arXiv subjects

Dzung Phan

Publications and source records attributed to Dzung Phan.

12 recordsLinked to original sources

arXiv2026

Quantum Variational Approaches to the Maximum Independent Set Problem at Utility Scale

We study variational quantum algorithms for the Maximum Independent Set (MIS) problem on benchmark graphs of 64, 99, and 180 vertices. The Variational Quantum Eigensolver (VQE) and Quantum Approximate Optimization Algorithm (QAOA) are compared across SPSA and COBYLA optimizers at multiple circuit depths. A preprocessing pipeline comprising spectral graph reordering (via the Fiedler vector) and distance-based sparsification reduces circuit depth while preserving energy fidelity. Classical post-processing via history-guided bitstring correction and stepwise maximality extension recovers the exact MIS across all instances. With CVaR optimization, VQE with SPSArecovers up to 6 distinct MIS per run for the 64-node instance and up to 10 distinct MIS per run for the 99-node instance, sampling broadly from the optimal solution population. Repeated runs with different SPSA trajectories collectively enumerate a larger fraction of all MIS for each instance. For the 180-node instance, where standard approaches stall at size 14 (MIS is 15), we introduce ancilla-assisted superposition initialization: ancilla qubits prepare a uniform superposition over classically-found near-optimal solutions, and an excitation-preserving ansatz evolves this state while conserving Hamming weight. This novel construction enables quantum-parallel variational search over multiple seeds simultaneously, discovering the exact MIS where single-seed methods fail. The 180-qubit simulation represents, to our knowledge, the largest scale at which gate-based variational algorithms have solved MIS to optimality. Hardware validation on IBM Quantum hardware ibm_marrakesh confirms that converged simulator parameters transfer effectively to noisy quantum execution.

quant-ph↗

arXiv2026

Hamiltonian-Guided Leverage Embedding: Robust Subspace Compression for Efficient QAOA Parameter Estimation

The Quantum Approximate Optimization Algorithm (QAOA) is a hybrid quantum-classical framework for combinatorial optimization on near-term quantum devices. A central bottleneck is the classical estimation of its variational parameters γ and β, which must be optimized over a high-dimensional, non-convex landscape corrupted by sampling noise. We observe that the classical feature matrices constructed from QAOA measurement samples exhibit pronounced low-rank structure, and exploit this property for noise-robust, reduced-dimension parameter search. We present the Hamiltonian-Guided Leverage Embedding (HGLE) algorithm - a hybrid pipeline that encodes low-energy quantum samples into a weighted Ising feature matrix and compresses it via leverage-score row sampling, provably preserving the dominant rank-rsubspace geometry. The compressed representation drives a classical trust-region loop for (γ, β) estimation at a fraction of the original cost. We provide formal guarantees for rank preservation and energy approximation error, and demonstrate robustness across problem types (Max-Cut, Maximum Independent Set) and graph topologies of varying density.

quant-ph↗

arXiv2025

Sparse Sensor Allocation for Inverse Problems of Detecting Sparse Leaking Emission Sources

This paper investigates the sparse optimal allocation of sensors for detecting sparse leaking emission sources. Because of the non-negativity of emission rates, uncertainty associated with parameters in the forward model, and sparsity of leaking emission sources, the classical linear Gaussian Bayesian inversion setup is limited and no closed-form solutions are available. By incorporating the non-negativity constraints on emission rates, relaxing the Gaussian distributional assumption, and considering the parameter uncertainties associated with the forward model, this paper provides comprehensive investigations, technical details, in-depth discussions and implementation of the optimal sensor allocation problem leveraging a bilevel optimization framework. The upper-level problem determines the optimal sensor locations by minimizing the Integrated Mean Squared Error (IMSE) of the estimated emission rates over uncertain wind conditions, while the lower-level problem solves an inverse problem that estimates the emission rates. Two algorithms, including the repeated Sample Average Approximation (rSAA) and the Stochastic Gradient Descent based bilevel approximation (SBA), are thoroughly investigated. It is shown that the proposed approach can further reduce the IMSE of the estimated emission rates starting from various initial sensor deployment generated by existing approaches. Convergence analysis is performed to obtain the performance guarantee, and numerical investigations show that the proposed approach can allocate sensors according to the parameters and output of the forward model. Computationally efficient code with GPU acceleration is available on GitHub so that the approach readily applicable.

stat.AP↗

arXiv2025

Optimal Sensor Allocation with Multiple Linear Dispersion Processes

This paper considers the optimal sensor allocation for estimating the emission rates of multiple sources in a two-dimensional spatial domain. Locations of potential emission sources are known (e.g., factory stacks), and the number of sources is much greater than the number of sensors that can be deployed, giving rise to the optimal sensor allocation problem. In particular, we consider linear dispersion forward models, and the optimal sensor allocation is formulated as a bilevel optimization problem. The outer problem determines the optimal sensor locations by minimizing the overall Mean Squared Error of the estimated emission rates over various wind conditions, while the inner problem solves an inverse problem that estimates the emission rates. Two algorithms, including the repeated Sample Average Approximation and the Stochastic Gradient Descent based bilevel approximation, are investigated in solving the sensor allocation problem. Convergence analysis is performed to obtain the performance guarantee, and numerical examples are presented to illustrate the proposed approach.

stat.CO↗

arXiv2024

Activations Through Extensions: A Framework To Boost Performance Of Neural Networks

Activation functions are non-linearities in neural networks that allow them to learn complex mapping between inputs and outputs. Typical choices for activation functions are ReLU, Tanh, Sigmoid etc., where the choice generally depends on the application domain. In this work, we propose a framework/strategy that unifies several works on activation functions and theoretically explains the performance benefits of these works. We also propose novel techniques that originate from the framework and allow us to obtain ``extensions'' (i.e. special generalizations of a given neural network) of neural networks through operations on activation functions. We theoretically and empirically show that ``extensions'' of neural networks have performance benefits compared to vanilla neural networks with insignificant space and time complexity costs on standard test functions. We also show the benefits of neural network ``extensions'' in the time-series domain on real-world datasets.

cs.LG↗

arXiv2024

TabularFM: An Open Framework For Tabular Foundational Models

Foundational models (FMs), pretrained on extensive datasets using self-supervised techniques, are capable of learning generalized patterns from large amounts of data. This reduces the need for extensive labeled datasets for each new task, saving both time and resources by leveraging the broad knowledge base established during pretraining. Most research on FMs has primarily focused on unstructured data, such as text and images, or semi-structured data, like time-series. However, there has been limited attention to structured data, such as tabular data, which, despite its prevalence, remains under-studied due to a lack of clean datasets and insufficient research on the transferability of FMs for various tabular data tasks. In response to this gap, we introduce a framework called TabularFM, which incorporates state-of-the-art methods for developing FMs specifically for tabular data. This includes variations of neural architectures such as GANs, VAEs, and Transformers. We have curated a million of tabular datasets and released cleaned versions to facilitate the development of tabular FMs. We pretrained FMs on this curated data, benchmarked various learning methods on these datasets, and released the pretrained models along with leaderboards for future comparative studies. Our fully open-sourced system provides a comprehensive analysis of the transferability of tabular FMs. By releasing these datasets, pretrained models, and leaderboards, we aim to enhance the validity and usability of tabular FMs in the near future.

cs.LG↗

arXiv2023

An End-to-End Time Series Model for Simultaneous Imputation and Forecast

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the auxiliary observations and target variables as it provides additional knowledge when the data is not fully observed. We develop an end-to-end time series model that aims to learn the such inference relation and make a multiple-step ahead forecast. Our framework trains jointly two neural networks, one to learn the feature-wise correlations and the other for the modeling of temporal behaviors. Our model is capable of simultaneously imputing the missing entries and making a multiple-step ahead prediction. The experiments show good overall performance of our framework over existing methods in both imputation and forecasting tasks.

cs.LG↗

arXiv2021

Interpretable Clustering via Multi-Polytope Machines

Clustering is a popular unsupervised learning tool often used to discover groups within a larger population such as customer segments, or patient subtypes. However, despite its use as a tool for subgroup discovery and description - few state-of-the-art algorithms provide any rationale or description behind the clusters found. We propose a novel approach for interpretable clustering that both clusters data points and constructs polytopes around the discovered clusters to explain them. Our framework allows for additional constraints on the polytopes - including ensuring that the hyperplanes constructing the polytope are axis-parallel or sparse with integer coefficients. We formulate the problem of constructing clusters via polytopes as a Mixed-Integer Non-Linear Program (MINLP). To solve our formulation we propose a two phase approach where we first initialize clusters and polytopes using alternating minimization, and then use coordinate descent to boost clustering performance. We benchmark our approach on a suite of synthetic and real world clustering problems, where our algorithm outperforms state of the art interpretable and non-interpretable clustering algorithms.

cs.LG↗

arXiv2019

A Scale Invariant Flatness Measure for Deep Network Minima

It has been empirically observed that the flatness of minima obtained from training deep networks seems to correlate with better generalization. However, for deep networks with positively homogeneous activations, most measures of sharpness/flatness are not invariant to rescaling of the network parameters, corresponding to the same function. This means that the measure of flatness/sharpness can be made as small or as large as possible through rescaling, rendering the quantitative measures meaningless. In this paper we show that for deep networks with positively homogenous activations, these rescalings constitute equivalence relations, and that these equivalence relations induce a quotient manifold structure in the parameter space. Using this manifold structure and an appropriate metric, we propose a Hessian-based measure for flatness that is invariant to rescaling. We use this new measure to confirm the proposition that Large-Batch SGD minima are indeed sharper than Small-Batch SGD minima.

stat.ML↗

arXiv2009

Gradient-based methods for sparse recovery

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + ψ(\m{x})$ where $f$ is smooth and $ψ$ is convex, but possibly nonsmooth. It is shown that if $f$ is convex, then the error in the objective function at iteration $k$, for $k$ sufficiently large, is bounded by $a/(b+k)$ for suitable choices of $a$ and $b$. Moreover, if the objective function is strongly convex, then the convergence is $R$-linear. An improved version of the algorithm based on a cycle version of the BB iteration and an adaptive line search is given. The performance of the algorithm is investigated using applications in the areas of signal processing and image reconstruction.

math.OC↗

arXiv2009

An exact algorithm for graph partitioning

An exact algorithm is presented for solving edge weighted graph partitioning problems. The algorithm is based on a branch and bound method applied to a continuous quadratic programming formulation of the problem. Lower bounds are obtained by decomposing the objective function into convex and concave parts and replacing the concave part by an affine underestimate. It is shown that the best affine underestimate can be expressed in terms of the center and the radius of the smallest sphere containing the feasible set. The concave term is obtained either by a constant diagonal shift associated with the smallest eigenvalue of the objective function Hessian, or by a diagonal shift obtained by solving a semidefinite programming problem. Numerical results show that the proposed algorithm is competitive with state-of-the-art graph partitioning codes.

math.OC↗

arXiv2009

An ellipsoidal branch and bound algorithm for global optimization

A branch and bound algorithm is developed for global optimization. Branching in the algorithm is accomplished by subdividing the feasible set using ellipses. Lower bounds are obtained by replacing the concave part of the objective function by an affine underestimate. A ball approximation algorithm, obtained by generalizing of a scheme of Lin and Han, is used to solve the convex relaxation of the original problem. The ball approximation algorithm is compared to SEDUMI as well as to gradient projection algorithms using randomly generated test problems with a quadratic objective and ellipsoidal constraints.

math.OC↗