arXiv subjects

Lam M. Nguyen

Publications and source records attributed to Lam M. Nguyen.

At least 19 recordsLinked to original sources

arXiv2026

Adjusted Shuffling SARAH: Advancing Complexity Analysis via Dynamic Gradient Weighting

In this paper, we propose Adjusted Shuffling SARAH, a novel algorithm that integrates shuffling strategies into the recursive SARAH framework using a dynamic weighting mechanism to enhance exploration. We analyze the algorithm under two operating modes. First, we show that the Exact Mode matches the best-known theoretical guarantees for shuffling variance-reduced methods in both strongly convex and non-convex settings. Second, to address large-scale regimes, we introduce an Inexact Mode that utilizes mini-batch estimators. A key contribution of our work is proving that this Inexact Mode achieves a total complexity independent of the dataset size, making it significantly more scalable than existing shuffling methods when the sample size is large.

math.OC↗

arXiv2026

Graph Concept Bottleneck Models

Concept Bottleneck Models (CBMs) provide explicit interpretations for deep neural networks through concepts and allow intervention with concepts to adjust final predictions. Existing CBMs assume concepts are conditionally independent given labels and isolated from each other, ignoring the hidden relationships among concepts. However, the set of concepts in CBMs often has an intrinsic structure where concepts are generally correlated: changing one concept will inherently impact its related concepts. To mitigate this limitation, we propose GraphCBMs: a new variant of CBM that facilitates concept relationships by constructing latent concept graphs, which can be combined with CBMs to enhance model performance while retaining their interpretability. Our experiment results on real-world image classification tasks demonstrate Graph CBMs offer the following benefits: (1) superior in image classification tasks while providing more concept structure information for interpretability; (2) able to utilize latent concept graphs for more effective interventions; and (3) robust in performance across different training and architecture settings.

cs.LG↗

arXiv2026

Learning to Shuffle: Block Reshuffling and Reversal Schemes for Stochastic Optimization

Shuffling strategies for stochastic gradient descent (SGD), including incremental gradient, shuffle-once, and random reshuffling, are supported by rigorous convergence analyses for arbitrary within-epoch permutations. In particular, random reshuffling is known to improve optimization constants relative to cyclic and shuffle-once schemes. However, existing theory offers limited guidance on how to design new data-ordering schemes that further improve optimization constants or stability beyond random reshuffling. In this paper, we design a pipeline using a large language model (LLM)-guided program evolution framework to discover an effective shuffling rule for without-replacement SGD. Abstracting from this instance, we identify two fundamental structural components: block reshuffling and paired reversal. We analyze these components separately and show that block reshuffling strictly reduces prefix-gradient variance constants within the unified shuffling framework, yielding provable improvements over random reshuffling under mild conditions. Separately, we show that paired reversal symmetrizes the epoch map and cancels the leading order-dependent second-order term, reducing order sensitivity from quadratic to cubic in the step size. Numerical experiments with the discovered algorithm validate the theory and demonstrate consistent gains over standard shuffling schemes across convex and nonconvex benchmarks.

cs.LG↗

arXiv2026

Revisiting the Generic Transformer: Deconstructing a Strong Baseline for Time Series Foundation Models

The recent surge in Time Series Foundation Models has rapidly advanced the field, yet the heterogeneous training setups across studies make it difficult to attribute improvements to architectural innovations versus data engineering. In this work, we investigate the potential of a standard patch Transformer, demonstrating that this generic architecture achieves state-of-the-art zero-shot forecasting performance using a straightforward training protocol. We conduct a comprehensive ablation study that covers model scaling, data composition, and training techniques to isolate the essential ingredients for high performance. Our findings identify the key drivers of performance, while confirming that the generic architecture itself demonstrates excellent scalability. By strictly controlling these variables, we provide comprehensive empirical results on model scaling across multiple dimensions. We release our open-source model and detailed findings to establish a transparent, reproducible baseline for future research.

cs.LG↗

arXiv2025

Probabilistic Federated Prompt-Tuning with Non-IID and Imbalanced Data

Fine-tuning pre-trained models is a popular approach in machine learning for solving complex tasks with moderate data. However, fine-tuning the entire pre-trained model is ineffective in federated data scenarios where local data distributions are diversely skewed. To address this, we explore integrating federated learning with a more effective prompt-tuning method, optimizing for a small set of input prefixes to reprogram the pre-trained model's behavior. Our approach transforms federated learning into a distributed set modeling task, aggregating diverse sets of prompts to globally fine-tune the pre-trained model. We benchmark various baselines based on direct adaptations of existing federated model aggregation techniques and introduce a new probabilistic prompt aggregation method that substantially outperforms these baselines. Our reported results on a variety of computer vision datasets confirm that the proposed method is most effective to combat extreme data heterogeneity in federated learning.

cs.LG↗

arXiv2025

Stochastic ISTA/FISTA Adaptive Step Search Algorithms for Convex Composite Optimization

We develop and analyze stochastic variants of ISTA and a full backtracking FISTA algorithms [Beck and Teboulle, 2009, Scheinberg et al., 2014] for composite optimization without the assumption that stochastic gradient is an unbiased estimator. This work extends analysis of inexact fixed step ISTA/FISTA in [Schmidt et al., 2011] to the case of stochastic gradient estimates and adaptive step-size parameter chosen by backtracking. It also extends the framework for analyzing stochastic line-search method in [Cartis and Scheinberg, 2018] to the proximal gradient framework as well as to the accelerated first order methods.

math.OC↗

arXiv2025

Abstracted Shapes as Tokens -- A Generalizable and Interpretable Model for Time-series Classification

In time-series analysis, many recent works seek to provide a unified view and representation for time-series across multiple domains, leading to the development of foundation models for time-series data. Despite diverse modeling techniques, existing models are black boxes and fail to provide insights and explanations about their representations. In this paper, we present VQShape, a pre-trained, generalizable, and interpretable model for time-series representation learning and classification. By introducing a novel representation for time-series data, we forge a connection between the latent space of VQShape and shape-level features. Using vector quantization, we show that time-series from different domains can be described using a unified set of low-dimensional codes, where each code can be represented as an abstracted shape in the time domain. On classification tasks, we show that the representations of VQShape can be utilized to build interpretable classifiers, achieving comparable performance to specialist models. Additionally, in zero-shot learning, VQShape and its codebook can generalize to previously unseen datasets and domains that are not included in the pre-training process. The code and pre-trained weights are available at https://github.com/YunshiWen/VQShape.

cs.LG↗

arXiv2024

Shuffling Gradient-Based Methods for Nonconvex-Concave Minimax Optimization

This paper aims at developing novel shuffling gradient-based methods for tackling two classes of minimax problems: nonconvex-linear and nonconvex-strongly concave settings. The first algorithm addresses the nonconvex-linear minimax model and achieves the state-of-the-art oracle complexity typically observed in nonconvex optimization. It also employs a new shuffling estimator for the "hyper-gradient", departing from standard shuffling techniques in optimization. The second method consists of two variants: semi-shuffling and full-shuffling schemes. These variants tackle the nonconvex-strongly concave minimax setting. We establish their oracle complexity bounds under standard assumptions, which, to our best knowledge, are the best-known for this specific setting. Numerical examples demonstrate the performance of our algorithms and compare them with two other methods. Our results show that the new methods achieve comparable performance with SGD, supporting the potential of incorporating shuffling strategies into minimax algorithms.

math.OC↗

arXiv2024

Guaranteeing Conservation Laws with Projection in Physics-Informed Neural Networks

Physics-informed neural networks (PINNs) incorporate physical laws into their training to efficiently solve partial differential equations (PDEs) with minimal data. However, PINNs fail to guarantee adherence to conservation laws, which are also important to consider in modeling physical systems. To address this, we proposed PINN-Proj, a PINN-based model that uses a novel projection method to enforce conservation laws. We found that PINN-Proj substantially outperformed PINN in conserving momentum and lowered prediction error by three to four orders of magnitude from the best benchmark tested. PINN-Proj also performed marginally better in the separate task of state prediction on three PDE datasets.

cs.LG↗

arXiv2024

Improving Time Series Encoding with Noise-Aware Self-Supervised Learning and an Efficient Encoder

In this work, we investigate the time series representation learning problem using self-supervised techniques. Contrastive learning is well-known in this area as it is a powerful method for extracting information from the series and generating task-appropriate representations. Despite its proficiency in capturing time series characteristics, these techniques often overlook a critical factor - the inherent noise in this type of data, a consideration usually emphasized in general time series analysis. Moreover, there is a notable absence of attention to developing efficient yet lightweight encoder architectures, with an undue focus on delivering contrastive losses. Our work address these gaps by proposing an innovative training strategy that promotes consistent representation learning, accounting for the presence of noise-prone signals in natural time series. Furthermore, we propose an encoder architecture that incorporates dilated convolution within the Inception block, resulting in a scalable and robust network with a wide receptive field. Experimental findings underscore the effectiveness of our method, consistently outperforming state-of-the-art approaches across various tasks, including forecasting, classification, and abnormality detection. Notably, our method attains the top rank in over two-thirds of the classification UCR datasets, utilizing only 40% of the parameters compared to the second-best approach. Our source code for CoInception framework is accessible at https://github.com/anhduy0911/CoInception.

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↗

arXiv2024

Proactive DP: A Multple Target Optimization Framework for DP-SGD

We introduce a multiple target optimization framework for DP-SGD referred to as pro-active DP. In contrast to traditional DP accountants, which are used to track the expenditure of privacy budgets, the pro-active DP scheme allows one to a-priori select parameters of DP-SGD based on a fixed privacy budget (in terms of $ε$ and $δ$) in such a way to optimize the anticipated utility (test accuracy) the most. To achieve this objective, we first propose significant improvements to the moment account method, presenting a closed-form $(ε,δ)$-DP guarantee that connects all parameters in the DP-SGD setup. We show that DP-SGD is $(ε<0.5,δ=1/N)$-DP if $σ=\sqrt{2(ε+\ln(1/δ))/ε}$ with $T$ at least $\approx 2k^2/ε$ and $(2/e)^2k^2-1/2\geq \ln(N)$, where $T$ is the total number of rounds, and $K=kN$ is the total number of gradient computations where $k$ measures $K$ in number of epochs of size $N$ of the local data set. We prove that our expression is close to tight in that if $T$ is more than a constant factor $\approx 4$ smaller than the lower bound $\approx 2k^2/ε$, then the $(ε,δ)$-DP guarantee is violated. The above DP guarantee can be enhanced in thatDP-SGD is $(ε, δ)$-DP if $σ= \sqrt{2(ε+\ln(1/δ))/ε}$ with $T$ at least $\approx 2k^2/ε$ together with two additional, less intuitive, conditions that allow larger $ε\geq 0.5$. Our DP theory allows us to create a utility graph and DP calculator. These tools link privacy and utility objectives and search for optimal experiment setups, efficiently taking into account both accuracy and privacy objectives, as well as implementation goals. We furnish a comprehensive implementation flow of our proactive DP, with rigorous experiments to showcase the proof-of-concept.

cs.LG↗

arXiv2024

Shuffling Momentum Gradient Algorithm for Convex Optimization

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale applications and big datasets. In the last decades, researchers have made substantial effort to study the theoretical performance of SGD and its shuffling variants. However, only limited work has investigated its shuffling momentum variants, including shuffling heavy-ball momentum schemes for non-convex problems and Nesterov's momentum for convex settings. In this work, we extend the analysis of the shuffling momentum gradient method developed in [Tran et al (2021)] to both finite-sum convex and strongly convex optimization problems. We provide the first analysis of shuffling momentum-based methods for the strongly convex setting, attaining a convergence rate of $O(1/nT^2)$, where $n$ is the number of samples and $T$ is the number of training epochs. Our analysis is a state-of-the-art, matching the best rates of existing shuffling stochastic gradient algorithms in the literature.

math.OC↗

arXiv2024

On Unbalanced Optimal Transport: Gradient Methods, Sparsity and Approximation Error

We study the Unbalanced Optimal Transport (UOT) between two measures of possibly different masses with at most $n$ components, where the marginal constraints of standard Optimal Transport (OT) are relaxed via Kullback-Leibler divergence with regularization factor $τ$. Although only Sinkhorn-based UOT solvers have been analyzed in the literature with the iteration complexity of ${O}\big(\tfrac{τ\log(n)}{\varepsilon} \log\big(\tfrac{\log(n)}{\varepsilon}\big)\big)$ and per-iteration cost of $O(n^2)$ for achieving the desired error $\varepsilon$, their positively dense output transportation plans strongly hinder the practicality. On the other hand, while being vastly used as heuristics for computing UOT in modern deep learning applications and having shown success in sparse OT problem, gradient methods applied to UOT have not been formally studied. In this paper, we propose a novel algorithm based on Gradient Extrapolation Method (GEM-UOT) to find an $\varepsilon$-approximate solution to the UOT problem in $O\big( κ\log\big(\frac{τn}{\varepsilon}\big) \big)$ iterations with $\widetilde{O}(n^2)$ per-iteration cost, where $κ$ is the condition number depending on only the two input measures. Our proof technique is based on a novel dual formulation of the squared $\ell_2$-norm UOT objective, which fills the lack of sparse UOT literature and also leads to a new characterization of approximation error between UOT and OT. To this end, we further present a novel approach of OT retrieval from UOT, which is based on GEM-UOT with fine tuned $τ$ and a post-process projection step. Extensive experiments on synthetic and real datasets validate our theories and demonstrate the favorable performance of our methods in practice.

math.OC↗

arXiv2023

On Partial Optimal Transport: Revising the Infeasibility of Sinkhorn and Efficient Gradient Methods

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast approximations of POT with increasingly large problem sizes in arising applications. We first theoretically and experimentally investigate the infeasibility of the state-of-the-art Sinkhorn algorithm for POT due to its incompatible rounding procedure, which consequently degrades its qualitative performance in real world applications like point-cloud registration. To this end, we propose a novel rounding algorithm for POT, and then provide a feasible Sinkhorn procedure with a revised computation complexity of $\mathcal{\widetilde O}(n^2/\varepsilon^4)$. Our rounding algorithm also permits the development of two first-order methods to approximate the POT problem. The first algorithm, Adaptive Primal-Dual Accelerated Gradient Descent (APDAGD), finds an $\varepsilon$-approximate solution to the POT problem in $\mathcal{\widetilde O}(n^{2.5}/\varepsilon)$, which is better in $\varepsilon$ than revised Sinkhorn. The second method, Dual Extrapolation, achieves the computation complexity of $\mathcal{\widetilde O}(n^2/\varepsilon)$, thereby being the best in the literature. We further demonstrate the flexibility of POT compared to standard OT as well as the practicality of our algorithms on real applications where two marginal distributions are unbalanced.

cs.LG↗

arXiv2023

One step closer to unbiased aleatoric uncertainty estimation

Neural networks are powerful tools in various applications, and quantifying their uncertainty is crucial for reliable decision-making. In the deep learning field, the uncertainties are usually categorized into aleatoric (data) and epistemic (model) uncertainty. In this paper, we point out that the existing popular variance attenuation method highly overestimates aleatoric uncertainty. To address this issue, we propose a new estimation method by actively de-noising the observed data. By conducting a broad range of experiments, we demonstrate that our proposed approach provides a much closer approximation to the actual data uncertainty than the standard method.

cs.LG↗

arXiv2023

A Supervised Contrastive Learning Pretrain-Finetune Approach for Time Series

Foundation models have recently gained attention within the field of machine learning thanks to its efficiency in broad data processing. While researchers had attempted to extend this success to time series models, the main challenge is effectively extracting representations and transferring knowledge from pretraining datasets to the target finetuning dataset. To tackle this issue, we introduce a novel pretraining procedure that leverages supervised contrastive learning to distinguish features within each pretraining dataset. This pretraining phase enables a probabilistic similarity metric, which assesses the likelihood of a univariate sample being closely related to one of the pretraining datasets. Subsequently, using this similarity metric as a guide, we propose a fine-tuning procedure designed to enhance the accurate prediction of the target data by aligning it more closely with the learned dynamics of the pretraining datasets. Our experiments have shown promising results which demonstrate the efficacy of our approach.

cs.LG↗

arXiv2023

Correlated Attention in Transformers for Multivariate Time Series

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently discover the temporal dependencies, yet cannot well capture the intricate cross-correlation between different features of MTS data, which inherently stems from complex dynamical systems in practice. To this end, we propose a novel correlated attention mechanism, which not only efficiently captures feature-wise dependencies, but can also be seamlessly integrated within the encoder blocks of existing well-known Transformers to gain efficiency improvement. In particular, correlated attention operates across feature channels to compute cross-covariance matrices between queries and keys with different lag values, and selectively aggregate representations at the sub-series level. This architecture facilitates automated discovery and representation learning of not only instantaneous but also lagged cross-correlations, while inherently capturing time series auto-correlation. When combined with prevalent Transformer baselines, correlated attention mechanism constitutes a better alternative for encoder-only architectures, which are suitable for a wide range of tasks including imputation, anomaly detection and classification. Extensive experiments on the aforementioned tasks consistently underscore the advantages of correlated attention mechanism in enhancing base Transformer models, and demonstrate our state-of-the-art results in imputation, anomaly detection and classification.

cs.LG↗