International audience

This work addresses image restoration tasks through the lens of inverse problems using unpaired datasets. In contrast to traditional approaches -- which typically assume full knowledge of the forward model or access to paired degraded and ground-truth images -- the proposed method operates under minimal assumptions and relies only on small, unpaired datasets. This makes it particularly well-suited for real-world scenarios, where the forward model is often unknown or misspecified, and collecting paired data is costly or infeasible. The method leverages conditional flow matching to model the distribution of degraded observations, while simultaneously learning the forward model via a distribution-matching loss that arises naturally from the framework. Empirically, it outperforms both single-image blind and unsupervised approaches on deblurring and non-uniform point spread function (PSF) calibration tasks. It also matches state-of-the-art performance on blind super-resolution. We also showcase the effectiveness of our method with a proof of concept for lens calibration: a real-world application traditionally requiring time-consuming experiments and specialized equipment. In contrast, our approach achieves this with minimal data acquisition effort.

Recent foundational models for tabular data, such as TabPFN, excel at adapting to new tasks via in-context learning but remain constrained to a fixed, pre-defined number of target dimensions—often necessitating costly ensembling strategies. We trace this constraint to a deeper architectural shortcoming: these models lack target-equivariance, so that permuting target-dimension orderings alters their predictions. This deficiency gives rise to an irreducible “equivariance gap,” an error term that introduces instability in predictions. We eliminate this gap by designing a fully target-equivariant architecture—ensuring permutation invariance via equivariant encoders, decoders, and a bi-attention mechanism. Empirical evaluation on standard classification benchmarks shows that, on datasets with more classes than those seen during pre-training, our model matches or surpasses existing methods while incurring lower computational overhead.

Bilevel optimization has emerged as a technique for addressing a wide range of machine learning problems that involve an outer objective implicitly determined by the minimizer of an inner problem. While prior works have primarily focused on the parametric setting, a learning-theoretic foundation for bilevel optimization in the nonparametric case remains relatively unexplored. In this paper, we take a first step toward bridging this gap by studying Kernel Bilevel Optimization (KBO), where the inner objective is optimized over a reproducing kernel Hilbert space. This setting enables rich function approximation while providing a foundation for rigorous theoretical analysis. In this context, we derive novel finite-sample generalization bounds for KBO, leveraging tools from empirical process theory. These bounds further allow us to assess the statistical accuracy of gradient-based methods applied to the empirical discretization of KBO. We numerically illustrate our theoretical findings on a synthetic instrumental variable regression task.

Denoiser models have become powerful tools for inverse problems, enabling the use of pretrained networks to approximate the score of a smoothed prior distribution. These models are often used in heuristic iterative schemes aimed at solving Maximum a Posteriori (MAP) optimisation problems, where the proximal operator of the negative log-prior plays a central role. In practice, this operator is intractable, and practitioners plug in a pretrained denoiser as a surrogate—despite the lack of general theoretical justification for this substitution. In this work, we show that a simple algorithm, closely related to several used in practice, provably converges to the proximal operator under a log-concavity assumption on the prior $p$. We show that this algorithm can be interpreted as a gradient descent on smoothed proximal objectives. Our analysis thus provides a theoretical foundation for a class of empirically successful but previously heuristic methods

In this paper, we introduce a new functional point of view on bilevel optimization problems for machine learning, where the inner objective is minimized over a function space. These types of problems are most often solved by using methods developed in the parametric setting, where the inner objective is strongly convex with respect to the parameters of the prediction function. The functional point of view does not rely on this assumption and notably allows using over-parameterized neural networks as the inner prediction function. We propose scalable and efficient algorithms for the functional bilevel optimization problem and illustrate the benefits of our approach on instrumental regression and reinforcement learning tasks.

Data augmentation is known to improve the generalization capabilities of neural networks, provided that the set of transformations is chosen with care, a selection often performed manually. Automatic data augmentation aims at automating this process. However, most recent approaches still rely on some prior information; they start from a small pool of manually-selected default transformations that are either used to pretrain the network or forced to be part of the policy learned by the automatic data augmentation algorithm. In this paper, we propose to directly learn the augmentation policy without leveraging such prior knowledge. The resulting bilevel optimization problem becomes more challenging due to the larger search space and the inherent instability of bilevel optimization algorithms. To mitigate these issues (i) we follow a successive cold-start strategy with a Kullback-Leibler regularization, and (ii) we parameterize magnitudes as continuous distributions. Our approach leads to competitive results on standard benchmarks despite a more challenging setting, and generalizes beyond natural images.11Project page: https://europe.naverlabs.com/slack

This work studies the global convergence and implicit bias of Gauss Newton's (GN) when optimizing over-parameterized one-hidden layer networks in the mean-field regime. We first establish a global convergence result for GN in the continuous-time limit exhibiting a faster convergence rate compared to GD due to improved conditioning. We then perform an empirical study on a synthetic regression task to investigate the implicit bias of GN's method. While GN is consistently faster than GD in finding a global optimum, the learned model generalizes well on test data when starting from random initial weights with a small variance and using a small step size to slow down convergence. Specifically, our study shows that such a setting results in a hidden learning phenomenon, where the dynamics are able to recover features with good generalization properties despite the model having sub-optimal training and test performances due to an under-optimized linear layer. This study exhibits a trade-off between the convergence speed of GN and the generalization ability of the learned solution.

Much of the recent success of deep reinforcement learning has been driven by regularized policy optimization (RPO) algorithms with strong performance across multiple domains. In this family of methods, agents are trained to maximize cumulative reward while penalizing deviation in behavior from some reference, or default policy. In addition to empirical success, there is a strong theoretical foundation for understanding RPO methods applied to single tasks, with connections to natural gradient, trust region, and variational approaches. However, there is limited formal understanding of desirable properties for default policies in the multitask setting, an increasingly important domain as the field shifts towards training more generally capable agents. Here, we take a first step towards filling this gap by formally linking the quality of the default policy to its effect on optimization. Using these results, we then derive a principled RPO algorithm for multitask learning with strong performance guarantees.

We propose Continual Repeated Annealed Flow Transport Monte Carlo (CRAFT), a method that combines a sequential Monte Carlo (SMC) sampler (itself a generalization of Annealed Importance Sampling) with variational inference using normalizing flows. The normalizing flows are directly trained to transport between annealing temperatures using a KL divergence for each transition. This optimization objective is itself estimated using the normalizing flow/SMC approximation. We show conceptually and using multiple empirical examples that CRAFT improves on Annealed Flow Transport Monte Carlo (Arbel et al., 2021), on which it builds and also on Markov chain Monte Carlo (MCMC) based Stochastic Normalizing Flows (Wu et al., 2020). By incorporating CRAFT within particle MCMC, we show that such learnt samplers can achieve impressively accurate results on a challenging lattice field theory example.

Bilevel optimization problems involve two nested objectives, where an upper-level objective depends on a solution to a lower-level problem. When the latter is non-convex, multiple critical points may be present, leading to an ambiguous definition of the problem. In this paper, we introduce a key ingredient for resolving this ambiguity through the concept of a selection map which allows one to choose a particular solution to the lower-level problem. Using such maps, we define a class of hierarchical games between two agents that resolve the ambiguity in bilevel problems. This new class of games requires introducing new analytical tools in Morse theory to extend implicit differentiation, a technique used in bilevel optimization resulting from the implicit function theorem. In particular, we establish the validity of such a method even when the latter theorem is inapplicable due to degenerate critical points.Finally, we show that algorithms for solving bilevel problems based on unrolled optimization solve these games up to approximation errors due to finite computational power. A simple correction to these algorithms is then proposed for removing these errors.

Annealed Importance Sampling (AIS) and its Sequential Monte Carlo (SMC) extensions are state-of-the-art methods for estimating normalizing constants of probability distributions. We propose here a novel Monte Carlo algorithm, Annealed Flow Transport (AFT), that builds upon AIS and SMC and combines them with normalizing flows (NFs) for improved performance. This method transports a set of particles using not only importance sampling (IS), Markov chain Monte Carlo (MCMC) and resampling steps - as in SMC, but also relies on NFs which are learned sequentially to push particles towards the successive annealed targets. We provide limit theorems for the resulting Monte Carlo estimates of the normalizing constant and expectations with respect to the target distribution. Additionally, we show that a continuous-time scaling limit of the population version of AFT is given by a Feynman–Kac measure which simplifies to the law of a controlled diffusion for expressive NFs. We demonstrate experimentally the benefits and limitations of our methodology on a variety of applications.

We study the gradient flow for a relaxed approximation to the Kullback-Leibler (KL) divergencebetween a moving source and a fixed target distribution.This approximation, termed theKALE (KL approximate lower-bound estimator), solves a regularized version ofthe Fenchel dual problem defining the KL over a restricted class of functions.When using a Reproducing Kernel Hilbert Space (RKHS) to define the functionclass, we show that the KALE continuously interpolates between the KL and theMaximum Mean Discrepancy (MMD). Like the MMD and other Integral ProbabilityMetrics, the KALE remains well defined for mutually singulardistributions. Nonetheless, the KALE inherits from the limiting KL a greater sensitivity to mismatch in the support of the distributions, compared with the MMD. These two properties make theKALE gradient flow particularly well suited when the target distribution is supported on a low-dimensional manifold. Under an assumption of sufficient smoothness of the trajectories, we show the global convergence of the KALE flow. We propose a particle implementation of the flow given initial samples from the source and the target distribution, which we use to empirically confirm the KALE's properties.

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to address function approximation errors, which previously led to disappointing performance. However, a direct consequence of pessimism is reduced exploration, running counter to theoretical support for the efficacy of optimism in the face of uncertainty. So which approach is best? In this work, we show that the most effective degree of optimism can vary both across tasks and over the course of learning. Inspired by this insight, we introduce a novel deep actor-critic framework, Tactical Optimistic and Pessimistic (TOP) estimation, which switches between optimistic and pessimistic value learning online. This is achieved by formulating the selection as a multi-arm bandit problem. We show in a series of continuous control tasks that TOP outperforms existing methods which rely on a fixed degree of optimism, setting a new state of the art in challenging pixel-based environments. Since our changes are simple to implement, we believe these insights can easily be incorporated into a multitude of off-policy algorithms.

We introduce a new paradigm, `measure synchronization', for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative rotations. In particular, we aim at estimating marginal distributions of absolute orientations by synchronizing the `conditional' ones, which are defined on the Riemannian manifold of quaternions. Such graph optimization on distributions-on-manifolds enables a natural treatment of multimodal hypotheses, ambiguities and uncertainties arising in many computer vision applications such as SLAM, SfM, and object pose estimation. We first formally define the problem as a generalization of the classical rotation graph synchronization, where in our case the vertices denote probability measures over rotations. We then measure the quality of the synchronization by using Sinkhorn divergences, which reduces to other popular metrics such as Wasserstein distance or the maximum mean discrepancy as limit cases. We propose a nonparametric Riemannian particle optimization approach to solve the problem. Even though the problem is non-convex, by drawing a connection to the recently proposed sparse optimization methods, we show that the proposed algorithm converges to the global optimum in a special case of the problem under certain conditions. Our qualitative and quantitative experiments show the validity of our approach and we bring in new perspectives to the study of synchronization.

We study the Stein Variational Gradient Descent (SVGD) algorithm, which optimises a set of particles to approximate a target probability distribution $\pi\propto e^{-V}$ on $\R^d$. In the population limit, SVGD performs gradient descent in the space of probability distributions on the KL divergence with respect to $\pi$, where the gradient is smoothed through a kernel integral operator. In this paper, we provide a novel finite time analysis for the SVGD algorithm. We provide a descent lemma establishing that the algorithm decreases the objective at each iteration, and rates of convergence. We also provide a convergence result of the finite particle system corresponding to the practical implementation of SVGD to its population version.

We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on probability measures for a sufficiently rich RKHS. We obtain conditions for convergence of the gradient flow towards a global optimum, that can be related to particle transport when optimizing neural networks. We also propose a way to regularize this MMD flow, based on an injection of noise in the gradient. This algorithmic fix comes with theoretical and empirical evidence. The practical implementation of the flow is straightforward, since both the MMD and its gradient have simple closed-form expressions, which can be easily estimated with samples.

A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter, and consistency of the estimator is established in the well specified case. In experiments, the new method generally outperforms a competing approach with consistency guarantees, and is competitive with a deep conditional density model on datasets that exhibit abrupt transitions and heteroscedasticity.

We propose a fast method with statistical guarantees for learning an exponential family density model where the natural parameter is in a reproducing kernel Hilbert space, and may be infinite dimensional. The model is learned by fitting the derivative of the log density, the score, thus avoiding the need to compute a normalization constant. We improved the computational efficiency of an earlier solution with a low-rank, Nyström-like solution. The new solution retains the consistency and convergence rates of the full-rank solution (exactly in Fisher distance, and nearly in other distances), with guarantees on the degree of cost and storage reduction. We evaluate the method in experiments on density estimation and in the construction of an adaptive Hamiltonian Monte Carlo sampler. Compared to an existing score learning approach using a denoising autoencoder, our estimator is empirically more data-efficient when estimating the score, runs faster, and has fewer parameters (which can be tuned in a principled and interpretable way), in addition to providing statistical guarantees.

We propose a principled method for gradient-based regularization of the critic of GAN-like models trained by adversarially optimizing the kernel of a Maximum Mean Discrepancy (MMD). We show that controlling the gradient of the critic is vital to having a sensible loss function, and devise a method to enforce exact, analytical gradient constraints at no additional cost compared to existing approximate techniques based on additive regularizers. The new loss function is provably continuous, and experiments show that it stabilizes and accelerates training, giving image generation models that outperform state-of-the art methods on $160 \times 160$ CelebA and $64 \times 64$ unconditional ImageNet.