Santosh S. Vempala

Adam Tauman Kalai, Santosh S. Vempala

Recent language models generate false but plausible-sounding text with surprising frequency. Such "hallucinations" are an obstacle to the usability of language-based AI systems and can harm people who rely upon their outputs. This work shows that there is an inherent statistical lower-bound on the rate that pretrained language models hallucinate certain types of facts, having nothing to do with the transformer LM architecture or data quality. For "arbitrary" facts whose veracity cannot be determined from the training data, we show that hallucinations must occur at a certain rate for language models that satisfy a statistical calibration condition appropriate for generative language models. Specifically, if the maximum probability of any fact is bounded, we show that the probability of generating a hallucination is close to the fraction of facts that occur exactly once in the training data (a "Good-Turing" estimate), even assuming ideal training data without errors. One conclusion is that models pretrained to be sufficiently good predictors (i.e., calibrated) may require post-training to mitigate hallucinations on the type of arbitrary facts that tend to appear once in the training set. However, our analysis also suggests that there is no statistical reason that pretraining will lead to hallucination on facts that tend to appear more than once in the training data (like references to publications such as articles and books, whose hallucinations have been particularly notable and problematic) or on systematic facts (like arithmetic calculations). Therefore, different architectures and learning algorithms may mitigate these latter types of hallucinations.

Khashayar Gatmiry, Santosh S. Vempala

We study the Riemannian Langevin Algorithm for the problem of sampling from a distribution with density $ν$ with respect to the natural measure on a manifold with metric $g$. We assume that the target density satisfies a log-Sobolev inequality with respect to the metric and prove that the manifold generalization of the Unadjusted Langevin Algorithm converges rapidly to $ν$ for Hessian manifolds. This allows us to reduce the problem of sampling non-smooth (constrained) densities in ${\bf R}^n$ to sampling smooth densities over appropriate manifolds, while needing access only to the gradient of the log-density, and this, in turn, to sampling from the natural Brownian motion on the manifold. Our main analytic tools are (1) an extension of self-concordance to manifolds, and (2) a stochastic approach to bounding smoothness on manifolds. A special case of our approach is sampling isoperimetric densities restricted to polytopes by using the metric defined by the logarithmic barrier.

Yunbum Kook, Yin Tat Lee, Ruoqi Shen et al.

We study the convergence rate of discretized Riemannian Hamiltonian Monte Carlo on sampling from distributions in the form of $e^{-f(x)}$ on a convex body $\mathcal{M}\subset\mathbb{R}^{n}$. We show that for distributions in the form of $e^{-α^{\top}x}$ on a polytope with $m$ constraints, the convergence rate of a family of commonly-used integrators is independent of $\left\Vert α\right\Vert _{2}$ and the geometry of the polytope. In particular, the implicit midpoint method (IMM) and the generalized Leapfrog method (LM) have a mixing time of $\widetilde{O}\left(mn^{3}\right)$ to achieve $ε$ total variation distance to the target distribution. These guarantees are based on a general bound on the convergence rate for densities of the form $e^{-f(x)}$ in terms of parameters of the manifold and the integrator. Our theoretical guarantee complements the empirical results of [KLSV22], which shows that RHMC with IMM can sample ill-conditioned, non-smooth and constrained distributions in very high dimension efficiently in practice.

Mehrdad Ghadiri, Mohit Singh, Santosh S. Vempala

We study approximation algorithms for the socially fair $(\ell_p, k)$-clustering problem with $m$ groups, whose special cases include the socially fair $k$-median ($p=1$) and socially fair $k$-means ($p=2$) problems. We present (1) a polynomial-time $(5+2\sqrt{6})^p$-approximation with at most $k+m$ centers (2) a $(5+2\sqrt{6}+ε)^p$-approximation with $k$ centers in time $n^{2^{O(p)}\cdot m^2}$, and (3) a $(15+6\sqrt{6})^p$ approximation with $k$ centers in time $k^{m}\cdot\text{poly}(n)$. The first result is obtained via a refinement of the iterative rounding method using a sequence of linear programs. The latter two results are obtained by converting a solution with up to $k+m$ centers to one with $k$ centers using sparsification methods for (2) and via an exhaustive search for (3). We also compare the performance of our algorithms with existing bicriteria algorithms as well as exactly $k$ center approximation algorithms on benchmark datasets, and find that our algorithms also outperform existing methods in practice.

Max Dabagia, Christos H. Papadimitriou, Santosh S. Vempala

Even as machine learning exceeds human-level performance on many applications, the generality, robustness, and rapidity of the brain's learning capabilities remain unmatched. How cognition arises from neural activity is a central open question in neuroscience, inextricable from the study of intelligence itself. A simple formal model of neural activity was proposed in Papadimitriou [2020] and has been subsequently shown, through both mathematical proofs and simulations, to be capable of implementing certain simple cognitive operations via the creation and manipulation of assemblies of neurons. However, many intelligent behaviors rely on the ability to recognize, store, and manipulate temporal sequences of stimuli (planning, language, navigation, to list a few). Here we show that, in the same model, time can be captured naturally as precedence through synaptic weights and plasticity, and, as a result, a range of computations on sequences of assemblies can be carried out. In particular, repeated presentation of a sequence of stimuli leads to the memorization of the sequence through corresponding neural assemblies: upon future presentation of any stimulus in the sequence, the corresponding assembly and its subsequent ones will be activated, one after the other, until the end of the sequence. Finally, we show that any finite state machine can be learned in a similar way, through the presentation of appropriate patterns of sequences. Through an extension of this mechanism, the model can be shown to be capable of universal computation. We support our analysis with a number of experiments to probe the limits of learning in this model in key ways. Taken together, these results provide a concrete hypothesis for the basis of the brain's remarkable abilities to compute and learn, with sequences playing a vital role.

He Jia, Pravesh K . Kothari, Santosh S. Vempala

We present a polynomial-time algorithm for robustly learning an unknown affine transformation of the standard hypercube from samples, an important and well-studied setting for independent component analysis (ICA). Specifically, given an $ε$-corrupted sample from a distribution $D$ obtained by applying an unknown affine transformation $x \rightarrow Ax+s$ to the uniform distribution on a $d$-dimensional hypercube $[-1,1]^d$, our algorithm constructs $\hat{A}, \hat{s}$ such that the total variation distance of the distribution $\hat{D}$ from $D$ is $O(ε)$ using poly$(d)$ time and samples. Total variation distance is the information-theoretically strongest possible notion of distance in our setting and our recovery guarantees in this distance are optimal up to the absolute constant factor multiplying $ε$. In particular, if the columns of $A$ are normalized to be unit length, our total variation distance guarantee implies a bound on the sum of the $\ell_2$ distances between the column vectors of $A$ and $A'$, $\sum_{i =1}^d \|a_i-\hat{a}_i\|_2 = O(ε)$. In contrast, the strongest known prior results only yield a $ε^{O(1)}$ (relative) bound on the distance between individual $a_i$'s and their estimates and translate into an $O(dε)$ bound on the total variation distance. Our key innovation is a new approach to ICA (even to outlier-free ICA) that circumvents the difficulties in the classical method of moments and instead relies on a new geometric certificate of correctness of an affine transformation. Our algorithm is based on a new method that iteratively improves an estimate of the unknown affine transformation whenever the requirements of the certificate are not met.

Xinyuan Cao, Santosh S. Vempala

We give a polynomial-time algorithm for learning high-dimensional halfspaces with margins in $d$-dimensional space to within desired TV distance when the ambient distribution is an unknown affine transformation of the $d$-fold product of an (unknown) symmetric one-dimensional logconcave distribution, and the halfspace is introduced by deleting at least an $ε$ fraction of the data in one of the component distributions. Notably, our algorithm does not need labels and establishes the unique (and efficient) identifiability of the hidden halfspace under this distributional assumption. The sample and time complexity of the algorithm are polynomial in the dimension and $1/ε$. The algorithm uses only the first two moments of suitable re-weightings of the empirical distribution, which we call contrastive moments; its analysis uses classical facts about generalized Dirichlet polynomials and relies crucially on a new monotonicity property of the moment ratio of truncations of logconcave distributions. Such algorithms, based only on first and second moments were suggested in earlier work, but hitherto eluded rigorous guarantees. Prior work addressed the special case when the underlying distribution is Gaussian via Non-Gaussian Component Analysis. We improve on this by providing polytime guarantees based on Total Variation (TV) distance, in place of existing moment-bound guarantees that can be super-polynomial. Our work is also the first to go beyond Gaussians in this setting.

Yunbum Kook, Santosh S. Vempala

We survey the localization method for proving inequalities in high dimension, pioneered by Lovász and Simonovits (1993), and its stochastic extension developed by Eldan (2012). The method has found applications in a surprising wide variety of settings, ranging from its original motivation in isoperimetric inequalities to optimization, concentration of measure, and bounding the mixing rate of Markov chains. At heart, the method converts a given instance of an inequality (for a set or distribution in high dimension) into a highly structured instance, often just one-dimensional.

Yunbum Kook, Santosh S. Vempala

The connections between (convex) optimization and (logconcave) sampling have been considerably enriched in the past decade with many conceptual and mathematical analogies. For instance, the Langevin algorithm can be viewed as a sampling analogue of gradient descent and has condition-number-dependent guarantees on its performance. In the early 1990s, Nesterov and Nemirovski developed the Interior-Point Method (IPM) for convex optimization based on self-concordant barriers, providing efficient algorithms for structured convex optimization, often faster than the general method. This raises the following question: can we develop an analogous IPM for structured sampling problems? In 2012, Kannan and Narayanan proposed the Dikin walk for uniformly sampling polytopes, and an improved analysis was given in 2020 by Laddha-Lee-Vempala. The Dikin walk uses a local metric defined by a self-concordant barrier for linear constraints. Here we generalize this approach by developing and adapting IPM machinery together with the Dikin walk for poly-time sampling algorithms. Our IPM-based sampling framework provides an efficient warm start and goes beyond uniform distributions and linear constraints. We illustrate the approach on important special cases, in particular giving the fastest algorithms to sample uniform, exponential, or Gaussian distributions on a truncated PSD cone. The framework is general and can be applied to other sampling algorithms.

Santosh S. Vempala, Andre Wibisono

We present an efficient algorithm for uniformly sampling from an arbitrary compact body $\mathcal{X} \subset \mathbb{R}^n$ from a warm start under isoperimetry and a natural volume growth condition. Our result provides a substantial common generalization of known results for convex bodies and star-shaped bodies. The complexity of the algorithm is polynomial in the dimension, the Poincaré constant of the uniform distribution on $\mathcal{X}$ and the volume growth constant of the set $\mathcal{X}$.

Adam Tauman Kalai, Ofir Nachum, Santosh S. Vempala et al.

Like students facing hard exam questions, large language models sometimes guess when uncertain, producing plausible yet incorrect statements instead of admitting uncertainty. Such "hallucinations" persist even in state-of-the-art systems and undermine trust. We argue that language models hallucinate because the training and evaluation procedures reward guessing over acknowledging uncertainty, and we analyze the statistical causes of hallucinations in the modern training pipeline. Hallucinations need not be mysterious -- they originate simply as errors in binary classification. If incorrect statements cannot be distinguished from facts, then hallucinations in pretrained language models will arise through natural statistical pressures. We then argue that hallucinations persist due to the way most evaluations are graded -- language models are optimized to be good test-takers, and guessing when uncertain improves test performance. This "epidemic" of penalizing uncertain responses can only be addressed through a socio-technical mitigation: modifying the scoring of existing benchmarks that are misaligned but dominate leaderboards, rather than introducing additional hallucination evaluations. This change may steer the field toward more trustworthy AI systems.

Aiya Kuchukova, Santosh S. Vempala, Daniel J. Zhang

Continuum Glauber dynamics is a spatial birth-death process whose stationary distribution is a Gibbs distribution. We establish a spectral gap for Continuum Glauber dynamics applied to Gibbs point processes with repulsive pair potentials, a well-known special case of which is the hard sphere model. For arbitrary-range repulsive pair potentials, we show that a continuous version of Spectral Independence suffices to establish a spectral gap. This extends the regime of activity for which Continuum Glauber dynamics is known to mix, yielding a simple efficient sampling algorithm for arbitrary-range pair potentials that matches the known efficient sampling regime for finite-range pair potentials currently based on specialized algorithms. As a consequence, we also improve the threshold up to which packings of fixed size/density can be efficiently sampled from a bounded domain, the first improvement since Kannan, Mahoney and Montenegro (2003). To prove these results, we develop continuous analogs of Spectral Independence and negative fields localization. We show that a stronger variant of zero-freeness implies Spectral Independence, which in turn allows us to run the localization scheme to boost the spectral gap of Continuum Glauber dynamics from smaller activity to larger activity. While this follows the high-level blueprint of Chen and Eldan (2022) for the discrete setting, we have to address several novel difficulties due to the continuous setting. Notably, we avoid discretization in the algorithm and the analysis and work directly in the continuous setting.

Xinyuan Cao, Santosh S. Vempala

Why do modern language models, trained to do well on next-word prediction, appear to generate coherent documents and capture long-range structure? Here we show that next-token prediction is provably powerful for learning longer-range structure, even with common neural network architectures. Specifically, we prove that optimizing next-token prediction over a Recurrent Neural Network (RNN) yields a model that closely approximates the training distribution: for held-out documents sampled from the training distribution, no algorithm of bounded description length limited to examining the next $k$ tokens, for any $k$, can distinguish between $k$ consecutive tokens of such documents and $k$ tokens generated by the learned language model following the same prefix. We provide polynomial bounds (in $k$, independent of the document length) on the model size needed to achieve such $k$-token indistinguishability, offering a complexity-theoretic explanation for the long-range coherence observed in practice.

Yunbum Kook, Santosh S. Vempala, Matthew S. Zhang

We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than previously known, namely in Rényi divergence (which implies TV, $\mathcal{W}_2$, KL, $χ^2$). The proof departs from known approaches for polytime algorithms for the problem -- we utilize a stochastic diffusion perspective to show contraction to the target distribution with the rate of convergence determined by functional isoperimetric constants of the target distribution.

Yunbum Kook, Santosh S. Vempala

We study the complexity of sampling, rounding, and integrating arbitrary logconcave functions. Our new approach provides the first complexity improvements in nearly two decades for general logconcave functions for all three problems, and matches the best-known complexities for the special case of uniform distributions on convex bodies. For the sampling problem, our output guarantees are significantly stronger than previously known, and lead to a streamlined analysis of statistical estimation based on dependent random samples.

Yunbum Kook, Santosh S. Vempala

We present a faster algorithm to generate a warm start for sampling an arbitrary logconcave density specified by an evaluation oracle, leading to the first sub-cubic sampling algorithms for inputs in (near-)isotropic position. A long line of prior work incurred a warm-start penalty of at least linear in the dimension, hitting a cubic barrier, even for the special case of uniform sampling from convex bodies. Our improvement relies on two key ingredients of independent interest. (1) We show how to sample given a warm start in weaker notions of distance, in particular $q$-Rényi divergence for $q=\widetilde{\mathcal{O}}(1)$, whereas previous analyses required stringent $\infty$-Rényi divergence (with the exception of Hit-and-Run, whose known mixing time is higher). This marks the first improvement in the required warmness since Lovász and Simonovits (1991). (2) We refine and generalize the log-Sobolev inequality of Lee and Vempala (2018), originally established for isotropic logconcave distributions in terms of the diameter of the support, to logconcave distributions in terms of a geometric average of the support diameter and the largest eigenvalue of the covariance matrix.

Mirabel Reid, Santosh S. Vempala

As Large Language Models (LLMs) perform (and sometimes excel at) more and more complex cognitive tasks, a natural question is whether AI really understands. The study of understanding in LLMs is in its infancy, and the community has yet to incorporate well-trodden research in philosophy, psychology, and education. We initiate this, specifically focusing on understanding algorithms, and propose a hierarchy of levels of understanding. We use the hierarchy to design and conduct a study with human subjects (undergraduate and graduate students) as well as large language models (generations of GPT), revealing interesting similarities and differences. We expect that our rigorous criteria will be useful to keep track of AI's progress in such cognitive domains.

Yunbum Kook, Yin Tat Lee, Ruoqi Shen et al.

We demonstrate for the first time that ill-conditioned, non-smooth, constrained distributions in very high dimension, upwards of 100,000, can be sampled efficiently $\textit{in practice}$. Our algorithm incorporates constraints into the Riemannian version of Hamiltonian Monte Carlo and maintains sparsity. This allows us to achieve a mixing rate independent of smoothness and condition numbers. On benchmark data sets in systems biology and linear programming, our algorithm outperforms existing packages by orders of magnitude. In particular, we achieve a 1,000-fold speed-up for sampling from the largest published human metabolic network (RECON3D). Our package has been incorporated into the COBRA toolbox.

Shivam Garg, Santosh S. Vempala

The success of gradient descent in ML and especially for learning neural networks is remarkable and robust. In the context of how the brain learns, one aspect of gradient descent that appears biologically difficult to realize (if not implausible) is that its updates rely on feedback from later layers to earlier layers through the same connections. Such bidirected links are relatively few in brain networks, and even when reciprocal connections exist, they may not be equi-weighted. Random Feedback Alignment (Lillicrap et al., 2016), where the backward weights are random and fixed, has been proposed as a bio-plausible alternative and found to be effective empirically. We investigate how and when feedback alignment (FA) works, focusing on one of the most basic problems with layered structure -- low-rank matrix factorization. In this problem, given a matrix $Y_{n\times m}$, the goal is to find a low rank factorization $Z_{n \times r}W_{r \times m}$ that minimizes the error $\|ZW-Y\|_F$. Gradient descent solves this problem optimally. We show that FA converges to the optimal solution when $r\ge \mbox{rank}(Y)$. We also shed light on how FA works. It is observed empirically that the forward weight matrices and (random) feedback matrices come closer during FA updates. Our analysis rigorously derives this phenomenon and shows how it facilitates convergence of FA*, a closely related variant of FA. We also show that FA can be far from optimal when $r < \mbox{rank}(Y)$. This is the first provable separation result between gradient descent and FA. Moreover, the representations found by gradient descent and FA can be almost orthogonal even when their error $\|ZW-Y\|_F$ is approximately equal. As a corollary, these results also hold for training two-layer linear neural networks when the training input is isotropic, and the output is a linear function of the input.

Xinyuan Cao, Weiyang Liu, Santosh S. Vempala

In lifelong learning, tasks (or classes) to be learned arrive sequentially over time in arbitrary order. During training, knowledge from previous tasks can be captured and transferred to subsequent ones to improve sample efficiency. We consider the setting where all target tasks can be represented in the span of a small number of unknown linear or nonlinear features of the input data. We propose a lifelong learning algorithm that maintains and refines the internal feature representation. We prove that for any desired accuracy on all tasks, the dimension of the representation remains close to that of the underlying representation. The resulting sample complexity improves significantly on existing bounds. In the setting of linear features, our algorithm is provably efficient and the sample complexity for input dimension $d$, $m$ tasks with $k$ features up to error $ε$ is $\tilde{O}(dk^{1.5}/ε+km/ε)$. We also prove a matching lower bound for any lifelong learning algorithm that uses a single task learner as a black box. We complement our analysis with an empirical study, including a heuristic lifelong learning algorithm for deep neural networks. Our method performs favorably on challenging realistic image datasets compared to state-of-the-art continual learning methods.

Max Dabagia, Christos H. Papadimitriou, Santosh S. Vempala

An assembly is a large population of neurons whose synchronous firing is hypothesized to represent a memory, concept, word, and other cognitive categories. Assemblies are believed to provide a bridge between high-level cognitive phenomena and low-level neural activity. Recently, a computational system called the Assembly Calculus (AC), with a repertoire of biologically plausible operations on assemblies, has been shown capable of simulating arbitrary space-bounded computation, but also of simulating complex cognitive phenomena such as language, reasoning, and planning. However, the mechanism whereby assemblies can mediate learning has not been known. Here we present such a mechanism, and prove rigorously that, for simple classification problems defined on distributions of labeled assemblies, a new assembly representing each class can be reliably formed in response to a few stimuli from the class; this assembly is henceforth reliably recalled in response to new stimuli from the same class. Furthermore, such class assemblies will be distinguishable as long as the respective classes are reasonably separated -- for example, when they are clusters of similar assemblies. To prove these results, we draw on random graph theory with dynamic edge weights to estimate sequences of activated vertices, yielding strong generalizations of previous calculations and theorems in this field over the past five years. These theorems are backed up by experiments demonstrating the successful formation of assemblies which represent concept classes on synthetic data drawn from such distributions, and also on MNIST, which lends itself to classification through one assembly per digit. Seen as a learning algorithm, this mechanism is entirely online, generalizes from very few samples, and requires only mild supervision -- all key attributes of learning in a model of the brain.

Ruilin Li, Molei Tao, Santosh S. Vempala et al.

The technique of modifying the geometry of a problem from Euclidean to Hessian metric has proved to be quite effective in optimization, and has been the subject of study for sampling. The Mirror Langevin Diffusion (MLD) is a sampling analogue of mirror flow in continuous time, and it has nice convergence properties under log-Sobolev or Poincare inequalities relative to the Hessian metric, as shown by Chewi et al. (2020). In discrete time, a simple discretization of MLD is the Mirror Langevin Algorithm (MLA) studied by Zhang et al. (2020), who showed a biased convergence bound with a non-vanishing bias term (does not go to zero as step size goes to zero). This raised the question of whether we need a better analysis or a better discretization to achieve a vanishing bias. Here we study the basic Mirror Langevin Algorithm and show it indeed has a vanishing bias. We apply mean-square analysis based on Li et al. (2019) and Li et al. (2021) to show the mixing time bound for MLA under the modified self-concordance condition introduced by Zhang et al. (2020).

Ainesh Bakshi, Ilias Diakonikolas, He Jia et al.

We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main open problem in several previous works on algorithmic robust statistics, which addressed the special cases of robustly estimating (a) a single Gaussian, (b) a mixture of TV-distance separated Gaussians, and (c) a uniform mixture of two Gaussians. Our main tools are an efficient \emph{partial clustering} algorithm that relies on the sum-of-squares method, and a novel \emph{tensor decomposition} algorithm that allows errors in both Frobenius norm and low-rank terms.

Santosh S. Vempala, Ruosong Wang, David P. Woodruff

We consider the communication complexity of a number of distributed optimization problems. We start with the problem of solving a linear system. Suppose there is a coordinator together with $s$ servers $P_1, \ldots, P_s$, the $i$-th of which holds a subset $A^{(i)} x = b^{(i)}$ of $n_i$ constraints of a linear system in $d$ variables, and the coordinator would like to output $x \in \mathbb{R}^d$ for which $A^{(i)} x = b^{(i)}$ for $i = 1, \ldots, s$. We assume each coefficient of each constraint is specified using $L$ bits. We first resolve the randomized and deterministic communication complexity in the point-to-point model of communication, showing it is $\tildeΘ(d^2L + sd)$ and $\tildeΘ(sd^2L)$, respectively. We obtain similar results for the blackboard model. When there is no solution to the linear system, a natural alternative is to find the solution minimizing the $\ell_p$ loss. While this problem has been studied, we give improved upper or lower bounds for every value of $p \ge 1$. One takeaway message is that sampling and sketching techniques, which are commonly used in earlier work on distributed optimization, are neither optimal in the dependence on $d$ nor on the dependence on the approximation $ε$, thus motivating new techniques from optimization to solve these problems. Towards this end, we consider the communication complexity of optimization tasks which generalize linear systems. For linear programming, we first resolve the communication complexity when $d$ is constant, showing it is $\tildeΘ(sL)$ in the point-to-point model. For general $d$ and in the point-to-point model, we show an $\tilde{O}(sd^3 L)$ upper bound and an $\tildeΩ(d^2 L + sd)$ lower bound. We also show if one perturbs the coefficients randomly by numbers as small as $2^{-Θ(L)}$, then the upper bound is $\tilde{O}(sd^2 L) + \textrm{poly}(dL)$.

Zongchen Chen, Santosh S. Vempala

We study Hamiltonian Monte Carlo (HMC) for sampling from a strongly logconcave density proportional to $e^{-f}$ where $f:\mathbb{R}^d \to \mathbb{R}$ is $μ$-strongly convex and $L$-smooth (the condition number is $κ= L/μ$). We show that the relaxation time (inverse of the spectral gap) of ideal HMC is $O(κ)$, improving on the previous best bound of $O(κ^{1.5})$; we complement this with an example where the relaxation time is $Ω(κ)$. When implemented using a nearly optimal ODE solver, HMC returns an $\varepsilon$-approximate point in $2$-Wasserstein distance using $\widetilde{O}((κd)^{0.5} \varepsilon^{-1})$ gradient evaluations per step and $\widetilde{O}((κd)^{1.5}\varepsilon^{-1})$ total time.

Santosh S. Vempala, Andre Wibisono

We study the Unadjusted Langevin Algorithm (ULA) for sampling from a probability distribution $ν= e^{-f}$ on $\mathbb{R}^n$. We prove a convergence guarantee in Kullback-Leibler (KL) divergence assuming $ν$ satisfies a log-Sobolev inequality and the Hessian of $f$ is bounded. Notably, we do not assume convexity or bounds on higher derivatives. We also prove convergence guarantees in Rényi divergence of order $q > 1$ assuming the limit of ULA satisfies either the log-Sobolev or Poincaré inequality. We also prove a bound on the bias of the limiting distribution of ULA assuming third-order smoothness of $f$, without requiring isoperimetry.

Yin Tat Lee, Zhao Song, Santosh S. Vempala

Sampling logconcave functions arising in statistics and machine learning has been a subject of intensive study. Recent developments include analyses for Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have dimension-independent bounds for the underlying $\mathit{continuous}$ processes under sufficiently strong smoothness conditions, the resulting discrete algorithms have complexity and number of function evaluations growing with the dimension. Motivated by this problem, in this paper, we give a general algorithm for solving multivariate ordinary differential equations whose solution is close to the span of a known basis of functions (e.g., polynomials or piecewise polynomials). The resulting algorithm has polylogarithmic depth and essentially tight runtime - it is nearly linear in the size of the representation of the solution. We apply this to the sampling problem to obtain a nearly linear implementation of HMC for a broad class of smooth, strongly logconcave densities, with the number of iterations (parallel depth) and gradient evaluations being $\mathit{polylogarithmic}$ in the dimension (rather than polynomial as in previous work). This class includes the widely-used loss function for logistic regression with incoherent weight matrices and has been subject of much study recently. We also give a faster algorithm with $ \mathit{polylogarithmic~depth}$ for the more general and standard class of strongly convex functions with Lipschitz gradient. These results are based on (1) an improved contraction bound for the exact HMC process and (2) logarithmic bounds on the degree of polynomials that approximate solutions of the differential equations arising in implementing HMC.

Yin Tat Lee, Santosh S. Vempala

We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural smoothness parameters of an associated Riemannian manifold. We then apply the method with the manifold defined by the log barrier function to the problems of (1) uniformly sampling a polytope and (2) computing its volume, the latter by extending Gaussian cooling to the manifold setting. In both cases, the total number of steps needed is O^{*}(mn^{\frac{2}{3}}), improving the state of the art. A key ingredient of our analysis is a proof of an analog of the KLS conjecture for Gibbs distributions over manifolds.

Christos H. Papadimitriou, Santosh S. Vempala

We propose a primitive called PJOIN, for "predictive join," which combines and extends the operations JOIN and LINK, which Valiant proposed as the basis of a computational theory of cortex. We show that PJOIN can be implemented in Valiant's model. We also show that, using PJOIN, certain reasonably complex learning and pattern matching tasks can be performed, in a way that involves phenomena which have been observed in cognition and the brain, namely memory-based prediction and downward traffic in the cortical hierarchy.

Santosh S. Vempala, Ying Xiao

We present a simple, general technique for reducing the sample complexity of matrix and tensor decomposition algorithms applied to distributions. We use the technique to give a polynomial-time algorithm for standard ICA with sample complexity nearly linear in the dimension, thereby improving substantially on previous bounds. The analysis is based on properties of random polynomials, namely the spacings of an ensemble of polynomials. Our technique also applies to other applications of tensor decompositions, including spherical Gaussian mixture models.