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Negar Kiyavash

Publications and source records attributed to Negar Kiyavash.

At least 19 recordsLinked to original sources

Sharp First-Order Lower Bounds under $\alpha$-Polyak-Lojasiewicz Conditions

We study first-order oracle complexity under the $\alpha$-Polyak-Lojasiewicz condition $f(x)-f_\star\leq \tau\|\nabla f(x)\|^\alpha$ for $\alpha\in[1,2]$. For $\alpha<2$, we first show that global $L$-smoothness together with a global $\alpha$-Polyak-Lojasiewicz inequality forces the objective to be constant. This motivates a nontrivial model in which smoothness remains global but the inequality is required only on the initial sublevel set. On this class, we establish sharp minimax lower bounds for every $\alpha\in[1,2)$. Deterministic first-order methods require $\Omega(L\tau^{2/\alpha}\varepsilon^{-(2-\alpha)/\alpha})$ oracle calls, matching gradient descent. With unbiased stochastic gradients of conditional variance at most $\sigma^2$, randomized first-order methods require $\Omega(L\tau^{2/\alpha}\varepsilon^{-(2-\alpha)/\alpha}+L\sigma^2\tau^{4/\alpha}\varepsilon^{-(4-\alpha)/\alpha})$ calls, matching the corresponding SGD dependence when the inequality holds along the stochastic trajectory. At the classical endpoint $\alpha=2$, a separate construction yields the variance-dependent lower bound $\Omega(L\tau^2\sigma^2/\varepsilon)$ even for globally smooth objectives satisfying the Polyak-Lojasiewicz inequality globally. In contrast, the sharp variance-dependent complexity for smooth $\mu$-strongly convex objectives is $\Theta(\sigma^2/(\mu\varepsilon))$; with $\tau=(2\mu)^{-1}$, the worst-case global Polyak-Lojasiewicz class exhibits an additional factor $L\tau=L/(2\mu)$.

math.OC

Active Context Selection Improves Simple Regret in Contextual Bandits

We study the contextual multi-armed bandit problem with a finite context space (a.k.a. subpopulations), where the learner recommends a best action for each context and is evaluated by context-weighted simple regret. Our guarantees are worst-case over the reward distributions, while remaining instance-dependent with respect to the context distribution vector $p$. Akin to experimental design problems where the population of interest is fixed but the sampled subpopulation can be controlled, we allow the learner to actively choose which context to sample from. For a known $p$, we characterize tight regret rates: passive sampling where contexts are randomly revealed achieves regret of order $\sqrt{n/T \, \lVert p \rVert_{1/2}}$, whereas active sampling with allocation $q_j \propto p_j^{2/3}$ achieves the tight rate $\sqrt{n/T} \, \lVert p \rVert_{2/3}$. The resulting improvement can be as large as $\Theta(k^{1/4})$, where $k$ is the number of contexts. We further extend the analysis to budgeted active sampling, characterize the corresponding tight rate, and identify when a limited active budget suffices to recover the fully active rate. When $p$ is unknown, we propose the Explore-Explore-Then-Commit (EETC) algorithm, which optimally balances estimating the context distribution and the time to switch to active allocation, such that for large horizons, it matches the known-$p$ active rate up to constants. Experiments on synthetic and real-world data support our theoretical findings.

cs.LG

Select-then-differentiate: Solving Bilevel Optimization with Manifold Lower-level Solution Sets

We study optimistic bilevel optimization when the lower-level problem has a non-isolated manifold of minimizers. In this setting, the hyper-objective may be non-differentiable because the upper-level criterion must choose among multiple lower-level solutions. Under a local Polyak--{\L}ojasiewicz (P{\L}) condition, we show that differentiability does not require the lower-level solution set to be a singleton: uniqueness of the optimistic selection is sufficient. This yields an explicit pseudoinverse-based hyper-gradient formula extending the classical singleton-minimizer result. We further characterize the regularity of the hyper-objective: non-degeneracy of the selected minimizer along the solution manifold yields local smoothness, while failure of uniqueness can create many non-differentiable points and failure of non-degeneracy can destroy all positive H\"older regularity of the hyper-gradient. Motivated by this theory, we propose HG-MS, a select-then-differentiate method combining explicit optimistic selection with efficient pseudoinverse-based hyper-gradient computation. Despite the nonconvex nature of optimistic selection over the lower-level solution manifold, we show that HG-MS converges to a stationary point of the optimistic objective with complexity governed by the intrinsic dimension of the solution manifold rather than its ambient dimension. Empirically, we test a practical variant of HG-MS for matched-budget LLM source reweighting. This variant preserves the select-then-differentiate principle and obtains the best GSM8K/MATH scores across the tested backbones, along with competitive or best MT-Bench instruction-following results.

math.OC

Inference Time Causal Probing in LLMs

Causal probing methods aim to test and control how internal representations influence the behavior of generative models. In causal probing, an intervention modifies hidden states so that a property takes on a different value. Most existing approaches define such interventions by training an auxiliary probe classifier, which ties the method to a specific task or model and risks misalignment with the model's predictive geometry. We propose Hidden-state Driven Margin Intervention (HDMI), a probe-free, gradient-based technique that directly steers hidden states using the model's native output. HDMI applies a margin objective that increases the probability of a target continuation while decreasing that of the source, without relying on probe classifiers. We further introduce a lookahead variant (LA-HDMI) for text editing that backpropagates through the softmax embeddings, modifying the current hidden state so that the likelihood of user-specified tokens increases in next token generations while preserving fluency. To evaluate interventions, we measure completeness (whether the targeted property changes as intended) and selectivity (whether unrelated properties are preserved), and report their harmonic mean as an overall measure of reliability. HDMI consistently achieves higher reliability than prior methods on the LGD agreement corpus and the CausalGym benchmark, across Meta-Llama-3-8B-Instruct, and Pythia-70M.

cs.AI

Fundamental Limits and Optimal Methods for Sharp Analytical Causal Bounds in Instrumental Variable Models

Bounding causal effects analytically, rather than numerically, is appealing for its interpretability and conceptual clarity. Existing sharp methods rely on optimization-based approaches such as the Balke-Pearl framework, whose computational complexity grows rapidly. An alternative line of work derives bounds heuristically using probability laws and generic inequalities, and some recent papers have claimed or conjectured that this approach can yield sharp analytical bounds with substantially lower complexity. In this paper, we show that this perceived advantage is illusory. In particular, in a discrete instrumental variable setting, we show that any sharp analytical bound for the average treatment effect must be expressible as a maximum (minimum) over a collection of linear terms whose cardinality grows exponentially in the number of values taken by the outcome. In parallel, we show that the number of instrumental variable inequalities itself also grows exponentially. Consequently, bounds and inequalities expressed using only polynomially many such terms cannot be sharp. As a constructive complement, the paper is accompanied by codes implemented in python and R to derive sharp analytical bounds and sharp inequalities with optimal efficiency, matching the lower bounds proven in this paper. These codes are available online.

stat.ME

Zeroth-Order Stackelberg Control in Combinatorial Congestion Games

We study Stackelberg (leader--follower) tuning of network parameters (tolls, capacities, incentives) in combinatorial congestion games, where selfish users choose discrete routes (or other combinatorial strategies) and settle at a congestion equilibrium. The leader minimizes a system-level objective (e.g., total travel time) evaluated at equilibrium, but this objective is typically nonsmooth because the set of used strategies can change abruptly. We propose ZO-Stackelberg, which couples a projection-free Frank--Wolfe equilibrium solver with a zeroth-order outer update, avoiding differentiation through equilibria. We prove convergence to generalized Goldstein stationary points of the true equilibrium objective, with explicit dependence on the equilibrium approximation error, and analyze subsampled oracles: if an exact minimizer is sampled with probability $\kappa_m$, then the Frank--Wolfe error decays as $\mathcal{O}(1/(\kappa_m T))$. We also propose stratified sampling as a practical way to avoid a vanishing $\kappa_m$ when the strategies that matter most for the Wardrop equilibrium concentrate in a few dominant combinatorial classes (e.g., short paths). Experiments on real-world networks demonstrate that our method achieves orders-of-magnitude speedups over a differentiation-based baseline while converging to follower equilibria.

cs.GT

Neighborhood-Aware Graph Labeling Problem

Motivated by optimization oracles in bandits with network interference, we study the Neighborhood-Aware Graph Labeling (NAGL) problem. Given a graph $G = (V,E)$, a label set of size $L$, and local reward functions $f_v$ accessed via evaluation oracles, the objective is to assign labels to maximize $\sum_{v \in V} f_v(x_{N[v]})$, where each term depends on the closed neighborhood of $v$. Two vertices co-occur in some neighborhood term exactly when their distance in $G$ is at most $2$, so the dependency graph is the squared graph $G^2$ and $\mathrm{tw}(G^2)$ governs exact algorithms and matching fine-grained lower bounds. Accordingly, we show that this dependence is inherent: NAGL is NP-hard even on star graphs with binary labels and, assuming SETH, admits no $(L-\varepsilon)^{\mathrm{tw}(G^2)}\cdot n^{O(1)}$-time algorithm for any $\varepsilon>0$. We match this with an exact dynamic program on a tree decomposition of $G^2$ running in $O\!\left(n\cdot \mathrm{tw}(G^2)\cdot L^{\mathrm{tw}(G^2)+1}\right)$ time. For approximation, unless $\mathsf{P}=\mathsf{NP}$, for every $\varepsilon>0$ there is no polynomial-time $n^{1-\varepsilon}$-approximation on general graphs even under the promise $\mathrm{OPT}>0$; without the promise $\mathrm{OPT}>0$, no finite multiplicative approximation ratio is possible. In the nonnegative-reward regime, we give polynomial-time approximation algorithms for NAGL in two settings: (i) given a proper $q$-coloring of $G^2$, we obtain a $1/q$-approximation; and (ii) on planar graphs of bounded maximum degree, we develop a Baker-type polynomial-time approximation scheme (PTAS), which becomes an efficient PTAS (EPTAS) when $L$ is constant.

cs.DS

Graph Learning Is Suboptimal in Causal Bandits

We study regret minimization in causal bandits under causal sufficiency where the underlying causal structure is not known to the agent. Previous work has focused on identifying the reward's parents and then applying classic bandit methods to them, or jointly learning the parents while minimizing regret. We investigate whether such strategies are optimal. Somewhat counterintuitively, our results show that learning the parent set is suboptimal. We do so by proving that there exist instances where regret minimization and parent identification are fundamentally conflicting objectives. We further analyze both the known and unknown parent set size regimes, establish novel regret lower bounds that capture the combinatorial structure of the action space. Building on these insights, we propose nearly optimal algorithms that bypass graph and parent recovery, demonstrating that parent identification is indeed unnecessary for regret minimization. Experiments confirm that there exists a large performance gap between our method and existing baselines in various environments.

cs.LG

Near-Optimal Experiment Design in Linear non-Gaussian Cyclic Models

We study the problem of causal structure learning from a combination of observational and interventional data generated by a linear non-Gaussian structural equation model that might contain cycles. Recent results show that using mere observational data identifies the causal graph only up to a permutation-equivalence class. We obtain a combinatorial characterization of this class by showing that each graph in an equivalence class corresponds to a perfect matching in a bipartite graph. This bipartite representation allows us to analyze how interventions modify or constrain the matchings. Specifically, we show that each atomic intervention reveals one edge of the true matching and eliminates all incompatible causal graphs. Consequently, we formalize the optimal experiment design task as an adaptive stochastic optimization problem over the set of equivalence classes with a natural reward function that quantifies how many graphs are eliminated from the equivalence class by an intervention. We show that this reward function is adaptive submodular and provide a greedy policy with a provable near-optimal performance guarantee. A key technical challenge is to efficiently estimate the reward function without having to explicitly enumerate all the graphs in the equivalence class. We propose a sampling-based estimator using random matchings and analyze its bias and concentration behavior. Our simulation results show that performing a small number of interventions guided by our stochastic optimization framework recovers the true underlying causal structure.

stat.ML

Fusing Rewards and Preferences in Reinforcement Learning

We present Dual-Feedback Actor (DFA), a reinforcement learning algorithm that fuses both individual rewards and pairwise preferences (if available) into a single update rule. DFA uses the policy's log-probabilities directly to model the preference probability, avoiding a separate reward-modeling step. Preferences can be provided by human-annotators (at state-level or trajectory-level) or be synthesized online from Q-values stored in an off-policy replay buffer. Under a Bradley-Terry model, we prove that minimizing DFA's preference loss recovers the entropy-regularized Soft Actor-Critic (SAC) policy. Our simulation results show that DFA trained on generated preferences matches or exceeds SAC on six control environments and demonstrates a more stable training process. With only a semi-synthetic preference dataset under Bradley-Terry model, our algorithm outperforms reward-modeling reinforcement learning from human feedback (RLHF) baselines in a stochastic GridWorld and approaches the performance of an oracle with true rewards.

cs.LG

Hierarchical Reinforcement Learning with Targeted Causal Interventions

Hierarchical reinforcement learning (HRL) improves the efficiency of long-horizon reinforcement-learning tasks with sparse rewards by decomposing the task into a hierarchy of subgoals. The main challenge of HRL is efficient discovery of the hierarchical structure among subgoals and utilizing this structure to achieve the final goal. We address this challenge by modeling the subgoal structure as a causal graph and propose a causal discovery algorithm to learn it. Additionally, rather than intervening on the subgoals at random during exploration, we harness the discovered causal model to prioritize subgoal interventions based on their importance in attaining the final goal. These targeted interventions result in a significantly more efficient policy in terms of the training cost. Unlike previous work on causal HRL, which lacked theoretical analysis, we provide a formal analysis of the problem. Specifically, for tree structures and, for a variant of Erd\H{o}s-R\'enyi random graphs, our approach results in remarkable improvements. Our experimental results on HRL tasks also illustrate that our proposed framework outperforms existing work in terms of training cost.

cs.LG

Causal Effect Identification in Heterogeneous Environments from Higher-Order Moments

We investigate the estimation of the causal effect of a treatment variable on an outcome in the presence of a latent confounder. We first show that the causal effect is identifiable under certain conditions when data is available from multiple environments, provided that the target causal effect remains invariant across these environments. Secondly, we propose a moment-based algorithm for estimating the causal effect as long as only a single parameter of the data-generating mechanism varies across environments -- whether it be the exogenous noise distribution or the causal relationship between two variables. Conversely, we prove that identifiability is lost if both exogenous noise distributions of both the latent and treatment variables vary across environments. Finally, we propose a procedure to identify which parameter of the data-generating mechanism has varied across the environments and evaluate the performance of our proposed methods through experiments on synthetic data.

cs.AI

Causal Effect Identification in lvLiNGAM from Higher-Order Cumulants

This paper investigates causal effect identification in latent variable Linear Non-Gaussian Acyclic Models (lvLiNGAM) using higher-order cumulants, addressing two prominent setups that are challenging in the presence of latent confounding: (1) a single proxy variable that may causally influence the treatment and (2) underspecified instrumental variable cases where fewer instruments exist than treatments. We prove that causal effects are identifiable with a single proxy or instrument and provide corresponding estimation methods. Experimental results demonstrate the accuracy and robustness of our approaches compared to existing methods, advancing the theoretical and practical understanding of causal inference in linear systems with latent confounders.

stat.ML

Best Group Identification in Multi-Objective Bandits

We introduce the Best Group Identification problem in a multi-objective multi-armed bandit setting, where an agent interacts with groups of arms with vector-valued rewards. The performance of a group is determined by an efficiency vector which represents the group's best attainable rewards across different dimensions. The objective is to identify the set of optimal groups in the fixed-confidence setting. We investigate two key formulations: group Pareto set identification, where efficiency vectors of optimal groups are Pareto optimal and linear best group identification, where each reward dimension has a known weight and the optimal group maximizes the weighted sum of its efficiency vector's entries. For both settings, we propose elimination-based algorithms, establish upper bounds on their sample complexity, and derive lower bounds that apply to any correct algorithm. Through numerical experiments, we demonstrate the strong empirical performance of the proposed algorithms.

cs.LG

Superquantile-Gibbs Relaxation for Minima-selection in Bilevel Optimization

Bilevel optimization (BLO) becomes more challenging when the lower-level objective admits multiple minimizers. Compared with the commonly studied unique-minimizer setting, this introduces two difficulties: (1) evaluating the hyper-objective $F_{\max}$ requires minima selection over the lower-level solution set; and (2) $F_{\max}$ may be discontinuous without additional structure. We address both issues under a parameter-uniform local Polyak-Lojasiewicz (PL) condition on the lower-level objective, denoted by $\mathrm{PL}^{\circ}$. Unlike the global PL condition often assumed in BLO, the PL inequality in $\mathrm{PL}^{\circ}$ is imposed only near the local minima. This formulation accommodates bounded, non-singleton minimizer sets and is motivated by hyperparameter tuning in over-parameterized learning. We show that $F_{\max}$ is Lipschitz continuous and that the lower-level minimizer sets are connected, compact, embedded submanifolds with a common intrinsic dimension $k$. This intrinsic dimension determines the explicit accuracy exponents in our complexity bound. We propose a randomized method whose output satisfies an $(\mathcal O(\epsilon),\rho)$-Goldstein stationarity condition for $F_{\max}$ in expectation. In the small-accuracy regime, suppressing logarithmic and fixed-problem factors, it uses at most $\widetilde{\mathcal O}(m^{15+12k}\epsilon^{-2}(\epsilon\rho)^{-12k-14})$ queries to the gradient oracle of the lower-level objective, where $m$ is the upper-level dimension. Its key ingredient is a Superquantile-Gibbs relaxation that provides an approximate function-evaluation oracle for $F_{\max}$ and turns minima selection into a sampling problem addressed by standard Langevin dynamics. To our knowledge, this is the first rigorous treatment of minima selection in BLO that explicitly relates overall complexity to the lower-level intrinsic dimension.

math.OC

Multi-Domain Causal Discovery in Bijective Causal Models

We consider the problem of causal discovery (a.k.a., causal structure learning) in a multi-domain setting. We assume that the causal functions are invariant across the domains, while the distribution of the exogenous noise may vary. Under causal sufficiency (i.e., no confounders exist), we show that the causal diagram can be discovered under less restrictive functional assumptions compared to previous work. What enables causal discovery in this setting is bijective generation mechanisms (BGM), which ensures that the functional relation between the exogenous noise $E$ and the endogenous variable $Y$ is bijective and differentiable in both directions at every level of the cause variable $X = x$. BGM generalizes a variety of models including additive noise model, LiNGAM, post-nonlinear model, and location-scale noise model. Further, we derive a statistical test to find the parents set of the target variable. Experiments on various synthetic and real-world datasets validate our theoretical findings.

cs.LG

Sample Complexity of Nonparametric Closeness Testing for Continuous Distributions and Its Application to Causal Discovery with Hidden Confounding

We study the problem of closeness testing for continuous distributions and its implications for causal discovery. Specifically, we analyze the sample complexity of distinguishing whether two multidimensional continuous distributions are identical or differ by at least $\epsilon$ in terms of Kullback-Leibler (KL) divergence under non-parametric assumptions. To this end, we propose an estimator of KL divergence which is based on the von Mises expansion. Our closeness test attains optimal parametric rates under smoothness assumptions. Equipped with this test, which serves as a building block of our causal discovery algorithm to identify the causal structure between two multidimensional random variables, we establish sample complexity guarantees for our causal discovery method. To the best of our knowledge, this work is the first work that provides sample complexity guarantees for distinguishing cause and effect in multidimensional non-linear models with non-Gaussian continuous variables in the presence of unobserved confounding.

cs.LG

Graph-Dependent Regret Bounds in Multi-Armed Bandits with Interference

We study multi-armed bandits under network interference, where each unit's reward depends on its own treatment and those of its neighbors in a given graph. This induces an exponentially large action space, making standard approaches computationally impractical. We propose a novel algorithm that uses the local graph structure to minimize regret. We derive a graph-dependent upper bound on cumulative regret that improves over prior work. Additionally, we provide the first lower bounds for bandits with arbitrary network interference, where each bound involves a distinct structural property of the graph. These bounds show that for both dense and sparse graphs, our algorithm is nearly optimal, with matching upper and lower bounds up to logarithmic factors. When the interference graph is unknown, a variant of our algorithm is Pareto optimal: no algorithm can uniformly outperform it across all instances. We complement our theoretical results with numerical experiments, showing that our approach outperforms the baseline methods.

cs.LG