduces the GNEP to a standard (non-linear) optimization problem. Secondly, we derive two complete characterizations of those GNEPs for which the convexification leads to a jointly constrained or a jointly convex GNEP, respectively. These characterizations require new concepts related to the interplay of the convex hull operator applied to restricted subsets of feasible strategies and may be interesting on their own. Note that this characterization is also computationally relevant as jointly convex GNEPs have been extensively studied in the literature. Finally, we demonstrate the applicability of our results by presenting a numerical study regarding the computation of equilibria for three classes of GNEPs related to integral network flows and discrete market equilibria.

We study the fully dynamic maximum matching problem. In this problem, the goal is to efficiently maintain an approximate maximum matching of a graph that is subject to edge insertions and deletions. Our focus is particularly on algorithms that maintain the edges of a $(1-\epsilon)$-approximate maximum matching for an arbitrarily small constant $\epsilon > 0$. Until recently, the fastest known algorithm for this problem required $\Theta(n)$ time per update where $n$ is the number of vertices. This bound was slightly improved to $n/(\log^* n)^{\Omega(1)}$ by Assadi, Behnezhad, Khanna, and Li [STOC'23] and very recently to $n/2^{\Omega(\sqrt{\log n})}$ by Liu [ArXiv'24]. Whether this can be improved to $n^{1-\Omega(1)}$ remains a major open problem. In this paper, we present a new algorithm that maintains a $(1-\epsilon)$-approximate maximum matching. The update-time of our algorithm is parametrized based on the density of a certain class of graphs that we call Ordered Ruzsa-Szemer\'edi (ORS) graphs, a generalization of the well-known Ruzsa-Szemer\'edi graphs. While determining the density of ORS (or RS) remains a hard problem in combinatorics, we prove that if the existing constructions of ORS graphs are optimal, then our algorithm runs in $n^{1/2+O(\epsilon)}$ time for any fixed $\epsilon > 0$ which would be significantly faster than existing near-linear in $n$ time algorithms. Our second main contribution is a better upper bound on density of both ORS and RS graphs with linear size matchings. The previous best upper bound was due to a proof of the triangle-removal lemma from more than a decade ago due to Fox [Annals of Mathematics '11].

We propose a simple modification to the conventional attention mechanism applied by Transformers: Instead of quantifying pairwise query-key similarity with scaled dot-products, we quantify it with the logarithms of scaled dot-products of exponentials. Attention becomes expressible as a composition of log-sums of exponentials that is linearizable, with a latent space of constant size, enabling sequential application with constant time and space complexity per token. We implement our modification, verify that it works in practice, and conclude that it is a promising alternative to conventional attention.

We study the geometry of conditional optimal transport (COT) and prove a dynamical formulation which generalizes the Benamou-Brenier Theorem. With these tools, we propose a simulation-free flow-based method for conditional generative modeling. Our method couples an arbitrary source distribution to a specified target distribution through a triangular COT plan. We build on the framework of flow matching to train a conditional generative model by approximating the geodesic path of measures induced by this COT plan. Our theory and methods are applicable in the infinite-dimensional setting, making them well suited for inverse problems. Empirically, we demonstrate our proposed method on two image-to-image translation tasks and an infinite-dimensional Bayesian inverse problem.

The end-to-end neural combinatorial optimization (NCO) method shows promising performance in solving complex combinatorial optimization problems without the need for expert design. However, existing methods struggle with large-scale problems, hindering their practical applicability. To overcome this limitation, this work proposes a novel Self-Improved Learning (SIL) method for better scalability of neural combinatorial optimization. Specifically, we develop an efficient self-improved mechanism that enables direct model training on large-scale problem instances without any labeled data. Powered by an innovative local reconstruction approach, this method can iteratively generate better solutions by itself as pseudo-labels to guide efficient model training. In addition, we design a linear complexity attention mechanism for the model to efficiently handle large-scale combinatorial problem instances with low computation overhead. Comprehensive experiments on the Travelling Salesman Problem (TSP) and the Capacitated Vehicle Routing Problem (CVRP) with up to 100K nodes in both uniform and real-world distributions demonstrate the superior scalability of our method.