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Andrej Risteski

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Published work

19 published item(s)

preprint2026arXiv

The tractability landscape of diffusion alignment: regularization, rewards, and computational primitives

Inference-time reward alignment asks how to turn a pre-trained diffusion model with base law $p$ into a sampler that favors a reward $r$ while remaining close to $p$. Since there is no canonical distributional distance for this closeness constraint, different choices lead to different "reward-aligned" laws and, just as importantly, different algorithmic problems. We develop a primitive-based approach to reward alignment: rather than assuming arbitrary reward-aligned laws can be sampled, we ask which simple algorithmic primitives suffice to implement alignment for non-trivial reward classes. If closeness is measured in KL distance, the target law is $q(x) \propto p(x) \exp(λ^{-1}r(x))$. For this setting, we show that linear exponential tilts of the form $q(x)\propto p(x)\exp(\langle θ, x \rangle)$ -- which according to recent work [MRR26] can be efficiently sampled from -- are a sufficient primitive for aligning to a very broad class of convex low-dimensional rewards. If closeness is measured in Wasserstein distance, the corresponding primitive is a proximal transport oracle: given $x$, solve $\mbox{argmax}_y \{r(y)- λc(x,y)\}$. This oracle can be efficiently implemented for concave or low-dimensional Lipschitz rewards $r(x)=f(Ax)$. Together, these results illustrate that the choice of distribution distance for alignment affects the computational primitive and the tractable reward class.

preprint2022arXiv

Continual learning: a feature extraction formalization, an efficient algorithm, and fundamental obstructions

Continual learning is an emerging paradigm in machine learning, wherein a model is exposed in an online fashion to data from multiple different distributions (i.e. environments), and is expected to adapt to the distribution change. Precisely, the goal is to perform well in the new environment, while simultaneously retaining the performance on the previous environments (i.e. avoid "catastrophic forgetting") -- without increasing the size of the model. While this setup has enjoyed a lot of attention in the applied community, there hasn't be theoretical work that even formalizes the desired guarantees. In this paper, we propose a framework for continual learning through the framework of feature extraction -- namely, one in which features, as well as a classifier, are being trained with each environment. When the features are linear, we design an efficient gradient-based algorithm $\mathsf{DPGD}$, that is guaranteed to perform well on the current environment, as well as avoid catastrophic forgetting. In the general case, when the features are non-linear, we show such an algorithm cannot exist, whether efficient or not.

preprint2022arXiv

Contrasting the landscape of contrastive and non-contrastive learning

A lot of recent advances in unsupervised feature learning are based on designing features which are invariant under semantic data augmentations. A common way to do this is contrastive learning, which uses positive and negative samples. Some recent works however have shown promising results for non-contrastive learning, which does not require negative samples. However, the non-contrastive losses have obvious "collapsed" minima, in which the encoders output a constant feature embedding, independent of the input. A folk conjecture is that so long as these collapsed solutions are avoided, the produced feature representations should be good. In our paper, we cast doubt on this story: we show through theoretical results and controlled experiments that even on simple data models, non-contrastive losses have a preponderance of non-collapsed bad minima. Moreover, we show that the training process does not avoid these minima.

preprint2022arXiv

Masked prediction tasks: a parameter identifiability view

The vast majority of work in self-supervised learning, both theoretical and empirical (though mostly the latter), have largely focused on recovering good features for downstream tasks, with the definition of "good" often being intricately tied to the downstream task itself. This lens is undoubtedly very interesting, but suffers from the problem that there isn't a "canonical" set of downstream tasks to focus on -- in practice, this problem is usually resolved by competing on the benchmark dataset du jour. In this paper, we present an alternative lens: one of parameter identifiability. More precisely, we consider data coming from a parametric probabilistic model, and train a self-supervised learning predictor with a suitably chosen parametric form. Then, we ask whether we can read off the ground truth parameters of the probabilistic model from the optimal predictor. We focus on the widely used self-supervised learning method of predicting masked tokens, which is popular for both natural languages and visual data. While incarnations of this approach have already been successfully used for simpler probabilistic models (e.g. learning fully-observed undirected graphical models), we focus instead on latent-variable models capturing sequential structures -- namely Hidden Markov Models with both discrete and conditionally Gaussian observations. We show that there is a rich landscape of possibilities, out of which some prediction tasks yield identifiability, while others do not. Our results, borne of a theoretical grounding of self-supervised learning, could thus potentially beneficially inform practice. Moreover, we uncover close connections with uniqueness of tensor rank decompositions -- a widely used tool in studying identifiability through the lens of the method of moments.

preprint2022arXiv

Sampling Approximately Low-Rank Ising Models: MCMC meets Variational Methods

We consider Ising models on the hypercube with a general interaction matrix $J$, and give a polynomial time sampling algorithm when all but $O(1)$ eigenvalues of $J$ lie in an interval of length one, a situation which occurs in many models of interest. This was previously known for the Glauber dynamics when *all* eigenvalues fit in an interval of length one; however, a single outlier can force the Glauber dynamics to mix torpidly. Our general result implies the first polynomial time sampling algorithms for low-rank Ising models such as Hopfield networks with a fixed number of patterns and Bayesian clustering models with low-dimensional contexts, and greatly improves the polynomial time sampling regime for the antiferromagnetic/ferromagnetic Ising model with inconsistent field on expander graphs. It also improves on previous approximation algorithm results based on the naive mean-field approximation in variational methods and statistical physics. Our approach is based on a new fusion of ideas from the MCMC and variational inference worlds. As part of our algorithm, we define a new nonconvex variational problem which allows us to sample from an exponential reweighting of a distribution by a negative definite quadratic form, and show how to make this procedure provably efficient using stochastic gradient descent. On top of this, we construct a new simulated tempering chain (on an extended state space arising from the Hubbard-Stratonovich transform) which overcomes the obstacle posed by large positive eigenvalues, and combine it with the SGD-based sampler to solve the full problem.

preprint2022arXiv

Variational autoencoders in the presence of low-dimensional data: landscape and implicit bias

Variational Autoencoders are one of the most commonly used generative models, particularly for image data. A prominent difficulty in training VAEs is data that is supported on a lower-dimensional manifold. Recent work by Dai and Wipf (2020) proposes a two-stage training algorithm for VAEs, based on a conjecture that in standard VAE training the generator will converge to a solution with 0 variance which is correctly supported on the ground truth manifold. They gave partial support for that conjecture by showing that some optima of the VAE loss do satisfy this property, but did not analyze the training dynamics. In this paper, we show that for linear encoders/decoders, the conjecture is true-that is the VAE training does recover a generator with support equal to the ground truth manifold-and does so due to an implicit bias of gradient descent rather than merely the VAE loss itself. In the nonlinear case, we show that VAE training frequently learns a higher-dimensional manifold which is a superset of the ground truth manifold.

preprint2021arXiv

Contrastive learning of strong-mixing continuous-time stochastic processes

Contrastive learning is a family of self-supervised methods where a model is trained to solve a classification task constructed from unlabeled data. It has recently emerged as one of the leading learning paradigms in the absence of labels across many different domains (e.g. brain imaging, text, images). However, theoretical understanding of many aspects of training, both statistical and algorithmic, remain fairly elusive. In this work, we study the setting of time series -- more precisely, when we get data from a strong-mixing continuous-time stochastic process. We show that a properly constructed contrastive learning task can be used to estimate the transition kernel for small-to-mid-range intervals in the diffusion case. Moreover, we give sample complexity bounds for solving this task and quantitatively characterize what the value of the contrastive loss implies for distributional closeness of the learned kernel. As a byproduct, we illuminate the appropriate settings for the contrastive distribution, as well as other hyperparameters in this setup.

preprint2020arXiv

Empirical Study of the Benefits of Overparameterization in Learning Latent Variable Models

One of the most surprising and exciting discoveries in supervised learning was the benefit of overparameterization (i.e. training a very large model) to improving the optimization landscape of a problem, with minimal effect on statistical performance (i.e. generalization). In contrast, unsupervised settings have been under-explored, despite the fact that it was observed that overparameterization can be helpful as early as Dasgupta & Schulman (2007). We perform an empirical study of different aspects of overparameterization in unsupervised learning of latent variable models via synthetic and semi-synthetic experiments. We discuss benefits to different metrics of success (recovering the parameters of the ground-truth model, held-out log-likelihood), sensitivity to variations of the training algorithm, and behavior as the amount of overparameterization increases. We find that across a variety of models (noisy-OR networks, sparse coding, probabilistic context-free grammars) and training algorithms (variational inference, alternating minimization, expectation-maximization), overparameterization can significantly increase the number of ground truth latent variables recovered.

preprint2020arXiv

Fast Convergence for Langevin Diffusion with Manifold Structure

In this paper, we study the problem of sampling from distributions of the form p(x) \propto e^{-βf(x)} for some function f whose values and gradients we can query. This mode of access to f is natural in the scenarios in which such problems arise, for instance sampling from posteriors in parametric Bayesian models. Classical results show that a natural random walk, Langevin diffusion, mixes rapidly when f is convex. Unfortunately, even in simple examples, the applications listed above will entail working with functions f that are nonconvex -- for which sampling from p may in general require an exponential number of queries. In this paper, we focus on an aspect of nonconvexity relevant for modern machine learning applications: existence of invariances (symmetries) in the function f, as a result of which the distribution p will have manifolds of points with equal probability. First, we give a recipe for proving mixing time bounds for Langevin diffusion as a function of the geometry of these manifolds. Second, we specialize our arguments to classic matrix factorization-like Bayesian inference problems where we get noisy measurements A(XX^T), X \in R^{d \times k} of a low-rank matrix, i.e. f(X) = \|A(XX^T) - b\|^2_2, X \in R^{d \times k}, and βthe inverse of the variance of the noise. Such functions f are invariant under orthogonal transformations, and include problems like matrix factorization, sensing, completion. Beyond sampling, Langevin dynamics is a popular toy model for studying stochastic gradient descent. Along these lines, we believe that our work is an important first step towards understanding how SGD behaves when there is a high degree of symmetry in the space of parameters the produce the same output.

preprint2020arXiv

On Learning Language-Invariant Representations for Universal Machine Translation

The goal of universal machine translation is to learn to translate between any pair of languages, given a corpus of paired translated documents for \emph{a small subset} of all pairs of languages. Despite impressive empirical results and an increasing interest in massively multilingual models, theoretical analysis on translation errors made by such universal machine translation models is only nascent. In this paper, we formally prove certain impossibilities of this endeavour in general, as well as prove positive results in the presence of additional (but natural) structure of data. For the former, we derive a lower bound on the translation error in the many-to-many translation setting, which shows that any algorithm aiming to learn shared sentence representations among multiple language pairs has to make a large translation error on at least one of the translation tasks, if no assumption on the structure of the languages is made. For the latter, we show that if the paired documents in the corpus follow a natural \emph{encoder-decoder} generative process, we can expect a natural notion of ``generalization'': a linear number of language pairs, rather than quadratic, suffices to learn a good representation. Our theory also explains what kinds of connection graphs between pairs of languages are better suited: ones with longer paths result in worse sample complexity in terms of the total number of documents per language pair needed. We believe our theoretical insights and implications contribute to the future algorithmic design of universal machine translation.

preprint2020arXiv

Simulated Tempering Langevin Monte Carlo II: An Improved Proof using Soft Markov Chain Decomposition

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions, such as latent-variable generative models. However sampling (even very approximately) can be #P-hard. Classical results going back to Bakry and Émery (1985) on sampling focus on log-concave distributions, and show a natural Markov chain called Langevin diffusion mixes in polynomial time. However, all log-concave distributions are uni-modal, while in practice it is very common for the distribution of interest to have multiple modes. In this case, Langevin diffusion suffers from torpid mixing. We address this problem by combining Langevin diffusion with simulated tempering. The result is a Markov chain that mixes more rapidly by transitioning between different temperatures of the distribution. We analyze this Markov chain for a mixture of (strongly) log-concave distributions of the same shape. In particular, our technique applies to the canonical multi-modal distribution: a mixture of gaussians (of equal variance). Our algorithm efficiently samples from these distributions given only access to the gradient of the log-pdf. For the analysis, we introduce novel techniques for proving spectral gaps based on decomposing the action of the generator of the diffusion. Previous approaches rely on decomposing the state space as a partition of sets, while our approach can be thought of as decomposing the stationary measure as a mixture of distributions (a "soft partition"). Additional materials for the paper can be found at http://holdenlee.github.io/Simulated%20tempering%20Langevin%20Monte%20Carlo.html. The proof and results have been improved and generalized from the precursor at arXiv:1710.02736.

preprint2016arXiv

Approximate maximum entropy principles via Goemans-Williamson with applications to provable variational methods

The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's razor" interpretation. Unfortunately, calculating the potentials in the maximum-entropy distribution is intractable \cite{bresler2014hardness}. We provide computationally efficient versions of this principle when the mean parameters are pairwise moments: we design distributions that approximately match given pairwise moments, while having entropy which is comparable to the maximum entropy distribution matching those moments. We additionally provide surprising applications of the approximate maximum entropy principle to designing provable variational methods for partition function calculations for Ising models without any assumptions on the potentials of the model. More precisely, we show that in every temperature, we can get approximation guarantees for the log-partition function comparable to those in the low-temperature limit, which is the setting of optimization of quadratic forms over the hypercube. \cite{alon2006approximating}

preprint2016arXiv

How to calculate partition functions using convex programming hierarchies: provable bounds for variational methods

We consider the problem of approximating partition functions for Ising models. We make use of recent tools in combinatorial optimization: the Sherali-Adams and Lasserre convex programming hierarchies, in combination with variational methods to get algorithms for calculating partition functions in these families. These techniques give new, non-trivial approximation guarantees for the partition function beyond the regime of correlation decay. They also generalize some classical results from statistical physics about the Curie-Weiss ferromagnetic Ising model, as well as provide a partition function counterpart of classical results about max-cut on dense graphs \cite{arora1995polynomial}. With this, we connect techniques from two apparently disparate research areas -- optimization and counting/partition function approximations. (i.e. \#-P type of problems). Furthermore, we design to the best of our knowledge the first provable, convex variational methods. Though in the literature there are a host of convex versions of variational methods \cite{wainwright2003tree, wainwright2005new, heskes2006convexity, meshi2009convexifying}, they come with no guarantees (apart from some extremely special cases, like e.g. the graph has a single cycle \cite{weiss2000correctness}). We consider dense and low threshold rank graphs, and interestingly, the reason our approach works on these types of graphs is because local correlations propagate to global correlations -- completely the opposite of algorithms based on correlation decay. In the process we design novel entropy approximations based on the low-order moments of a distribution. Our proof techniques are very simple and generic, and likely to be applicable to many other settings other than Ising models.

preprint2016arXiv

Provable learning of Noisy-or Networks

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding parameters with the maximum likelihood is NP-hard even in very simple settings. In recent years, provably efficient algorithms were nevertheless developed for models with linear structures: topic models, mixture models, hidden markov models, etc. These algorithms use matrix or tensor decomposition, and make some reasonable assumptions about the parameters of the underlying model. But matrix or tensor decomposition seems of little use when the latent variable model has nonlinearities. The current paper shows how to make progress: tensor decomposition is applied for learning the single-layer {\em noisy or} network, which is a textbook example of a Bayes net, and used for example in the classic QMR-DT software for diagnosing which disease(s) a patient may have by observing the symptoms he/she exhibits. The technical novelty here, which should be useful in other settings in future, is analysis of tensor decomposition in presence of systematic error (i.e., where the noise/error is correlated with the signal, and doesn't decrease as number of samples goes to infinity). This requires rethinking all steps of tensor decomposition methods from the ground up. For simplicity our analysis is stated assuming that the network parameters were chosen from a probability distribution but the method seems more generally applicable.

preprint2016arXiv

Recovery Guarantee of Non-negative Matrix Factorization via Alternating Updates

Non-negative matrix factorization is a popular tool for decomposing data into feature and weight matrices under non-negativity constraints. It enjoys practical success but is poorly understood theoretically. This paper proposes an algorithm that alternates between decoding the weights and updating the features, and shows that assuming a generative model of the data, it provably recovers the ground-truth under fairly mild conditions. In particular, its only essential requirement on features is linear independence. Furthermore, the algorithm uses ReLU to exploit the non-negativity for decoding the weights, and thus can tolerate adversarial noise that can potentially be as large as the signal, and can tolerate unbiased noise much larger than the signal. The analysis relies on a carefully designed coupling between two potential functions, which we believe is of independent interest.

preprint2015arXiv

Label optimal regret bounds for online local learning

We resolve an open question from (Christiano, 2014b) posed in COLT'14 regarding the optimal dependency of the regret achievable for online local learning on the size of the label set. In this framework the algorithm is shown a pair of items at each step, chosen from a set of $n$ items. The learner then predicts a label for each item, from a label set of size $L$ and receives a real valued payoff. This is a natural framework which captures many interesting scenarios such as collaborative filtering, online gambling, and online max cut among others. (Christiano, 2014a) designed an efficient online learning algorithm for this problem achieving a regret of $O(\sqrt{nL^3T})$, where $T$ is the number of rounds. Information theoretically, one can achieve a regret of $O(\sqrt{n \log L T})$. One of the main open questions left in this framework concerns closing the above gap. In this work, we provide a complete answer to the question above via two main results. We show, via a tighter analysis, that the semi-definite programming based algorithm of (Christiano, 2014a), in fact achieves a regret of $O(\sqrt{nLT})$. Second, we show a matching computational lower bound. Namely, we show that a polynomial time algorithm for online local learning with lower regret would imply a polynomial time algorithm for the planted clique problem which is widely believed to be hard. We prove a similar hardness result under a related conjecture concerning planted dense subgraphs that we put forth. Unlike planted clique, the planted dense subgraph problem does not have any known quasi-polynomial time algorithms. Computational lower bounds for online learning are relatively rare, and we hope that the ideas developed in this work will lead to lower bounds for other online learning scenarios as well.

preprint2015arXiv

On Routing Disjoint Paths in Bounded Treewidth Graphs

We study the problem of routing on disjoint paths in bounded treewidth graphs with both edge and node capacities. The input consists of a capacitated graph $G$ and a collection of $k$ source-destination pairs $\mathcal{M} = \{(s_1, t_1), \dots, (s_k, t_k)\}$. The goal is to maximize the number of pairs that can be routed subject to the capacities in the graph. A routing of a subset $\mathcal{M}'$ of the pairs is a collection $\mathcal{P}$ of paths such that, for each pair $(s_i, t_i) \in \mathcal{M}'$, there is a path in $\mathcal{P}$ connecting $s_i$ to $t_i$. In the Maximum Edge Disjoint Paths (MaxEDP) problem, the graph $G$ has capacities $\mathrm{cap}(e)$ on the edges and a routing $\mathcal{P}$ is feasible if each edge $e$ is in at most $\mathrm{cap}(e)$ of the paths of $\mathcal{P}$. The Maximum Node Disjoint Paths (MaxNDP) problem is the node-capacitated counterpart of MaxEDP. In this paper we obtain an $O(r^3)$ approximation for MaxEDP on graphs of treewidth at most $r$ and a matching approximation for MaxNDP on graphs of pathwidth at most $r$. Our results build on and significantly improve the work by Chekuri et al. [ICALP 2013] who obtained an $O(r \cdot 3^r)$ approximation for MaxEDP.

preprint2015arXiv

On some provably correct cases of variational inference for topic models

Variational inference is a very efficient and popular heuristic used in various forms in the context of latent variable models. It's closely related to Expectation Maximization (EM), and is applied when exact EM is computationally infeasible. Despite being immensely popular, current theoretical understanding of the effectiveness of variaitonal inference based algorithms is very limited. In this work we provide the first analysis of instances where variational inference algorithms converge to the global optimum, in the setting of topic models. More specifically, we show that variational inference provably learns the optimal parameters of a topic model under natural assumptions on the topic-word matrix and the topic priors. The properties that the topic word matrix must satisfy in our setting are related to the topic expansion assumption introduced in (Anandkumar et al., 2013), as well as the anchor words assumption in (Arora et al., 2012c). The assumptions on the topic priors are related to the well known Dirichlet prior, introduced to the area of topic modeling by (Blei et al., 2003). It is well known that initialization plays a crucial role in how well variational based algorithms perform in practice. The initializations that we use are fairly natural. One of them is similar to what is currently used in LDA-c, the most popular implementation of variational inference for topic models. The other one is an overlapping clustering algorithm, inspired by a work by (Arora et al., 2014) on dictionary learning, which is very simple and efficient. While our primary goal is to provide insights into when variational inference might work in practice, the multiplicative, rather than the additive nature of the variational inference updates forces us to use fairly non-standard proof arguments, which we believe will be of general interest.