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César A. Uribe

Publications and source records attributed to César A. Uribe.

At least 19 recordsLinked to original sources

Adaptive Bregman Alternating Projections for Feasible Gromov-Wasserstein Learning

The Gromov-Wasserstein (GW) problem compares structured distributions without requiring a shared feature space or known correspondences, but its nonconvex objective and coupled marginal constraints make computation challenging. Bregman alternating projected gradient (BAPG) uses inexpensive alternating row and column updates, yet its fixed-penalty relaxation leaves a persistent feasibility gap. We propose Adaptive KL-BAPG (A-KL-BAPG), which combines a finite fixed-penalty burn-in with a guarded increasing-penalty phase. At each tail iteration, the method reuses BAPG's alternating updates and backtracks a delayed-power step until a Sinkhorn-inspired projective-diameter safeguard is satisfied. We prove finite termination of the backtracking at each iteration and show that the feasibility gap vanishes asymptotically. We further establish a best-iterate $O(1/\log N)$ bound for the weighted squared corrected residual and, under a support regularity condition, the existence of a stationary accumulation point for the original GW problem. This distinguishes A-KL-BAPG from fixed-penalty BAPG, whose stationarity guarantees are given for the relaxed problem. Experiments show that A-KL-BAPG achieves a favorable balance of accuracy, objective value, feasibility, and stationarity relative to BAPG variants, projection-based methods, and task-specific baselines. For synthetic and real graph alignment problems, it closely matches the accuracy and objective value of fixed-penalty KL-BAPG while reducing the marginal feasibility gap by 62-99% and the projected stationarity residual by 28-98%. Heterogeneous domain adaptation experiments show a similar pattern: A-KL-BAPG maintains comparable target accuracy and objective values while achieving better feasibility and stationarity than fixed-penalty KL-BAPG.

cs.LG↗

Training Dynamics and Induced Preconditioning of ReLU Policy Gradient for Scalar LQR

Policy gradient is not invariant to reparameterization; the training dynamics of the weights of a neural controller differ from those of the induced gains. We make that difference exact for deterministic scalar discounted linear-quadratic regulation with bias-free one-hidden-layer ReLU policies. We show that policy gradient on the weights induces preconditioning on the gains' dynamics, alongside an explicit quadratic finite-step correction and an activation-group error. Moreover, we identify explicit conditions on the step sizes and initialization parameters that guarantee that the sequence of generated controllers remains stabilizing throughout training and converges to the optimal gains with high probability. For a given system and cost parameters, the sufficient step-size conditions imply contraction bounds independent of the network width. Numerical analysis illustrates how the neural realization changes the induced gain dynamics while maintaining stability across training.

math.OC↗

Identifying common backbones of interactions underlying food webs via non-deterministic alignments

Climate change reshapes food webs by altering species distributions and interactions, making it essential to identify structural backbones of interactions that persist across ecosystems. Deterministic alignment methods are computationally slow and restricted to one-to-one correspondences. We introduce a scalable, non-deterministic alignment framework inspired by optimal transport that captures overlapping species roles via many-to-many mappings. Framed via motif-role profiles as a Gromov-Wasserstein transport problem, our method is both efficient and interpretable. We apply the proposed method to a large continental-scale data set of 129 mammal food webs in Sub-Saharan Africa. Pairwise alignments are identified, and we uncover robust backbones with greater connectivity and transitivity than those expected under null models. The proposed approach provides a formal, reproducible tool for forecasting ecosystem reorganization and conservation efforts.

q-bio.PE↗

Proximal DCA for Fréchet Regression on Riemannian Manifolds with Bounded Curvature

Fréchet regression generalizes linear regression to metric-space-valued responses by defining fitted values as minimizers of weighted Fréchet functionals. Since these weights may have mixed signs, the resulting objective is a signed barycenter problem rather than a standard convex barycenter problem. On Riemannian manifolds, this is further complicated by the lack of global geodesic convexity and possible nonsmoothness of squared distances near cut loci. We study signed Fréchet regression on complete manifolds with two-sided bounded sectional curvature. By restricting optimization to a strongly convex normal ball containing the response support, we use local smoothness, Hessian comparison, and Jacobi-field estimates to formulate the problem as a locally controlled Riemannian proximal DC problem. This leads to FRIDA (Fréchet Regression via Riemannian Iterative DC Algorithm), an exact and inexact proximal DC algorithm for computing regression fits. We prove existence and interiority of minimizers under explicit signed-weight conditions, establish curvature-dependent strong convexity of the proximal subproblems, and show descent and convergence of the iterates to stationary points. We also derive sublinear complexity estimates and, under real-analyticity, obtain full-sequence convergence with KL-type local rates. These results provide a rigorous optimization framework for signed Fréchet regression on manifolds with bounded curvature.

math.OC↗

Sparse Network Inference under Imperfect Detection and its Application to Ecological Networks

Recovering latent structure from count data has received considerable attention in network inference, particularly when one seeks both cross-group interactions and within-group similarity patterns in bipartite networks, which is widely used in ecology research. Such networks are often sparse and inherently imperfect in their detection. Existing models mainly focus on interaction recovery, while the induced similarity graphs are much less studied. Moreover, sparsity is often not controlled, and scale is unbalanced, leading to oversparse or poorly rescaled estimates with degrading structural recovery. To address these issues, we propose a framework for structured sparse nonnegative low-rank factorization with detection probability estimation. We impose nonconvex $\ell_{1/2}$ regularization on the latent similarity and connectivity structures to promote sparsity within-group similarity and cross-group connectivity with better relative scale. The resulting optimization problem is nonconvex and nonsmooth. To solve it, we develop an ADMM-based algorithm with adaptive penalization and scale-aware initialization and establish its asymptotic feasibility and KKT stationarity of cluster points under mild regularity conditions. Experiments on synthetic and real-world ecological datasets demonstrate improved recovery of latent factors and similarity/connectivity structure relative to existing baselines.

stat.ML↗

Fréchet Regression on the Bures-Wasserstein Manifold

Fréchet regression, or conditional Barycenters, is a flexible framework for modeling relationships between covariates (usually Euclidean) and response variables on general metric spaces, e.g., probability distributions or positive definite matrices. However, in contrast to classical barycenter problems, computing conditional counterparts in many non-Euclidean spaces remains an open challenge, as they yield non-convex optimization problems with an affine structure. In this work, we study the existence and computation of conditional barycenters, specifically in the space of positive-definite matrices with the Bures-Wasserstein metric. We provide a sufficient condition for the existence of a minimizer of the conditional barycenter problem that characterizes the regression range of extrapolation. Moreover, we further characterize the optimization landscape, proving that under this condition, the objective is free of local maxima. Additionally, we develop a projection-free and provably correct algorithm for the approximate computation of first-order stationary points. Finally, we provide a stochastic reformulation that enables the use of off-the-shelf stochastic Riemannian optimization methods for large-scale setups. Numerical experiments validate the performance of the proposed methods on regression problems of real-world biological networks and on large-scale synthetic Diffusion Tensor Imaging problems.

math.OC↗

Intrinsic Decentralized Stochastic Riemannian Optimization on Manifolds with Bounded Sectional Curvature

Decentralized optimization on Riemannian manifolds is foundational for many modern machine learning and signal processing applications in which data are non-Euclidean and generated and processed in a distributed manner. Although intrinsic Riemannian methods exploit manifold geometry without relying on Euclidean embeddings, existing decentralized Riemannian optimization algorithms typically use constant step sizes and therefore converge only to a neighborhood of steady-state error. In this paper, we study the decentralized stochastic Riemannian gradient method in the diminishing step-size regime on manifolds with (possibly positive) bounded sectional curvature. We prove an $O(1/T)$ bound for the network consensus error and an $O(\log T/\sqrt{T})$ ergodic bound for the global optimality gap. To the best of our knowledge, this is the first exact, non-asymptotic optimality-gap guarantee for an intrinsic decentralized stochastic Riemannian method in the geodesically convex setting. Furthermore, the diminishing step-size schedule allows substantially larger initial gradient steps than fixed-step baselines, leading to better performance in practice. We illustrate this on the problem of distributed PCA over a Grassmann manifold.

math.OC↗

Gromov-Wasserstein Graph Coarsening

We study the problem of graph coarsening within the Gromov-Wasserstein geometry. Specifically, we propose two algorithms that leverage a novel representation of the distortion induced by merging pairs of nodes. The first method, termed Greedy Pair Coarsening (GPC), iteratively merges pairs of nodes that locally minimize a measure of distortion until the desired size is achieved. The second method, termed $k$-means Greedy Pair Coarsening (KGPC), leverages clustering based on pairwise distortion metrics to directly merge clusters of nodes. We provide conditions guaranteeing optimal coarsening for our methods and validate their performance on six large-scale datasets and a downstream clustering task. Results show that the proposed methods outperform existing approaches on a wide range of parameters and scenarios.

cs.LG↗

Frequentist Guarantees of Distributed (Non)-Bayesian Inference

Motivated by the need to analyze large, decentralized datasets, distributed Bayesian inference has become a critical research area across multiple fields, including statistics, electrical engineering, and economics. This paper establishes Frequentist properties, such as posterior consistency, asymptotic normality, and posterior contraction rates, for the distributed (non-)Bayes Inference problem among agents connected via a communication network. Our results show that, under appropriate assumptions on the communication graph, distributed Bayesian inference retains parametric efficiency while enhancing robustness in uncertainty quantification. We also explore the trade-off between statistical efficiency and communication efficiency by examining how the design and size of the communication graph impact the posterior contraction rate. Furthermore, We extend our analysis to time-varying graphs and apply our results to exponential family models, distributed logistic regression, and decentralized detection models.

math.ST↗

Decentralised convex optimisation with probability-proportional-to-size quantization

Communication is one of the bottlenecks of distributed optimisation and learning. To overcome this bottleneck, we propose a novel quantization method that transforms a vector into a sample of components' indices drawn from a categorical distribution with probabilities proportional to values at those components. Then, we propose a primal and a primal-dual accelerated stochastic gradient methods that use our proposed quantization, and derive their convergence rates in terms of probabilities of large deviations. We focus on affine-constrained convex optimisation and its application to decentralised distributed optimisation problems. To illustrate the work of our algorithm, we apply it to the decentralised computation of semi-discrete entropy regularized Wasserstein barycenters.

math.OC↗

On graphs with finite-time consensus and their use in gradient tracking

This paper studies sequences of graphs satisfying the finite-time consensus property (i.e., iterating through such a finite sequence is equivalent to performing global or exact averaging) and their use in Gradient Tracking. We provide an explicit weight matrix representation of the studied sequences and prove their finite-time consensus property. Moreover, we incorporate the studied finite-time consensus topologies into Gradient Tracking and present a new algorithmic scheme called Gradient Tracking for Finite-Time Consensus Topologies (GT-FT). We analyze the new scheme for nonconvex problems with stochastic gradient estimates. Our analysis shows that the convergence rate of GT-FT does not depend on the heterogeneity of the agents' functions or the connectivity of any individual graph in the topology sequence. Furthermore, owing to the sparsity of the graphs, GT-FT requires lower communication costs than Gradient Tracking using the static counterpart of the topology sequence.

math.OC↗

Sparse factorization of the square all-ones matrix of arbitrary order

In this paper, we study sparse factorization of the (scaled) square all-ones matrix $J$ of arbitrary order. We introduce the concept of hierarchically banded matrices and propose two types of hierarchically banded factorization of $J$: the reduced hierarchically banded (RHB) factorization and the doubly stochastic hierarchically banded (DSHB) factorization. Based on the DSHB factorization, we propose the sequential doubly stochastic (SDS) factorization, in which~$J$ is decomposed as a product of sparse, doubly stochastic matrices. Finally, we discuss the application of the proposed sparse factorizations to the decentralized average consensus problem and decentralized optimization.

math.OC↗

A Moreau Envelope Approach for LQR Meta-Policy Estimation

We study the problem of policy estimation for the Linear Quadratic Regulator (LQR) in discrete-time linear time-invariant uncertain dynamical systems. We propose a Moreau Envelope-based surrogate LQR cost, built from a finite set of realizations of the uncertain system, to define a meta-policy efficiently adjustable to new realizations. Moreover, we design an algorithm to find an approximate first-order stationary point of the meta-LQR cost function. Numerical results show that the proposed approach outperforms naive averaging of controllers on new realizations of the linear system. We also provide empirical evidence that our method has better sample complexity than Model-Agnostic Meta-Learning (MAML) approaches.

math.OC↗

ADMM for Downlink Beamforming in Cell-Free Massive MIMO Systems

In cell-free massive MIMO systems with multiple distributed access points (APs) serving multiple users over the same time-frequency resources, downlink beamforming is done through spatial precoding. Precoding vectors can be optimally designed to use the minimum downlink transmit power while satisfying a quality-of-service requirement for each user. However, existing centralized solutions to beamforming optimization pose challenges such as high communication overhead and processing delay. On the other hand, distributed approaches either require data exchange over the network that scales with the number of antennas or solve the problem for cellular systems where every user is served by only one AP. In this paper, we formulate a multi-user beamforming optimization problem to minimize the total transmit power subject to per-user SINR requirements and propose a distributed optimization algorithm based on the alternating direction method of multipliers (ADMM) to solve it. In our method, every AP solves an iterative optimization problem using its local channel state information. APs only need to share a real-valued vector of interference terms with the size of the number of users. Through simulation results, we demonstrate that our proposed algorithm solves the optimization problem within tens of ADMM iterations and can effectively satisfy per-user SINR constraints.

eess.SY↗

Robust synchronization and policy adaptation for networked heterogeneous agents

We propose a robust adaptive online synchronization method for leader-follower networks of nonlinear heterogeneous agents with system uncertainties and input magnitude saturation. Synchronization is achieved using a Distributed input Magnitude Saturation Adaptive Control with Reinforcement Learning (DMSAC-RL), which improves the empirical performance of policies trained on off-the-shelf models using Reinforcement Learning (RL) strategies. The leader observes the performance of a reference model, and followers observe the states and actions of the agents they are connected to, but not the reference model. The leader and followers may differ from the reference model in which the RL control policy was trained. DMSAC-RL uses an internal loop that adjusts the learned policy for the agents in the form of augmented input to solve the distributed control problem, including input-matched uncertainty parameters. We show that the synchronization error of the heterogeneous network is Uniformly Ultimately Bounded (UUB). Numerical analysis of a network of Multiple Input Multiple Output (MIMO) systems supports our theoretical findings.

eess.SY↗

Efficient Path Planning with Soft Homology Constraints

We study the problem of path planning with soft homology constraints on a surface topologically equivalent to a disk with punctures. Specifically, we propose an algorithm, named $\Hstar$, for the efficient computation of a path homologous to a user-provided reference path. We show that the algorithm can generate a suite of paths in distinct homology classes, from the overall shortest path to the shortest path homologous to the reference path, ordered both by path length and similarity to the reference path. Rollout is shown to improve the results produced by the algorithm. Experiments demonstrate that $\Hstar$ can be an efficient alternative to optimal methods, especially for configuration spaces with many obstacles.

math.OC↗

An Optimal Transport Approach for Network Regression

We study the problem of network regression, where one is interested in how the topology of a network changes as a function of Euclidean covariates. We build upon recent developments in generalized regression models on metric spaces based on Fréchet means and propose a network regression method using the Wasserstein metric. We show that when representing graphs as multivariate Gaussian distributions, the network regression problem requires the computation of a Riemannian center of mass (i.e., Fréchet means). Fréchet means with non-negative weights translates into a barycenter problem and can be efficiently computed using fixed point iterations. Although the convergence guarantees of fixed-point iterations for the computation of Wasserstein affine averages remain an open problem, we provide evidence of convergence in a large number of synthetic and real-data scenarios. Extensive numerical results show that the proposed approach improves existing procedures by accurately accounting for graph size, topology, and sparsity in synthetic experiments. Additionally, real-world experiments using the proposed approach result in higher Coefficient of Determination ($R^{2}$) values and lower mean squared prediction error (MSPE), cementing improved prediction capabilities in practice.

stat.ML↗

Faster Convergence of Local SGD for Over-Parameterized Models

Modern machine learning architectures are often highly expressive. They are usually over-parameterized and can interpolate the data by driving the empirical loss close to zero. We analyze the convergence of Local SGD (or FedAvg) for such over-parameterized models in the heterogeneous data setting and improve upon the existing literature by establishing the following convergence rates. For general convex loss functions, we establish an error bound of $Ø(1/T)$ under a mild data similarity assumption and an error bound of $Ø(K/T)$ otherwise, where $K$ is the number of local steps and $T$ is the total number of iterations. For non-convex loss functions we prove an error bound of $Ø(K/T)$. These bounds improve upon the best previous bound of $Ø(1/\sqrt{nT})$ in both cases, where $n$ is the number of nodes, when no assumption on the model being over-parameterized is made. We complete our results by providing problem instances in which our established convergence rates are tight to a constant factor with a reasonably small stepsize. Finally, we validate our theoretical results by performing large-scale numerical experiments that reveal the convergence behavior of Local SGD for practical over-parameterized deep learning models, in which the $Ø(1/T)$ convergence rate of Local SGD is clearly shown.

cs.LG↗