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Cong Fang

Publications and source records attributed to Cong Fang.

At least 37 records · Page 2Linked to original sources

Second-Order Stationarity with Common Random Losses: Matching Tolerance Bounds

We establish tight polynomial tolerance bounds for stochastic second-order stationarity when each fresh oracle response is a derivative of one common random scalar loss. For a population objective $F$ with Lipschitz gradient and Hessian, the target is $\|\nabla F(x)\|\le ε$ and $λ_{\min}(\nabla^2 F(x))\ge -γ$, with independent tolerances $ε,γ>0$. Under bounded gradient variance and almost-surely bounded Hessian error, the minimax number of fresh gradient or Hessian-vector-product calls is $\widetildeΘ\!\left(ε^{-3}+γ^{-5}\right)$. The characterization fixes positive gap, smoothness, and noise parameters, suppresses logarithmic factors, and allows dimension to grow within an explicit polynomial envelope. The upper bound removes the mixed term $ε^{-2}γ^{-2}$ from the earlier fresh-HVP guarantee. Direct random-line Hessian estimates and a dyadic gradient tracker separate gradient drift from randomly signed curvature motion. The lower bound realizes the endpoint costs through globally defined smooth random losses: a smooth partition localizes scalar noise without a chain-length penalty, while exact cancellation limits the information in the entire response. Consequently, the same tolerance exponents hold even for joint value, gradient, and full-Hessian responses with bounded value variance. For a population Hessian with Hölder exponent $ν\in(0,1]$, fresh gradient/HVP complexity becomes $\widetildeΘ\!\left(ε^{-3}+γ^{-(3+2/ν)}\right)$ under the corresponding dimension envelope.

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Near-Optimal Higher-Order Oracle Complexity for Convex--Concave Minimax Optimization

For smooth convex--concave minimax optimization, the higher-order lower bound of Chen et al. (2026) applies to a restricted tensor-algorithm class with prescribed regularized Taylor-model updates. We establish the same bound for arbitrary adaptive deterministic and randomized algorithms, matching, up to logarithmic factors, the upper bound of Zhang et al. (2026). Fix an integer $p\ge 2$ and let $L_p>0$ bound the Lipschitz constant of the objective's $p$-th derivative on a compact convex product domain of diameter at most $D_Z>0$. Each feasible query returns the objective value and all derivatives through order $p$. For accuracy $ε>0$, set $Q_{\mathrm{tan}}=L_pD_Z^p/ε$ for tangent residual and $Q_{\mathrm{gap}}=L_pD_Z^{p+1}/ε$ for saddle gap. Let $T_E^{\mathrm{det}}(ε)$ and $T_E^{\mathrm{rand}}(ε)$ denote the high-dimensional minimax query complexities for criterion $E\in\{\mathrm{tan},\mathrm{gap}\}$, with randomized success probability at least $2/3$ on every instance. Our lower bounds and the existing upper bound give $c_pQ_E^{2/(3p-1)}\le T_E^{\mathrm{rand}}(ε)\le T_E^{\mathrm{det}}(ε)\le C_pQ_E^{2/(3p-1)}[1+\log(3+Q_E)]^{6(p-1)}$ for sufficiently large $Q_E$, where $c_p,C_p>0$ depend only on $p$. Thus the same accuracy exponent holds beyond tensor update rules, even for randomized queries and arbitrary feasible outputs. The proof constructs a scalar convex--concave chain with exactly flat gates that hide complete derivative information. Direct product-domain error witnesses and adaptive transcript arguments establish the lower bounds for both criteria.

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Matching Lower Bounds for Randomized First-Order Methods in Hessian-Lipschitz Nonconvex Optimization

We establish a randomized first-order lower bound for finding an $ε$-stationary point, $\|\nabla f(x)\|\le ε$, of a nonconvex function with initial gap at most $Δ$, $L_1$-Lipschitz gradient, and $L_2$-Lipschitz Hessian. Each oracle call returns the exact function value and gradient. Let $Q_{\mathrm{rand},\mathrm{FO}}^{\infty}(ε;Δ,L_1,L_2)$ denote the minimax number of calls, maximized over finite dimensions, for arbitrary adaptive randomized algorithms with per-instance success probability at least $2/3$. In the regime $ε\lesssim L_1^2/L_2$ and $ΔL_2^{1/2}ε^{-3/2}\gtrsim 1$, we prove $ Q_{\mathrm{rand},\mathrm{FO}}^{\infty}(ε;Δ,L_1,L_2) \ge c\,ΔL_1^{1/2}L_2^{1/4}ε^{-7/4}, $ where $c>0$ is an absolute constant. This matches the deterministic restarted accelerated-gradient upper bound of Li and Lin (2023) and extends the sharp deterministic lower bound of Zhou (2026) to unrestricted randomized algorithms. Thus, randomization does not improve the high-dimensional worst-case query rate. The construction keeps quadratic curvature visible while revealing the forcing directions sequentially. Large eigenspaces limit preprocessing, and a scheduled-disclosure coupling makes each fresh direction incur a separate cost.

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Sharp Fresh-Gradient Complexity of Nonconvex-Strongly-Concave Minimax Optimization

We characterize the fresh-gradient oracle complexity of smooth nonconvex-strongly-concave minimax optimization, with matching upper and lower bounds up to logarithmic factors. Let $Φ(x)=\max_y f(x,y)$, where $f$ is jointly $L$-smooth and $μ$-strongly concave in $y$ on unconstrained Euclidean domains, and set $κ=L/μ$. Each query returns a fresh unbiased joint gradient with conditional variance at most $σ^2$. Given initial primal gap at most $Δ$ and dual residual $\|\nabla_y f(x_0,y_0)\|\le G$, the fixed-budget complexity of finding $\|\nablaΦ(\widehat x)\|\leε$ with probability at least $2/3$ is $\widetildeΘ(\sqrtκLΔ/ε^2+κLΔσ^2/ε^4+κ^2σ^2/ε^2+\sqrtκ\log_+(G/(ε\sqrtκ)))$, where $\log_+u=\log\max\{1,u\}$. This characterization holds when $κ$ and $LΔ/ε^2$ exceed universal constants, uniformly over finite dimensions, and the suppressed logarithms are independent of $G$. It establishes the necessity of linear condition-number dependence in the global stochastic cost and identifies a separate statistical refinement cost. A proximal method separates coarse primal progress from one final refinement, while the lower bounds apply to arbitrary adaptive randomized algorithms. Dual initialization contributes only an additive logarithmic cost, yet removing its control eliminates every finite dimension-free complexity bound, even with exact gradients.

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Near-Optimal Deterministic Exact-Value Complexity for Smooth Convex Optimization

We study the deterministic oracle complexity of smooth convex optimization when the algorithm receives only exact function values. The objective is a globally $β$-smooth convex function, all queries and the final output are restricted to the Euclidean ball of radius $R$, and the unique minimizer lies in the ball of radius $R/2$. We establish an upper bound of $O(d\sqrt{βR^2/ε})$ using coordinate finite differences together with an error-robust accelerated projected method. Our main contribution is a matching lower bound, up to the high-accuracy saturation of the construction: any deterministic adaptive value-oracle algorithm requires $Ω\!\left(d\min\{\sqrt{βR^2/ε},(d/\log(ed))^{1/3}\}\right)$ queries. Consequently, the minimax oracle complexity is $Θ(d\sqrt{βR^2/ε})$ throughout the moderate-accuracy regime $βR^2(\log(ed)/d)^{2/3}\leqε\leq cβR^2$ for a universal constant $c>0$. The lower bound must account for the fact that a single exact real value can encode arbitrarily much information. To overcome this difficulty, we construct a single fixed smooth convex hard instance using a Moreau-smoothed biased max chain, an exact prefix-shielding mechanism, and batched delayed rotations. These techniques preserve consistency with the full adaptive transcript and establish the optimality of the square-root complexity branch for deterministic bounded-query algorithms.

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Near-Optimal Exact-Value Zeroth-Order Complexity for Smooth Strongly Convex Optimization

We study deterministic adaptive optimization of globally $β$-smooth, $μ$-strongly convex functions using exact scalar function values. Queries and outputs lie in $B_2^d(R)$, and the minimizer lies in $B_2^d(R/2)$. Set $κ=β/μ$, $Q=βR^2/ε$, and $D_d=(d/\log(ed))^{1/3}$. For sufficiently large $d$ and $0<ε\le c_εβR^2$, the minimax value complexity $N_ε$ satisfies \[ \begin{aligned} N_ε&\ge c d\min\{\sqrt Q,\sqrtκ,D_d\},\\ N_ε&\le C d\min\left\{ \sqrt Q,\sqrtκ[1+\log_+(Q/κ)] \right\}, \end{aligned} \] where $c,C,c_ε>0$ are universal constants and $\log_+(t)=\max\{0,\log t\}$. The lower bound uses an exactly shielded smooth chain and batched delayed rotations; the upper bound combines finite differences, acceleration, and restart. When $\min\{Q,κ\}\le D_d^2$, these bounds match up to constants in the accuracy-dominated regime $Q\leκ$ and at constant relative accuracy $ε=Θ(μR^2)$. For arbitrarily higher accuracy in the range $κ\le D_d^2$, the bounds differ by at most $1+\log(μR^2/ε)$; the optimal accuracy dependence remains unresolved in general.

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Matching Higher-Order Oracle Complexity for Smooth Monotone Variational Inequalities

We establish near-optimal higher-order oracle bounds for smooth monotone variational inequalities. For fixed $p\ge2$, let $F$ be monotone on a known compact convex set $X$ of diameter at most $D$, with $\operatorname{Lip}(D^{p-1}F)\le L_p$. Each feasible query returns the complete jet $(F,DF,\ldots,D^{p-1}F)$, and the goal is to find $x$ with tangent residual $\operatorname{dist}(0,F(x)+N_X(x))\le\varepsilon$. Writing $Q=L_pD^p/\varepsilon$, we improve the $\widetilde O_p(Q^{1/p})$ upper bound of Chen et al. to $\widetilde O_p(Q^{2/(3p-1)})$ via a dimension-independent deterministic algorithm that returns an explicit tangent-residual certificate. We prove a matching $Ω_p(Q^{2/(3p-1)})$ lower bound for arbitrary adaptive deterministic algorithms and randomized algorithms with per-instance success probability at least $2/3$, without span or tensor-update restrictions. Hence the high-dimensional worst-case oracle complexity is $\widetildeΘ_p((L_pD^p/\varepsilon)^{2/(3p-1)})$. The same method applies to smooth convex--concave minimax problems, improving the fixed-geometry accuracy exponent from $4/(3p+1)$ to $2/(3p-1)$ and matching the known lower-bound exponent.

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What Makes a Strong Model? A Unified Spectral Analysis of Knowledge Transfer over High-dimensional Linear Regression

Teacher-Student Knowledge Transfer (KT) is ubiquitous in modern machine learning, ranging from classical model compression via Knowledge Distillation (KD) to the emergent phenomenon of Weak-to-Strong (W2S) generalization. While existing studies offer isolated insights, a unified theoretical framework explaining the efficacy of KT across these disparate regimes remains lacking. In this work, we establish a unified spectral analysis of SGD dynamics in high-dimensional linear regression, elucidating the efficiency of KT across seemingly disparate regimes. We characterize KT efficiency through two distinct mechanisms: \emph{Spectral Horizon Expansion} in KD, which enables the capture of statistically inaccessible high-frequency signals, and \emph{Spectral Denoising} in W2S, where the student acts as a filter for optimization noise. Our framework unifies these phenomena, revealing that the efficacy of transfer is governed by the interplay between implicit regularization and heterogeneous spectral learning speeds over the spectrum.

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SPHERE: Mitigating the Loss of Spectral Plasticity in Mixture-of-Experts for Deep Reinforcement Learning

In deep reinforcement learning (DRL), an agent is trained from a stream of experience. In a continual learning setting, such agents can suffer from plasticity loss: their ability to learn new skills from new experiences diminishes over training. Recently, Mixture-of-Experts (MoE) networks have been reported to enable scaling laws and facilitate the learning of diverse skills. However, in continual reinforcement learning settings, their performance can degenerate as learning proceeds, indicating a loss of plasticity. To address this, building on Neural Tangent Kernel (NTK) theory, we formalize the plasticity loss in MoE policies as a loss of spectral plasticity. We then derive a tractable proxy for spectral plasticity, one expressible in terms of individual expert feature matrices. Leveraging this proxy, we introduce SPHERE, a practical Parseval penalty tailored for MoE-based policies that alleviates the loss of spectral plasticity. On MetaWorld and HumanoidBench, SPHERE improves average success under continual RL by 133% and 50% over an unregularized MoE baseline, while maintaining higher spectral plasticity throughout training.

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Near-optimal and Efficient First-Order Algorithm for Multi-Task Learning with Shared Linear Representation

Multi-task learning (MTL) has emerged as a pivotal paradigm in machine learning by leveraging shared structures across multiple related tasks. Despite its empirical success, the development of likelihood-based efficiently solvable algorithms--even for shared linear representations--remains largely underdeveloped, primarily due to the non-convex structure intrinsic to matrix factorization. This paper introduces a first-order algorithm that jointly learns a shared representation and task-specific parameters, with guaranteed efficiency. Notably, it converges in $\widetilde{\mathcal{O}}(1)$ iterations and attains a \emph{near-optimal} estimation error of $\widetilde{\mathcal{O}}(dk/(TN))$, \emph{improving} over existing likelihood-based methods by a factor of $k$, where $d$, $k$, $T$, $N$ denote input dimension, representation dimension, task count, and samples per task, respectively. Our results justify that likelihood-based first-order methods can efficiently solve the MTL problem.

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Mild Over-Parameterization Benefits Asymmetric Tensor PCA

Asymmetric Tensor PCA (ATPCA) is a prototypical model for studying the trade-offs between sample complexity, computation, and memory. Existing algorithms for this problem typically require at least $d^{\left\lceil\overline{k}/2\right\rceil}$ state memory cost to recover the signal, where $d$ is the vector dimension and $\overline{k}$ is the tensor order. We focus on the setting where $\overline{k} \geq 4$ is even and consider (stochastic) gradient descent-based algorithms under a limited memory budget, which permits only mild over-parameterization of the model. We propose a matrix-parameterized method (in $d^{2}$ state memory cost) using a novel three-phase alternating-update algorithm to address the problem and demonstrate how mild over-parameterization facilitates learning in two key aspects: (i) it improves sample efficiency, allowing our method to achieve \emph{near-optimal} $d^{\overline{k}-2}$ sample complexity in our limited memory setting; and (ii) it enhances adaptivity to problem structure, a previously unrecognized phenomenon, where the required sample size naturally decreases as consecutive vectors become more aligned, and in the symmetric limit attains $d^{\overline{k}/2}$, matching the \emph{best} known polynomial-time complexity. To our knowledge, this is the \emph{first} tractable algorithm for ATPCA with $d^{\overline{k}}$-independent memory costs.

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Partial Feedback Online Learning

We study a new learning protocol, termed partial-feedback online learning, where each instance admits a set of acceptable labels, but the learner observes only one acceptable label per round. We highlight that, while classical version space is widely used for online learnability, it does not directly extend to this setting. We address this obstacle by introducing a collection version space, which maintains sets of hypotheses rather than individual hypotheses. Using this tool, we obtain a tight characterization of learnability in the set-realizable regime. In particular, we define the Partial-Feedback Littlestone dimension (PFLdim) and the Partial-Feedback Measure Shattering dimension (PMSdim), and show that they tightly characterize the minimax regret for deterministic and randomized learners, respectively. We further identify a nested inclusion condition under which deterministic and randomized learnability coincide, resolving an open question of Raman et al. (2024b). Finally, given a hypothesis space H, we show that beyond set realizability, the minimax regret can be linear even when |H|=2, highlighting a barrier beyond set realizability.

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MVR: Multi-view Video Reward Shaping for Reinforcement Learning

Reward design is of great importance for solving complex tasks with reinforcement learning. Recent studies have explored using image-text similarity produced by vision-language models (VLMs) to augment rewards of a task with visual feedback. A common practice linearly adds VLM scores to task or success rewards without explicit shaping, potentially altering the optimal policy. Moreover, such approaches, often relying on single static images, struggle with tasks whose desired behavior involves complex, dynamic motions spanning multiple visually different states. Furthermore, single viewpoints can occlude critical aspects of an agent's behavior. To address these issues, this paper presents Multi-View Video Reward Shaping (MVR), a framework that models the relevance of states regarding the target task using videos captured from multiple viewpoints. MVR leverages video-text similarity from a frozen pre-trained VLM to learn a state relevance function that mitigates the bias towards specific static poses inherent in image-based methods. Additionally, we introduce a state-dependent reward shaping formulation that integrates task-specific rewards and VLM-based guidance, automatically reducing the influence of VLM guidance once the desired motion pattern is achieved. We confirm the efficacy of the proposed framework with extensive experiments on challenging humanoid locomotion tasks from HumanoidBench and manipulation tasks from MetaWorld, verifying the design choices through ablation studies.

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Accelerating Single-Pass SGD for Generalized Linear Prediction

We study generalized linear prediction under a streaming setting, where each iteration uses only one fresh data point for a gradient-level update. While momentum is well-established in deterministic optimization, a fundamental open question is whether it can accelerate such single-pass non-quadratic stochastic optimization. We propose the first algorithm that successfully incorporates momentum via a novel data-dependent proximal method, achieving dual-momentum acceleration. Our derived excess risk bound decomposes into three components: an improved optimization error, a minimax optimal statistical error, and a higher-order model-misspecification error. The proof handles mis-specification via a fine-grained stationary analysis of inner updates, while localizing statistical error through a two-phase outer-loop analysis. As a result, we resolve the open problem posed by Jain et al. [2018a] and demonstrate that momentum acceleration is more effective than variance reduction for generalized linear prediction in the streaming setting.

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Feasible Fusion: Constrained Joint Estimation under Structural Non-Overlap

Causal inference in modern largescale systems faces growing challenges, including highdimensional covariates, multi-valued treatments, massive observational (OBS) data, and limited randomized controlled trial (RCT) samples due to cost constraints. We formalize treatment-induced structural non-overlap and show that, under this regime, commonly used weighted fusion methods provably fail to satisfy randomized identifying restrictions.To address this issue,we propose a constrained joint estimation framework that minimizes observational risk while enforcing causal validity through orthogonal experimental moment conditions. We further show that structural non-overlap creates a feasibility obstruction for moment enforcement in the original covariate space.We also derive a penalized primaldual algorithm that jointly learns representations and predictors, and establish oracle inequalities decomposing error into overlap recovery, moment violation, and statistical terms.Extensive synthetic experiments demonstrate robust performance under varying degrees of nonoverlap. A largescale ridehailing application shows that our method achieves substantial gains over existing baselines, matching the performance of models trained with significantly more RCT data.

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PRAC: Principal-Random Subspace for LLM Activation Compression and Memory-Efficient Training

Activations have become the primary memory bottleneck in large-batch LLM training. However, existing compression methods fail to exploit the spectral structure of activations, resulting in slow convergence or limited compression. To address this, we bridge the relationship between the algorithm's fast convergence and the requirements for subspace projection, and show that an effective compression should yield an unbiased estimate of the original activation with low variance. We propose Principal-Random Subspace for LLM Activation Compression (PRAC), which novelly decomposes activations into two components: a principal subspace captured via SVD to retain dominant information, and a random subspace sampled from the orthogonal complement to approximate the tail. By introducing a precise scaling factor, we prove that PRAC yields an unbiased gradient estimator with minimum variance under certain conditions. Extensive experiments on pre-training and fine-tuning tasks demonstrate that PRAC achieves up to 36% total memory reduction with negligible performance degradation and minimal computational cost.

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Causality Pursuit from Heterogeneous Environments via Neural Adversarial Invariance Learning

Pursuing causality from data is a fundamental problem in scientific discovery, treatment intervention, and transfer learning. This paper introduces a novel algorithmic method for addressing nonparametric invariance and causality learning in regression models across multiple environments, where the joint distribution of response variables and covariates varies, but the conditional expectations of outcome given an unknown set of quasi-causal variables are invariant. The challenge of finding such an unknown set of quasi-causal or invariant variables is compounded by the presence of endogenous variables that have heterogeneous effects across different environments. The proposed Focused Adversarial Invariant Regularization (FAIR) framework utilizes an innovative minimax optimization approach that drives regression models toward prediction-invariant solutions through adversarial testing. Leveraging the representation power of neural networks, FAIR neural networks (FAIR-NN) are introduced for causality pursuit. It is shown that FAIR-NN can find the invariant variables and quasi-causal variables under a minimal identification condition and that the resulting procedure is adaptive to low-dimensional composition structures in a non-asymptotic analysis. Under a structural causal model, variables identified by FAIR-NN represent pragmatic causality and provably align with exact causal mechanisms under conditions of sufficient heterogeneity. Computationally, FAIR-NN employs a novel Gumbel approximation with decreased temperature and a stochastic gradient descent ascent algorithm. The procedures are demonstrated using simulated and real-data examples.

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Improving Model Representation and Reducing KV Cache via Skip Connections with First Value Heads

Transformer models have driven breakthroughs across various language tasks by their strong capability to learn rich contextual representations. Scaling them to improve representation, however, often demands substantial memory and compute costs, such as the Key-Value (KV) cache used during auto-regressive decoding. Skip connections offer a promising way to improve representation without bloating resource usage, yet most prior works either improve expressivity while leaving KV costs unchanged, or reduce memory at the cost of weaker representation. In this work, we propose SkipV1Former, a Transformer variant that uses skip connections from the first layer's Value heads to strengthen model representation and reduce KV cache. Specifically, from the second block onward, each layer reuses half of its Value heads from the very first layer, while computing the other half as usual-cutting Value projections and V cache by nearly 50 \%. Theoretically, we show that routing uncompressed first-layer Values into deeper layers restores information lost to compression and accelerates the model's implicit mesa-optimization-a key pattern of Transformer in auto-regressive tasks. Empirically, across different model scales, SkipV1Former delivers consistent reductions of approximately 25 \% in KV cache while improving perplexity relative to standard Multi-Head Attention (MHA) Transformers and some advanced variants. Moreover, we propose a recipe for uptraining existing MHA Transformer checkpoints to SkipV1Former with only 10-15\% additional compute. Finally, SkipV1Former can seamlessly combine advanced methods like Group-Query Attention and Multi-Latent Attention to achieve further KV cache savings and performance improvement. When combined with YOCO, it cuts KV cache size by nearly 50 \% while still improving performance.

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