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Researcher profile

Abolfazl Hashemi

Abolfazl Hashemi contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Machine Learningmath.OCeess.SPComputer Science and Game TheoryComputer VisionDistributed, Parallel, and Cluster Computingeess.SYmath.NAmath.PRNumerical Analysisphysics.geo-phSystems and Control

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Published work

11 published item(s)

preprint2026arXiv

A Finite-Iteration Theory for Asynchronous Categorical Distributional Temporal-Difference Learning

Recent non-asymptotic analyses have substantially advanced the theory of distributional policy evaluation, but they largely concern synchronous full-state updates under a generative model, model-based estimators, accelerated variants, or different approximation architectures. Standard categorical temporal-difference learning is typically used in a different regime. It asynchronously performs a single-state update at each iteration and, in online settings, is driven by a Markovian trajectory. This leaves an important gap between existing finite-iteration theory and the categorical recursions most closely aligned with practical distributional temporal-difference implementations. We bridge this gap for two categorical policy-evaluation methods: scalar categorical temporal-difference learning in the Cramér geometry and multivariate signed-categorical temporal-difference learning in the maximum mean discrepancy geometry. After suitable isometric embeddings, both algorithms take the form of asynchronous single-state stochastic-approximation recursions that contract in a statewise supremum norm. This permits finite-iteration guarantees in discounted problems under both i.i.d. and Markovian state sampling, and in undiscounted fixed-horizon problems under i.i.d. episodic sampling.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Beyond Bounded Variance: Variance-Reduced Normalized Methods for Nonconvex Optimization under Blum-Gladyshev Noise

We study nonconvex stochastic optimization under the Blum-Gladyshev ($\mathsf{BG}$-0) noise model, where the stochastic gradient variance grows quadratically with the distance from the initialization. We consider this problem under both standard smoothness and the symmetric generalized-smoothness framework, which captures objectives whose local curvature can scale with the gradient norm. We prove that normalized stochastic gradient descent with momentum, using only one stochastic gradient per iteration, converges under $\mathsf{BG}$-0 noise with oracle complexity $O(\varepsilon^{-6})$. This rate holds both for standard smoothness and for $α$-symmetric generalized smoothness, showing that generalized smoothness is rate-neutral for normalized momentum in this setting. We then study a variance-reduced normalized STORM method. Under mean-square smoothness and sharp initialization, the method achieves the minimax optimal $O(\varepsilon^{-4})$ complexity, matching the lower bound. Under expected $α$-symmetric generalized smoothness, the STORM recursion couples gradient-dependent smoothness with distance-dependent noise, leading to complexity $O(\varepsilon^{-(4+α)})$ for $α\in(0,1)$ and $O(\varepsilon^{-5})$ for $α=1$. When the distance-growth parameter in the noise model vanishes, our guarantees recover the standard bounded-variance rates: $O(\varepsilon^{-4})$ for momentum, $O(\varepsilon^{-3})$ for variance reduction, and $O(\varepsilon^{-2})$ in the deterministic case. To our knowledge, these are the first convergence guarantees for normalized methods in non-convex stochastic optimization under $\mathsf{BG}$-0 noise without bounded domains, increasing batch sizes, or explicit anchoring, covering both standard and generalized smoothness regimes.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Phase-map synthesis from magnitude-only MR images using conditional score-based diffusion models with application in training of accelerated MRI reconstruction models

Accelerated magnetic resonance imaging (MRI) enabled by the training of deep learning (DL)-based image recon. models requires large and diverse raw k-space datasets. In most clinical MRI applications, due to storage and patient privacy concerns, raw k-space data is discarded and magnitude-only images are the only component saved. Consequently, a large portion of the DL-based MRI recon. literature has either relied on small training datasets or has used one of the few available open-source k-space datasets. At the same time, the growing number of anonymized magnitude-only image registries/databases motivates the development of techniques that can use them as training datasets for generalizable DL-based recon. models. Here we propose to address this challenge by employing a generative approach based on conditional score-based diffusion models (SBDMs): given a magnitude-only MR image, it synthesizes a phase map (in the image domain) that realistically corresponds to the magnitude-only image. We evaluate its generative capabilities in a downstream DL-based recon. task whereby a large k-space dataset is generated by combining the SBDM-synthesized phase-maps and the corresponding magnitude-only images, and this k-space dataset is then used to train a DL model for accelerated MRI recon. We compare the performance of the resulting DL model versus those trained according to (a) a naive approach that uses smooth phase, (b) a k-space training dataset generated using synthesized phase maps derived from a generative adversarial network, and (c) the ground truth k-space data. Our results suggest that the DL model trained from SBDM-synthesized k-space data outperforms the other approaches in terms of quantitative metrics as well as qualitatively observed recon. fidelity, i.e., whether the reconstructed images include erroneous or hallucinated features that could adversely impact diagnostic accuracy.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Quotient-Categorical Representations for Bellman-Compatible Average-Reward Distributional Reinforcement Learning

Average-reward reinforcement learning requires estimating the gain and the bias, which is defined only up to an additive constant. This makes direct distributional analogues ill-posed on the real line. We introduce a quotient-space formulation in which state-indexed bias laws are identified up to a common translation, together with a categorical parameterization that respects this symmetry. On this quotient-categorical space, we define a projected average-reward distributional operator and show that it is well-defined, non-expansive in a coordinate Cramér metric, and admits fixed points. We then study sampled recursions whose mean-field maps are asynchronous relaxations of this operator. In an idealized centered-reward setting, a one-state temporal-difference update enjoys almost sure convergence together with finite-iteration residual bounds under both i.i.d. and Markovian sampling. When the gain is unknown, we augment the recursion with an online gain estimator, and prove non-expansiveness and Markovian convergence of the resulting coupled scheme. Finally, we show that synchronous exact updates are gain-independent at the quotient-law level, isolating a structural contrast between ideal quotient distributions and practical fixed-grid categorical representations.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Unified High-Probability Analysis of Stochastic Variance-Reduced Estimation

Stochastic estimators are fundamental to large-scale optimization, where population quantities must be inferred from noisy oracle observations. Although influential methods such as momentum, SPIDER, STORM, and PAGE have been highly successful, their analyses are largely estimator-specific and expectation-based, obscuring the structural tradeoffs that determine reliability. In this paper, we develop a unified framework for stochastic variance-reduced estimation based on a recursion with three components: memory retention, reset probability, and a correction term for iterate movement. This framework recovers several classical estimators, motivates new second-order variants, and yields a bias-variance decomposition of estimation error. Our main result is a unified high-probability bound proved using a new dimension-free vector-valued Freedman inequality, valid for smooth normed spaces involving random sums of vector martingales. The result applies in both Euclidean and non-Euclidean settings, including the analysis of mirror-descent-based methods in Banach spaces. As applications, we obtain high-probability oracle complexities for unconstrained optimization with mirror descent, establishing the logarithmic dependence on the confidence level. We also derive the first $\tilde{\mathcal{O}}(\varepsilon^{-3})$ oracle-complexity bounds for stochastic optimization with expectation constraints, improving upon the existing $\tilde{\mathcal{O}}(\varepsilon^{-4})$ complexity by leveraging variance-reduced estimation for the first time in this setting.

0 citations0 reviewsNo code linkedOpen access
preprint2023arXiv

Geo-mechanical aspects for breakage detachment of rock fines by Darcys flow

Suspension-colloidal-nano transport in porous media encompasses the detachment of detrital fines against electrostatic attraction and authigenic fines by breakage, from the rock surface. While much is currently known about the underlying mechanisms governing detachment of detrital particles, including detachment criteria at the pore scale and its upscaling for the core scale, a critical gap exists due to absence of this knowledge for authigenic fines. Integrating 3D Timoshenkos beam theory of elastic cylinder deformation with CFD-based model for viscous flow around the attached particle and with strength failure criteria for particle-rock bond, we developed a novel theory for fines detachment by breakage at the pore scale. The breakage criterium derived includes analytical expressions for tensile and shear stress maxima along with two geometric diagrams which allow determining the breaking stress. This leads to an explicit formula for the breakage flow velocity. Its upscaling yields a mathematical model for fines detachment by breakage, expressed in the form of the maximum retained concentration of attached fines versus flow velocity -- maximum retention function (MRF) for breakage. We performed corefloods with piecewise constant increasing flow rates, measuring breakthrough concentration and pressure drop across the core. The behaviour of the measured data is consistent with two-population colloidal transport, attributed to detrital and authigenic fines migration. Indeed, the laboratory data show high match with the analytical model for two-population colloidal transport, which validates the proposed mathematical model for fines detachment by breakage.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

No-Regret Learning in Dynamic Stackelberg Games

In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an underlying state space that affects the leader's rewards and available strategies and evolves in a Markovian manner depending on both the leader and follower's selected strategies. Although standard Stackelberg games have been utilized to improve scheduling in security domains, their deployment is often limited by requiring complete information of the follower's utility function. In contrast, we consider scenarios where the follower's utility function is unknown to the leader; however, it can be linearly parameterized. Our objective then is to provide an algorithm that prescribes a randomized strategy to the leader at each step of the game based on observations of how the follower responded in previous steps. We design a no-regret learning algorithm that, with high probability, achieves a regret bound (when compared to the best policy in hindsight) which is sublinear in the number of time steps; the degree of sublinearity depends on the number of features representing the follower's utility function. The regret of the proposed learning algorithm is independent of the size of the state space and polynomial in the rest of the parameters of the game. We show that the proposed learning algorithm outperforms existing model-free reinforcement learning approaches.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

On the Convergence of Differentially Private Federated Learning on Non-Lipschitz Objectives, and with Normalized Client Updates

There is a dearth of convergence results for differentially private federated learning (FL) with non-Lipschitz objective functions (i.e., when gradient norms are not bounded). The primary reason for this is that the clipping operation (i.e., projection onto an $\ell_2$ ball of a fixed radius called the clipping threshold) for bounding the sensitivity of the average update to each client's update introduces bias depending on the clipping threshold and the number of local steps in FL, and analyzing this is not easy. For Lipschitz functions, the Lipschitz constant serves as a trivial clipping threshold with zero bias. However, Lipschitzness does not hold in many practical settings; moreover, verifying it and computing the Lipschitz constant is hard. Thus, the choice of the clipping threshold is non-trivial and requires a lot of tuning in practice. In this paper, we provide the first convergence result for private FL on smooth \textit{convex} objectives \textit{for a general clipping threshold} -- \textit{without assuming Lipschitzness}. We also look at a simpler alternative to clipping (for bounding sensitivity) which is \textit{normalization} -- where we use only a scaled version of the unit vector along the client updates, completely discarding the magnitude information. {The resulting normalization-based private FL algorithm is theoretically shown to have better convergence than its clipping-based counterpart on smooth convex functions. We corroborate our theory with synthetic experiments as well as experiments on benchmarking datasets.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Generalization Bounds for Sparse Random Feature Expansions

Random feature methods have been successful in various machine learning tasks, are easy to compute, and come with theoretical accuracy bounds. They serve as an alternative approach to standard neural networks since they can represent similar function spaces without a costly training phase. However, for accuracy, random feature methods require more measurements than trainable parameters, limiting their use for data-scarce applications or problems in scientific machine learning. This paper introduces the sparse random feature expansion to obtain parsimonious random feature models. Specifically, we leverage ideas from compressive sensing to generate random feature expansions with theoretical guarantees even in the data-scarce setting. In particular, we provide generalization bounds for functions in a certain class (that is dense in a reproducing kernel Hilbert space) depending on the number of samples and the distribution of features. The generalization bounds improve with additional structural conditions, such as coordinate sparsity, compact clusters of the spectrum, or rapid spectral decay. In particular, by introducing sparse features, i.e. features with random sparse weights, we provide improved bounds for low order functions. We show that the sparse random feature expansions outperforms shallow networks in several scientific machine learning tasks.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Physical-Layer Security via Distributed Beamforming in the Presence of Adversaries with Unknown Locations

We study the problem of securely communicating a sequence of information bits with a client in the presence of multiple adversaries at unknown locations in the environment. We assume that the client and the adversaries are located in the far-field region, and all possible directions for each adversary can be expressed as a continuous interval of directions. In such a setting, we develop a periodic transmission strategy, i.e., a sequence of joint beamforming gain and artificial noise pairs, that prevents the adversaries from decreasing their uncertainty on the information sequence by eavesdropping on the transmission. We formulate a series of nonconvex semi-infinite optimization problems to synthesize the transmission strategy. We show that the semi-definite program (SDP) relaxations of these nonconvex problems are exact under an efficiently verifiable sufficient condition. We approximate the SDP relaxations, which are subject to infinitely many constraints, by randomly sampling a finite subset of the constraints and establish the probability with which optimal solutions to the obtained finite SDPs and the semi-infinite SDPs coincide. We demonstrate with numerical simulations that the proposed periodic strategy can ensure the security of communication in scenarios in which all stationary strategies fail to guarantee security.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Identifying Sparse Low-Dimensional Structures in Markov Chains: A Nonnegative Matrix Factorization Approach

We consider the problem of learning low-dimensional representations for large-scale Markov chains. We formulate the task of representation learning as that of mapping the state space of the model to a low-dimensional state space, called the kernel space. The kernel space contains a set of meta states which are desired to be representative of only a small subset of original states. To promote this structural property, we constrain the number of nonzero entries of the mappings between the state space and the kernel space. By imposing the desired characteristics of the representation, we cast the problem as a constrained nonnegative matrix factorization. To compute the solution, we propose an efficient block coordinate gradient descent and theoretically analyze its convergence properties.

0 citations0 reviewsNo code linkedOpen access