pwc-archive/papers-with-abstracts huggingface dataset:
Balancing Intensity and Focality in Directional DBS Under Uncertainty: A Simulation Study of Electrode Optimization via a Metaheuristic L1L1 Approach
Authors: Fernando Galaz Prieto, Antti Lassila, Maryam Samavaki, Sampsa Pursiainen
Date: 2025-06-16 00:00:00
Tasks: Hyperparameter Optimization

As DBS technology advances toward directional leads and optimization-based current steering, this study aims to improve the selection of electrode contact configurations using the recently developed L1-norm regularized L1-norm fitting (L1L1) method. The focus is in particular on L1L1's capability to incorporate a priori lead field uncertainty, offering a potential advantage over conventional approaches that do not account for such variability. Our optimization framework incorporates uncertainty by constraining the solution space based on lead field attenuation. This reflects physiological expectations about the VTA and serves to avoid overfitting. By applying this method to 8- and 40-contact electrode configurations, we optimize current distributions within a discretized finite element (FE) model, focusing on the lead field's characteristics. The model accounts for uncertainty through these explicit constraints, enhancing the feasibility, focality, and robustness of the resulting solutions. The L1L1 method was validated through a series of numerical experiments using both noiseless and noisy lead fields, where the noise level was selected to reflect attenuation within VTA. It successfully fits and regularizes the current distribution across target structures, with hyperparameter optimization extracting either bipolar or multipolar electrode configurations. These configurations aim to maximize focused current density or prioritize a high gain field ratio in a discretized FE model. Compared to traditional methods, the L1L1 approach showed competitive performance in concentrating stimulation within the target region while minimizing unintended current spread, particularly under noisy conditions. By incorporating uncertainty directly into the optimization process, we obtain a noise-robust framework for current steering, allowing for variations in lead field models and simulation parameters.
An Explainable and Interpretable Composite Indicator Based on Decision Rules
Authors: Salvatore Corrente, Salvatore Greco, Roman Słowiński, Silvano Zappalà
Date: 2025-06-16 00:00:00

Composite indicators are widely used to score or classify units evaluated on multiple criteria. Their construction involves aggregating criteria evaluations, a common practice in Multiple Criteria Decision Aiding (MCDA). In MCDA, various methods have been proposed to address key aspects of multiple criteria evaluations, such as the measurement scales of the criteria, the degree of acceptable compensation between them, and their potential interactions. However, beyond producing a final score or classification, it is essential to ensure the explainability and interpretability of results as well as the procedure's transparency. This paper proposes a method for constructing explainable and interpretable composite indicators using "if..., then..." decision rules. We consider the explainability and interpretability of composite indicators in four scenarios: (i) decision rules explain numerical scores obtained from an aggregation of numerical codes corresponding to ordinal qualifiers; (ii) an obscure numerical composite indicator classifies units into quantiles; (iii) given preference information provided by a Decision Maker in the form of classifications of some reference units, a composite indicator is constructed using decision rules; (iv) the classification of a set of units results from the application of an MCDA method and is explained by decision rules. To induce the rules from scored or classified units, we apply the Dominance-based Rough Set Approach. The resulting decision rules relate the class assignment or unit's score to threshold conditions on values of selected indicators in an intelligible way, clarifying the underlying rationale. Moreover, they serve to recommend composite indicator assessment for new units of interest.
Restarted contractive operators to learn at equilibrium
Authors: Leo Davy, Luis M. Briceno-Arias, N. Pustelnik
Date: 2025-06-16 00:00:00
Tasks: Bilevel Optimization

Bilevel optimization offers a methodology to learn hyperparameters in imaging inverse problems, yet its integration with automatic differentiation techniques remains challenging. On the one hand, inverse problems are typically solved by iterating arbitrarily many times some elementary scheme which maps any point to the minimizer of an energy functional, known as equilibrium point. On the other hand, introducing parameters to be learned in the energy functional yield architectures very reminiscent of Neural Networks (NN) known as Unrolled NN and thus suggests the use of Automatic Differentiation (AD) techniques. Yet, applying AD requires for the NN to be of relatively small depth, thus making necessary to truncate an unrolled scheme to a finite number of iterations. First, we show that, at the minimizer, the optimal gradient descent step computed in the Deep Equilibrium (DEQ) framework admits an approximation, known as Jacobian Free Backpropagation (JFB), that is much easier to compute and can be made arbitrarily good by controlling Lipschitz properties of the truncated unrolled scheme. Second, we introduce an algorithm that combines a restart strategy with JFB computed by AD and we show that the learned steps can be made arbitrarily close to the optimal DEQ framework. Third, we complement the theoretical analysis by applying the proposed method to a variety of problems in imaging that progressively depart from the theoretical framework. In particular we show that this method is effective for training weights in weighted norms; stepsizes and regularization levels of Plug-and-Play schemes; and a DRUNet denoiser embedded in Forward-Backward iterates.
Unconstrained Robust Online Convex Optimization
Authors: Jiujia Zhang, Ashok Cutkosky
Date: 2025-06-15 00:00:00

This paper addresses online learning with ``corrupted'' feedback. Our learner is provided with potentially corrupted gradients $\tilde g_t$ instead of the ``true'' gradients $g_t$. We make no assumptions about how the corruptions arise: they could be the result of outliers, mislabeled data, or even malicious interference. We focus on the difficult ``unconstrained'' setting in which our algorithm must maintain low regret with respect to any comparison point $u \in \mathbb{R}^d$. The unconstrained setting is significantly more challenging as existing algorithms suffer extremely high regret even with very tiny amounts of corruption (which is not true in the case of a bounded domain). Our algorithms guarantee regret $ \|u\|G (\sqrt{T} + k) $ when $G \ge \max_t \|g_t\|$ is known, where $k$ is a measure of the total amount of corruption. When $G$ is unknown we incur an extra additive penalty of $(\|u\|^2+G^2) k$.
Is your batch size the problem? Revisiting the Adam-SGD gap in language modeling
Authors: Teodora Srećković, Jonas Geiping, Antonio Orvieto
Date: 2025-06-14 00:00:00
Tasks: Language Modeling, Language Modelling

Adam is known to perform significantly better than Stochastic Gradient Descent (SGD) in language models, a phenomenon for which a number of explanations have been proposed. In this work, we revisit this "optimizer gap" through a series of comprehensively tuned baseline training runs for language modeling with Transformers. We exhaustively study how momentum, gradient clipping, and batch size affect the gap between SGD and Adam. Our empirical findings show that SGD with momentum can actually perform similarly to Adam in small-batch settings, if tuned correctly. We revisit existing explanations for Adam's advantage, including heavy-tailed class imbalance, directional sharpness, and Hessian heterogeneity, which struggle to directly explain this phenomenon. Towards bridging this gap in our understanding, by analyzing our Transformer training runs and simple quadratic settings inspired by the literature, we provide new insights, driven by stochastic differential equation models, into the role of batch size on the training dynamics.
Adjusted Shuffling SARAH: Advancing Complexity Analysis via Dynamic Gradient Weighting
Authors: Duc Toan Nguyen, Trang H. Tran, Lam M. Nguyen
Date: 2025-06-14 00:00:00

In this paper, we propose Adjusted Shuffling SARAH, a novel algorithm that integrates shuffling techniques with the well-known variance-reduced algorithm SARAH while dynamically adjusting the stochastic gradient weights in each update to enhance exploration. Our method achieves the best-known gradient complexity for shuffling variance reduction methods in a strongly convex setting. This result applies to any shuffling technique, which narrows the gap in the complexity analysis of variance reduction methods between uniform sampling and shuffling data. Furthermore, we introduce Inexact Adjusted Reshuffling SARAH, an inexact variant of Adjusted Shuffling SARAH that eliminates the need for full-batch gradient computations. This algorithm retains the same linear convergence rate as Adjusted Shuffling SARAH while showing an advantage in total complexity when the sample size is very large.
Convergence of Momentum-Based Optimization Algorithms with Time-Varying Parameters
Authors: Mathukumalli Vidyasagar
Date: 2025-06-13 00:00:00
Tasks: Stochastic Optimization

In this paper, we present a unified algorithm for stochastic optimization that makes use of a "momentum" term; in other words, the stochastic gradient depends not only on the current true gradient of the objective function, but also on the true gradient at the previous iteration. Our formulation includes the Stochastic Heavy Ball (SHB) and the Stochastic Nesterov Accelerated Gradient (SNAG) algorithms as special cases. In addition, in our formulation, the momentum term is allowed to vary as a function of time (i.e., the iteration counter). The assumptions on the stochastic gradient are the most general in the literature, in that it can be biased, and have a conditional variance that grows in an unbounded fashion as a function of time. This last feature is crucial in order to make the theory applicable to "zero-order" methods, where the gradient is estimated using just two function evaluations. We present a set of sufficient conditions for the convergence of the unified algorithm. These conditions are natural generalizations of the familiar Robbins-Monro and Kiefer-Wolfowitz-Blum conditions for standard stochastic gradient descent. We also analyze another method from the literature for the SHB algorithm with a time-varying momentum parameter, and show that it is impracticable.
Quantum Learning and Estimation for Distribution Networks and Energy Communities Coordination
Authors: Yingrui Zhuang, Lin Cheng, Yuji Cao, Tongxin Li, Ning Qi, Yan Xu, Yue Chen
Date: 2025-06-13 00:00:00

Price signals from distribution networks (DNs) guide energy communities (ECs) to adjust energy usage, enabling effective coordination for reliable power system operation. However, this coordination faces significant challenges due to the limited availability of information (i.e., only the aggregated energy usage of ECs is available to DNs), and the high computational burden of accounting for uncertainties and the associated risks through numerous scenarios. To address these challenges, we propose a quantum learning and estimation approach to enhance coordination between DNs and ECs. Specifically, leveraging advanced quantum properties such as quantum superposition and entanglement, we develop a hybrid quantum temporal convolutional network-long short-term memory (Q-TCN-LSTM) model to establish an end-to-end mapping between ECs' responses and the price incentives from DNs. Moreover, we develop a quantum estimation method based on quantum amplitude estimation (QAE) and two phase-rotation circuits to significantly accelerate the optimization process under numerous uncertainty scenarios. Numerical experiments demonstrate that, compared to classical neural networks, the proposed Q-TCN-LSTM model improves the mapping accuracy by 69.2% while reducing the model size by 99.75% and the computation time by 93.9%. Compared to classical Monte Carlo simulation, QAE achieves comparable accuracy with a dramatic reduction in computational time (up to 99.99%) and requires significantly fewer computational resources.
The Sample Complexity of Parameter-Free Stochastic Convex Optimization
Authors: Jared Lawrence, Ari Kalinsky, Hannah Bradfield, Yair Carmon, Oliver Hinder
Date: 2025-06-12 00:00:00
Tasks: Few-Shot Learning, Model Selection, Prompt Engineering, Stochastic Optimization

We study the sample complexity of stochastic convex optimization when problem parameters, e.g., the distance to optimality, are unknown. We pursue two strategies. First, we develop a reliable model selection method that avoids overfitting the validation set. This method allows us to generically tune the learning rate of stochastic optimization methods to match the optimal known-parameter sample complexity up to $\log\log$ factors. Second, we develop a regularization-based method that is specialized to the case that only the distance to optimality is unknown. This method provides perfect adaptability to unknown distance to optimality, demonstrating a separation between the sample and computational complexity of parameter-free stochastic convex optimization. Combining these two methods allows us to simultaneously adapt to multiple problem structures. Experiments performing few-shot learning on CIFAR-10 by fine-tuning CLIP models and prompt engineering Gemini to count shapes indicate that our reliable model selection method can help mitigate overfitting to small validation sets.
GPU-accelerated Modeling of Biological Regulatory Networks
Authors: Joyce Reimer, Pranta Saha, Chris Chen, Neeraj Dhar, Brook Byrns, Steven Rayan, Gordon Broderick
Date: 2025-06-10 00:00:00
Tasks: CPU, global-optimization, GPU

The complex regulatory dynamics of a biological network can be succinctly captured using discrete logic models. Given even sparse time-course data from the system of interest, previous work has shown that global optimization schemes are suitable for proposing logic models that explain the data and make predictions about how the system will behave under varying conditions. Considering the large scale of the parameter search spaces associated with these regulatory systems, performance optimizations on the level of both hardware and software are necessary for making this a practical tool for in silico pharmaceutical research. We show here how the implementation of these global optimization algorithms in a GPU-computing environment can accelerate the solution of these parameter search problems considerably. We carry out parameter searches on two model biological regulatory systems that represent almost an order of magnitude scale-up in complexity, and we find the gains in efficiency from GPU to be a 33%-43% improvement compared to multi-thread CPU implementations and a 33%-1866% increase compared to CPU in serial. These improvements make global optimization of logic model identification a far more attractive and feasible method for in silico hypothesis generation and design of experiments.
Towards Reliable Detection of Empty Space: Conditional Marked Point Processes for Object Detection
Authors: Tobias J. Riedlinger, Kira Maag, Hanno Gottschalk
Date: 2025-06-26 00:00:00
Tasks: Object, object-detection, Object Detection, Point Processes, Semantic Segmentation

Deep neural networks have set the state-of-the-art in computer vision tasks such as bounding box detection and semantic segmentation. Object detectors and segmentation models assign confidence scores to predictions, reflecting the model's uncertainty in object detection or pixel-wise classification. However, these confidence estimates are often miscalibrated, as their architectures and loss functions are tailored to task performance rather than probabilistic foundation. Even with well calibrated predictions, object detectors fail to quantify uncertainty outside detected bounding boxes, i.e., the model does not make a probability assessment of whether an area without detected objects is truly free of obstacles. This poses a safety risk in applications such as automated driving, where uncertainty in empty areas remains unexplored. In this work, we propose an object detection model grounded in spatial statistics. Bounding box data matches realizations of a marked point process, commonly used to describe the probabilistic occurrence of spatial point events identified as bounding box centers, where marks are used to describe the spatial extension of bounding boxes and classes. Our statistical framework enables a likelihood-based training and provides well-defined confidence estimates for whether a region is drivable, i.e., free of objects. We demonstrate the effectiveness of our method through calibration assessments and evaluation of performance.
Homogenization of Multi-agent Learning Dynamics in Finite-state Markov Games
Authors: Yann Kerzreho
Date: 2025-06-26 00:00:00
Tasks: Reinforcement Learning (RL)

This paper introduces a new approach for approximating the learning dynamics of multiple reinforcement learning (RL) agents interacting in a finite-state Markov game. The idea is to rescale the learning process by simultaneously reducing the learning rate and increasing the update frequency, effectively treating the agent's parameters as a slow-evolving variable influenced by the fast-mixing game state. Under mild assumptions-ergodicity of the state process and continuity of the updates-we prove the convergence of this rescaled process to an ordinary differential equation (ODE). This ODE provides a tractable, deterministic approximation of the agent's learning dynamics. An implementation of the framework is available at\,: https://github.com/yannKerzreho/MarkovGameApproximation
Near-optimal estimates for the $\ell^p$-Lipschitz constants of deep random ReLU neural networks
Authors: Sjoerd Dirksen, Patrick Finke, Paul Geuchen, Dominik Stöger, Felix Voigtlaender
Date: 2025-06-24 00:00:00

This paper studies the $\ell^p$-Lipschitz constants of ReLU neural networks $\Phi: \mathbb{R}^d \to \mathbb{R}$ with random parameters for $p \in [1,\infty]$. The distribution of the weights follows a variant of the He initialization and the biases are drawn from symmetric distributions. We derive high probability upper and lower bounds for wide networks that differ at most by a factor that is logarithmic in the network's width and linear in its depth. In the special case of shallow networks, we obtain matching bounds. Remarkably, the behavior of the $\ell^p$-Lipschitz constant varies significantly between the regimes $ p \in [1,2) $ and $ p \in [2,\infty] $. For $p \in [2,\infty]$, the $\ell^p$-Lipschitz constant behaves similarly to $\Vert g\Vert_{p'}$, where $g \in \mathbb{R}^d$ is a $d$-dimensional standard Gaussian vector and $1/p + 1/p' = 1$. In contrast, for $p \in [1,2)$, the $\ell^p$-Lipschitz constant aligns more closely to $\Vert g \Vert_{2}$.
From Minimax Optimal Importance Sampling to Uniformly Ergodic Importance-tempered MCMC
Authors: Quan Zhou
Date: 2025-06-23 00:00:00

We make two closely related theoretical contributions to the use of importance sampling schemes. First, for independent sampling, we prove that the minimax optimal trial distribution coincides with the target if and only if the target distribution has no atom with probability greater than $1/2$, where "minimax" means that the worst-case asymptotic variance of the self-normalized importance sampling estimator is minimized. When a large atom exists, it should be downweighted by the trial distribution. A similar phenomenon holds for a continuous target distribution concentrated on a small set. Second, we argue that it is often advantageous to run the Metropolis--Hastings algorithm with a tempered stationary distribution, $\pi(x)^\beta$, and correct for the bias by importance weighting. The dynamics of this "importance-tempered" sampling scheme can be described by a continuous-time Markov chain. We prove that for one-dimensional targets with polynomial tails, $\pi(x) \propto (1 + |x|)^{-\gamma}$, this chain is uniformly ergodic if and only if $1/\gamma < \beta < (\gamma - 2)/\gamma$. These results suggest that for target distributions with light or polynomial tails of order $\gamma > 3$, importance tempering can improve the precision of time-average estimators and essentially eliminate the need for burn-in.
The Within-Orbit Adaptive Leapfrog No-U-Turn Sampler
Authors: Nawaf Bou-Rabee, Bob Carpenter, Tore Selland Kleppe, Sifan Liu
Date: 2025-06-23 00:00:00

Locally adapting parameters within Markov chain Monte Carlo methods while preserving reversibility is notoriously difficult. The success of the No-U-Turn Sampler (NUTS) largely stems from its clever local adaptation of the integration time in Hamiltonian Monte Carlo via a geometric U-turn condition. However, posterior distributions frequently exhibit multi-scale geometries with extreme variations in scale, making it necessary to also adapt the leapfrog integrator's step size locally and dynamically. Despite its practical importance, this problem has remained largely open since the introduction of NUTS by Hoffman and Gelman (2014). To address this issue, we introduce the Within-orbit Adaptive Leapfrog No-U-Turn Sampler (WALNUTS), a generalization of NUTS that adapts the leapfrog step size at fixed intervals of simulated time as the orbit evolves. At each interval, the algorithm selects the largest step size from a dyadic schedule that keeps the energy error below a user-specified threshold. Like NUTS, WALNUTS employs biased progressive state selection to favor states with positions that are further from the initial point along the orbit. Empirical evaluations on multiscale target distributions, including Neal's funnel and the Stock-Watson stochastic volatility time-series model, demonstrate that WALNUTS achieves substantial improvements in sampling efficiency and robustness compared to standard NUTS.
h-calibration: Rethinking Classifier Recalibration with Probabilistic Error-Bounded Objective
Authors: Wenjian Huang, Guiping Cao, Jiahao Xia, Jingkun Chen, Hao Wang, JianGuo Zhang
Date: 2025-06-22 00:00:00
Tasks: scoring rule

Deep neural networks have demonstrated remarkable performance across numerous learning tasks but often suffer from miscalibration, resulting in unreliable probability outputs. This has inspired many recent works on mitigating miscalibration, particularly through post-hoc recalibration methods that aim to obtain calibrated probabilities without sacrificing the classification performance of pre-trained models. In this study, we summarize and categorize previous works into three general strategies: intuitively designed methods, binning-based methods, and methods based on formulations of ideal calibration. Through theoretical and practical analysis, we highlight ten common limitations in previous approaches. To address these limitations, we propose a probabilistic learning framework for calibration called h-calibration, which theoretically constructs an equivalent learning formulation for canonical calibration with boundedness. On this basis, we design a simple yet effective post-hoc calibration algorithm. Our method not only overcomes the ten identified limitations but also achieves markedly better performance than traditional methods, as validated by extensive experiments. We further analyze, both theoretically and experimentally, the relationship and advantages of our learning objective compared to traditional proper scoring rule. In summary, our probabilistic framework derives an approximately equivalent differentiable objective for learning error-bounded calibrated probabilities, elucidating the correspondence and convergence properties of computational statistics with respect to theoretical bounds in canonical calibration. The theoretical effectiveness is verified on standard post-hoc calibration benchmarks by achieving state-of-the-art performance. This research offers valuable reference for learning reliable likelihood in related fields.