On the Robustness of Langevin Dynamics to Score Function Error

We consider the robustness of score-based generative modeling to errors in the estimate of the score function. In particular, we show that Langevin dynamics is not robust to the L^2 errors (more generally L^p errors) in the estimate of the score function. It is well-established that with small L^2 errors in the estimate of the score function, diffusion models can sample faithfully from the target distribution under fairly mild regularity assumptions in a polynomial time horizon. In contrast, our work shows that even for simple distributions in high dimensions, Langevin dynamics run for any polynomial time horizon will produce a distribution far from the target distribution in Total Variation (TV) distance, even when the L^2 error (more generally L^p) of the estimate of the score function is arbitrarily small. Considering such an error in the estimate of the score function is unavoidable in practice when learning the score function from data, our results provide further justification for diffusion models over Langevin dynamics and serve to caution against the use of Langevin dynamics with estimated scores.

Statistical Learning from Attribution Sets

We address the problem of training conversion prediction models in advertising domains under privacy constraints, where direct links between ad clicks and conversions are unavailable. Motivated by privacy-preserving browser APIs and the deprecation of third-party cookies, we study a setting where the learner observes a sequence of clicks and a sequence of conversions, but can only link a conversion to a set of candidate clicks (an attribution set) rather than a unique source. We formalize this as learning from attribution sets generated by an oblivious adversary equipped with a prior distribution over the candidates. Despite the lack of explicit labels, we construct an unbiased estimator of the population loss from these coarse signals via a novel approach. Leveraging this estimator, we show that Empirical Risk Minimization achieves generalization guarantees that scale with the informativeness of the prior and is also robust against estimation errors in the prior, despite complex dependencies among attribution sets. Simple empirical evaluations on standard datasets suggest our unbiased approach significantly outperforms common industry heuristics, particularly in regimes where attribution sets are large or overlapping.

Efficiently Escaping Saddle Points under Generalized Smoothness via Self-Bounding Regularity

In this paper, we study the problem of non-convex optimization on functions that are not necessarily smooth using first order methods. Smoothness (functions whose gradient and/or Hessian are Lipschitz) is not satisfied by many machine learning problems in both theory and practice, motivating a recent line of work studying the convergence of first order methods to first order stationary points under appropriate generalizations of smoothness. We develop a novel framework to study convergence of first order methods to first and \textit{second} order stationary points under generalized smoothness, under more general smoothness assumptions than the literature. Using our framework, we show appropriate variants of GD and SGD (e.g. with appropriate perturbations) can converge not just to first order but also \textit{second order stationary points} in runtime polylogarithmic in the dimension. To our knowledge, our work contains the first such result, as well as the first 'non-textbook' rate for non-convex optimization under generalized smoothness. We demonstrate that several canonical non-convex optimization problems fall under our setting and framework.

From Optimization to Sampling via Lyapunov Potentials

We study the problem of sampling from high-dimensional distributions using Langevin Dynamics, a natural and popular variant of Gradient Descent where at each step, appropriately scaled Gaussian noise is added. The similarities between Langevin Dynamics and Gradient Descent leads to the natural question: if the distribution's log-density can be optimized from all initializations via Gradient Descent, given oracle access to the gradients, can we sample from the distribution using Langevin Dynamics? We answer this question in the affirmative, at low but appropriate temperature levels natural in the context of both optimization and real-world applications. As a corollary, we show we can sample from several new natural and interesting classes of non-log-concave densities, an important setting where we have relatively few examples.

Langevin Dynamics: A Unified Perspective on Optimization via Lyapunov Potentials

We study the problem of non-convex optimization using Stochastic Gradient Langevin Dynamics (SGLD). SGLD is a natural and popular variation of stochastic gradient descent where at each step, appropriately scaled Gaussian noise is added. To our knowledge, the only strategy for showing global convergence of SGLD on the loss function is to show that SGLD can sample from a stationary distribution which assigns larger mass when the function is small (the Gibbs measure), and then to convert these guarantees to optimization results. We employ a new strategy to analyze the convergence of SGLD to global minima, based on Lyapunov potentials and optimization. We convert the same mild conditions from previous works on SGLD into geometric properties based on Lyapunov potentials. This adapts well to the case with a stochastic gradient oracle, which is natural for machine learning applications where one wants to minimize population loss but only has access to stochastic gradients via minibatch training samples. Here we provide 1) improved rates in the setting of previous works studying SGLD for optimization, 2) the first finite gradient complexity guarantee for SGLD where the function is Lipschitz and the Gibbs measure defined by the function satisfies a Poincar\'e Inequality, and 3) prove if continuous-time Langevin Dynamics succeeds for optimization, then discrete-time SGLD succeeds under mild regularity assumptions.