FOLDS seminar: Leveraging Structure for Faster Algorithms in Optimization and Diffusion
September 17 at 12:00 PM - 1:00 PM
Details
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Venue
Zoom link: https://upenn.zoom.us/j/98220304722
First, we derive new theoretical guarantees for the Levenberg–Morrison-Marquardt method. Although this method is ubiquitous in settings that demand highly accurate solutions—for instance, when training physics-informed neural networks for scientific discovery—classical guarantees do not explain its strong empirical performance in modern overparameterized, ill-conditioned regimes. By reframing it through the lens of composite optimization, we uncover geometric conditions that ensure fast convergence even in these challenging modern regimes.
Second, we introduce Proximal Diffusion Models (PDM). While standard diffusion models rely on score-matching and forward discretization, we demonstrate that a backward discretization using proximal maps offers significant theoretical and practical advantages. Under mild conditions, we prove that PDM achieves $\varepsilon$-accuracy in KL-divergence within $\widetilde{O}(d/\sqrt{\
Speaker

Mateo Diaz
Assistant Professor in the Department of Statistics and the Data Science Institute at the University of Chicago
Mateo Díaz is an Assistant Professor in the Department of Statistics and the Data Science Institute at the University of Chicago. His research lies at the intersection of continuous optimization, geometry, and statistics. He develops mathematical foundations and scalable algorithms for problems arising in data science, machine learning, and signal processing. Before joining the University of Chicago, he was an Assistant Professor of Applied Mathematics and Statistics at Johns Hopkins University. He previously spent two years as a postdoctoral scholar at Caltech. Mateo received his Ph.D. in Applied Mathematics from Cornell University in 2021 and earned bachelor’s degrees in Mathematics and in Systems and Computing Engineering, as well as a master’s degree in Mathematics, from Universidad de los Andes in Colombia. His work has been recognized with the Beale–Orchard-Hays Prize, an NSF CAREER Award, and a Sloan Research Fellowship in Mathematics.

