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Alexander Gasnikov

Publications and source records attributed to Alexander Gasnikov.

At least 37 records · Page 2Linked to original sources

Convex-Concave Interpolation and Application of PEP to Bilinear-Coupled Saddle-Point Problem

The Performance estimation problem (PEP) approach reformulates finding the exact worst-case performance of an algorithm as the solution to an optimization problem. Tractable formulation of the problem requires necessary and sufficient interpolation conditions. We present the interpolation conditions for convex--concave functions, bilinear functions, and composite functions with bilinear coupling. We also construct PEP for first-order methods for composite saddle-point problem.

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Stochastic Optimization and Data Science

This paper aims to motivate stochastic optimization problems from a statistical perspective and a statistical learning perspective, where the goal is to maximize the log-likelihood or minimize the population risk. We briefly describe the two main approaches: offline (Monte Carlo / Sample Average Approximation) and online (Stochastic Approximation) approaches -- to solve the expectation minimization problems.

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Mathematical methods of reinforcement learning

Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin the design and analysis of modern algorithms in RL. We begin from Markov decision processes (MDPs) and the Bellman operators, emphasizing contraction mappings, monotonicity, and fixed-point theory that yield convergence guarantees and rates for value and policy iteration, and temporal-difference schemes. We then develop the optimization perspective: stochastic approximation and martingale methods, convex duality and the role of regularization linking mirror/proximal methods. Function approximation is treated through linear and non-linear settings, covering stabilization, error decomposition, and sample-complexity via concentration inequalities for dependent data and mixing processes. We further cover off-policy evaluation/learning, constrained RL and constrained MDPs (CMDPs). Throughout we unify algorithmic templates under common operator and variational lenses, highlighting both finite-sample bounds and asymptotic results. Our presentation is intended to provide a unified mathematical entry point for researchers in probability, optimization, and statistics interested in reinforcement learning.

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Stronger constraints for smooth min-max games

Saddle point problems with smooth convex-concave objective functions are often used to model min-max problems arising in machine learning. First-order methods are the standard paradigm for solving such problems. Therefore, it is important to know how those methods behave in the worst-case scenarios. In order to derive the guarantees, one would require the inequalities that appropriately constrain the iterates, gradients and function values. In this paper, we present stronger constraints for smooth convex-concave functions and show that they could allow tighter upper bounds for first-order methods.

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Wall-Clock Complexity for Zeroth-Order Optimization with Tunable Oracle Fidelity

Zeroth-order (black-box) optimization is applied when gradients are unavailable and objective evaluations rely on expensive simulations. In many such applications, the oracle fidelity is tunable: higher-accuracy queries reduce noise but incur higher computational costs. To capture this trade-off, we study an accuracy-aware wall-clock model where each query with fidelity $δ$ has a cost $c(δ)$, and we minimize the total time $T_{\mathrm{total}} = \sum_{k=1}^{N} c(δ_k)$, subject to a target accuracy constraint. We show how the choice of oracle type, noise model, and optimization scheme induces explicit wall-clock-optimal choices for the algorithmic parameters. For instance, we demonstrate that accelerated methods can be wall-clock inferior to non-accelerated schemes. Furthermore, we characterize the conditions under which a constant fidelity strategy is optimal in the Big-O sense. Our framework provides a unified methodology to translate convergence guarantees into practical fidelity and batching recommendations.

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Decentralized Inexact Cubic Newton Method with Consensus Procedure

Distributed optimization is widely used in large-scale and privacy-preserving machine learning, where each agent stores a local objective and communicates only with its neighbors in a connected network. We study decentralized second-order optimization and focus on consensus procedures that approximately average local iterates, gradients, and Hessians through neighbor-to-neighbor communications. We propose a general Decentralized Cubic Newton method for convex optimization under $L_1$-smoothness of gradients and $L_2$-Lipschitz continuity of Hessians, and develop a theory that accurately tracks the inaccuracies caused by consensus and by disagreement between local iterates. Under these assumptions, the method matches the iteration complexity of the exact Cubic Newton method and requires only additional polylogarithmic communication-round overhead to reach the necessary consensus accuracy. We further propose an Accelerated Decentralized Cubic Newton method for strongly convex objectives and show that it matches the iteration complexity of the exact Accelerated Cubic Newton method, again with only additional polylogarithmic communication-round overhead. Finally, although the general method requires exchanging full $d \times d$ Hessian matrices, we show how it can be implemented for generalized linear models by transmitting only vectors, making the approach substantially more practical in high dimensions.

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SDG-MoE: Signed Debate Graph Mixture-of-Experts

Sparse MoE models achieve a good balance between capacity and compute by routing each token to a small subset of experts. However, in most MoE architectures, once a token is routed, the selected experts process it independently and their outputs are combined via a weighted sum. This leaves open whether enabling communication among them could improve performance. While prior work has raised this question, direct interaction among the active routed experts remains underexplored. In this paper, we propose SDG-MoE (Signed Debate Graph Mixture-of-Experts), a novel architecture that adds a lightweight, iterative deliberation step before final aggregation. SDG-MoE introduces three components: (i) two learned interaction matrices over the active experts, a support graph $A^+$ and a critique graph $A^-$, capturing reinforcing and corrective influences; (ii) a signed message-passing step that updates expert representations before aggregation; and (iii) a disagreement-gated Friedkin-Johnsen-style anchoring that controls deliberation strength while preventing expert drift. Together, these enable a structured deliberation process where interaction strength scales with disagreement and specialization is preserved. We also provide a theoretical analysis establishing stability conditions on expert states and showing that deliberation adds only low-order overhead over the active set. In controlled three-seed pretraining experiments, SDG-MoE improves validation perplexity over both an unsigned graph communication baseline and vanilla MoE, outperforming the strongest baseline by 19.8%, and gives the best external perplexity on WikiText-103, C4, and Paloma among the compared systems.

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Stochastic Decentralized Optimization of Non-Smooth Convex and Convex-Concave Problems over Time-Varying Networks

We study non-smooth stochastic decentralized optimization problems over time-varying networks, where objective functions are distributed across nodes and network connections may intermittently appear or break. Specifically, we consider two settings: (i) stochastic non-smooth (strongly) convex optimization, and (ii) stochastic non-smooth (strongly) convex-(strongly) concave saddle point optimization. Convex problems of this type commonly arise in deep neural network training, while saddle point problems are central to machine learning tasks such as the training of generative adversarial networks (GANs). Prior works have primarily focused on the smooth setting, or time-invariant network scenarios. We extend the existing theory to the more general non-smooth and stochastic setting over time-varying networks and saddle point problems. Our analysis establishes upper bounds on both the number of stochastic oracle calls and communication rounds, matching lower bounds for both convex and saddle point optimization problems.

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KompeteAI: Accelerated Autonomous Multi-Agent System for End-to-End Pipeline Generation for Machine Learning Problems

Recent Large Language Model (LLM)-based AutoML systems demonstrate impressive capabilities but face significant limitations such as constrained exploration strategies and a severe execution bottleneck. Exploration is hindered by one-shot methods lacking diversity and Monte Carlo Tree Search (MCTS) approaches that fail to recombine strong partial solutions. The execution bottleneck arises from lengthy code validation cycles that stifle iterative refinement. To overcome these challenges, we introduce KompeteAI, a novel AutoML framework with dynamic solution space exploration. Unlike previous MCTS methods that treat ideas in isolation, KompeteAI introduces a merging stage that composes top candidates. We further expand the hypothesis space by integrating Retrieval-Augmented Generation (RAG), sourcing ideas from Kaggle notebooks and arXiv papers to incorporate real-world strategies. KompeteAI also addresses the execution bottleneck via a predictive scoring model and an accelerated debugging method, assessing solution potential using early stage metrics to avoid costly full-code execution. This approach accelerates pipeline evaluation 6.9 times. KompeteAI outperforms leading methods (e.g., RD-agent, AIDE, and Ml-Master) by an average of 3\% on the primary AutoML benchmark, MLE-Bench. Additionally, we propose Kompete-bench to address limitations in MLE-Bench, where KompeteAI also achieves state-of-the-art results

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Decentralized Optimization with Coupled Constraints

We consider the decentralized minimization of a separable objective $\sum_{i=1}^{n} f_i(x_i)$, where the variables are coupled through an affine constraint $\sum_{i=1}^n\left(\mathbf{A}_i x_i - b_i\right) = 0$. We assume that the functions $f_i$, matrices $\mathbf{A}_i$, and vectors $b_i$ are stored locally by the nodes of a computational network, and that the functions $f_i$ are smooth and strongly convex. This problem has significant applications in resource allocation and systems control and can also arise in distributed machine learning. We propose lower complexity bounds for decentralized optimization problems with coupled constraints and a first-order algorithm achieving the lower bounds. To the best of our knowledge, our method is also the first linearly convergent first-order decentralized algorithm for problems with general affine coupled constraints.

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Lower and upper bounds of the convergence rate of gradient methods with composite noise in gradient

We introduce a detailed analysis of the convergence of first-order methods with composite noise (sum of relative and absolute) in gradient for convex and smooth function minimization. This paper illustrates instances of practical problems where the utilization of inexact oracles becomes necessary, such as biased compressors, use of floating-point arithmetic and gradient-free optimization. We propose an algorithm that optimally accumulates absolute error, with intermediate convergence depending on the relative component of the noise. Usage of restart technique, regularization transformation, and stopping criteria has been demonstrated to yield results for various function classes. Also, gradient descent adaptive to relative error parameter is provided. For relative noise, lower bounds of convergence are given, confirming the dependence of the parameter of the noise on the condition number of the problem.

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Exploring New Frontiers in Vertical Federated Learning: the Role of Saddle Point Reformulation

The objective of Vertical Federated Learning (VFL) is to collectively train a model using features available on different devices while sharing the same users. This paper focuses on the saddle point reformulation of the VFL problem via the classical Lagrangian function. We first demonstrate how this formulation can be solved using deterministic methods. More importantly, we explore various stochastic modifications to adapt to practical scenarios, such as employing compression techniques for efficient information transmission, enabling partial participation for asynchronous communication, and utilizing coordinate selection for faster local computation. We show that the saddle point reformulation plays a key role and opens up possibilities to use mentioned extension that seem to be impossible in the standard minimization formulation. Convergence estimates are provided for each algorithm, demonstrating their effectiveness in addressing the VFL problem. Additionally, alternative reformulations are investigated, and numerical experiments are conducted to validate performance and effectiveness of the proposed approach.

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Decentralized Optimization with Mixed Affine Constraints

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while local variables are subject to coupled and node-specific constraints. Such problem formulations arise in machine learning applications, including federated learning and multi-task learning, as well as in resource allocation and distributed control. We analyze this problem under smooth and non-smooth assumptions, considering both strongly convex and general convex objective functions. Our main contribution is an optimal algorithm for the smooth, strongly convex regime, whose convergence rate matches established lower complexity bounds. We further provide near-optimal methods for the remaining cases.

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SCOPE: Smooth Convex Optimization for Planned Evolution of Deformable Linear Objects

We present SCOPE, a fast and efficient framework for modeling and manipulating deformable linear objects (DLOs). Unlike conventional energy-based approaches, SCOPE leverages convex approximations to significantly reduce computational cost while maintaining smooth and physically plausible deformations. This trade-off between speed and accuracy makes the method particularly suitable for applications requiring real-time or near-real-time response. The effectiveness of the proposed framework is demonstrated through comprehensive simulation experiments, highlighting its ability to generate smooth shape trajectories under geometric and length constraints.

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Quantum-Inspired Episode Selection for Monte Carlo Reinforcement Learning via QUBO Optimization

Monte Carlo (MC) reinforcement learning suffers from high sample complexity, especially in environments with sparse rewards, large state spaces, and correlated trajectories. We address these limitations by reformulating episode selection as a Quadratic Unconstrained Binary Optimization (QUBO) problem and solving it with quantum-inspired samplers. Our method, MC+QUBO, integrates a combinatorial filtering step into standard MC policy evaluation: from each batch of trajectories, we select a subset that maximizes cumulative reward while promoting state-space coverage. This selection is encoded as a QUBO, where linear terms favor high-reward episodes and quadratic terms penalize redundancy. We explore both Simulated Quantum Annealing (SQA) and Simulated Bifurcation (SB) as black-box solvers within this framework. Experiments in a finite-horizon GridWorld demonstrate that MC+QUBO outperforms vanilla MC in convergence speed and final policy quality, highlighting the potential of quantum-inspired optimization as a decision-making subroutine in reinforcement learning.

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Gradient-Free Approaches is a Key to an Efficient Interaction with Markovian Stochasticity

This paper deals with stochastic optimization problems involving Markovian noise with a zero-order oracle. We present and analyze a novel derivative-free method for solving such problems in strongly convex smooth and non-smooth settings with both one-point and two-point feedback oracles. Using a randomized batching scheme, we show that when mixing time $τ$ of the underlying noise sequence is less than the dimension of the problem $d$, the convergence estimates of our method do not depend on $τ$. This observation provides an efficient way to interact with Markovian stochasticity: instead of invoking the expensive first-order oracle, one should use the zero-order oracle. Finally, we complement our upper bounds with the corresponding lower bounds. This confirms the optimality of our results.

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Modeling skiers flows via Wardrope equilibrium in closed capacitated networks

We propose an equilibrium model of ski resorts where users are assigned to cycles in a closed network. As queues form on lifts with limited capacity, we derive an efficient way to find waiting times via convex optimization. The equilibrium problem is formulated as a variational inequality, and numerical experiments show that it can be solved using standard algorithms.

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On Solving Minimization and Min-Max Problems by First-Order Methods with Relative Error in Gradients

First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such methods, assuming that exact gradient information is available. At the same time, even the use of floating-point representation of real numbers already leads to relative error in all the computations. Relative errors also arise in such applications as bilevel optimization, inverse problems, derivative-free optimization, and inexact proximal methods. This paper answers several theoretical open questions on first-order optimization methods under relative errors in the first-order oracle. We propose an explicit single-loop accelerated gradient method that preserves optimal linear convergence rate under maximal possible relative error in the gradient, and explore the tradeoff between the relative error and deterioration in the linear convergence rate. We further explore similar questions for saddle point problems and nonlinear equations, showing, for the first time in the literature, that a variant of gradient descent-ascent and the extragradient method are robust to such errors and providing estimates for the maximum level of noise that does not break linear convergence.

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