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Martin Takáč

24 accepted papers

2026

Bant: Byzantine Antidote via Trial Function and Trust Scores

AAAI 2026technical

Recent advancements in machine learning have improved performance while also increasing computational demands. While federated and distributed setups address these issues, their structures remain vulnerable to malicious influences. In this paper, we address a specific threat: Byzantine attacks, wher

Cited by 0SourcePDFScholar
2026

LoFT: Low-Rank Adaptation That Behaves Like Full Fine-Tuning

ICLR 2026poster

Large pre-trained models are commonly adapted to downstream tasks using parameter-efficient fine-tuning methods such as Low-Rank Adaptation (LoRA), which injects small trainable low-rank matrices instead of updating all weights. While LoRA dramatically reduces trainable parameters with little overhe…

Cited by 0SourceScholar
2026

Newton Method Revisited: Global Convergence Rates up to $O(1/k^3)$ for Stepsize Schedules and Linesearch Procedures

ICLR 2026poster

This paper investigates the global convergence of stepsized Newton methods for convex functions with Hölder continuous Hessians or third derivatives. We propose several simple stepsize schedules with fast global convergence guarantees, up to $\mathcal {O}(1/k^3)$ . For cases with multiple plausible…

Cited by 0SourceScholar
2025

Clipping Improves Adam-Norm and AdaGrad-Norm when the Noise Is Heavy-Tailed

ICML 2025poster

Methods with adaptive stepsizes, such as AdaGrad and Adam, are essential for training modern Deep Learning models, especially Large Language Models. Typically, the noise in the stochastic gradients is heavy-tailed for the later ones. Gradient clipping provably helps to achieve good high-probability…

2025

FRUGAL: Memory-Efficient Optimization by Reducing State Overhead for Scalable Training

ICML 2025poster

With the increase in the number of parameters in large language models, the training process increasingly demands larger volumes of GPU memory. A significant portion of this memory is typically consumed by the optimizer state. To overcome this challenge, recent approaches such as low-rank adaptation…

2025

From Risk to Uncertainty: Generating Predictive Uncertainty Measures via Bayesian Estimation

ICLR 2025poster

There are various measures of predictive uncertainty in the literature, but their relationships to each other remain unclear. This paper uses a decomposition of statistical pointwise risk into components associated with different sources of predictive uncertainty: namely, aleatoric uncertainty (inhe…

Cited by 1SourcePDFScholar
2025

Library-Like Behavior In Language Models is Enhanced by Self-Referencing Causal Cycles

ACL 2025long

We introduce the concept of the self-referencing causal cycle (abbreviated ReCall )—a mechanism that enables large language models (LLMs) to bypass the limitations of unidirectional causality, which underlies a phenomenon known as the reversal curse. When an LLM is prompted with sequential data, it…

2025

Methods for Convex $(L_0,L_1)$-Smooth Optimization: Clipping, Acceleration, and Adaptivity

ICLR 2025poster

Due to the non-smoothness of optimization problems in Machine Learning, generalized smoothness assumptions have been gaining a lot of attention in recent years. One of the most popular assumptions of this type is $(L_0,L_1)$-smoothness (Zhang et al., 2020). In this paper, we focus on the class of (s…

Cited by 17SourcePDFScholar
2025

Methods with Local Steps and Random Reshuffling for Generally Smooth Non-Convex Federated Optimization

ICLR 2025poster

Non-convex Machine Learning problems typically do not adhere to the standard smoothness assumption. Based on empirical findings, Zhang et al. (2020b) proposed a more realistic generalized $(L_0,L_1)$-smoothness assumption, though it remains largely unexplored. Many existing algorithms designed for s…

Cited by 2SourcePDFScholar
2025

OPTAMI: Global Superlinear Convergence of High-order Methods

ICLR 2025poster

Second-order methods for convex optimization outperform first-order methods in terms of theoretical iteration convergence, achieving rates up to $O(k^{-5})$ for highly-smooth functions. However, their practical performance and applications are limited due to their multi-level structure and implement…

2025

Revisiting LocalSGD and SCAFFOLD: Improved Rates and Missing Analysis

AISTATS 2025poster

LocalSGD and SCAFFOLD are widely used methods in distributed stochastic optimization, with numerous applications in machine learning, large-scale data processing, and federated learning. However, rigorously establishing their theoretical advantages over simpler methods, such as minibatch SGD (MbS…

Cited by 0SourceScholar
2025

SVRPBench: A Realistic Benchmark for Stochastic Vehicle Routing Problem

NeurIPS 2025poster

Robust routing under uncertainty is central to real-world logistics, yet most benchmarks assume static, idealized settings. We present \texttt{SVRPBench}, the first open benchmark to capture high-fidelity stochastic dynamics in vehicle routing at urban scale. Spanning more than 500 instances with up…

Cited by 0SourcecodeScholar
2025

Uncovering the Spectral Bias in Diagonal State Space Models

NeurIPS 2025poster

Current methods for initializing state space models (SSMs) parameters mainly rely on the \textit{HiPPO framework}, which is based on an online approximation of orthogonal polynomials. Recently, diagonal alternatives have shown to reach a similar level of performance while being significantly more ef…

Cited by 0SourceScholar
2024

Advancing the Lower Bounds: an Accelerated, Stochastic, Second-order Method with Optimal Adaptation to Inexactness

ICLR 2024poster

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, typical in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves optimal convergence in both gradient and Hessian inexactness in this key setti…

Cited by 6SourcePDFScholar
2024

Exploring Jacobian Inexactness in Second-Order Methods for Variational Inequalities: Lower Bounds, Optimal Algorithms and Quasi-Newton Approximations

NeurIPS 2024spotlight

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise computation of derivatives, often resulting in prohibitively high i…

Cited by 0SourcePDFScholar
2024

Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad

NeurIPS 2024poster

Adaptive methods are extremely popular in machine learning as they make learning rate tuning less expensive. This paper introduces a novel optimization algorithm named KATE, which presents a scale-invariant adaptation of the well-known AdaGrad algorithm. We prove the scale-invariance of KATE for the…

2024

Robustly Train Normalizing Flows via KL Divergence Regularization

AAAI 2024technical

In this paper, we find that the training of Normalizing Flows (NFs) are easily affected by the outliers and a small number (or high dimensionality) of training samples. To solve this problem, we propose a Kullback–Leibler (KL) divergence regularization on the Jacobian matrix of NFs. We prove that su…

Cited by 4SourcePDFScholar
2024

Self-Guiding Exploration for Combinatorial Problems

NeurIPS 2024poster

Large Language Models (LLMs) have become pivotal in addressing reasoning tasks across diverse domains, including arithmetic, commonsense, and symbolic reasoning. They utilize prompting techniques such as Exploration-of-Thought, Decomposition, and Refinement to effectively navigate and solve intricat…

2023

Byzantine-Tolerant Methods for Distributed Variational Inequalities

NeurIPS 2023poster

Robustness to Byzantine attacks is a necessity for various distributed training scenarios. When the training reduces to the process of solving a minimization problem, Byzantine robustness is relatively well-understood. However, other problem formulations, such as min-max problems or, more generally,…

Cited by 0SourcePDFScholar
2023

SP2 : A Second Order Stochastic Polyak Method

ICLR 2023poster

Recently the SP (Stochastic Polyak step size) method has emerged as a competitive adaptive method for setting the step sizes of SGD. SP can be interpreted as a method specialized to interpolated models, since it solves the interpolation equations. SP solves these equation by using local linearizati…

Cited by 13SourcePDFScholar
2023

Similarity, Compression and Local Steps: Three Pillars of Efficient Communications for Distributed Variational Inequalities

NeurIPS 2023poster

Variational inequalities are a broad and flexible class of problems that includes minimization, saddle point, and fixed point problems as special cases. Therefore, variational inequalities are used in various applications ranging from equilibrium search to adversarial learning. With the increasing s…

Cited by 13SourcePDFScholar
2022

A Damped Newton Method Achieves Global $\mathcal O \left(\frac{1}{k^2}\right)$ and Local Quadratic Convergence Rate

NeurIPS 2022accept

In this paper, we present the first stepsize schedule for Newton method resulting in fast global and local convergence guarantees. In particular, we a) prove an $\mathcal O \left( 1/{k^2} \right)$ global rate, which matches the state-of-the-art global rate of cubically regularized Newton method of P…

Cited by 0SourcePDFScholar
2019

Multi-Agent Image Classification via Reinforcement Learning

IROS 2019poster

We investigate a classification problem using multiple mobile agents capable of collecting (partial) pose-dependent observations of an unknown environment. The objective is to classify an image over a finite time horizon. We propose a network architecture on how agents should form a local belief, ta…

Cited by 34SourceScholar
2017

SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient

ICML 2017poster

In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. Different from the vanilla SGD and other modern stochastic methods such as SVRG, S2GD, SAG and SAGA, SARAH admits a simpl…

Cited by 763SourcePDFScholar