arXiv subjects

Mark S. Squillante

Publications and source records attributed to Mark S. Squillante.

At least 19 recordsLinked to original sources

arXiv2026

A General Control-Theoretic Approach for Reinforcement Learning: Theory and Algorithms

We devise a control-theoretic reinforcement learning approach to support direct learning of the optimal policy. We establish various theoretical properties of our approach, such as convergence and optimality of our analog of the Bellman operator and Q-learning, a new control-policy-variable gradient theorem, and a specific gradient ascent algorithm based on this theorem within the context of a specific control-theoretic framework. We empirically evaluate the performance of our control theoretic approach on several classical reinforcement learning tasks, demonstrating significant improvements in solution quality, sample complexity, and running time of our approach over state-of-the-art methods.

cs.LG↗

arXiv2025

Connecting Quantum Computing with Classical Stochastic Simulation

This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then move slowly to amplitude estimation problems and applications to counting and Monte Carlo integration, again using Grover-type iterations. A hands-on Python/Qiskit implementation illustrates these concepts applied to finance. The paper concludes with a discussion on current challenges in scaling quantum simulation techniques.

quant-ph↗

arXiv2025

Stable Iterative Solvers for Ill-conditioned Linear Systems

Iterative solvers for large-scale linear systems such as Krylov subspace methods can diverge when the linear system is ill-conditioned, thus significantly reducing the applicability of these iterative methods in practice for high-performance computing solutions of such large-scale linear systems. To address this fundamental problem, we propose general algorithmic frameworks to modify Krylov subspace iterative solution methods which ensure that the algorithms are stable and do not diverge. We then apply our general frameworks to current implementations of the corresponding iterative methods in SciPy and demonstrate the efficacy of our stable iterative approach with respect to numerical experiments across a wide range of synthetic and real-world ill-conditioned linear systems.

math.NA↗

arXiv2025

Stable iterative refinement algorithms for solving linear systems

Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination, interest in IR has been revived because of its suitability for execution on fast low-precision hardware such as analog devices and graphics processing units. IR generally converges when the error associated with the solution method is small, but is known to diverge when this error is large. We propose and analyze a novel enhancement to the IR algorithm by adding a line search optimization step that guarantees the algorithm will not diverge. Numerical experiments verify our theoretical results and illustrate the effectiveness of our proposed scheme.

math.NA↗

arXiv2025

On Efficient Solutions of General Structured Markov Processes in Quantum Computational Environments

We study from a theoretical viewpoint the fundamental problem of efficiently computing the stationary distribution of general classes of structured Markov processes. In strong contrast with previous work, we consider this fundamental problem within the context of quantum computational environments from a mathematical perspective and devise the first quantum algorithms for computing the stationary distribution of general structured Markov processes. We derive a mathematical analysis of the computational properties of our quantum algorithms together with related theoretical results, establishing that our quantum algorithms provide the potential for significant computational improvements over that of the best-known and most-efficient classical algorithms in various settings of both theoretical and practical importance. Although motivated by general structured Markov processes, our quantum algorithms can be exploited to address a much larger class of numerical computation problems, as well as to potentially play the role of a subroutine as part of solving larger computational problems involving the stationary distribution on a quantum computer.

quant-ph↗

arXiv2025

On Mixed-Precision Iterative Methods and Analysis for Nearly Completely Decomposable Markov Processes

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design, modeling, analysis and optimization of computer systems and applications. We devise a general mathematical framework of numerical solution methods that exploits forms of mixed-precision computation to significantly reduce computation times and that exploits forms of iterative approximate computing approaches to mitigate the impact of inaccurate computations, further reduce computation times, and ensure convergence. Then we derive a mathematical analysis that establishes theoretical properties of our general algorithmic framework including results on approximation errors, convergence behaviors, and other algorithmic characteristics. Numerical experiments demonstrate that our general algorithmic framework provides significant improvements in computation times over the most-efficient existing numerical methods.

math.NA↗

arXiv2024

Breaking through the classical Shannon entropy limit: A new frontier through logical semantics

Information theory has provided foundations for the theories of several application areas critical for modern society, including communications, computer storage, and AI. A key aspect of Shannon's 1948 theory is a sharp lower bound on the number of bits needed to encode and communicate a string of symbols. When he introduced the theory, Shannon famously excluded any notion of semantics behind the symbols being communicated. This semantics-free notion went on to have massive impact on communication and computing technologies, even as multiple proposals for reintroducing semantics in a theory of information were being made, notably one where Carnap and Bar-Hillel used logic and reasoning to capture semantics. In this paper we present, for the first time, a Shannon-style analysis of a communication system equipped with a deductive reasoning capability, implemented using logical inference. We use some of the most important techniques developed in information theory to demonstrate significant and sometimes surprising gains in communication efficiency availed to us through such capability, demonstrated also through practical codes. We thus argue that proposals for a semantic information theory should include the power of deductive reasoning to magnify the value of transmitted bits as we strive to fully unlock the inherent potential of semantics.

cs.IT↗

arXiv2024

Topological data analysis on noisy quantum computers

Topological data analysis (TDA) is a powerful technique for extracting complex and valuable shape-related summaries of high-dimensional data. However, the computational demands of classical algorithms for computing TDA are exorbitant, and quickly become impractical for high-order characteristics. Quantum computers offer the potential of achieving significant speedup for certain computational problems. Indeed, TDA has been purported to be one such problem, yet, quantum computing algorithms proposed for the problem, such as the original Quantum TDA (QTDA) formulation by Lloyd, Garnerone and Zanardi, require fault-tolerance qualifications that are currently unavailable. In this study, we present NISQ-TDA, a fully implemented end-to-end quantum machine learning algorithm needing only a short circuit-depth, that is applicable to high-dimensional classical data, and with provable asymptotic speedup for certain classes of problems. The algorithm neither suffers from the data-loading problem nor does it need to store the input data on the quantum computer explicitly. The algorithm was successfully executed on quantum computing devices, as well as on noisy quantum simulators, applied to small datasets. Preliminary empirical results suggest that the algorithm is robust to noise.

quant-ph↗

arXiv2024

Multi-Function Multi-Way Analog Technology for Sustainable Machine Intelligence Computation

Numerical computation is essential to many areas of artificial intelligence (AI), whose computing demands continue to grow dramatically, yet their continued scaling is jeopardized by the slowdown in Moore's law. Multi-function multi-way analog (MFMWA) technology, a computing architecture comprising arrays of memristors supporting in-memory computation of matrix operations, can offer tremendous improvements in computation and energy, but at the expense of inherent unpredictability and noise. We devise novel randomized algorithms tailored to MFMWA architectures that mitigate the detrimental impact of imperfect analog computations while realizing their potential benefits across various areas of AI, such as applications in computer vision. Through analysis, measurements from analog devices, and simulations of larger systems, we demonstrate orders of magnitude reduction in both computation and energy with accuracy similar to digital computers.

math.NA↗

arXiv2023

Obtaining Explainable Classification Models using Distributionally Robust Optimization

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which can capture nonlinear dependencies and interactions. An inherent trade-off exists between rule set sparsity and its prediction accuracy. It is computationally expensive to find the right choice of sparsity -- e.g., via cross-validation -- with existing methods. We propose a new formulation to learn an ensemble of rule sets that simultaneously addresses these competing factors. Good generalization is ensured while keeping computational costs low by utilizing distributionally robust optimization. The formulation utilizes column generation to efficiently search the space of rule sets and constructs a sparse ensemble of rule sets, in contrast with techniques like random forests or boosting and their variants. We present theoretical results that motivate and justify the use of our distributionally robust formulation. Extensive numerical experiments establish that our method improves over competing methods -- on a large set of publicly available binary classification problem instances -- with respect to one or more of the following metrics: generalization quality, computational cost, and explainability.

stat.ML↗

arXiv2023

Generalization Performance of Transfer Learning: Overparameterized and Underparameterized Regimes

Transfer learning is a useful technique for achieving improved performance and reducing training costs by leveraging the knowledge gained from source tasks and applying it to target tasks. Assessing the effectiveness of transfer learning relies on understanding the similarity between the ground truth of the source and target tasks. In real-world applications, tasks often exhibit partial similarity, where certain aspects are similar while others are different or irrelevant. To investigate the impact of partial similarity on transfer learning performance, we focus on a linear regression model with two distinct sets of features: a common part shared across tasks and a task-specific part. Our study explores various types of transfer learning, encompassing two options for parameter transfer. By establishing a theoretical characterization on the error of the learned model, we compare these transfer learning options, particularly examining how generalization performance changes with the number of features/parameters in both underparameterized and overparameterized regimes. Furthermore, we provide practical guidelines for determining the number of features in the common and task-specific parts for improved generalization performance. For example, when the total number of features in the source task's learning model is fixed, we show that it is more advantageous to allocate a greater number of redundant features to the task-specific part rather than the common part. Moreover, in specific scenarios, particularly those characterized by high noise levels and small true parameters, sacrificing certain true features in the common part in favor of employing more redundant features in the task-specific part can yield notable benefits.

cs.LG↗

arXiv2023

Optimal Weighted-Delay Scheduling in $2\times 2$ Input-Queued Switches

Motivated by few delay-optimal scheduling results, in comparison to results on throughput optimality, we investigate a canonical input-queued switch scheduling problem in which the objective is to minimize the discounted delay cost over an infinite time horizon. We derive an optimal scheduling policy and establish corresponding theoretical properties, which are expected to be of interest more broadly than input-queued switches. Computational experiments demonstrate and quantify the benefits of our optimal scheduling policy over alternative policies such as variants of MaxWeight scheduling, well-known to be throughput optimal and more recently shown to be delay optimal in the heavy-traffic regime limit.

math.OC↗

arXiv2022

Optimising capacity allocation in networks of stochastic loss systems: A functional-form approach

Motivated by a wide variety of applications, this paper introduces a general class of networks of stochastic loss systems in which congestion renders lost revenue due to customers or jobs being permanently removed from the system. We seek to balance the trade-off between mitigating congestion by increasing service capacity and maintaining low costs for the service capacity provided. Given the lack of analytical results and the computational burden of simulation-based methods, we propose a hybrid functional-form approach for finding the optimal resource allocation in general networks of stochastic loss systems that combines the speed of an analytical approach with the accuracy of simulation-based optimisation. The key insight is a core iterative algorithm that replaces the computationally expensive gradient estimation in simulation optimisation with a closed-form analytical approximation that is calibrated using a simple simulation run. Extensive computational experiments on complex networks show that our approach renders near-optimal solutions with objective function values that are comparable to those obtained using stochastic approximation, surrogate optimisation and Bayesian optimisation methods while requiring significantly less computational effort.

cs.NI↗

arXiv2022

A Class of Geometric Structures in Transfer Learning: Minimax Bounds and Optimality

We study the problem of transfer learning, observing that previous efforts to understand its information-theoretic limits do not fully exploit the geometric structure of the source and target domains. In contrast, our study first illustrates the benefits of incorporating a natural geometric structure within a linear regression model, which corresponds to the generalized eigenvalue problem formed by the Gram matrices of both domains. We next establish a finite-sample minimax lower bound, propose a refined model interpolation estimator that enjoys a matching upper bound, and then extend our framework to multiple source domains and generalized linear models. Surprisingly, as long as information is available on the distance between the source and target parameters, negative-transfer does not occur. Simulation studies show that our proposed interpolation estimator outperforms state-of-the-art transfer learning methods in both moderate- and high-dimensional settings.

cs.LG↗

arXiv2021

Quantum Topological Data Analysis with Linear Depth and Exponential Speedup

Quantum computing offers the potential of exponential speedups for certain classical computations. Over the last decade, many quantum machine learning (QML) algorithms have been proposed as candidates for such exponential improvements. However, two issues unravel the hope of exponential speedup for some of these QML algorithms: the data-loading problem and, more recently, the stunning dequantization results of Tang et al. A third issue, namely the fault-tolerance requirements of most QML algorithms, has further hindered their practical realization. The quantum topological data analysis (QTDA) algorithm of Lloyd, Garnerone and Zanardi was one of the first QML algorithms that convincingly offered an expected exponential speedup. From the outset, it did not suffer from the data-loading problem. A recent result has also shown that the generalized problem solved by this algorithm is likely classically intractable, and would therefore be immune to any dequantization efforts. However, the QTDA algorithm of Lloyd et~al. has a time complexity of $O(n^4/(ε^2 δ))$ (where $n$ is the number of data points, $ε$ is the error tolerance, and $δ$ is the smallest nonzero eigenvalue of the restricted Laplacian) and requires fault-tolerant quantum computing, which has not yet been achieved. In this paper, we completely overhaul the QTDA algorithm to achieve an improved exponential speedup and depth complexity of $O(n\log(1/(δε)))$. Our approach includes three key innovations: (a) an efficient realization of the combinatorial Laplacian as a sum of Pauli operators; (b) a quantum rejection sampling approach to restrict the superposition to the simplices in the complex; and (c) a stochastic rank estimation method to estimate the Betti numbers. We present a theoretical error analysis, and the circuit and computational time and depth complexities for Betti number estimation.

quant-ph↗

arXiv2021

Solving sparse linear systems with approximate inverse preconditioners on analog devices

Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this task by utilizing a hybrid architecture that combines conventional digital microprocessors with analog crossbar array accelerators. Our analysis and experiments with a simulator for analog hardware demonstrate that an order of magnitude speedup is readily attainable without much impact on convergence, despite the noise in analog computations.

cs.ET↗

arXiv2021

A General Markov Decision Process Framework for Directly Learning Optimal Control Policies

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of general classes of our control-based RL methods are presented, together with forms of exploration and exploitation in learning and applying the optimal control policy over time. Our general MDP framework extends the classical Bellman operator and optimality criteria by generalizing the definition and scope of a policy for any given state. We establish the convergence and optimality-both in general and within various control paradigms (e.g., piecewise linear control policies)-of our control-based methods through this general MDP framework, including convergence of $Q$-learning within the context of our MDP framework. Our empirical results demonstrate and quantify the significant benefits of our approach.

cs.LG↗

arXiv2020

Optimal Scheduling Control in Fluid Models of General $n\times n$ Input-Queued Switches

Most of the early input-queued switch research focused on establishing throughput optimality of the max-weight scheduling policy, with some recent research showing that max-weight scheduling is optimal with respect to total expected delay asymptotically in the heavy-traffic regime. However, the question of delay-optimal scheduling in input-queued switches remains open in general, as does the question of delay-optimal scheduling under more general objective functions. To gain fundamental insights into these very difficult problems, we consider a fluid model of $n \times n$ input-queued switches with associated fluid-flow costs, and we derive an optimal scheduling control policy to an infinite horizon discounted control problem with a general linear objective function of fluid cost. Our optimal policy coincides with the $cμ$-rule in certain parameter domains. More generally, due to the input-queued switch constraints, the optimal policy takes the form of the solution to a flow maximization problem, after we identify the Lagrangian multipliers of some key constraints through carefully designed algorithms. Computational experiments demonstrate the benefits of our optimal scheduling policy over variants of max-weight scheduling within fluid models of input-queued switches.

math.OC↗