ICML 2026 论文列表

Federated bilevel optimization is widely used for nested learning problems across distributed clients, such as federated hyperparameter tuning and meta-learning under privacy and communication constraints. Most existing formulations assume fixed client data distributions, which can be violated by performativity, where deployed decisions reshape client behavior and data collection, inducing client-specific, decision-dependent distribution shift. We study federated bilevel performative prediction, where both upper-level (UL) and lower-level (LL) objectives are evaluated under client-dependent, decision-dependent distributions. We formalize the federated bilevel performatively stable (FBPS) point under a decoupled-risk perspective and provide sufficient conditions for its existence and uniqueness. We then develop two federated methods to compute the FBPS solution: FBi-RRM, which converges linearly under a contraction condition, and FBi-SGD, a communication-efficient stochastic method based on federated hypergradient estimation with convergence guarantees under diminishing step sizes when sensitivities are sufficiently small. Experiments on strategic regression and meta strategic classification validate the predicted stability thresholds and demonstrate improved meta-generalization over non-performative baselines, and CNN-based classification further demonstrates the practical effectiveness of the proposed methods in nonconvex neural network settings.

Information-theoretic acquisition functions such as Entropy Search (ES) offer a principled exploration–exploitation framework for Bayesian optimization (BO). However, their practical implementation relies on complicated and slow approximations, i.e., a Monte Carlo estimation of the information gain. This complexity can introduce numerical errors and requires specialized, hand-crafted implementations. We propose a two-stage amortization strategy that learns to approximate entropy search-based acquisition functions using Prior-data Fitted Networks (PFNs) in a single forward pass. A first PFN is trained to be conditioned on information about the optima; second, the α-PFN is trained to predict the expected information gain by training on information gains measured with the first PFN. The α-PFN offers a flexible learned approximation, which replaces the complex heuristic approximations with a single forward pass per candidate, enabling rapid and extensible acquisition evaluation. Empirically, our approach is competitive with state-of-the-art entropy search implementations on synthetic and real-world benchmarks, while accelerating the different entropy search variants across all our experiments, with speed ups over 50x.

We propose an anytime online algorithm for learning a sequence of convex cost functions while approximately satisfying a sequence of convex constraints, without prior knowledge of the time horizon. Both the cost and constraint functions may be chosen adversarially over time. While this problem has recently been resolved in the setting where the time horizon is known, extending these guarantees to the anytime setting, without resorting to inefficient doubling tricks, has remained technically challenging. Our main contribution is the introduction of a time-varying yet horizon-oblivious Lyapunov function to track constraint violations. The use of such a time-varying Lyapunov function introduces new technical difficulties, as a key monotonicity property underlying prior analyses no longer holds. By developing a novel analytical technique, we show that our algorithm achieves $O(\sqrt{t})$ regret and $\tilde{O}(\sqrt{t})$ cumulative constraint violation (CCV) for all $t \geq 1$. We further extend our framework to the dynamic regret setting, obtaining bounds that adapt to the unknown path length of the comparator sequence. Finally, we present an adaptive algorithm for the optimistic setting, whose performance scales gracefully with the cumulative prediction error. We validate the practical effectiveness of our approach through numerical experiments on the online shortest path problem.

Sparse optimization is a fundamental challenge in various practical applications. A popular approach to sparse optimization is Lp regularization. However, it may encounter optimization instability due to the unbounded gradients when 0<p<1. In this paper, we introduce a novel approach to sparse optimization termed ReWA, based on Reparameterization, Weight decay, and Adaptive learning rate. ReWA is closely connected to lp-regularization, yet it unveils a distinct optimization landscape that helps mitigate instability issues. Experiments on CIFAR-10 and ImageNet with ResNets demonstrate that ReWA leads to significant sparsity improvements over the L1-regularization approach while preserving test accuracy.

Modeling peptide cyclization is critical for the virtual screening of candidate peptides with desirable physical and pharmaceutical properties. This task is challenging because a cyclic peptide often exhibits diverse, ring-shaped conformations, which cannot be well captured by deterministic prediction models derived from linear peptide folding. In this study, we propose MuCO (Multi-stage Conformation Optimization), a generative peptide cyclization method that models the distribution of cyclic peptide conformations conditioned on the corresponding linear peptide. In principle, MuCO decouples the peptide cyclization task into three stages: topology-aware backbone design, generative side-chain packing, and physics-aware all-atom optimization, thereby generating and optimizing conformations of cyclic peptides in a coarse-to-fine manner. This multi-stage framework enables an efficient parallel sampling strategy for conformation generation and allows for rapid exploration of diverse, low-energy conformations. Experiments on the large-scale CPSea dataset demonstrate that MuCO significantly and consistently outperforms state-of-the-art methods in physical stability, structural diversity, secondary structure recovery, and computational efficiency, making it a promising computational tool for exploring and designing cyclic peptides. The demo of the proposed method can be found at https://github.com/mianqiu00/MuCO.

The remarkable generalization properties of overparameterized networks are often attributed to implicit biases, such as norm minimization at small learning rates and low sharpness in the Edge-of-Stability regime. In this work, we argue that a comprehensive understanding of the generalization performance of gradient descent requires analyzing the interaction between these various forms of implicit regularization. We empirically demonstrate that the learning rate interpolates between low parameter norm and low sharpness of the trained model. We furthermore prove that neither implicit bias alone minimizes the generalization error for diagonal linear networks trained on a simple regression task. These findings demonstrate that focusing on a single implicit bias is insufficient to explain good generalization, and they motivate a broader view of implicit regularization that captures the dynamic trade-off between norm and sharpness induced by non-negligible learning rates.

While prompt engineering is instrumental in maximizing the capabilities of Large Language Models (LLMs) during inference, the role of prompts during training remains critically underexplored. Prevailing fine-tuning paradigms typically treat training prompts as mere surface forms, assuming that semantically equivalent instructions yield identical learning outcomes. However, we reveal that this equivalence is deceptive: while paraphrased prompts often lead to comparable in-task performance, they induce drastically different cross-task impacts regarding catastrophic forgetting and generalization. Crucially, these impacts are positively correlated across tasks, indicating the existence of superior prompts that consistently yield better performance. Furthermore, we discover that these superior prompts can be robustly identified by task loss prior to learning. Leveraging these insights, we introduce State-Adaptive Prompt Optimization (SAPO), a lightweight yet effective training strategy that shifts task formulation from a static input to a dynamic, state-adaptive variable. Comprehensive experiments on diverse benchmarks confirm its effectiveness, which significantly mitigates forgetting while improving generalization, achieving substantial performance gains over state-of-the-art methods. These results provide insights into how training prompts shape learning dynamics and offer a practical recipe for robust fine-tuning. Our code is available at https://github.com/Eric8932/SAPO.

Generative modeling within constrained sets is essential for scientific and engineering applications involving physical, geometric, or safety requirements (e.g., molecular generation, robotics). We present a unified framework for constrained diffusion models on generic nonconvex feasible sets $\Sigma$ that simultaneously enforces equality and inequality constraints throughout the diffusion process. Our framework incorporates both overdamped and underdamped dynamics for forward and backward sampling. A key algorithmic innovation is a computationally efficient landing mechanism that replaces costly and often ill-defined projections onto $\Sigma$, ensuring feasibility without iterative Newton solves or projection failures. By leveraging underdamped dynamics, we accelerate mixing toward the prior distribution, effectively alleviating the high simulation costs typically associated with constrained diffusion. Empirically, this approach reduces function evaluations and memory usage during both training and inference while preserving sample quality. On benchmarks featuring equality and mixed constraints, our method achieves comparable sample quality to state-of-the-art baselines while significantly reducing computational cost, providing a practical and scalable solution for diffusion on nonconvex feasible sets.

We study the robustness of stochastic mirror descent (SMD) under heavy-tailed noise, focusing on whether the method retains its convergence guarantees when run with infinite-variance stochastic gradient input. To address this question in a principled manner, we begin by introducing a continuous-time model of SMD as a stochastic differential equation (SDE) driven by a centered Lévy noise process with finite $p$-th order moments, $1 < p \leq 2$. This scheme—which we call the Lévy mirror flow (LMF)—arises naturally as the scaling limit of SMD in the presence of heavy-tailed noise. In particular, when $p < 2$—the heavy noise regime—the trajectories of LMF generically exhibit jump discontinuities of arbitrary magnitude which, if frequent enough, lead to infinite variance. Nonetheless, despite this highly singular behavior, we show that LMF attains $\epsilon$-optimality within $\mathcal{O}(\epsilon^{-p/(p-1)})$ time in the convex case, and within $\tilde{\mathcal{O}}(\epsilon^{-1/(p-1)})$ time for (relatively) strongly convex objectives. These guarantees provide a transparent characterization of the impact of frequent long jumps on the convergence of the process, and percolate to a series of matching discrete-time guarantees for several variants of SMD under heavy-tailed noise.

Identifying high-utility candidates from massive discrete spaces under expensive evaluations is a recurring challenge across the sciences, with structure-based drug discovery as a prominent example. While surrogate-based optimization can increase sample efficiency by reducing the number of expensive evaluations, modern molecular libraries have reached billions to trillions of compounds, making full-library surrogate inference itself a major computational bottleneck. We introduce BOBA, a bandit-guided surrogate optimization framework that eliminates full-library inference by adaptively allocating computation across partitions of the action space. By treating partitions as arms in a multi-armed bandit, BOBA concentrates inference and evaluations on empirically promising partitions while maintaining principled exploration. Experiments on real-world synthesis-on-demand libraries demonstrate that optimism-under-uncertainty bandits, combined with meaningful action space partitioning, are essential for effective allocation of inference and evaluations. Our findings reveal a tunable tradeoff between screening performance and surrogate inference cost, which supports practical optimization over current libraries, and establishes a viable route to ultra-large library virtual screening.

GPU kernel optimization challenges LLMs beyond standard coding tasks, as it requires an understanding of hardware architecture, parallel computing optimization strategies, and profiling outputs. However, most existing approaches leveraging LLMs for kernel generation apply standard prompting and feedback loops, considering hardware only through profiling feedback. We introduce KernelFoundry, an evolutionary framework that efficiently explores the space of GPU kernels through (1) MAP-Elites quality-diversity search with kernel-specific behavioral dimensions to sustain exploration; (2) meta-prompt evolution that co-evolves prompts with kernels to uncover task-specific optimization strategies, and (3) a template-based parameter optimization approach to tune kernels to inputs and hardware. We evaluate this framework on KernelBench, robust-kbench and custom tasks, generating SYCL kernels as a cross-platform GPU programming paradigm, and CUDA kernels for comparison to prior work. Our approach consistently outperforms the baseline methods and achieves an average speedup of 2.3 on KernelBench for SYCL. Moreover, KernelFoundry is implemented as a distributed framework with remote access to diverse hardware, allowing quick benchmarking and featuring a flexible user input layer to support kernel generation for a wide range of real use cases beyond benchmarking.

Existing reinforcement learning approaches for Large Language Models typically perform policy optimization at the granularity of individual tokens or entire response sequences. However, such formulations often misalign with the natural step-wise structure of reasoning processes, leading to suboptimal credit assignment and unstable training in multi-modal reasoning tasks. To bridge this gap, we propose Segment-Aligned Policy Optimization (SAPO), a novel reinforcement learning paradigm that treats coherent reasoning steps, rather than tokens or full sequences as fundamental units of policy update. SAPO introduces a step-wise Markov decision process abstraction over reasoning segments, accompanied by segment-level value estimation, advantage computation, and importance sampling mechanisms that are semantically aligned with reasoning boundaries. Experiments on representative reasoning benchmarks demonstrate that SAPO consistently outperforms token-level and sequence-level policy optimization methods, achieving significant accuracy improvements while exhibiting better training stability and value estimation consistency. Our work underscores the importance of aligning reinforcement learning updates with the intrinsic structure of reasoning, paving the way for more efficient and semantically grounded policy optimization in complex reasoning tasks. Code is available at https://github.com/Graysonicc/SAPO.

In this work, we propose *Natural Hypergradient Descent* (NHGD), a new method for solving bilevel optimization problems. To address the computational bottleneck in hypergradient estimation, namely the need to compute or approximate Hessian inverses, we exploit the statistical structure of the inner optimization problem and use the empirical Fisher information matrix as an asymptotically consistent surrogate for the Hessian. This design enables a parallel *optimize-and-approximate* framework in which the Hessian-inverse approximation is updated *synchronously* with the stochastic inner optimization, reusing gradient information at negligible additional cost. Our main theoretical contribution establishes high-probability error bounds and sample complexity guarantees for NHGD that match those of state-of-the-art optimize-then-approximate methods, while significantly reducing computational time overhead. Empirical evaluations on representative bilevel learning tasks further demonstrate the practical advantages of NHGD, highlighting its scalability and effectiveness in large-scale machine learning settings.

Optimizing Conditional Value-at-risk (CVaR) using policy gradient (a.k.a CVaR-PG) faces significant challenges of sample inefficiency. This inefficiency stems from the fact that it focuses on tail-end performance and overlooks many sampled trajectories. We address this problem by augmenting CVaR with an expected quantile term. Quantile optimization admits a dynamic programming formulation that leverages all sampled data, thus improves sample efficiency. This does not alter the CVaR objective since CVaR corresponds to the expectation of quantile over the tail. Empirical results in domains with verifiable risk-averse behavior show that our algorithm within the Markovian policy class substantially improves upon CVaR-PG and consistently outperforms other existing methods.

In this paper, we study a structured class of nonconvex constrained stochastic problems with difference-of-convex (DC) regularization, where the feasible set is possibly nonconvex and the concave part of the DC regularizer is allowed to be nonsmooth. The fundamental challenge lies in maintaining feasibility for nonconvex constraints while achieving favorable oracle complexity. Although single-loop algorithms efficiently solve unconstrained DC optimization problems, their potential for constrained optimization with DC structure remains largely unexplored. To address this gap, we develop **MoSSP**, a **Mo**mentum-based **S**ingle-loop **S**tochastic **P**enalty method for such problems with provable complexity guarantees. The key idea is to apply a single stochastic proximal-gradient step to the Moreau envelope of the penalty plus the convex DC part, with the concave part's proximal mapping computed in parallel. We derive two algorithm variants: a Polyak-momentum version with $\mathcal{O}(\varepsilon^{-4})$ oracle complexity for finding stochastic $\varepsilon$-KKT points, and an improved $\mathcal{O}(\varepsilon^{-3})$ version incorporating recursive momentum. Experimental results demonstrate the effectiveness of the proposed algorithms.

Existing Meta-Black-Box Optimization (MetaBBO) methods focus on how to search when controlling optimizers, but largely overlook where to search. We propose MetaSG-SAEA, a bi-level MetaBBO framework for expensive constrained multi-objective optimization problems (ECMOPs), in which a meta-policy provides search guidance to the low-level Surrogate-Assisted Evolutionary Algorithm (SAEA). To achieve this, we introduce Max–Min Constraint-Calibrated Inequality (MM-CCI), a compact, problem-agnostic region abstraction that maps heterogeneous constraint evaluations to an ordered scalar level; we further provide a theoretical analysis of its fundamental properties. Building on this region abstraction, we adopt diffusion-based population initialization to translate the meta-policy’s region-level guidance into solution-level priors for the SAEA. To make MetaSG-SAEA scalable, we construct an attention-based state representation across varying problem dimensions, population sizes, and numbers of objectives and constraints. Experimental results demonstrate that MetaSG-SAEA outperforms state-of-the-art baselines across diverse benchmarks and exhibits the ability to generalize across problem distributions.

Modern decision-making increasingly relies on contextual features (covariates) to improve optimization under uncertainty. In practice, however, such covariates are often only partially observed due to, e.g., data source heterogeneity or costly data collection. Nonetheless, most existing methods assume fully observed historical data and can become unreliable when this assumption is violated. We address this gap by proposing a distributionally robust optimization approach that exploits incomplete covariates to produce robust decisions without imputing a complete dataset. Our method builds ambiguity sets from the observed partial data and incorporates the general structure of the missingness mechanism, ensuring candidate distributions remain consistent with what is observed. Across settings with discrete or continuous covariates and outcomes, we derive tractable reformulations and establish finite-sample out-of-sample performance guarantees. Empirical results across a range of contextual decision-making tasks demonstrate that the proposed integrated approach consistently outperforms state-of-the-art baselines, including various impute-then-optimize pipelines, in both out-of-sample performance and reliability.

In this paper, we provide a comprehensive convergence analysis for the Lion optimizer. First, we establish that the original Lion achieves a convergence rate of $\mathcal{O}(d^{1/2}T^{-1/4})$, where $d$ denotes the problem dimension and $T$ is the iteration number. To improve this rate, we propose a variance reduction variant of Lion, which attains an enhanced rate of $\mathcal{O}(d^{1/2}T^{-1/3})$ with the average smoothness assumption. Then, we extend our analysis to distributed settings. We demonstrate that the distributed Lion optimizer and its variance reduction counterpart achieve linear speedup with respect to the number of nodes $n$, yielding convergence rates of $\mathcal{O}(d^{1/2}(nT)^{-1/4})$ and $\mathcal{O}(d^{1/2}(nT)^{-1/3})$, respectively. Additionally, we investigate a communication-efficient distributed Lion variant that utilizes sign compression for bidirectional communication. By employing unbiased sign operations, this variant achieves a convergence rate of $\mathcal{O} \left( \max \{ \frac{d^{1/4}}{T^{1/4}}, \frac{d^{1/10}}{n^{1/5}T^{1/5}} \} \right)$, and its variance-reduced counterpart can further improve the rate to $\mathcal{O}\left( \frac{d^{1/4}}{T^{1/4}} \right)$. Finally, we conduct numerical experiments to validate the effectiveness of the proposed methods.

Asynchronous pipeline parallelism maximizes hardware utilization by eliminating the pipeline bubbles inherent in synchronous execution, offering a path toward efficient large-scale distributed training. However, this efficiency gain can be compromised by gradient staleness, where the immediate model updates with delayed gradients introduce noise into the optimization process. Crucially, we identify a critical, yet often overlooked, pathology: this delay scales linearly with pipeline depth, fundamentally undermining the very scalability that the method originally intends to provide. We trace this pathology to a specific property of the optimization landscape: the misalignment between the Hessian eigenbasis and the standard coordinate basis, which triggers oscillations in the update trajectories of coordinate-wise adaptive optimizers. We identify that these oscillations cause delayed updates to diverge from their true counterparts, invalidating their use for current iterations. This insight is formalized through theoretical analysis, including a convergence bound showing that basis misalignment amplifies the delay penalty, and substantiated with empirical evaluation. To address this, we propose basis rotation, a framework that rotates the optimizer's coordinate system to align with the Hessian eigenbasis, keeping delayed updates useful. We theoretically demonstrate that basis rotation minimizes basis misalignment, thereby counteracting the conditions that amplify delay penalties. Empirically, in training up to a 3B-parameter LLM, basis rotation reduces the required iterations by 81.7% compared to the best-performing asynchronous baseline.