NeurIPS 2025 Papers

Differentiable economics—the use of deep learning for auction design—has driven progress in multi-item auction design with additive and unit-demand valuations. However, there has been little progress for combinatorial auctions (CAs), even in the simplest and yet important single bidder case, due to exponential growth of the bundle space with the number of items. We address this challenge by introducing a deep network architecture for a menu-based CA, which supports the first dominant-strategy incentive compatible (DSIC), revenue-optimizing single-bidder CA. Our idea is to generate a bundle distribution through an ordinary differential equation (ODE) applied to a tractable initial distribution. The BundleFlow method learns suitable ODE-based transforms, one for each menu element, to optimize expected revenue. BundleFlow achieves up to 2.23$\times$ higher revenue than baselines on standard CA testbeds and scales up to 500 items. Compared with other menu-learning baselines, BundleFlow also reduces training iterations by 3.6-9.5$\times$ and cuts training time by about 80% in settings with 50 and 100 items.

Neural networks offer a promising data-driven approach to tackle computationally challenging optimization problems. In this work, we introduce neural approximation frameworks for a family of geometric "extent measure" problems, including shape-fitting descriptors (e.g. minimum enclosing ball or annulus). Central to our approach is the \textit{alignment} of our neural model with a new variant of the classical $\varepsilon$-kernel technique from computational geometry. In particular, we develop a new relaxed-$\varepsilon$-kernel theory that maintains the approximation guarantees of the classical $\varepsilon$-kernels but with the crucial benefit that it can be easily implemented with \textit{bounded model complexity} (i.e, constant number of parameters) by the simple SumFormer neural network. This leads to a simple neural model to approximate objects such as the directional width of any input point set, and empirically shows excellent out-of-distribution generalization. Many geometric extent measures, such as the minimum enclosing spherical shell, cannot be directly captured by $\varepsilon$-kernels. To this end, we show that an encode-process-decode framework with our kernel approximating NN used as the ``process'' module can approximate such extent measures, again, with bounded model complexity where parameters scale only with the approximation error $\varepsilon$ and not the size of the input set. Empirical results on diverse point‐cloud datasets demonstrate the practical performance of our models.

In this work, we study offline convex optimization with smooth objectives, where the classical Nesterov's Accelerated Gradient (**NAG**) method achieves the optimal accelerated convergence. Extensive research has aimed to understand **NAG** from various perspectives, and a recent line of work approaches this from the viewpoint of online learning and online-to-batch conversion, emphasizing the role of *optimistic online algorithms* for acceleration. In this work, we contribute to this perspective by proposing novel *optimistic online-to-batch conversions* that incorporate optimism theoretically into the analysis, thereby significantly simplifying the online algorithm design while preserving the optimal convergence rates. Specifically, we demonstrate the effectiveness of our conversions through the following results: *(i)* when combined with simple online gradient descent, our optimistic conversion achieves the optimal accelerated convergence; *(ii)* our conversion also applies to strongly convex objectives, and by leveraging both optimistic online-to-batch conversion and optimistic online algorithms, we achieve the optimal accelerated convergence rate for strongly convex and smooth objectives, for the first time through the lens of online-to-batch conversion; *(iii)* our optimistic conversion can achieve universality to smoothness~---~applicable to both smooth and non-smooth objectives without requiring knowledge of the smoothness coefficient~---~and remains efficient as non-universal methods by using only one gradient query in each iteration. Finally, we highlight the effectiveness of our optimistic online-to-batch conversions by a precise correspondence with **NAG**.

Manhattan representations, defined by axis-aligned, orthogonal structures, are widely used in vision, robotics, and semiconductor design for their geometric regularity and algorithmic simplicity. In integrated circuit (IC) design, Manhattan geometry is key for routing, design rule checking, and lithographic manufacturability. However, as feature sizes shrink, optical system distortions lead to inconsistency between intended layout and printed wafer. Although Inverse Lithography Technology(ILT) is proposed to compensates these effects, learning-based ILT methods, while achieving high simulation fidelity, often generate curvilinear masks on continuous pixel grids, violating Manhattan constraints. Therefore, we propose TokMan, the first framework to formulate mask optimization as a discrete, structure-aware sequence modeling task. Our method leverages a Diffusion Transformer to tokenize layouts into discrete geometric primitives with polygon-wise dependencies and denoise Manhattan-aligned point sequences corrupted by optical proximity effects, while ensuring binary, manufacturable masks. Trained with self-supervised lithographic feedback through differentiable simulation and refined with ILT post-processing, TokMan achieves state-of-the-art fidelity, runtime efficiency, and strict manufacturing compliance on a large-scale dataset of IC layouts.

Communication between agents often constitutes a major computational bottleneck in distributed learning. One of the most common mitigation strategies is to compress the information exchanged, thereby reducing communication overhead. To counteract the degradation in convergence associated with compressed communication, error feedback schemes---most notably EF and EF21---were introduced. In this work, we provide a tight analysis of both of these methods. Specifically, we find the Lyapunov function that yields the best possible convergence rate for each method---with matching lower bounds. This principled approach yields sharp performance guarantees and enables a rigorous, apples-to-apples comparison between EF, EF21, and compressed gradient descent. Our analysis is carried out in the simplified single-agent setting, which allows for clean theoretical insights and fair comparison of the underlying mechanisms.

We study the optimization of non-convex functions that are not necessarily smooth (gradient and/or Hessian are Lipschitz) using first order methods. Smoothness is a restrictive assumption in machine learning in both theory and practice, motivating significant recent work on finding first order stationary points of functions satisfying generalizations of smoothness with first order methods. We develop a novel framework that lets us systematically study the convergence of a large class of first-order optimization algorithms (which we call decrease procedures) under generalizations of smoothness. We instantiate our framework to analyze the convergence of first order optimization algorithms to first and *second* order stationary points under generalizations of smoothness. As a consequence, we establish the first convergence guarantees for first order methods to second order stationary points under generalizations of smoothness. We demonstrate that several canonical examples fall under our framework, and highlight practical implications.

Bayesian Optimization (BO) has the potential to solve various combinatorial tasks, ranging from materials science to neural architecture search. However, BO requires specialized kernels to effectively model combinatorial domains. Recent efforts have introduced several combinatorial kernels, but the relationships among them are not well understood. To bridge this gap, we develop a unifying framework based on heat kernels, which we derive in a systematic way and express as simple closed-form expressions. Using this framework, we prove that many successful combinatorial kernels are either related or equivalent to heat kernels, and validate this theoretical claim in our experiments. Moreover, our analysis confirms and extends the results presented in Bounce: certain algorithms' performance decreases substantially when the unknown optima of the function do not have a certain structure. In contrast, heat kernels are not sensitive to the location of the optima. Lastly, we show that a fast and simple pipeline, relying on heat kernels, is able to achieve state-of-the-art results, matching or even outperforming certain slow or complex algorithms.

Bilevel reinforcement learning (BRL) has emerged as a powerful framework for aligning generative models, yet its theoretical foundations, especially sample complexity bounds, remain underexplored. In this work, we present the first sample complexity bound for BRL, establishing a rate of $\mathcal{O}(\epsilon^{-3})$ in continuous state-action spaces. Traditional MDP analysis techniques do not extend to BRL due to its nested structure and non-convex lower-level problems. We overcome these challenges by leveraging the Polyak-Łojasiewicz (PL) condition and the MDP structure to obtain closed-form gradients, enabling tight sample complexity analysis. Our analysis also extends to general bi-level optimization settings with non-convex lower levels, where we achieve state-of-the-art sample complexity results of $\mathcal{O}(\epsilon^{-3})$ improving upon existing bounds of $\mathcal{O}(\epsilon^{-6})$. Additionally, we address the computational bottleneck of hypergradient estimation by proposing a fully first-order, Hessian-free algorithm suitable for large-scale problems.

The present article studies the minimization of convex, $L$-smooth functions defined on a separable real Hilbert space. We analyze regularized stochastic gradient descent (reg-SGD), a variant of stochastic gradient descent that uses a Tikhonov regularization with time-dependent, vanishing regularization parameter. We prove strong convergence of reg-SGD to the minimum-norm solution of the original problem without additional boundedness assumptions. Moreover, we quantify the rate of convergence and optimize the interplay between step-sizes and regularization decay. Our analysis reveals how vanishing Tikhonov regularization controls the flow of SGD and yields stable learning dynamics, offering new insights into the design of iterative algorithms for convex problems, including those that arise in ill-posed inverse problems. We validate our theoretical findings through numerical experiments on image reconstruction and ODE-based inverse problems.

We introduce a new projection-free (Frank-Wolfe) method for optimizing structured nonconvex functions that are expressed as a difference of two convex functions. This problem class subsumes smooth nonconvex minimization, positioning our method as a promising alternative to the classical Frank-Wolfe algorithm. DC decompositions are not unique; by carefully selecting a decomposition, we can better exploit the problem structure, improve computational efficiency, and adapt to the underlying problem geometry to find better local solutions. We prove that the proposed method achieves a first-order stationary point in $\mathcal{O}(1/\epsilon^2)$ iterations, matching the complexity of the standard Frank-Wolfe algorithm for smooth nonconvex minimization in general. Specific decompositions can, for instance, yield a gradient-efficient variant that requires only $\mathcal{O}(1/\epsilon)$ calls to the gradient oracle by reusing computed gradients over multiple iterations. Finally, we present numerical experiments demonstrating the effectiveness of the proposed method compared to other projection-free algorithms.

This paper addresses the Bayesian optimization problem (also referred to as the Bayesian setting of the Gaussian process bandit), where the learner seeks to minimize the regret under a function drawn from a known Gaussian process (GP). Under a Mat\'ern kernel with some extent of smoothness, we show that the Gaussian process upper confidence bound (GP-UCB) algorithm achieves $\tilde{O}(\sqrt{T})$ cumulative regret with high probability. Furthermore, our analysis yields $O(\sqrt{T \ln^2 T})$ regret under a squared exponential kernel. These results fill the gap between the existing regret upper bound of GP-UCB and the current best upper bound provided by Scarlett [2018]. The key idea in our proof is to capture the concentration behavior of the input sequence realized by GP-UCB, enabling us to handle GP's information gain in a refined manner.

Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does not necessarily satisfy the second-order optimality condition; i.e., it could converge to a saddle point. In this work, we propose a new algorithm for probability measure optimization, \emph{perturbed Wasserstein gradient flow} (PWGF), that achieves second-order optimality for general nonconvex objectives. PWGF enhances WGF by injecting noisy perturbations near saddle points via a Gaussian process-based scheme. By pushing the measure forward along a random vector field generated from a Gaussian process, PWGF helps the solution escape saddle points efficiently by perturbing the solution towards the smallest eigenvalue direction of the Wasserstein Hessian. We theoretically derive the computational complexity for PWGF to achieve a second-order stationary point. Furthermore, we prove that PWGF converges to a global optimum in polynomial time for strictly benign objectives.

As distributed optimization scales to meet the demands of Large Language Model (LLM) training, hardware failures become increasingly non-negligible. Existing fault-tolerant training methods often introduce significant computational or memory overhead, demanding additional resources. To address this challenge, we propose **Me**mory- and **C**omputation- **e**fficient **F**ault-tolerant **O**ptimization (**MeCeFO**), a novel algorithm that ensures robust training with minimal overhead. When a computing node fails, MeCeFO seamlessly transfers its training task to a neighboring node while employing memory- and computation-efficient algorithmic optimizations to minimize the extra workload imposed on the neighboring node handling both tasks. MeCeFO leverages three key algorithmic designs: (i) Skip-connection, which drops the multi-head attention (MHA) module during backpropagation for memory- and computation-efficient approximation; (ii) Recomputation, which reduces activation memory in feedforward networks (FFNs); and (iii) Low-rank gradient approximation, enabling efficient estimation of FFN weight matrix gradients. Theoretically, MeCeFO matches the convergence rate of conventional distributed training, with a rate of $\mathcal{O}(1/\sqrt{nT})$, where $n$ is the data parallelism size and $T$ is the number of iterations. Empirically, MeCeFO maintains robust performance under high failure rates, incurring only a 4.18\% drop in throughput, demonstrating $5.0\times$ to $6.7\times$ greater resilience than previous SOTA approaches.

Large language models (LLMs) have achieved remarkable achievements across diverse applications; however, they remain plagued by spurious correlations and the generation of hallucinated content. Despite extensive efforts to enhance the resilience of LLMs, existing approaches either rely on indiscriminate fine-tuning of all parameters, resulting in parameter inefficiency and lack of specificity, or depend on post-processing techniques that offer limited adaptability and flexibility. This study introduces a novel Causality-driven Robust Optimization (CdRO) approach that selectively updates model components sensitive to causal reasoning, enhancing model causality while preserving valuable pretrained knowledge to mitigate overfitting. Our method begins by identifying the parameter components within LLMs that capture causal relationships, achieved through comparing the training dynamics of parameter matrices associated with the original samples, as well as augmented counterfactual and paraphrased variants. These comparisons are then fed into a lightweight logistic regression model, optimized in real time to dynamically identify and adapt the causal components within LLMs. The identified parameters are subsequently optimized using an enhanced policy optimization algorithm, where the reward function is designed to jointly promote both model generalization and robustness. Extensive experiments across various tasks using twelve different LLMs demonstrate the superior performance of our framework, underscoring its significant effectiveness in reducing the model’s dependence on spurious associations and mitigating hallucinations.

Neural operators or emulators for PDEs trained on data from numerical solvers are conventionally assumed to be limited by their training data's fidelity. We challenge this assumption by identifying "emulator superiority," where neural networks trained purely on low-fidelity solver data can achieve higher accuracy than those solvers when evaluated against a higher-fidelity reference. Our theoretical analysis reveals how the interplay between emulator inductive biases, training objectives, and numerical error characteristics enables superior performance during multi-step rollouts. We empirically validate this finding across different PDEs using standard neural architectures, demonstrating that emulators can implicitly learn dynamics that are more regularized or exhibit more favorable error accumulation properties than their training data, potentially surpassing training data limitations and mitigating numerical artifacts. This work prompts a re-evaluation of emulator benchmarking, suggesting neural emulators might achieve greater physical fidelity than their training source within specific operational regimes. Project Page: https://tum-pbs.github.io/emulator-superiority

Training deep neural networks (DNNs) is a structured optimization problem, because the parameters are naturally represented by matrices and tensors rather than simple vectors. Under this structural representation, it has been widely observed that gradients are low-rank and Hessians are approximately block-wise diagonal. These structured properties are crucial for designing efficient optimization algorithms but may not be utilized by current popular optimizers like Adam. In this paper, we present a novel optimization algorithm ASGO that capitalizes on these properties by employing a preconditioner that is adaptively updated using structured gradients. By fine-grained theoretical analysis, ASGO is proven to achieve superior convergence rates compared to existing structured gradient methods. Based on the convergence theory, we further demonstrate that ASGO can benefit from the low-rank and block-wise diagonal properties. We also discuss practical modifications of ASGO and empirically verify the effectiveness of the algorithm on language model tasks.

Diffusion models have achieved state-of-the-art performance in generative modeling, yet their sampling procedures remain vulnerable to hallucinations—often stemming from inaccuracies in score approximation. In this work, we reinterpret diffusion sampling through the lens of optimization and introduce RODS (Robust Optimization–inspired Diffusion Sampler), a novel method that detects and corrects high-risk sampling steps using geometric cues from the loss landscape. RODS enforces smoother sampling trajectories and \textit{adaptively} adjusts perturbations, reducing hallucinations without retraining and at minimal additional inference cost. Experiments on AFHQv2, FFHQ, and 11k-hands demonstrate that RODS maintains comparable image quality and preserves generation diversity. More importantly, it improves both sampling fidelity and robustness, detecting over 70\% of hallucinated samples and correcting more than 25\%, all while avoiding the introduction of new artifacts. We release our code at https://github.com/Yiqi-Verna-Tian/RODS.

We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic Gradient Descent (SGD) based solvers have demonstrated strong empirical performance in recent machine learning applications, yet their theoretical guarantee to approximate the OT map is an open question. In this work, we answer it positively by providing both computational and statistical convergence guarantees of SGD. Specifically, we show that SGD methods can estimate the OT map with a minimax convergence rate of $\mathcal{O}(1/\sqrt{n})$, where $n$ is the number of samples drawn from $\mu$. To establish this result, we study the averaged projected SGD algorithm, and identify a suitable projection set that contains a minimizer of the objective, even when the source measure is not compactly supported. Our analysis holds under mild assumptions on the source measure and applies to MTW cost functions,whic include $\|\cdot\|^p$ for $p \in (1, \infty)$. We finally provide numerical evidence for our theoretical results.

As the default optimizer for training large language models, AdamW has achieved remarkable success in deep learning. However, its convergence behavior is not theoretically well-understood. This paper establishes the convergence rate $\frac{1}{K}\sum_{k=1}^K E[||\nabla f(x^k)||_1]\leq O(\frac{\sqrt{d}C}{K^{1/4}})$ for AdamW measured by $\ell_1$ norm, where K represents the iteration number, d denotes the model dimension, and C matches the constant in the optimal convergence rate of SGD. Theoretically, we have $E[||\nabla f(x)||_1]\geq\sqrt{\frac{2d}{\pi}}E[||\nabla f(x)||_2]$ when each element of $\nabla f(x)$ is generated from Gaussian distribution $\mathcal N(0,1)$. Empirically, our experimental results on real-world deep learning tasks reveal $||\nabla f(x)||_1=\varTheta(\sqrt{d})||\nabla f(x)||_2$. Both support that our convergence rate can be considered to be analogous to the optimal convergence rate of SGD.