no code implementations • 12 Feb 2024 • Yunbum Kook, Matthew S. Zhang, Sinho Chewi, Murat A. Erdogdu, Mufan Bill Li
We study the complexity of sampling from the stationary distribution of a mean-field SDE, or equivalently, the complexity of minimizing a functional over the space of probability measures which includes an interaction term.
no code implementations • 2 Feb 2024 • Kwangjun Ahn, ZhiYu Zhang, Yunbum Kook, Yan Dai
In this work, we provide a different perspective based on online learning that underscores the importance of Adam's algorithmic components.
no code implementations • 24 Jul 2023 • Yunbum Kook, Santosh S. Vempala
The Dikin walk uses a local metric defined by a self-concordant barrier for linear constraints.
no code implementations • 13 Oct 2022 • Yunbum Kook, Yin Tat Lee, Ruoqi Shen, Santosh S. Vempala
We show that for distributions in the form of $e^{-\alpha^{\top}x}$ on a polytope with $m$ constraints, the convergence rate of a family of commonly-used integrators is independent of $\left\Vert \alpha\right\Vert _{2}$ and the geometry of the polytope.
1 code implementation • 3 Feb 2022 • Yunbum Kook, Yin Tat Lee, Ruoqi Shen, Santosh S. Vempala
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 $\textit{in practice}$.
1 code implementation • 28 Aug 2020 • Yunbum Kook, Jihoon Ko, Kijung Shin
What kind of macroscopic structural and dynamical patterns can we observe in real-world hypergraphs?
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