Daily Papers

Shampoo is an online and stochastic optimization algorithm belonging to the AdaGrad family of methods for training neural networks. It constructs a block-diagonal preconditioner where each block consists of a coarse Kronecker product approximation to full-matrix AdaGrad for each parameter of the neural network. In this work, we provide a complete description of the algorithm as well as the performance optimizations that our implementation leverages to train deep networks at-scale in PyTorch. Our implementation enables fast multi-GPU distributed data-parallel training by distributing the memory and computation associated with blocks of each parameter via PyTorch's DTensor data structure and performing an AllGather primitive on the computed search directions at each iteration. This major performance enhancement enables us to achieve at most a 10% performance reduction in per-step wall-clock time compared against standard diagonal-scaling-based adaptive gradient methods. We validate our implementation by performing an ablation study on training ImageNet ResNet50, demonstrating Shampoo's superiority over standard training recipes with minimal hyperparameter tuning.

We present a novel adaptive optimization algorithm for large-scale machine learning problems. Equipped with a low-cost estimate of local curvature and Lipschitz smoothness, our method dynamically adapts the search direction and step-size. The search direction contains gradient information preconditioned by a well-scaled diagonal preconditioning matrix that captures the local curvature information. Our methodology does not require the tedious task of learning rate tuning, as the learning rate is updated automatically without adding an extra hyperparameter. We provide convergence guarantees on a comprehensive collection of optimization problems, including convex, strongly convex, and nonconvex problems, in both deterministic and stochastic regimes. We also conduct an extensive empirical evaluation on standard machine learning problems, justifying our algorithm's versatility and demonstrating its strong performance compared to other start-of-the-art first-order and second-order methods.

Targeted data selection has emerged as a crucial paradigm for efficient instruction tuning, aiming to identify a small yet influential subset of training examples for a specific target task. In practice, influence is often measured through the effect of an example on parameter updates. To make selection scalable, many approaches leverage optimizer statistics (e.g., Adam states) as an axis-aligned surrogate for update geometry (i.e., diagonal precondition), implicitly treating parameters as coordinate-wise independent. We show that this assumption breaks down in parameter-efficient fine-tuning (PEFT) methods such as LoRA. In this setting, the induced optimization geometry exhibits strong cross-parameter coupling with non-trivial off-diagonal interactions, while the task-relevant update directions are confined to a low-dimensional subspace. Motivated by this mismatch, we propose GIST (Gradient Isometric Subspace Transformation), a simple yet principled alternative that replaces axis-aligned scaling with robust subspace alignment. GIST recovers a task-specific subspace from validation gradients via spectral filtering (SVD), projects training gradients into this coupled subspace, and scores examples by their alignment with target directions.Extensive experiments have demonstrated that GIST matches or outperforms the state-of-the-art baseline with only 0.29% of the storage and 25% of the computational time under the same selection budget.

First-order optimization methods are currently the mainstream in training deep neural networks (DNNs). Optimizers like Adam incorporate limited curvature information by employing the diagonal matrix preconditioning of the stochastic gradient during the training. Despite their widespread, second-order optimization algorithms exhibit superior convergence properties compared to their first-order counterparts e.g. Adam and SGD. However, their practicality in training DNNs are still limited due to increased per-iteration computations and suboptimal accuracy compared to the first order methods. We present AdaFisher--an adaptive second-order optimizer that leverages a block-diagonal approximation to the Fisher information matrix for adaptive gradient preconditioning. AdaFisher aims to bridge the gap between enhanced convergence capabilities and computational efficiency in second-order optimization framework for training DNNs. Despite the slow pace of second-order optimizers, we showcase that AdaFisher can be reliably adopted for image classification, language modelling and stand out for its stability and robustness in hyperparameter tuning. We demonstrate that AdaFisher outperforms the SOTA optimizers in terms of both accuracy and convergence speed. Code available from https://github.com/AtlasAnalyticsLab/AdaFisher{https://github.com/AtlasAnalyticsLab/AdaFisher}

Adaptive optimization methods are widely recognized as among the most popular approaches for training Deep Neural Networks (DNNs). Techniques such as Adam, AdaGrad, and AdaHessian utilize a preconditioner that modifies the search direction by incorporating information about the curvature of the objective function. However, despite their adaptive characteristics, these methods still require manual fine-tuning of the step-size. This, in turn, impacts the time required to solve a particular problem. This paper presents an optimization framework named SANIA to tackle these challenges. Beyond eliminating the need for manual step-size hyperparameter settings, SANIA incorporates techniques to address poorly scaled or ill-conditioned problems. We also explore several preconditioning methods, including Hutchinson's method, which approximates the Hessian diagonal of the loss function. We conclude with an extensive empirical examination of the proposed techniques across classification tasks, covering both convex and non-convex contexts.

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods with a provable improvement of the condition number, cutting the gaps between highest eigenvalues, without explicit knowledge of the actual spectrum. We give a stochastic interpretation of this preconditioning in terms of coordinate volume sampling and compare it with other classical approaches, including the Chebyshev polynomials. We show how to incorporate a polynomial preconditioning into the Gradient and Fast Gradient Methods and establish the corresponding global complexity bounds. Finally, we propose a simple adaptive search procedure that automatically chooses the best possible polynomial preconditioning for the Gradient Method, minimizing the objective along a low-dimensional Krylov subspace. Numerical experiments confirm the efficiency of our preconditioning strategies for solving various machine learning problems.

In this paper, we investigate the behavior of gradient descent algorithms in physics-informed machine learning methods like PINNs, which minimize residuals connected to partial differential equations (PDEs). Our key result is that the difficulty in training these models is closely related to the conditioning of a specific differential operator. This operator, in turn, is associated to the Hermitian square of the differential operator of the underlying PDE. If this operator is ill-conditioned, it results in slow or infeasible training. Therefore, preconditioning this operator is crucial. We employ both rigorous mathematical analysis and empirical evaluations to investigate various strategies, explaining how they better condition this critical operator, and consequently improve training.

Preconditioned gradient methods are among the most general and powerful tools in optimization. However, preconditioning requires storing and manipulating prohibitively large matrices. We describe and analyze a new structure-aware preconditioning algorithm, called Shampoo, for stochastic optimization over tensor spaces. Shampoo maintains a set of preconditioning matrices, each of which operates on a single dimension, contracting over the remaining dimensions. We establish convergence guarantees in the stochastic convex setting, the proof of which builds upon matrix trace inequalities. Our experiments with state-of-the-art deep learning models show that Shampoo is capable of converging considerably faster than commonly used optimizers. Although it involves a more complex update rule, Shampoo's runtime per step is comparable to that of simple gradient methods such as SGD, AdaGrad, and Adam.

Second-order optimizers, maintaining a matrix termed a preconditioner, are superior to first-order optimizers in both theory and practice. The states forming the preconditioner and its inverse root restrict the maximum size of models trained by second-order optimizers. To address this, compressing 32-bit optimizer states to lower bitwidths has shown promise in reducing memory usage. However, current approaches only pertain to first-order optimizers. In this paper, we propose the first 4-bit second-order optimizers, exemplified by 4-bit Shampoo, maintaining performance similar to that of 32-bit ones. We show that quantizing the eigenvector matrix of the preconditioner in 4-bit Shampoo is remarkably better than quantizing the preconditioner itself both theoretically and experimentally. By rectifying the orthogonality of the quantized eigenvector matrix, we enhance the approximation of the preconditioner's eigenvector matrix, which also benefits the computation of its inverse 4-th root. Besides, we find that linear square quantization slightly outperforms dynamic tree quantization when quantizing second-order optimizer states. Evaluation on various networks for image classification demonstrates that our 4-bit Shampoo achieves comparable test accuracy to its 32-bit counterpart while being more memory-efficient. The source code will be made available.

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given precision level. One challenge in PCG solvers is the selection of preconditioners, as different problem-dependent systems can benefit from different preconditioners. We present a new method to introduce inductive bias in preconditioning conjugate gradient algorithm. Given a system matrix and a set of solution vectors arise from an underlying distribution, we train a graph neural network to obtain an approximate decomposition to the system matrix to be used as a preconditioner in the context of PCG solvers. We conduct extensive experiments to demonstrate the efficacy and generalizability of our proposed approach in solving various 2D and 3D linear second-order PDEs.

This paper makes a formal connection between two families of widely used matrix factorization algorithms in numerical linear algebra. One family consists of the Jacobi eigenvalue algorithm and its variants for computing the Hermitian eigendecomposition and singular value decomposition. The other consists of Gaussian elimination and the Gram-Schmidt procedure with various pivoting rules for computing the Cholesky decomposition and QR decomposition respectively. Both families are cast as special cases of a more general class of factorization algorithms. We provide a randomized pivoting rule that applies to this general class (which differs substantially from the usual pivoting rules for Gaussian elimination / Gram-Schmidt) which results in the same linear rate of convergence for each algorithm, irrespective of which factorization it computes. A second important consequence of this randomized pivoting rule is a provable, effective bound on the numerical stability of the Jacobi eigenvalue algorithm, which addresses a longstanding open problem of Demmel and Veseli\'c `92.

We propose ScaledGD(\lambda), a preconditioned gradient descent method to tackle the low-rank matrix sensing problem when the true rank is unknown, and when the matrix is possibly ill-conditioned. Using overparametrized factor representations, ScaledGD(\lambda) starts from a small random initialization, and proceeds by gradient descent with a specific form of damped preconditioning to combat bad curvatures induced by overparameterization and ill-conditioning. At the expense of light computational overhead incurred by preconditioners, ScaledGD(\lambda) is remarkably robust to ill-conditioning compared to vanilla gradient descent (GD) even with overprameterization. Specifically, we show that, under the Gaussian design, ScaledGD(\lambda) converges to the true low-rank matrix at a constant linear rate after a small number of iterations that scales only logarithmically with respect to the condition number and the problem dimension. This significantly improves over the convergence rate of vanilla GD which suffers from a polynomial dependency on the condition number. Our work provides evidence on the power of preconditioning in accelerating the convergence without hurting generalization in overparameterized learning.

Shampoo, a second-order optimization algorithm which uses a Kronecker product preconditioner, has recently garnered increasing attention from the machine learning community. The preconditioner used by Shampoo can be viewed either as an approximation of the Gauss--Newton component of the Hessian or the covariance matrix of the gradients maintained by Adagrad. We provide an explicit and novel connection between the optimal Kronecker product approximation of these matrices and the approximation made by Shampoo. Our connection highlights a subtle but common misconception about Shampoo's approximation. In particular, the square of the approximation used by the Shampoo optimizer is equivalent to a single step of the power iteration algorithm for computing the aforementioned optimal Kronecker product approximation. Across a variety of datasets and architectures we empirically demonstrate that this is close to the optimal Kronecker product approximation. Additionally, for the Hessian approximation viewpoint, we empirically study the impact of various practical tricks to make Shampoo more computationally efficient (such as using the batch gradient and the empirical Fisher) on the quality of Hessian approximation.

Preconditioning is at the heart of iterative solutions of large, sparse linear systems of equations in scientific disciplines. Several algebraic approaches, which access no information beyond the matrix itself, are widely studied and used, but ill-conditioned matrices remain very challenging. We take a machine learning approach and propose using graph neural networks as a general-purpose preconditioner. They show attractive performance for many problems and can be used when the mainstream preconditioners perform poorly. Empirical evaluation on over 800 matrices suggests that the construction time of these graph neural preconditioners (GNPs) is more predictable and can be much shorter than that of other widely used ones, such as ILU and AMG, while the execution time is faster than using a Krylov method as the preconditioner, such as in inner-outer GMRES. GNPs have a strong potential for solving large-scale, challenging algebraic problems arising from not only partial differential equations, but also economics, statistics, graph, and optimization, to name a few.

Orthogonality-based optimizers, such as Muon, have recently shown strong performance across large-scale training and community-driven efficiency challenges. However, these methods rely on a costly gradient orthogonalization step. Even efficient iterative approximations such as Newton-Schulz remain expensive, typically requiring dozens of matrix multiplications to converge. We introduce a preconditioning procedure that accelerates Newton-Schulz convergence and reduces its computational cost. We evaluate its impact and show that the overhead of our preconditioning can be made negligible. Furthermore, the faster convergence it enables allows us to remove one iteration out of the usual five without degrading approximation quality. Our publicly available implementation achieves up to a 2.8x speedup in the Newton-Schulz approximation. We also show that this has a direct impact on end-to-end training runtime with 5-10% improvement in realistic training scenarios across two efficiency-focused tasks. On challenging language or vision tasks, we validate that our method maintains equal or superior model performance while improving runtime. Crucially, these improvements require no hyperparameter tuning and can be adopted as a simple drop-in replacement. Our code is publicly available on github.

Solving linear systems of equations is a common problem that arises both on its own and as a subroutine in more complex problems: given a matrix A and a vector b, find a vector x such that Ax=b. We consider the case where one doesn't need to know the solution x itself, but rather an approximation of the expectation value of some operator associated with x, e.g., x'Mx for some matrix M. In this case, when A is sparse, N by N and has condition number kappa, classical algorithms can find x and estimate x'Mx in O(N sqrt(kappa)) time. Here, we exhibit a quantum algorithm for this task that runs in poly(log N, kappa) time, an exponential improvement over the best classical algorithm.

Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or unitarily invariant, i.e., they depend only on the eigenvalues or singular values of the matrix. This paper investigates how spectral matrix cones -- cones defined from epigraphs and perspectives of spectral or unitarily invariant functions -- can be used to enhance first-order conic solvers for semidefinite programs. Our main result shows that projecting a matrix can be reduced to projecting its eigenvalues or singular values, which we demonstrate can be done at a negligible cost compared to the eigenvalue or singular value decomposition itself. We have integrated support for spectral matrix cone projections into the Splitting Conic Solver (SCS). Numerical experiments show that SCS with this enhancement can achieve speedups of up to an order of magnitude for solving semidefinite programs arising in experimental design, robust principal component analysis, and graph partitioning.

Leveraging second-order information about the loss at the scale of deep networks is one of the main lines of approach for improving the performance of current optimizers for deep learning. Yet, existing approaches for accurate full-matrix preconditioning, such as Full-Matrix Adagrad (GGT) or Matrix-Free Approximate Curvature (M-FAC) suffer from massive storage costs when applied even to small-scale models, as they must store a sliding window of gradients, whose memory requirements are multiplicative in the model dimension. In this paper, we address this issue via a novel and efficient error-feedback technique that can be applied to compress preconditioners by up to two orders of magnitude in practice, without loss of convergence. Specifically, our approach compresses the gradient information via sparsification or low-rank compression before it is fed into the preconditioner, feeding the compression error back into future iterations. Experiments on deep neural networks show that this approach can compress full-matrix preconditioners to up to 99\% sparsity without accuracy loss, effectively removing the memory overhead of full-matrix preconditioners such as GGT and M-FAC. Our code is available at https://github.com/IST-DASLab/EFCP.

This article shows yet another proof of NP=CoNP$. In a previous article, we proved that NP=PSPACE and from it we can conclude that NP=CoNP immediately. The former proof shows how to obtain polynomial and, polynomial in time checkable Dag-like proofs for all purely implicational Minimal logic tautologies. From the fact that Minimal implicational logic is PSPACE-complete we get the proof that NP=PSPACE. This first proof of NP=CoNP uses Hudelmaier linear upper-bound on the height of Sequent Calculus minimal implicational logic proofs. In an addendum to the proof of NP=PSPACE, we observe that we do not need to use Hudelmaier upper-bound since any proof of non-hamiltonicity for any graph is linear upper-bounded. By the CoNP-completeness of non-hamiltonicity, we obtain NP=CoNP as a corollary of the first proof. In this article we show the third proof of CoNP=NP, also providing polynomial size and polynomial verifiable certificates that are Dags. They are generated from normal Natural Deduction proofs, linear height upper-bounded too, by removing redundancy, i.e., repeated parts. The existence of repeated parts is a consequence of the redundancy theorem for a family of super-polynomial proofs in the purely implicational Minimal logic. It is mandatory to read at least two previous articles to get the details of the proof presented here. The article that proves the redundancy theorem and the article that shows how to remove the repeated parts of a normal Natural Deduction proof to have a polynomial Dag certificate for minimal implicational logic tautologies.

In this paper, we propose new randomized algorithms for estimating the two-to-infinity and one-to-two norms in a matrix-free setting, using only matrix-vector multiplications. Our methods are based on appropriate modifications of Hutchinson's diagonal estimator and its Hutch++ version. We provide oracle complexity bounds for both modifications. We further illustrate the practical utility of our algorithms for Jacobian-based regularization in deep neural network training on image classification tasks. We also demonstrate that our methodology can be applied to mitigate the effect of adversarial attacks in the domain of recommender systems.

A burgeoning line of research leverages deep neural networks to approximate the solutions to high dimensional PDEs, opening lines of theoretical inquiry focused on explaining how it is that these models appear to evade the curse of dimensionality. However, most prior theoretical analyses have been limited to linear PDEs. In this work, we take a step towards studying the representational power of neural networks for approximating solutions to nonlinear PDEs. We focus on a class of PDEs known as nonlinear elliptic variational PDEs, whose solutions minimize an Euler-Lagrange energy functional E(u) = int_Omega L(x, u(x), nabla u(x)) - f(x) u(x)dx. We show that if composing a function with Barron norm b with partial derivatives of L produces a function of Barron norm at most B_L b^p, the solution to the PDE can be epsilon-approximated in the L^2 sense by a function with Barron norm Oleft(left(dB_Lright)^{max{p log(1/ epsilon), p^{log(1/epsilon)}}}right). By a classical result due to Barron [1993], this correspondingly bounds the size of a 2-layer neural network needed to approximate the solution. Treating p, epsilon, B_L as constants, this quantity is polynomial in dimension, thus showing neural networks can evade the curse of dimensionality. Our proof technique involves neurally simulating (preconditioned) gradient in an appropriate Hilbert space, which converges exponentially fast to the solution of the PDE, and such that we can bound the increase of the Barron norm at each iterate. Our results subsume and substantially generalize analogous prior results for linear elliptic PDEs over a unit hypercube.

State-space models (SSMs) have recently emerged as a framework for learning long-range sequence tasks. An example is the structured state-space sequence (S4) layer, which uses the diagonal-plus-low-rank structure of the HiPPO initialization framework. However, the complicated structure of the S4 layer poses challenges; and, in an effort to address these challenges, models such as S4D and S5 have considered a purely diagonal structure. This choice simplifies the implementation, improves computational efficiency, and allows channel communication. However, diagonalizing the HiPPO framework is itself an ill-posed problem. In this paper, we propose a general solution for this and related ill-posed diagonalization problems in machine learning. We introduce a generic, backward-stable "perturb-then-diagonalize" (PTD) methodology, which is based on the pseudospectral theory of non-normal operators, and which may be interpreted as the approximate diagonalization of the non-normal matrices defining SSMs. Based on this, we introduce the S4-PTD and S5-PTD models. Through theoretical analysis of the transfer functions of different initialization schemes, we demonstrate that the S4-PTD/S5-PTD initialization strongly converges to the HiPPO framework, while the S4D/S5 initialization only achieves weak convergences. As a result, our new models show resilience to Fourier-mode noise-perturbed inputs, a crucial property not achieved by the S4D/S5 models. In addition to improved robustness, our S5-PTD model averages 87.6% accuracy on the Long-Range Arena benchmark, demonstrating that the PTD methodology helps to improve the accuracy of deep learning models.

Training deep neural networks is a structured optimization problem, because the parameters are naturally represented by matrices and tensors rather than by vectors. Under this structural representation, it has been widely observed that gradients are low-rank and Hessians are approximately block diagonal. These structured properties are crucial for designing efficient optimization algorithms, but are not utilized by many current popular optimizers like Adam. In this paper, we present a novel optimization algorithm ASGO that capitalizes on these properties by employing a preconditioner that is adaptively updated using structured gradients. By a fine-grained theoretical analysis, ASGO is proven to achieve superior convergence rates compared to existing structured gradient methods. Based on this convergence theory, we further demonstrate that ASGO can benefit from low-rank gradients and block diagonal Hessians. We also discuss practical modifications of ASGO and empirically verify ASGO's effectiveness on language model tasks. Code is available at https://github.com/infinity-stars/ASGO.

We present a novel approach to accelerate stochastic gradient descent (SGD) by utilizing curvature information obtained from Hessian-vector products or finite differences of parameters and gradients, similar to the BFGS algorithm. Our approach involves two preconditioners: a matrix-free preconditioner and a low-rank approximation preconditioner. We update both preconditioners online using a criterion that is robust to stochastic gradient noise and does not require line search or damping. To preserve the corresponding symmetry or invariance, our preconditioners are constrained to certain connected Lie groups. The Lie group's equivariance property simplifies the preconditioner fitting process, while its invariance property eliminates the need for damping, which is commonly required in second-order optimizers. As a result, the learning rate for parameter updating and the step size for preconditioner fitting are naturally normalized, and their default values work well in most scenarios. Our proposed approach offers a promising direction for improving the convergence of SGD with low computational overhead. We demonstrate that Preconditioned SGD (PSGD) outperforms SoTA on Vision, NLP, and RL tasks across multiple modern deep-learning architectures. We have provided code for reproducing toy and large scale experiments in this paper.

We present a comprehensive treatment of relative oscillation theory for finite Jacobi matrices. We show that the difference of the number of eigenvalues of two Jacobi matrices in an interval equals the number of weighted sign-changes of the Wronskian of suitable solutions of the two underlying difference equations. Until now only the case of perturbations of the main diagonal was known. We extend the known results to arbitrary perturbations, allow any (half-)open and closed spectral intervals, simplify the proof, and establish the comparison theorem.

Linear transformation of the inputs alters the training performance of feed-forward networks that are otherwise equivalent. However, most linear transforms are viewed as a pre-processing operation separate from the actual training. Starting from equivalent networks, it is shown that pre-processing inputs using linear transformation are equivalent to multiplying the negative gradient matrix with an autocorrelation matrix per training iteration. Second order method is proposed to find the autocorrelation matrix that maximizes learning in a given iteration. When the autocorrelation matrix is diagonal, the method optimizes input gains. This optimal input gain (OIG) approach is used to improve two first-order two-stage training algorithms, namely back-propagation (BP) and hidden weight optimization (HWO), which alternately update the input weights and solve linear equations for output weights. Results show that the proposed OIG approach greatly enhances the performance of the first-order algorithms, often allowing them to rival the popular Levenberg-Marquardt approach with far less computation. It is shown that HWO is equivalent to BP with Whitening transformation applied to the inputs. HWO effectively combines Whitening transformation with learning. Thus, OIG improved HWO could be a significant building block to more complex deep learning architectures.

We study simplified bootstrap problems for probability distributions on the infinite line and the circle. We show that the rapid convergence of the bootstrap method for problems on the infinite line is related to the fact that the smallest eigenvalue of the positive matrices in the exact solution becomes exponentially small for large matrices, while the moments grow factorially. As a result, the positivity condition is very finely tuned. For problems on the circle we show instead that the entries of the positive matrix of Fourier modes of the distribution depend linearly on the initial data of the recursion, with factorially growing coefficients. By positivity, these matrix elements are bounded in absolute value by one, so the initial data must also be fine-tuned. Additionally, we find that we can largely bypass the semi-definite program (SDP) nature of the problem on a circle by recognizing that these Fourier modes must be asymptotically exponentially small. With a simple ansatz, which we call the shoestring bootstrap, we can efficiently identify an interior point of the set of allowed matrices with much higher precision than conventional SDP bounds permit. We apply this method to solving unitary matrix model integrals by numerically constructing the orthogonal polynomials associated with the circle distribution.

State space models (SSM) have recently been shown to be very effective as a deep learning layer as a promising alternative to sequence models such as RNNs, CNNs, or Transformers. The first version to show this potential was the S4 model, which is particularly effective on tasks involving long-range dependencies by using a prescribed state matrix called the HiPPO matrix. While this has an interpretable mathematical mechanism for modeling long dependencies, it introduces a custom representation and algorithm that can be difficult to implement. On the other hand, a recent variant of S4 called DSS showed that restricting the state matrix to be fully diagonal can still preserve the performance of the original model when using a specific initialization based on approximating S4's matrix. This work seeks to systematically understand how to parameterize and initialize such diagonal state space models. While it follows from classical results that almost all SSMs have an equivalent diagonal form, we show that the initialization is critical for performance. We explain why DSS works mathematically, by showing that the diagonal restriction of S4's matrix surprisingly recovers the same kernel in the limit of infinite state dimension. We also systematically describe various design choices in parameterizing and computing diagonal SSMs, and perform a controlled empirical study ablating the effects of these choices. Our final model S4D is a simple diagonal version of S4 whose kernel computation requires just 2 lines of code and performs comparably to S4 in almost all settings, with state-of-the-art results for image, audio, and medical time-series domains, and averaging 85\% on the Long Range Arena benchmark.

This paper presents a novel preconditioning strategy for the classic 8-point algorithm (8-PA) for estimating an essential matrix from 360-FoV images (i.e., equirectangular images) in spherical projection. To alleviate the effect of uneven key-feature distributions and outlier correspondences, which can potentially decrease the accuracy of an essential matrix, our method optimizes a non-rigid transformation to deform a spherical camera into a new spatial domain, defining a new constraint and a more robust and accurate solution for an essential matrix. Through several experiments using random synthetic points, 360-FoV, and fish-eye images, we demonstrate that our normalization can increase the camera pose accuracy by about 20% without significantly overhead the computation time. In addition, we present further benefits of our method through both a constant weighted least-square optimization that improves further the well known Gold Standard Method (GSM) (i.e., the non-linear optimization by using epipolar errors); and a relaxation of the number of RANSAC iterations, both showing that our normalization outcomes a more reliable, robust, and accurate solution.

There is growing evidence of the effectiveness of Shampoo, a higher-order preconditioning method, over Adam in deep learning optimization tasks. However, Shampoo's drawbacks include additional hyperparameters and computational overhead when compared to Adam, which only updates running averages of first- and second-moment quantities. This work establishes a formal connection between Shampoo (implemented with the 1/2 power) and Adafactor -- a memory-efficient approximation of Adam -- showing that Shampoo is equivalent to running Adafactor in the eigenbasis of Shampoo's preconditioner. This insight leads to the design of a simpler and computationally efficient algorithm: ShampoO with Adam in the Preconditioner's eigenbasis (SOAP). With regards to improving Shampoo's computational efficiency, the most straightforward approach would be to simply compute Shampoo's eigendecomposition less frequently. Unfortunately, as our empirical results show, this leads to performance degradation that worsens with this frequency. SOAP mitigates this degradation by continually updating the running average of the second moment, just as Adam does, but in the current (slowly changing) coordinate basis. Furthermore, since SOAP is equivalent to running Adam in a rotated space, it introduces only one additional hyperparameter (the preconditioning frequency) compared to Adam. We empirically evaluate SOAP on language model pre-training with 360m and 660m sized models. In the large batch regime, SOAP reduces the number of iterations by over 40% and wall clock time by over 35% compared to AdamW, with approximately 20% improvements in both metrics compared to Shampoo. An implementation of SOAP is available at https://github.com/nikhilvyas/SOAP.

Shampoo is one of the leading approximate second-order optimizers: a variant of it has won the MLCommons AlgoPerf competition, and it has been shown to produce models with lower activation outliers that are easier to compress. Yet, applying Shampoo currently comes at the cost of significant computational slowdown, due to its expensive internal operations. In this paper, we take a significant step to address this shortcoming by proposing \method (for Distributed Accelerated SHampoo), a faster implementation of Distributed Shampoo based on two main new techniques: First, we show that preconditioner blocks can be stacked into 3D tensors to significantly improve GPU utilization; second, we introduce the Newton-DB iteration and the Chebyshev polynomial approximations as novel and faster approaches for computing the inverse matrix roots required by Shampoo. Along with these algorithmic contributions, we provide a first in-depth analysis of how matrix scaling critically affects Shampoo convergence. On the practical side, our GPU-aware implementation achieves up to 4.83times faster optimizer steps compared to the well-optimized Distributed Shampoo, while Newton-DB attains the lowest validation perplexity per iteration among all tested methods. Our code is available at https://github.com/IST-DASLab/DASH.

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are fine-tuned for the application at hand. Although this tuning process can require large computational costs, recent work has shown that these costs can be reduced by line search methods that iteratively adjust the stepsize. We propose an alternative approach to stochastic line search by using a new algorithm based on forward step model building. This model building step incorporates second-order information that allows adjusting not only the stepsize but also the search direction. Noting that deep learning model parameters come in groups (layers of tensors), our method builds its model and calculates a new step for each parameter group. This novel diagonalization approach makes the selected step lengths adaptive. We provide convergence rate analysis, and experimentally show that the proposed algorithm achieves faster convergence and better generalization in well-known test problems. More precisely, SMB requires less tuning, and shows comparable performance to other adaptive methods.

We propose a new bound for generalization of neural networks using Koopman operators. Whereas most of existing works focus on low-rank weight matrices, we focus on full-rank weight matrices. Our bound is tighter than existing norm-based bounds when the condition numbers of weight matrices are small. Especially, it is completely independent of the width of the network if the weight matrices are orthogonal. Our bound does not contradict to the existing bounds but is a complement to the existing bounds. As supported by several existing empirical results, low-rankness is not the only reason for generalization. Furthermore, our bound can be combined with the existing bounds to obtain a tighter bound. Our result sheds new light on understanding generalization of neural networks with full-rank weight matrices, and it provides a connection between operator-theoretic analysis and generalization of neural networks.

Stochastic Gradient Descent (SGD) is one of the many iterative optimization methods that are widely used in solving machine learning problems. These methods display valuable properties and attract researchers and industrial machine learning engineers with their simplicity. However, one of the weaknesses of this type of methods is the necessity to tune learning rate (step-size) for every loss function and dataset combination to solve an optimization problem and get an efficient performance in a given time budget. Stochastic Gradient Descent with Polyak Step-size (SPS) is a method that offers an update rule that alleviates the need of fine-tuning the learning rate of an optimizer. In this paper, we propose an extension of SPS that employs preconditioning techniques, such as Hutchinson's method, Adam, and AdaGrad, to improve its performance on badly scaled and/or ill-conditioned datasets.

We consider in this work quantities that can be obtained as limits of powers of parametrized matrices, for instance the inverse matrix or the logarithm of the determinant. Under the assumption of affine dependence in the parameters, we use the Empirical Interpolation Method (EIM) to derive an approximation for powers of these matrices, from which we derive a nonintrusive approximation for the aforementioned limits. We derive upper bounds of the error made by the obtained formula. Finally, numerical comparisons with classical intrusive and nonintrusive approximation techniques are provided: in the considered test-cases, our algorithm performs well compared to the nonintrusive ones.

We generalise a technique of Bhat and Skeide (2015) to interpolate commuting families {S_{i}}_{i in I} of contractions on a Hilbert space H, to commuting families {T_{i}}_{i in I} of contractive C_{0}-semigroups on L^{2}(prod_{i in I}T) otimes H. As an excursus, we provide applications of the interpolations to time-discretisation and the embedding problem. Applied to Parrott's construction (1970), we then demonstrate for d in N with d geq 3 the existence of commuting families {T_{i}}_{i=1}^{d} of contractive C_{0}-semigroups which admit no simultaneous unitary dilation. As an application of these counter-examples, we obtain the residuality wrt. the topology of uniform wot-convergence on compact subsets of R_{geq 0}^{d} of non-unitarily dilatable and non-unitarily approximable d-parameter contractive C_{0}-semigroups on separable infinite-dimensional Hilbert spaces for each d geq 3. Similar results are also developed for d-tuples of commuting contractions. And by building on the counter-examples of Varopoulos--Kaijser (1973--74), a 0--1-result is obtained for the von Neumann inequality. Finally, we discuss applications to rigidity as well as the embedding problem, viz. that `typical' pairs of commuting operators can be simultaneously embedded into commuting pairs of C_{0}-semigroups, which extends results of Eisner (2009--10).

This paper gives three formulas for the pseudoinverse of a matrix product A = CR. The first is sometimes correct, the second is always correct, and the third is almost never correct. But that third randomized pseudoinverse A^+_r may be very useful when A is a very large matrix. 1. A^+ = R^+C^+ when A = CR and C has independent columns and R has independent rows. 2. A^+ = (C^+CR)^+(CRR^+)^+ is always correct. 3. A^+_r = (P^TCR)^+P^TCRQ(CRQ)^+ = A^+ only when rank(P^TA) = rank(AQ) = rank(A) with A = CR.

This paper studies the problem of recovering cameras from a set of fundamental matrices. A set of fundamental matrices is said to be compatible if a set of cameras exists for which they are the fundamental matrices. We focus on the complete graph, where fundamental matrices for each pair of cameras are given. Previous work has established necessary and sufficient conditions for compatibility as rank and eigenvalue conditions on the n-view fundamental matrix obtained by concatenating the individual fundamental matrices. In this work, we show that the eigenvalue condition is redundant. We provide explicit homogeneous polynomials that describe necessary and sufficient conditions for compatibility in terms of the fundamental matrices and their epipoles. In this direction, we find that quadruple-wise compatibility is enough to ensure global compatibility for any number of cameras. We demonstrate that for four cameras, compatibility is generically described by triple-wise conditions and one additional equation involving all fundamental matrices.

We propose an adaptive step size with an energy approach for a suitable class of preconditioned gradient descent methods. We focus on settings where the preconditioning is applied to address the constraints in optimization problems, such as the Hessian-Riemannian and natural gradient descent methods. More specifically, we incorporate these preconditioned gradient descent algorithms in the recently introduced Adaptive Energy Gradient Descent (AEGD) framework. In particular, we discuss theoretical results on the unconditional energy-stability and convergence rates across three classes of objective functions. Furthermore, our numerical results demonstrate excellent performance of the proposed method on several test bed optimization problems.

Sublinear time complexity is required by the massively parallel computation (MPC) model. Breaking dynamic programs into a set of sparse dynamic programs that can be divided, solved, and merged in sublinear time. The rectangle escape problem (REP) is defined as follows: For n axis-aligned rectangles inside an axis-aligned bounding box B, extend each rectangle in only one of the four directions: up, down, left, or right until it reaches B and the density k is minimized, where k is the maximum number of extensions of rectangles to the boundary that pass through a point inside bounding box B. REP is NP-hard for k>1. If the rectangles are points of a grid (or unit squares of a grid), the problem is called the square escape problem (SEP) and it is still NP-hard. We give a 2-approximation algorithm for SEP with kgeq2 with time complexity O(n^{3/2}k^2). This improves the time complexity of existing algorithms which are at least quadratic. Also, the approximation ratio of our algorithm for kgeq 3 is 3/2 which is tight. We also give a 8-approximation algorithm for REP with time complexity O(nlog n+nk) and give a MPC version of this algorithm for k=O(1) which is the first parallel algorithm for this problem.

Linear Recurrent Neural Networks (linear RNNs) have emerged as competitive alternatives to Transformers for sequence modeling, offering efficient training and linear-time inference. However, existing architectures face a fundamental trade-off between expressivity and efficiency, dictated by the structure of their state-transition matrices. Diagonal matrices, used in models such as Mamba, GLA, or mLSTM, yield fast runtime but have limited expressivity. To address this, recent architectures such as DeltaNet and RWKV-7 adopted a diagonal plus rank-1 structure, which allows simultaneous token and channel mixing, improving associative recall and, as recently shown, state-tracking when allowing negative eigenvalues in the state-transition matrices. Building on the interpretation of DeltaNet's recurrence as performing one step of online gradient descent per token on an associative recall loss, we introduce DeltaProduct, which instead takes multiple (n_h) steps per token. This naturally leads to diagonal plus rank-n_h state-transition matrices, formed as products of n_h generalized Householder transformations, providing a tunable mechanism to balance expressivity and efficiency. We provide a detailed theoretical characterization of the state-tracking capability of DeltaProduct in finite precision, showing how it improves by increasing n_h. Our extensive experiments demonstrate that DeltaProduct outperforms DeltaNet in both state-tracking and language modeling, while also showing significantly improved length extrapolation capabilities.

Projection maintenance is one of the core data structure tasks. Efficient data structures for projection maintenance have led to recent breakthroughs in many convex programming algorithms. In this work, we further extend this framework to the Kronecker product structure. Given a constraint matrix {sf A} and a positive semi-definite matrix Win R^{ntimes n} with a sparse eigenbasis, we consider the task of maintaining the projection in the form of {sf B}^top({sf B}{sf B}^top)^{-1}{sf B}, where {sf B}={sf A}(Wotimes I) or {sf B}={sf A}(W^{1/2}otimes W^{1/2}). At each iteration, the weight matrix W receives a low rank change and we receive a new vector h. The goal is to maintain the projection matrix and answer the query {sf B}^top({sf B}{sf B}^top)^{-1}{sf B}h with good approximation guarantees. We design a fast dynamic data structure for this task and it is robust against an adaptive adversary. Following the beautiful and pioneering work of [Beimel, Kaplan, Mansour, Nissim, Saranurak and Stemmer, STOC'22], we use tools from differential privacy to reduce the randomness required by the data structure and further improve the running time.

In recent years, multiple notions of algorithmic fairness have arisen. One such notion is individual fairness (IF), which requires that individuals who are similar receive similar treatment. In parallel, matrix estimation (ME) has emerged as a natural paradigm for handling noisy data with missing values. In this work, we connect the two concepts. We show that pre-processing data using ME can improve an algorithm's IF without sacrificing performance. Specifically, we show that using a popular ME method known as singular value thresholding (SVT) to pre-process the data provides a strong IF guarantee under appropriate conditions. We then show that, under analogous conditions, SVT pre-processing also yields estimates that are consistent and approximately minimax optimal. As such, the ME pre-processing step does not, under the stated conditions, increase the prediction error of the base algorithm, i.e., does not impose a fairness-performance trade-off. We verify these results on synthetic and real data.

We introduce the Subspace Power Method (SPM) for calculating the CP decomposition of low-rank real symmetric tensors. This algorithm calculates one new CP component at a time, alternating between applying the shifted symmetric higher-order power method (SS-HOPM) to a certain modified tensor, constructed from a matrix flattening of the original tensor; and using appropriate deflation steps. We obtain rigorous guarantees for SPM regarding convergence and global optima for input tensors of dimension d and order m of CP rank up to O(d^{lfloor m/2rfloor}), via results in classical algebraic geometry and optimization theory. As a by-product of our analysis we prove that SS-HOPM converges unconditionally, settling a conjecture in [Kolda, T.G., Mayo, J.R.: Shifted power method for computing tensor eigenpairs. SIAM Journal on Matrix Analysis and Applications 32(4), 1095-1124 (2011)]. We present numerical experiments which demonstrate that SPM is efficient and robust to noise, being up to one order of magnitude faster than state-of-the-art CP decomposition algorithms in certain experiments. Furthermore, prior knowledge of the CP rank is not required by SPM.

We give explicit low-rank bilinear non-commutative schemes for multiplying structured n times n matrices with 2 leq n leq 5, which serve as building blocks for recursive algorithms with improved multiplicative factors in asymptotic complexity. Our schemes are discovered over F_2 or F_3 and lifted to Z or Q. Using a flip graph search over tensor decompositions, we derive schemes for general, upper-triangular, lower-triangular, symmetric, and skew-symmetric inputs, as well as products of a structured matrix with its transpose. In particular, we obtain 4 times 4 rank-34 schemes: (i) multiplying a general matrix by its transpose using 10 recursive calls, improving the factor from 26/41 (0.634) to 8/13 (0.615); and (ii) multiplying an upper-triangular matrix by a general matrix using 12 recursive calls, improving the factor from 8/13 (0.615) to 22/37 (0.595). Additionally, using F_3 flip graphs, we discover schemes over Q that fundamentally require the inverse of 2, including a 2 times 2 symmetric-symmetric multiplication of rank 5 and a 3 times 3 skew-symmetric-general multiplication of rank 14 (improving upon AlphaTensor's 15).

This work studies the combinatorial optimization problem of finding an optimal core tensor shape, also called multilinear rank, for a size-constrained Tucker decomposition. We give an algorithm with provable approximation guarantees for its reconstruction error via connections to higher-order singular values. Specifically, we introduce a novel Tucker packing problem, which we prove is NP-hard, and give a polynomial-time approximation scheme based on a reduction to the 2-dimensional knapsack problem with a matroid constraint. We also generalize our techniques to tree tensor network decompositions. We implement our algorithm using an integer programming solver, and show that its solution quality is competitive with (and sometimes better than) the greedy algorithm that uses the true Tucker decomposition loss at each step, while also running up to 1000x faster.

We give a quantum algorithm for computing an epsilon-approximate Nash equilibrium of a zero-sum game in a m times n payoff matrix with bounded entries. Given a standard quantum oracle for accessing the payoff matrix our algorithm runs in time O(m + ncdot epsilon^{-2.5} + epsilon^{-3}) and outputs a classical representation of the epsilon-approximate Nash equilibrium. This improves upon the best prior quantum runtime of O(m + n cdot epsilon^{-3}) obtained by [vAG19] and the classic O((m + n) cdot epsilon^{-2}) runtime due to [GK95] whenever epsilon = Omega((m +n)^{-1}). We obtain this result by designing new quantum data structures for efficiently sampling from a slowly-changing Gibbs distribution.

This thesis is divided into three parts. The first part deals with cylindric plane partitions. The second with lambda-determinants and the third with commutators in semi-circular systems. For more detailed abstract please see inside. Cylindric plane partitions may be thought of as a natural generalization of reverse plane partitions. A generating series for the enumeration of cylindric plane partitions was recently given by Borodin. The first result of section one is a new bijective proof of Borodin's identity which makes use of Fomin's growth diagram framework for generalized RSK correspondences. The second result is a (q,t)-analog of Borodin's identity which extends previous work by Okada in the reverse plane partition case. The third result is an explicit combinatorial interpretation of the Macdonald weight occurring in the (q,t)-analog using the non-intersecting lattice path model for cylindric plane partitions. Alternating sign matrices were discovered by Robbins and Rumsey whilst studying λ-determinants. In the second part of this thesis we prove a multi-parameter generalization of the λ-determinant, generalizing a recent result by di Francesco. Like the original λ-determinant, our formula exhibits the Laurent phenomenon. Semicircular systems were first introduced by Voiculescu as a part of his study of von Neumann algebras. In the third part of this thesis we study certain commutator subalgebras of the semicircular system. We find a projection matrix with an interesting self-similar structure. Making use of our projection formula we given an alternative, elementary proof that the semicircular system is a factor.

Consider the following process: Take any four-digit number which has at least two distinct digits. Then, rearrange the digits of the original number in ascending and descending order, take these two numbers, and find the difference between the two. Finally, repeat this routine using the difference as the new four-digit number. In 1949, D. R. Kaprekar became the first to discover that this process, known as the Kaprekar Routine, would always yield 6174 within 7 iterations. Since this number remains unchanged after an application of the Kaprekar Routine, it became known as Kaprekar's Constant. Previous works have shown that the only base 10 Kaprekar's Constants are 495 and 6174, the 3-digit and 4-digit case. However, little attention has been given to other bases or determining which digit cases and which bases have a Kaprekar's Constant. This paper analyzes the behavior of the Kaprekar Routine in the 3-digit case, deriving an expression for all 3-digit Kaprekar Constants. In addition, the author developed a series of C++ programs to analyze the paths integers followed to their respective Kaprekar's Constant. Surprisingly, it was determined from this program that the most commonly required number of iterations required to reach Kaprekar's Constant for 3-digit integers was consistently 3, regardless of base. When loaded as a matrix, the iteration requirement data demonstrates a precise recurring relationship reminiscent of Pascal's Triangle.

Solving a linear system Ax=b is a fundamental scientific computing primitive for which numerous solvers and preconditioners have been developed. These come with parameters whose optimal values depend on the system being solved and are often impossible or too expensive to identify; thus in practice sub-optimal heuristics are used. We consider the common setting in which many related linear systems need to be solved, e.g. during a single numerical simulation. In this scenario, can we sequentially choose parameters that attain a near-optimal overall number of iterations, without extra matrix computations? We answer in the affirmative for Successive Over-Relaxation (SOR), a standard solver whose parameter omega has a strong impact on its runtime. For this method, we prove that a bandit online learning algorithm--using only the number of iterations as feedback--can select parameters for a sequence of instances such that the overall cost approaches that of the best fixed omega as the sequence length increases. Furthermore, when given additional structural information, we show that a contextual bandit method asymptotically achieves the performance of the instance-optimal policy, which selects the best omega for each instance. Our work provides the first learning-theoretic treatment of high-precision linear system solvers and the first end-to-end guarantees for data-driven scientific computing, demonstrating theoretically the potential to speed up numerical methods using well-understood learning algorithms.

Let Msubset B(H) be a semifinite von Neumann algebra, where B(H) denotes the algebra of all bounded linear operators on a Hilbert space H, and let τ be a fixed faithful normal semifinite trace on M.Let E_τ be the fully symmetric space associated with a fully symmetric Banach function space E on [0,infty).Using a complex interpolation argument based on the three-lines theorem on a strip, we show that for positive operators a,bin E_τ and tin[0,1], $ |a^t b^{1-t}+b^t a^{1-t}|_{E_τ}le 2^{max{2|t-1/2|-1/2,;0}};|a+b|_{E_τ}. In particular, we obtain the sharp constant 1 for t\in[1/4,3/4]: |a^t b^{1-t}+b^t a^{1-t}|_{E_τ}le |a+b|_{E_τ}. $ This extends the work of Kittaneh--Ricard in Linear Algebra Appl. 710 (2025), 356--362 and covers the results of Liu--He--Zhao in Acta Math. Sci. Ser. B (Engl. Ed.) 46 (2026), 62--68

We study sampling algorithms for β-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a random Jacobi matrix. First, we provide a unifying and elementary treatment of the tridiagonal models associated to the three classical Hermite, Laguerre and Jacobi ensembles. For this purpose, we use simple changes of variables between successive reparametrizations of the coefficients defining the tridiagonal matrix. Second, we derive an approximate sampler for the simulation of β-ensembles, and illustrate how fast it can be for polynomial potentials. This method combines a Gibbs sampler on Jacobi matrices and the diagonalization of these matrices. In practice, even for large ensembles, only a few Gibbs passes suffice for the marginal distribution of the eigenvalues to fit the expected theoretical distribution. When the conditionals in the Gibbs sampler can be simulated exactly, the same fast empirical convergence is observed for the fluctuations of the largest eigenvalue. Our experimental results support a conjecture by Krishnapur et al. (2016), that the Gibbs chain on Jacobi matrices of size N mixes in O(log(N)).

In this work, we focus on a fractional differential equation in Riesz form discretized by a polynomial B-spline collocation method. For an arbitrary polynomial degree p, we show that the resulting coefficient matrices possess a Toeplitz-like structure. We investigate their spectral properties via their symbol and we prove that, like for second order differential problems, also in this case the given matrices are ill-conditioned both in the low and high frequencies for large p. More precisely, in the fractional scenario the symbol has a single zero at 0 of order α, with α the fractional derivative order that ranges from 1 to 2, and it presents an exponential decay to zero at π for increasing p that becomes faster as α approaches 1. This translates in a mitigated conditioning in the low frequencies and in a deterioration in the high frequencies when compared to second order problems. Furthermore, the derivation of the symbol reveals another similarity of our problem with a classical diffusion problem. Since the entries of the coefficient matrices are defined as evaluations of fractional derivatives of the B-spline basis at the collocation points, we are able to express the central entries of the coefficient matrix as inner products of two fractional derivatives of cardinal B-splines. Finally, we perform a numerical study of the approximation behavior of polynomial B-spline collocation. This study suggests that, in line with non-fractional diffusion problems, the approximation order for smooth solutions in the fractional case is p+2-α for even p, and p+1-α for odd p.

We consider the block coordinate descent methods of Gauss-Seidel type with proximal regularization (BCD-PR), which is a classical method of minimizing general nonconvex objectives under constraints that has a wide range of practical applications. We theoretically establish the worst-case complexity bound for this algorithm. Namely, we show that for general nonconvex smooth objectives with block-wise constraints, the classical BCD-PR algorithm converges to an epsilon-stationary point within O(1/epsilon) iterations. Under a mild condition, this result still holds even if the algorithm is executed inexactly in each step. As an application, we propose a provable and efficient algorithm for `Wasserstein CP-dictionary learning', which seeks a set of elementary probability distributions that can well-approximate a given set of d-dimensional joint probability distributions. Our algorithm is a version of BCD-PR that operates in the dual space, where the primal problem is regularized both entropically and proximally.

We present an elementary, self-contained proof of Grothendieck's inequality that unifies the real and complex cases and yields both the Krivine and Haagerup bounds, the current best-known explicit bounds for the real and complex Grothendieck constants respectively. This article is intended to be pedagogical, combining and streamlining known ideas of Lindenstrauss--Pe{\l}czy\'nski, Krivine, and Haagerup into a proof that need only univariate calculus, basic complex variables, and a modicum of linear algebra as prerequisites.

Quantum algorithms for probing ground-state properties of quantum systems require good initial states. Projection-based methods such as eigenvalue filtering rely on inputs that have a significant overlap with the low-energy subspace, which can be challenging for large, strongly-correlated systems. This issue has motivated the study of physically-inspired dynamical approaches such as thermodynamic cooling. In this work, we introduce a ground-state preparation algorithm based on the simulation of quantum dynamics. Our main insight is to transform the Hamiltonian by a shifted sign function via quantum signal processing, effectively mapping eigenvalues into positive and negative subspaces separated by a large gap. This automatically ensures that all states within each subspace conserve energy with respect to the transformed Hamiltonian. Subsequent time-evolution with a perturbed Hamiltonian induces transitions to lower-energy states while preventing unwanted jumps to higher energy states. The approach does not rely on a priori knowledge of energy gaps and requires no additional qubits to model a bath. Furthermore, it makes mathcal{O}(d^{,3/2}/epsilon) queries to the time-evolution operator of the system and mathcal{O}(d^{,3/2}) queries to a block-encoding of the perturbation, for d cooling steps and an epsilon-accurate energy resolution. Our results provide a framework for combining quantum signal processing and Hamiltonian simulation to design heuristic quantum algorithms for ground-state preparation.

We establish a parametric supercongruence related to Whipple's {}_5F_4 formula and Dwork's dash operation. As a typical consequence, we obtain the following result: for any prime pequiv3pmod4 and odd integer rgeq1, $ sum_{k=0}^{p^r-1}(8k+1)(frac14)_k^3(frac12)_k{(1)_k^3(frac34)_k}equiv 3p^r+27p^{3r}{4}H_{(p^r-3)/4}^{(2)}p^{r+3}, where (x)_n=x(x+1)\cdots(x+n-1) is the Pochhammer symbol and H_n^{(2)}=\sum_{k=1}^n1{k^2} is the n-th harmonic number of order 2$. This confirms a conjecture of Guo and Zhao [Forum Math. 38 (2026), 1099-1109]. Our proof rely on a new parametric WZ pair which allows us to transform the original sum to a computable form in the sense of congruence. Another essential ingredient of our proof involves the properties of Dwork's dash operation.

The problem of minimizing the maximum of N convex, Lipschitz functions plays significant roles in optimization and machine learning. It has a series of results, with the most recent one requiring O(Nepsilon^{-2/3} + epsilon^{-8/3}) queries to a first-order oracle to compute an epsilon-suboptimal point. On the other hand, quantum algorithms for optimization are rapidly advancing with speedups shown on many important optimization problems. In this paper, we conduct a systematic study for quantum algorithms and lower bounds for minimizing the maximum of N convex, Lipschitz functions. On one hand, we develop quantum algorithms with an improved complexity bound of O(Nepsilon^{-5/3} + epsilon^{-8/3}). On the other hand, we prove that quantum algorithms must take Omega(Nepsilon^{-2/3}) queries to a first order quantum oracle, showing that our dependence on N is optimal up to poly-logarithmic factors.

We study the complexity of sampling from a distribution over all index subsets of the set {1,...,n} with the probability of a subset S proportional to the determinant of the submatrix L_S of some ntimes n p.s.d. matrix L, where L_S corresponds to the entries of L indexed by S. Known as a determinantal point process, this distribution is used in machine learning to induce diversity in subset selection. In practice, we often wish to sample multiple subsets S with small expected size k = E[|S|] ll n from a very large matrix L, so it is important to minimize the preprocessing cost of the procedure (performed once) as well as the sampling cost (performed repeatedly). For this purpose, we propose a new algorithm which, given access to L, samples exactly from a determinantal point process while satisfying the following two properties: (1) its preprocessing cost is n cdot poly(k), i.e., sublinear in the size of L, and (2) its sampling cost is poly(k), i.e., independent of the size of L. Prior to our results, state-of-the-art exact samplers required O(n^3) preprocessing time and sampling time linear in n or dependent on the spectral properties of L. We also give a reduction which allows using our algorithm for exact sampling from cardinality constrained determinantal point processes with ncdotpoly(k) time preprocessing.

Recent studies indicate that kernel machines can often perform similarly or better than deep neural networks (DNNs) on small datasets. The interest in kernel machines has been additionally bolstered by the discovery of their equivalence to wide neural networks in certain regimes. However, a key feature of DNNs is their ability to scale the model size and training data size independently, whereas in traditional kernel machines model size is tied to data size. Because of this coupling, scaling kernel machines to large data has been computationally challenging. In this paper, we provide a way forward for constructing large-scale general kernel models, which are a generalization of kernel machines that decouples the model and data, allowing training on large datasets. Specifically, we introduce EigenPro 3.0, an algorithm based on projected dual preconditioned SGD and show scaling to model and data sizes which have not been possible with existing kernel methods.

The analysis of the spectral features of a Toeplitz matrix-sequence left{T_{n}(f)right}_{ninmathbb N}, generated by a symbol fin L^1([-π,π]), real-valued almost everywhere (a.e.), has been provided in great detail in the last century, as well as the study of the conditioning, when f is nonnegative a.e. Here we consider a novel type of problem arising in the numerical approximation of distributed-order fractional differential equations (FDEs), where the matrices under consideration take the form \[ T_{n}=c_0T_{n}(f_0)+c_{1} h^h T_{n}(f_{1})+c_{2} h^{2h} T_{n}(f_{2})+\cdots+c_{n-1} h^{(n-1)h}T_{n}(f_{n-1}), \] c_0,c_{1},ldots, c_{n-1} in [c_*,c^*], c^*ge c_*>0, independent of n, h=1{n}, f_jsim g_j, g_j=|θ|^{2-jh}, j=0,ldots,n-1. Since the resulting generating function depends on n, the standard theory cannot be applied and the analysis has to be performed using new ideas. Few selected numerical experiments are presented, also in connection with matrices that come from distributed-order FDE problems, and the adherence with the theoretical analysis is discussed together with open questions and future investigations.

If h is a ring-valued function on a simplicial complex G we can define two matrices L and g, where the matrix entries are the h energy of homoclinic intersections. We know that the sum over all h values on G is equal to the sum of the Green matrix entries g(x,y). We also have already seen that that the determinants of L or g are both the product of the h(x). In the case where h(x) is the parity of dimension, the sum of the energy values was the standard Euler characteristic and the determinant was a unit. If h(x) was the unit in the ring then L,g are integral quadratic forms which are isospectral and inverse matrices of each other. We prove here that the quadratic energy expression summing over all pairs h(x)^* h(y) of intersecting sets is a signed sum of squares of Green function entries. The quadratic energy expression is Wu characteristic in the case when h is dimension parity. For general h, the quadratic energy expression resembles an Ising Heisenberg type interaction. The conjugate of g is the inverse of L if h takes unit values in a normed ring or in the group of unitary operators in an operator algebra.

In this article, we continue the development of the Riemann-Hilbert formalism for studying the asymptotics of Toeplitz+Hankel determinants with non-identical symbols, which we initiated in GI. In GI, we showed that the Riemann-Hilbert problem we formulated admits the Deift-Zhou nonlinear steepest descent analysis, but with a special restriction on the winding numbers of the associated symbols. In particular, the most natural case, namely zero winding numbers, is not allowed. A principal goal of this paper is to develop a framework that extends the asymptotic analysis of Toeplitz+Hankel determinants to a broader range of winding-number configurations. As an application, we consider the case in which the winding numbers of the Szego-type Toeplitz and Hankel symbols are zero and one, respectively, and compute the asymptotics of the norms of the corresponding system of orthogonal polynomials.

We introduce a simple algorithm that efficiently computes tensor products of Pauli matrices. This is done by tailoring the calculations to this specific case, which allows to avoid unnecessary calculations. The strength of this strategy is benchmarked against state-of-the-art techniques, showing a remarkable acceleration. As a side product, we provide an optimized method for one key calculus in quantum simulations: the Pauli basis decomposition of Hamiltonians.

We present a class of novel optimisers for training neural networks that makes use of the Riemannian metric naturally induced when the loss landscape is embedded in higher-dimensional space. This is the same metric that underlies common visualisations of loss landscapes. By taking this geometric perspective literally and using the induced metric, we develop a new optimiser and compare it to existing methods, namely: SGD, Adam, AdamW, and Muon, across a range of tasks and architectures. Empirically, we conclude that this new class of optimisers is highly effective in low dimensional examples, and provides slight improvement over state-of-the-art methods for training neural networks. These new optimisers have theoretically desirable properties. In particular, the effective learning rate is automatically decreased in regions of high curvature acting as a smoothed out form of gradient clipping. Similarly, one variant of these optimisers can also be viewed as inducing an effective scheduled learning rate and decoupled weight decay is the natural choice from our geometric perspective. The basic method can be used to modify any existing preconditioning method. The new optimiser has a computational complexity comparable to that of Adam.

We prove that: I. If L is a T_1 space, |L|>1 and d(L) leq kappa geq omega, then there is a submaximal dense subspace X of L^{2^kappa} such that |X|=Delta(X)=kappa; II. If cleqkappa=kappa^omega<lambda and 2^kappa=2^lambda, then there is a Tychonoff pseudocompact globally and locally connected space X such that |X|=Delta(X)=lambda and X is not kappa^+-resolvable; III. If omega_1leqkappa<lambda and 2^kappa=2^lambda, then there is a regular space X such that |X|=Delta(X)=lambda, all continuous real-valued functions on X are constant (so X is pseudocompact and connected) and X is not kappa^+-resolvable.

We introduce Poseidon, a foundation model for learning the solution operators of PDEs. It is based on a multiscale operator transformer, with time-conditioned layer norms that enable continuous-in-time evaluations. A novel training strategy leveraging the semi-group property of time-dependent PDEs to allow for significant scaling-up of the training data is also proposed. Poseidon is pretrained on a diverse, large scale dataset for the governing equations of fluid dynamics. It is then evaluated on a suite of 15 challenging downstream tasks that include a wide variety of PDE types and operators. We show that Poseidon exhibits excellent performance across the board by outperforming baselines significantly, both in terms of sample efficiency and accuracy. Poseidon also generalizes very well to new physics that is not seen during pretraining. Moreover, Poseidon scales with respect to model and data size, both for pretraining and for downstream tasks. Taken together, our results showcase the surprising ability of Poseidon to learn effective representations from a very small set of PDEs during pretraining in order to generalize well to unseen and unrelated PDEs downstream, demonstrating its potential as an effective, general purpose PDE foundation model. Finally, the Poseidon model as well as underlying pretraining and downstream datasets are open sourced, with code being available at https://github.com/camlab-ethz/poseidon and pretrained models and datasets at https://huggingface.co/camlab-ethz.

The sufficiently scattered condition (SSC) is a key condition in the study of identifiability of various matrix factorization problems, including nonnegative, minimum-volume, symmetric, simplex-structured, and polytopic matrix factorizations. The SSC allows one to guarantee that the computed matrix factorization is unique/identifiable, up to trivial ambiguities. However, this condition is NP-hard to check in general. In this paper, we show that it can however be checked in a reasonable amount of time in realistic scenarios, when the factorization rank is not too large. This is achieved by formulating the problem as a non-convex quadratic optimization problem over a bounded set. We use the global non-convex optimization software Gurobi, and showcase the usefulness of this code on synthetic data sets and on real-world hyperspectral images.

The primal dual hybrid gradient algorithm (PDHG), which is also known as the Arrow-Hurwicz method, is a fundamental algorithm for saddle point problems especially in imaging. It also inspires a great number of influential algorithms such as the stochastic PDHG and the Chambolle-Pock's primal dual algorithm. In the literature, convergence theory of the PDHG is established only when some more restrictive conditions are additionally assumed, and it is proved that the PDHG with any constant step sizes could diverge for generic setting of convex saddle point problems. The Chambolle-Pock's primal dual algorithm, as an influential variant of the PDHG, is thus widely used due to its provable convergence theory and competitive numerical performance. However, step sizes of the Chambolle-Pock's primal dual algorithm are inherently bounded by its associated matrix spectrum, and this restriction could limit its computational capacity structurally. To address these limitations both in theory and practice, we propose a class of adaptive primal dual hybrid gradient algorithms for generic convex saddle point problems in this paper. By exploiting the prediction-correction algorithmic framework, the global convergence theory of the proposed schemes can be determined only by the average spectrum of the underlying matrix, and it thus leads to a potential acceleration. The numerical experiment on the assignment problem illustrates the superior numerical performance of the proposed method.

Quantum algorithms for optimization problems are of general interest. Despite recent progress in classical lower bounds for nonconvex optimization under different settings and quantum lower bounds for convex optimization, quantum lower bounds for nonconvex optimization are still widely open. In this paper, we conduct a systematic study of quantum query lower bounds on finding epsilon-approximate stationary points of nonconvex functions, and we consider the following two important settings: 1) having access to p-th order derivatives; or 2) having access to stochastic gradients. The classical query lower bounds is Omegabig(epsilon^{-1+p{p}}big) regarding the first setting, and Omega(epsilon^{-4}) regarding the second setting (or Omega(epsilon^{-3}) if the stochastic gradient function is mean-squared smooth). In this paper, we extend all these classical lower bounds to the quantum setting. They match the classical algorithmic results respectively, demonstrating that there is no quantum speedup for finding epsilon-stationary points of nonconvex functions with p-th order derivative inputs or stochastic gradient inputs, whether with or without the mean-squared smoothness assumption. Technically, our quantum lower bounds are obtained by showing that the sequential nature of classical hard instances in all these settings also applies to quantum queries, preventing any quantum speedup other than revealing information of the stationary points sequentially.

Algorithm learning is a core problem in artificial intelligence with significant implications on automation level that can be achieved by machines. Recently deep learning methods are emerging for synthesizing an algorithm from its input-output examples, the most successful being the Neural GPU, capable of learning multiplication. We present several improvements to the Neural GPU that substantially reduces training time and improves generalization. We introduce a new technique - hard nonlinearities with saturation costs- that has general applicability. We also introduce a technique of diagonal gates that can be applied to active-memory models. The proposed architecture is the first capable of learning decimal multiplication end-to-end.

Data-driven surrogate models improve the efficiency of simulating continuous dynamical systems, yet their autoregressive rollouts are often limited by instability and spectral blow-up. While global regularization techniques can enforce contractive dynamics, they uniformly damp high-frequency features, introducing a contraction-dissipation dilemma. Furthermore, long-horizon trajectory optimization methods that explicitly correct drift are bottlenecked by memory constraints. In this work, we propose Jacobian-Adaptive Weighting for Stability (JAWS), a probabilistic regularization strategy designed to mitigate these limitations. By framing operator learning as Maximum A Posteriori (MAP) estimation with spatially heteroscedastic uncertainty, JAWS dynamically modulates the regularization strength based on local physical complexity. This allows the model to enforce contraction in smooth regions to suppress noise, while relaxing constraints near singular features to preserve gradients, effectively realizing a behavior similar to numerical shock-capturing schemes. Experiments demonstrate that this spatially-adaptive prior serves as an effective spectral pre-conditioner, which reduces the base operator's burden of handling high-frequency instabilities. This reduction enables memory-efficient, short-horizon trajectory optimization to match or exceed the long-term accuracy of long-horizon baselines. Evaluated on the 1D viscous Burgers' equation, our hybrid approach improves long-term stability, shock fidelity, and out-of-distribution generalization while reducing training computational costs.

The probabilistic diffusion model has become highly effective across various domains. Typically, sampling from a diffusion model involves using a denoising distribution characterized by a Gaussian with a learned mean and either fixed or learned covariances. In this paper, we leverage the recently proposed covariance moment matching technique and introduce a novel method for learning the diagonal covariance. Unlike traditional data-driven diagonal covariance approximation approaches, our method involves directly regressing the optimal diagonal analytic covariance using a new, unbiased objective named Optimal Covariance Matching (OCM). This approach can significantly reduce the approximation error in covariance prediction. We demonstrate how our method can substantially enhance the sampling efficiency, recall rate and likelihood of commonly used diffusion models.

Physics-Informed Neural Networks (PINNs) provide a mesh-free approach for solving differential equations by embedding physical constraints into neural network training. However, PINNs tend to overfit within the training domain, leading to poor generalization when extrapolating beyond trained spatiotemporal regions. This work presents SPIKE (Sparse Physics-Informed Koopman-Enhanced), a framework that regularizes PINNs with continuous-time Koopman operators to learn parsimonious dynamics representations. By enforcing linear dynamics dz/dt = Az in a learned observable space, both PIKE (without explicit sparsity) and SPIKE (with L1 regularization on A) learn sparse generator matrices, embodying the parsimony principle that complex dynamics admit low-dimensional structure. Experiments across parabolic, hyperbolic, dispersive, and stiff PDEs, including fluid dynamics (Navier-Stokes) and chaotic ODEs (Lorenz), demonstrate consistent improvements in temporal extrapolation, spatial generalization, and long-term prediction accuracy. The continuous-time formulation with matrix exponential integration provides unconditional stability for stiff systems while avoiding diagonal dominance issues inherent in discrete-time Koopman operators.

Gross, Mansour, and Tucker introduced the partial-duality polynomial of a ribbon graph [Distributions, European J. Combin. 86, 1--20, 2020], the generating function enumerating partial duals by the Euler genus. Chmutov and Vignes-Tourneret wondered if this polynomial and its conjectured properties would hold for general delta-matroids, which are combinatorial abstractions of ribbon graphs. Yan and Jin contributed to this inquiry by identifying a subset of delta-matroids-specifically, even normal binary ones-whose twist polynomials are characterized by a singular term. Building upon this foundation, the current paper expands the scope of the investigation to encompass even non-binary delta-matroids, revealing that none of them have width-changing twists.

We present Neural Spectral Methods, a technique to solve parametric Partial Differential Equations (PDEs), grounded in classical spectral methods. Our method uses orthogonal bases to learn PDE solutions as mappings between spectral coefficients. In contrast to current machine learning approaches which enforce PDE constraints by minimizing the numerical quadrature of the residuals in the spatiotemporal domain, we leverage Parseval's identity and introduce a new training strategy through a spectral loss. Our spectral loss enables more efficient differentiation through the neural network, and substantially reduces training complexity. At inference time, the computational cost of our method remains constant, regardless of the spatiotemporal resolution of the domain. Our experimental results demonstrate that our method significantly outperforms previous machine learning approaches in terms of speed and accuracy by one to two orders of magnitude on multiple different problems. When compared to numerical solvers of the same accuracy, our method demonstrates a 10times increase in performance speed.

Let mathbb H be the finite direct sums of H^2(mathbb D). In this paper, we give a characterization of the closed subspaces of mathbb H which are invariant under the shift, thus obtaining a concrete Beurling-type theorem for the finite index shift. This characterization presents any such a subspace as the finite intersection, up to an inner function, of pre-images of a closed shift-invariant subspace of H^2(mathbb D) under ``determinantal operators'' from mathbb H to H^2(mathbb D), that is, continuous linear operators which intertwine the shifts and appear as determinants of matrices with entries given by bounded holomorphic functions. With simple algebraic manipulations we provide a direct proof that every invariant closed subspace of codimension at least two sits into a non-trivial closed invariant subspace. As a consequence every bounded linear operator with finite defect has a nontrivial closed invariant subspace.

The Reduced Basis Method can be exploited in an efficient way only if the so-called affine dependence assumption on the operator and right-hand side of the considered problem with respect to the parameters is satisfied. When it is not, the Empirical Interpolation Method is usually used to recover this assumption approximately. In both cases, the Reduced Basis Method requires to access and modify the assembly routines of the corresponding computational code, leading to an intrusive procedure. In this work, we derive variants of the EIM algorithm and explain how they can be used to turn the Reduced Basis Method into a nonintrusive procedure. We present examples of aeroacoustic problems solved by integral equations and show how our algorithms can benefit from the linear algebra tools available in the considered code.

When rows of an n times d matrix A are given in a stream, we study algorithms for approximating the top eigenvector of the matrix {A}^TA (equivalently, the top right singular vector of A). We consider worst case inputs A but assume that the rows are presented to the streaming algorithm in a uniformly random order. We show that when the gap parameter R = σ_1(A)^2/σ_2(A)^2 = Ω(1), then there is a randomized algorithm that uses O(h cdot d cdot polylog(d)) bits of space and outputs a unit vector v that has a correlation 1 - O(1/R) with the top eigenvector v_1. Here h denotes the number of heavy rows in the matrix, defined as the rows with Euclidean norm at least |{A}|_F/d cdot operatorname{polylog(d)}. We also provide a lower bound showing that any algorithm using O(hd/R) bits of space can obtain at most 1 - Ω(1/R^2) correlation with the top eigenvector. Thus, parameterizing the space complexity in terms of the number of heavy rows is necessary for high accuracy solutions. Our results improve upon the R = Ω(log n cdot log d) requirement in a recent work of Price and Xun (FOCS 2024). We note that the algorithm of Price and Xun works for arbitrary order streams whereas our algorithm requires a stronger assumption that the rows are presented in a uniformly random order. We additionally show that the gap requirements in their analysis can be brought down to R = Ω(log^2 d) for arbitrary order streams and R = Ω(log d) for random order streams. The requirement of R = Ω(log d) for random order streams is nearly tight for their analysis as we obtain a simple instance with R = Ω(log d/loglog d) for which their algorithm, with any fixed learning rate, cannot output a vector approximating the top eigenvector v_1.

Combinatorial problems are a common challenge in business, requiring finding optimal solutions under specified constraints. While significant progress has been made with variational approaches such as QAOA, most problems addressed are unconstrained (such as Max-Cut). In this study, we investigate a hybrid quantum-classical method for constrained optimization problems, particularly those with knapsack constraints that occur frequently in financial and supply chain applications. Our proposed method relies firstly on relaxations to local quantum Hamiltonians, defined through commutative maps. Drawing inspiration from quantum random access code (QRAC) concepts, particularly Quantum Random Access Optimizer (QRAO), we explore QRAO's potential in solving large constrained optimization problems. We employ classical techniques like Linear Relaxation as a presolve mechanism to handle constraints and cope further with scalability. We compare our approach with QAOA and present the final results for a real-world procurement optimization problem: a significant sized multi-knapsack-constrained problem.

For nonconvex optimization in machine learning, this article proves that every local minimum achieves the globally optimal value of the perturbable gradient basis model at any differentiable point. As a result, nonconvex machine learning is theoretically as supported as convex machine learning with a handcrafted basis in terms of the loss at differentiable local minima, except in the case when a preference is given to the handcrafted basis over the perturbable gradient basis. The proofs of these results are derived under mild assumptions. Accordingly, the proven results are directly applicable to many machine learning models, including practical deep neural networks, without any modification of practical methods. Furthermore, as special cases of our general results, this article improves or complements several state-of-the-art theoretical results on deep neural networks, deep residual networks, and overparameterized deep neural networks with a unified proof technique and novel geometric insights. A special case of our results also contributes to the theoretical foundation of representation learning.

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two observations for M-matrices lauritzen2019maximum,slawski2015estimation and even one observation for diagonally dominant M-matrices truell2021maximum. We propose an adaptive multiple-stage estimation method that refines the estimate by solving a weighted ell_1-regularized problem at each stage. Furthermore, we develop a unified framework based on the gradient projection method to solve the regularized problem, incorporating distinct projections to handle the constraints of M-matrices and diagonally dominant M-matrices. A theoretical analysis of the estimation error is provided. Our method outperforms state-of-the-art methods in precision matrix estimation and graph edge identification, as evidenced by synthetic and financial time-series data sets.

This paper re-examines a continuous optimization framework dubbed NOTEARS for learning Bayesian networks. We first generalize existing algebraic characterizations of acyclicity to a class of matrix polynomials. Next, focusing on a one-parameter-per-edge setting, it is shown that the Karush-Kuhn-Tucker (KKT) optimality conditions for the NOTEARS formulation cannot be satisfied except in a trivial case, which explains a behavior of the associated algorithm. We then derive the KKT conditions for an equivalent reformulation, show that they are indeed necessary, and relate them to explicit constraints that certain edges be absent from the graph. If the score function is convex, these KKT conditions are also sufficient for local minimality despite the non-convexity of the constraint. Informed by the KKT conditions, a local search post-processing algorithm is proposed and shown to substantially and universally improve the structural Hamming distance of all tested algorithms, typically by a factor of 2 or more. Some combinations with local search are both more accurate and more efficient than the original NOTEARS.

Inference-time planning with large language models frequently breaks under partial observability: when task-critical preconditions are not specified at query time, models tend to hallucinate missing facts or produce plans that violate hard constraints. We introduce Self-Querying Bidirectional Categorical Planning (SQ-BCP), which explicitly represents precondition status (Sat/Viol/Unk) and resolves unknowns via (i) targeted self-queries to an oracle/user or (ii) bridging hypotheses that establish the missing condition through an additional action. SQ-BCP performs bidirectional search and invokes a pullback-based verifier as a categorical certificate of goal compatibility, while using distance-based scores only for ranking and pruning. We prove that when the verifier succeeds and hard constraints pass deterministic checks, accepted plans are compatible with goal requirements; under bounded branching and finite resolution depth, SQ-BCP finds an accepting plan when one exists. Across WikiHow and RecipeNLG tasks with withheld preconditions, SQ-BCP reduces resource-violation rates to 14.9\% and 5.8\% (vs.\ 26.0\% and 15.7\% for the best baseline), while maintaining competitive reference quality.

Sphere packing, Hilbert's eighteenth problem, asks for the densest arrangement of congruent spheres in n-dimensional Euclidean space. Although relevant to areas such as cryptography, crystallography, and medical imaging, the problem remains unresolved: beyond a few special dimensions, neither optimal packings nor tight upper bounds are known. Even a major breakthrough in dimension n=8, later recognised with a Fields Medal, underscores its difficulty. A leading technique for upper bounds, the three-point method, reduces the problem to solving large, high-precision semidefinite programs (SDPs). Because each candidate SDP may take days to evaluate, standard data-intensive AI approaches are infeasible. We address this challenge by formulating SDP construction as a sequential decision process, the SDP game, in which a policy assembles SDP formulations from a set of admissible components. Using a sample-efficient model-based framework that combines Bayesian optimisation with Monte Carlo Tree Search, we obtain new state-of-the-art upper bounds in dimensions 4-16, showing that model-based search can advance computational progress in longstanding geometric problems. Together, these results demonstrate that sample-efficient, model-based search can make tangible progress on mathematically rigid, evaluation limited problems, pointing towards a complementary direction for AI-assisted discovery beyond large-scale LLM-driven exploration.

In this paper we provide a new method to certify that a nearby polynomial system has a singular isolated root with a prescribed multiplicity structure. More precisely, given a polynomial system f =(f_1, ldots, f_N)in C[x_1, ldots, x_n]^N, we present a Newton iteration on an extended deflated system that locally converges, under regularity conditions, to a small deformation of f such that this deformed system has an exact singular root. The iteration simultaneously converges to the coordinates of the singular root and the coefficients of the so called inverse system that describes the multiplicity structure at the root. We use $alpha$-theory test to certify the quadratic convergence, and togive bounds on the size of the deformation and on the approximation error. The approach relies on an analysis of the punctual Hilbert scheme, for which we provide a new description. We show in particular that some of its strata can be rationally parametrized and exploit these parametrizations in the certification. We show in numerical experimentation how the approximate inverse system can be computed as a starting point of the Newton iterations and the fast numerical convergence to the singular root with its multiplicity structure, certified by our criteria.

LiDAR point cloud registration is fundamental to robotic perception and navigation. However, in geometrically degenerate or narrow environments, registration problems become ill-conditioned, leading to unstable solutions and degraded accuracy. While existing approaches attempt to handle these issues, they fail to address the core challenge: accurately detection, interpret, and resolve this ill-conditioning, leading to missed detections or corrupted solutions. In this study, we introduce DCReg, a principled framework that systematically addresses the ill-conditioned registration problems through three integrated innovations. First, DCReg achieves reliable ill-conditioning detection by employing a Schur complement decomposition to the hessian matrix. This technique decouples the registration problem into clean rotational and translational subspaces, eliminating coupling effects that mask degeneracy patterns in conventional analyses. Second, within these cleanly subspaces, we develop quantitative characterization techniques that establish explicit mappings between mathematical eigenspaces and physical motion directions, providing actionable insights about which specific motions lack constraints. Finally, leveraging this clean subspace, we design a targeted mitigation strategy: a novel preconditioner that selectively stabilizes only the identified ill-conditioned directions while preserving all well-constrained information in observable space. This enables efficient and robust optimization via the Preconditioned Conjugate Gradient method with a single physical interpretable parameter. Extensive experiments demonstrate DCReg achieves at least 20% - 50% improvement in localization accuracy and 5-100 times speedup over state-of-the-art methods across diverse environments. Our implementation will be available at https://github.com/JokerJohn/DCReg.

Energy filter methods in combination with quantum simulation can efficiently access the properties of quantum many-body systems at finite energy densities [Lu et al. PRX Quantum 2, 020321 (2021)]. Classically simulating this algorithm with tensor networks can be used to investigate the microcanonical properties of large spin chains, as recently shown in [Yang et al. Phys. Rev. B 106, 024307 (2022)]. Here we extend this strategy to explore the properties of off-diagonal matrix elements of observables in the energy eigenbasis, fundamentally connected to the thermalization behavior and the eigenstate thermalization hypothesis. We test the method on integrable and non-integrable spin chains of up to 60 sites, much larger than accessible with exact diagonalization. Our results allow us to explore the scaling of the off-diagonal functions with the size and energy difference, and to establish quantitative differences between integrable and non-integrable cases.

In order to avoid well-know paradoxes associated with self-referential definitions, higher-order dependent type theories stratify the theory using a countably infinite hierarchy of universes (also known as sorts), Type_0 : Type_1 : cdots . Such type systems are called cumulative if for any type A we have that A : Type_{i} implies A : Type_{i+1}. The predicative calculus of inductive constructions (pCIC) which forms the basis of the Coq proof assistant, is one such system. In this paper we present and establish the soundness of the predicative calculus of cumulative inductive constructions (pCuIC) which extends the cumulativity relation to inductive types.

We study the Levine hat problem, a classic combinatorial puzzle introduced by Lionel Levine in 2010. This problem involves a game in which n geq 2 players, each seeing an infinite stack of hats on each of their teammates' heads but not on their own, must simultaneously guess the index of a black hat on their own stack. If one of the players fails to do so, the team loses collectively. The players must therefore come up with a good strategy before the game starts. While the optimal winning probability V_{n} remains unknown even for n=2, we make three key advances. First, we develop a novel geometric framework for representing strategies through measurable functions, providing a new expression of V_{n} and a unified treatment of the game for finite and for infinite stacks via integral formulations. Secondly, we construct a new strategy K_{5} that reaches the conjectured optimal probability of victory : 0.35. We also show that K_{5} is part of a larger class of strategies that allow us to improve current bounds and resolve conjectured inequalities. Finally, we introduce and entirely solve a continuous generalization of the problem, demonstrating that extending to uncountable hat stacks increases the optimal winning probability to exactly 1/2. This generalization naturally leads to a broader and smoother strategic framework, within which we also describe how to compute optimal responses to a range of strategies.

Given a matrix Min R^{mtimes n}, the low rank matrix completion problem asks us to find a rank-k approximation of M as UV^top for Uin R^{mtimes k} and Vin R^{ntimes k} by only observing a few entries specified by a set of entries Omegasubseteq [m]times [n]. In particular, we examine an approach that is widely used in practice -- the alternating minimization framework. Jain, Netrapalli and Sanghavi~jns13 showed that if M has incoherent rows and columns, then alternating minimization provably recovers the matrix M by observing a nearly linear in n number of entries. While the sample complexity has been subsequently improved~glz17, alternating minimization steps are required to be computed exactly. This hinders the development of more efficient algorithms and fails to depict the practical implementation of alternating minimization, where the updates are usually performed approximately in favor of efficiency. In this paper, we take a major step towards a more efficient and error-robust alternating minimization framework. To this end, we develop an analytical framework for alternating minimization that can tolerate moderate amount of errors caused by approximate updates. Moreover, our algorithm runs in time widetilde O(|Omega| k), which is nearly linear in the time to verify the solution while preserving the sample complexity. This improves upon all prior known alternating minimization approaches which require widetilde O(|Omega| k^2) time.

The total variation (TV)-seminorm is considered for piecewise polynomial, globally discontinuous (DG) and continuous (CG) finite element functions on simplicial meshes. A novel, discrete variant (DTV) based on a nodal quadrature formula is defined. DTV has favorable properties, compared to the original TV-seminorm for finite element functions. These include a convenient dual representation in terms of the supremum over the space of Raviart--Thomas finite element functions, subject to a set of simple constraints. It can therefore be shown that a variety of algorithms for classical image reconstruction problems, including TV-L^2 and TV-L^1, can be implemented in low and higher-order finite element spaces with the same efficiency as their counterparts originally developed for images on Cartesian grids.

Gradient regularization (GR) is a method that penalizes the gradient norm of the training loss during training. While some studies have reported that GR can improve generalization performance, little attention has been paid to it from the algorithmic perspective, that is, the algorithms of GR that efficiently improve the performance. In this study, we first reveal that a specific finite-difference computation, composed of both gradient ascent and descent steps, reduces the computational cost of GR. Next, we show that the finite-difference computation also works better in the sense of generalization performance. We theoretically analyze a solvable model, a diagonal linear network, and clarify that GR has a desirable implicit bias to so-called rich regime and finite-difference computation strengthens this bias. Furthermore, finite-difference GR is closely related to some other algorithms based on iterative ascent and descent steps for exploring flat minima. In particular, we reveal that the flooding method can perform finite-difference GR in an implicit way. Thus, this work broadens our understanding of GR for both practice and theory.

This paper studies the prediction of a target z from a pair of random variables (x,y), where the ground-truth predictor is additive E[z mid x,y] = f_star(x) +g_{star}(y). We study the performance of empirical risk minimization (ERM) over functions f+g, f in F and g in G, fit on a given training distribution, but evaluated on a test distribution which exhibits covariate shift. We show that, when the class F is "simpler" than G (measured, e.g., in terms of its metric entropy), our predictor is more resilient to heterogenous covariate shifts in which the shift in x is much greater than that in y. These results rely on a novel H\"older style inequality for the Dudley integral which may be of independent interest. Moreover, we corroborate our theoretical findings with experiments demonstrating improved resilience to shifts in "simpler" features across numerous domains.

Matrix-based preconditioned optimizers, such as Muon, have recently been shown to be more efficient than scalar-based optimizers for training large-scale neural networks, including large language models (LLMs). On the other hand, recent benchmarks on optimizers for LLM pre-training have demonstrated that variance-reduction techniques such as MARS can achieve substantial speedups over standard optimizers that do not employ variance reduction. In this paper, to achieve the best of both worlds, we introduce MARS-M, a new optimizer that integrates the variance reduction technique in MARS with Muon. Under standard regularity conditions, we prove that Muon-M converges to a first-order stationary point at a rate of mathcal{O}(T^{-1/3}), which improves upon mathcal{O}(T^{-1/4}) rate attained by Muon. Our empirical results on language modeling and computer vision tasks demonstrate that MARS-M consistently yields lower losses and improved performance across various downstream benchmarks. The implementation of MARS-M is available at https://github.com/AGI-Arena/MARS/MARS_M.

We introduce featom, an open source code that implements a high-order finite element solver for the radial Schr\"odinger, Dirac, and Kohn-Sham equations. The formulation accommodates various mesh types, such as uniform or exponential, and the convergence can be systematically controlled by increasing the number and/or polynomial order of the finite element basis functions. The Dirac equation is solved using a squared Hamiltonian approach to eliminate spurious states. To address the slow convergence of the kappa=pm1 states due to divergent derivatives at the origin, we incorporate known asymptotic forms into the solutions. We achieve a high level of accuracy (10^{-8} Hartree) for total energies and eigenvalues of heavy atoms such as uranium in both Schr\"odinger and Dirac Kohn-Sham solutions. We provide detailed convergence studies and computational parameters required to attain commonly required accuracies. Finally, we compare our results with known analytic results as well as the results of other methods. In particular, we calculate benchmark results for atomic numbers (Z) from 1 to 92, verifying current benchmarks. We demonstrate significant speedup compared to the state-of-the-art shooting solver dftatom. An efficient, modular Fortran 2008 implementation, is provided under an open source, permissive license, including examples and tests, wherein particular emphasis is placed on the independence (no global variables), reusability, and generality of the individual routines.

Nonconvex optimization is central in solving many machine learning problems, in which block-wise structure is commonly encountered. In this work, we propose cyclic block coordinate methods for nonconvex optimization problems with non-asymptotic gradient norm guarantees. Our convergence analysis is based on a gradient Lipschitz condition with respect to a Mahalanobis norm, inspired by a recent progress on cyclic block coordinate methods. In deterministic settings, our convergence guarantee matches the guarantee of (full-gradient) gradient descent, but with the gradient Lipschitz constant being defined w.r.t.~a Mahalanobis norm. In stochastic settings, we use recursive variance reduction to decrease the per-iteration cost and match the arithmetic operation complexity of current optimal stochastic full-gradient methods, with a unified analysis for both finite-sum and infinite-sum cases. We prove a faster linear convergence result when a Polyak-{\L}ojasiewicz (P{\L}) condition holds. To our knowledge, this work is the first to provide non-asymptotic convergence guarantees -- variance-reduced or not -- for a cyclic block coordinate method in general composite (smooth + nonsmooth) nonconvex settings. Our experimental results demonstrate the efficacy of the proposed cyclic scheme in training deep neural nets.