arXiv subjects

Adil Salim

Publications and source records attributed to Adil Salim.

At least 19 recordsLinked to original sources

arXiv2026

High-accuracy and dimension-free sampling with diffusions

Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed form, and its resolution via discretization typically requires many small iterations to produce \emph{high-quality} samples. More precisely, prior works have shown that the iteration complexity of discretization methods for diffusion models scales polynomially in the ambient dimension and the inverse accuracy $1/\varepsilon$. In this work, we propose a new solver for diffusion models relying on a subtle interplay between low-degree approximation and the collocation method (Lee, Song, Vempala 2018), and we prove that its iteration complexity scales \emph{polylogarithmically} in $1/\varepsilon$, yielding the first ``high-accuracy'' guarantee for a diffusion-based sampler that only uses (approximate) access to the scores of the data distribution. In addition, our bound does not depend explicitly on the ambient dimension; more precisely, the dimension affects the complexity of our solver through the \emph{effective radius} of the support of the target distribution only.

cs.LG↗

arXiv2025

Accelerating mathematical research with language models: A case study of an interaction with GPT-5-Pro on a convex analysis problem

Recent progress in large language models has made them increasingly capable research assistants in mathematics. Yet, as their reasoning abilities improve, evaluating their mathematical competence becomes increasingly challenging. The problems used for assessment must be neither too easy nor too difficult, their performance can no longer be summarized by a single numerical score, and meaningful evaluation requires expert oversight. In this work, we study an interaction between the author and a large language model in proving a lemma from convex optimization. Specifically, we establish a Taylor expansion for the gradient of the biconjugation operator--that is, the operator obtained by applying the Fenchel transform twice--around a strictly convex function, with assistance from GPT-5-pro, OpenAI's latest model. Beyond the mathematical result itself, whose novelty we do not claim with certainty, our main contribution lies in documenting the collaborative reasoning process. GPT-5-pro accelerated our progress by suggesting, relevant research directions and by proving some intermediate results. However, its reasoning still required careful supervision, particularly to correct subtle mistakes. While limited to a single mathematical problem and a single language model, this experiment illustrates both the promise and the current limitations of large language models as mathematical collaborators.

math.OC↗

arXiv2024

Phi-4 Technical Report

We present phi-4, a 14-billion parameter language model developed with a training recipe that is centrally focused on data quality. Unlike most language models, where pre-training is based primarily on organic data sources such as web content or code, phi-4 strategically incorporates synthetic data throughout the training process. While previous models in the Phi family largely distill the capabilities of a teacher model (specifically GPT-4), phi-4 substantially surpasses its teacher model on STEM-focused QA capabilities, giving evidence that our data-generation and post-training techniques go beyond distillation. Despite minimal changes to the phi-3 architecture, phi-4 achieves strong performance relative to its size -- especially on reasoning-focused benchmarks -- due to improved data, training curriculum, and innovations in the post-training scheme.

cs.CL↗

arXiv2024

Phi-3 Technical Report: A Highly Capable Language Model Locally on Your Phone

We introduce phi-3-mini, a 3.8 billion parameter language model trained on 3.3 trillion tokens, whose overall performance, as measured by both academic benchmarks and internal testing, rivals that of models such as Mixtral 8x7B and GPT-3.5 (e.g., phi-3-mini achieves 69% on MMLU and 8.38 on MT-bench), despite being small enough to be deployed on a phone. Our training dataset is a scaled-up version of the one used for phi-2, composed of heavily filtered publicly available web data and synthetic data. The model is also further aligned for robustness, safety, and chat format. We also provide parameter-scaling results with a 7B, 14B models trained for 4.8T tokens, called phi-3-small, phi-3-medium, both significantly more capable than phi-3-mini (e.g., respectively 75%, 78% on MMLU, and 8.7, 8.9 on MT-bench). To enhance multilingual, multimodal, and long-context capabilities, we introduce three models in the phi-3.5 series: phi-3.5-mini, phi-3.5-MoE, and phi-3.5-Vision. The phi-3.5-MoE, a 16 x 3.8B MoE model with 6.6 billion active parameters, achieves superior performance in language reasoning, math, and code tasks compared to other open-source models of similar scale, such as Llama 3.1 and the Mixtral series, and on par with Gemini-1.5-Flash and GPT-4o-mini. Meanwhile, phi-3.5-Vision, a 4.2 billion parameter model derived from phi-3.5-mini, excels in reasoning tasks and is adept at handling both single-image and text prompts, as well as multi-image and text prompts.

cs.CL↗

arXiv2024

Long-time asymptotics of noisy SVGD outside the population limit

Stein Variational Gradient Descent (SVGD) is a widely used sampling algorithm that has been successfully applied in several areas of Machine Learning. SVGD operates by iteratively moving a set of interacting particles (which represent the samples) to approximate the target distribution. Despite recent studies on the complexity of SVGD and its variants, their long-time asymptotic behavior (i.e., after numerous iterations ) is still not understood in the finite number of particles regime. We study the long-time asymptotic behavior of a noisy variant of SVGD. First, we establish that the limit set of noisy SVGD for large is well-defined. We then characterize this limit set, showing that it approaches the target distribution as increases. In particular, noisy SVGD provably avoids the variance collapse observed for SVGD. Our approach involves demonstrating that the trajectories of noisy SVGD closely resemble those described by a McKean-Vlasov process.

cs.LG↗

arXiv2024

Gaussian random field approximation via Stein's method with applications to wide random neural networks

We derive upper bounds on the Wasserstein distance ($W_1$), with respect to $\sup$-norm, between any continuous $\mathbb{R}^d$ valued random field indexed by the $n$-sphere and the Gaussian, based on Stein's method. We develop a novel Gaussian smoothing technique that allows us to transfer a bound in a smoother metric to the $W_1$ distance. The smoothing is based on covariance functions constructed using powers of Laplacian operators, designed so that the associated Gaussian process has a tractable Cameron-Martin or Reproducing Kernel Hilbert Space. This feature enables us to move beyond one dimensional interval-based index sets that were previously considered in the literature. Specializing our general result, we obtain the first bounds on the Gaussian random field approximation of wide random neural networks of any depth and Lipschitz activation functions at the random field level. Our bounds are explicitly expressed in terms of the widths of the network and moments of the random weights. We also obtain tighter bounds when the activation function has three bounded derivatives.

math.PR↗

arXiv2023

A Strong Law of Large Numbers for Random Monotone Operators

Random monotone operators are stochastic versions of maximal monotone operators which play an important role in stochastic nonsmooth optimization. Several stochastic nonsmooth optimization algorithms have been shown to converge to a zero of a mean operator defined as the expectation, in the sense of the Aumann integral, of a random monotone operator. In this note, we prove a strong law of large numbers for random monotone operators where the limit is the mean operator. We apply this result to the empirical risk minimization problem appearing in machine learning. We show that if the empirical risk minimizers converge as the number of data points goes to infinity, then they converge to an expected risk minimizer.

math.OC↗

arXiv2023

Textbooks Are All You Need

We introduce phi-1, a new large language model for code, with significantly smaller size than competing models: phi-1 is a Transformer-based model with 1.3B parameters, trained for 4 days on 8 A100s, using a selection of ``textbook quality" data from the web (6B tokens) and synthetically generated textbooks and exercises with GPT-3.5 (1B tokens). Despite this small scale, phi-1 attains pass@1 accuracy 50.6% on HumanEval and 55.5% on MBPP. It also displays surprising emergent properties compared to phi-1-base, our model before our finetuning stage on a dataset of coding exercises, and phi-1-small, a smaller model with 350M parameters trained with the same pipeline as phi-1 that still achieves 45% on HumanEval.

cs.CL↗

arXiv2023

The probability flow ODE is provably fast

We provide the first polynomial-time convergence guarantees for the probability flow ODE implementation (together with a corrector step) of score-based generative modeling. Our analysis is carried out in the wake of recent results obtaining such guarantees for the SDE-based implementation (i.e., denoising diffusion probabilistic modeling or DDPM), but requires the development of novel techniques for studying deterministic dynamics without contractivity. Through the use of a specially chosen corrector step based on the underdamped Langevin diffusion, we obtain better dimension dependence than prior works on DDPM ($O(\sqrt{d})$ vs. $O(d)$, assuming smoothness of the data distribution), highlighting potential advantages of the ODE framework.

cs.LG↗

arXiv2023

Sampling is as easy as learning the score: theory for diffusion models with minimal data assumptions

We provide theoretical convergence guarantees for score-based generative models (SGMs) such as denoising diffusion probabilistic models (DDPMs), which constitute the backbone of large-scale real-world generative models such as DALL$\cdot$E 2. Our main result is that, assuming accurate score estimates, such SGMs can efficiently sample from essentially any realistic data distribution. In contrast to prior works, our results (1) hold for an $L^2$-accurate score estimate (rather than $L^\infty$-accurate); (2) do not require restrictive functional inequality conditions that preclude substantial non-log-concavity; (3) scale polynomially in all relevant problem parameters; and (4) match state-of-the-art complexity guarantees for discretization of the Langevin diffusion, provided that the score error is sufficiently small. We view this as strong theoretical justification for the empirical success of SGMs. We also examine SGMs based on the critically damped Langevin diffusion (CLD). Contrary to conventional wisdom, we provide evidence that the use of the CLD does not reduce the complexity of SGMs.

cs.LG↗

arXiv2023

Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Space

Variational inference (VI) seeks to approximate a target distribution $π$ by an element of a tractable family of distributions. Of key interest in statistics and machine learning is Gaussian VI, which approximates $π$ by minimizing the Kullback-Leibler (KL) divergence to $π$ over the space of Gaussians. In this work, we develop the (Stochastic) Forward-Backward Gaussian Variational Inference (FB-GVI) algorithm to solve Gaussian VI. Our approach exploits the composite structure of the KL divergence, which can be written as the sum of a smooth term (the potential) and a non-smooth term (the entropy) over the Bures-Wasserstein (BW) space of Gaussians endowed with the Wasserstein distance. For our proposed algorithm, we obtain state-of-the-art convergence guarantees when $π$ is log-smooth and log-concave, as well as the first convergence guarantees to first-order stationary solutions when $π$ is only log-smooth.

math.ST↗

arXiv2023

On the complexity of finding stationary points of smooth functions in one dimension

We characterize the query complexity of finding stationary points of one-dimensional non-convex but smooth functions. We consider four settings, based on whether the algorithms under consideration are deterministic or randomized, and whether the oracle outputs $1^{\rm st}$-order or both $0^{\rm th}$- and $1^{\rm st}$-order information. Our results show that algorithms for this task provably benefit by incorporating either randomness or $0^{\rm th}$-order information. Our results also show that, for every dimension $d \geq 1$, gradient descent is optimal among deterministic algorithms using $1^{\rm st}$-order queries only.

math.OC↗

arXiv2022

Dualize, Split, Randomize: Toward Fast Nonsmooth Optimization Algorithms

We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This template problem has many applications, for instance, in image processing and machine learning. First, we propose a new primal-dual algorithm, which we call PDDY, for this problem. It is constructed by applying Davis-Yin splitting to a monotone inclusion in a primal-dual product space, where the operators are monotone under a specific metric depending on L. We show that three existing algorithms (the two forms of the Condat-Vu algorithm and the PD3O algorithm) have the same structure, so that PDDY is the fourth missing link in this self-consistent class of primal-dual algorithms. This representation eases the convergence analysis: it allows us to derive sublinear convergence rates in general, and linear convergence results in presence of strong convexity. Moreover, within our broad and flexible analysis framework, we propose new stochastic generalizations of the algorithms, in which a variance-reduced random estimate of the gradient of F is used, instead of the true gradient. Furthermore, we obtain, as a special case of PDDY, a linearly converging algorithm for the minimization of a strongly convex function F under a linear constraint; we discuss its important application to decentralized optimization.

math.OC↗

arXiv2022

A Convergence Theory for SVGD in the Population Limit under Talagrand's Inequality T1

Stein Variational Gradient Descent (SVGD) is an algorithm for sampling from a target density which is known up to a multiplicative constant. Although SVGD is a popular algorithm in practice, its theoretical study is limited to a few recent works. We study the convergence of SVGD in the population limit, (i.e., with an infinite number of particles) to sample from a non-logconcave target distribution satisfying Talagrand's inequality T1. We first establish the convergence of the algorithm. Then, we establish a dimension-dependent complexity bound in terms of the Kernelized Stein Discrepancy (KSD). Unlike existing works, we do not assume that the KSD is bounded along the trajectory of the algorithm. Our approach relies on interpreting SVGD as a gradient descent over a space of probability measures.

cs.LG↗

arXiv2022

Federated Learning with a Sampling Algorithm under Isoperimetry

Federated learning uses a set of techniques to efficiently distribute the training of a machine learning algorithm across several devices, who own the training data. These techniques critically rely on reducing the communication cost -- the main bottleneck -- between the devices and a central server. Federated learning algorithms usually take an optimization approach: they are algorithms for minimizing the training loss subject to communication (and other) constraints. In this work, we instead take a Bayesian approach for the training task, and propose a communication-efficient variant of the Langevin algorithm to sample a posteriori. The latter approach is more robust and provides more knowledge of the \textit{a posteriori} distribution than its optimization counterpart. We analyze our algorithm without assuming that the target distribution is strongly log-concave. Instead, we assume the weaker log Sobolev inequality, which allows for nonconvexity.

cs.LG↗

arXiv2022

An Optimal Algorithm for Strongly Convex Minimization under Affine Constraints

Optimization problems under affine constraints appear in various areas of machine learning. We consider the task of minimizing a smooth strongly convex function F(x) under the affine constraint Kx=b, with an oracle providing evaluations of the gradient of F and multiplications by K and its transpose. We provide lower bounds on the number of gradient computations and matrix multiplications to achieve a given accuracy. Then we propose an accelerated primal-dual algorithm achieving these lower bounds. Our algorithm is the first optimal algorithm for this class of problems.

math.OC↗

arXiv2022

Improved analysis for a proximal algorithm for sampling

We study the proximal sampler of Lee, Shen, and Tian (2021) and obtain new convergence guarantees under weaker assumptions than strong log-concavity: namely, our results hold for (1) weakly log-concave targets, and (2) targets satisfying isoperimetric assumptions which allow for non-log-concavity. We demonstrate our results by obtaining new state-of-the-art sampling guarantees for several classes of target distributions. We also strengthen the connection between the proximal sampler and the proximal method in optimization by interpreting the proximal sampler as an entropically regularized Wasserstein proximal method, and the proximal point method as the limit of the proximal sampler with vanishing noise.

math.ST↗

arXiv2022

Towards a Theory of Non-Log-Concave Sampling: First-Order Stationarity Guarantees for Langevin Monte Carlo

For the task of sampling from a density $π\propto \exp(-V)$ on $\mathbb{R}^d$, where $V$ is possibly non-convex but $L$-gradient Lipschitz, we prove that averaged Langevin Monte Carlo outputs a sample with $\varepsilon$-relative Fisher information after $O( L^2 d^2/\varepsilon^2)$ iterations. This is the sampling analogue of complexity bounds for finding an $\varepsilon$-approximate first-order stationary points in non-convex optimization and therefore constitutes a first step towards the general theory of non-log-concave sampling. We discuss numerous extensions and applications of our result; in particular, it yields a new state-of-the-art guarantee for sampling from distributions which satisfy a Poincaré inequality.

math.ST↗