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Junhyung Lyle Kim

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7 papers
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7

AAAI Conference 2026 Conference Paper

A Catalyst Framework for the Quantum Linear System Problem via the Proximal Point Algorithm

  • Junhyung Lyle Kim
  • Nai-Hui Chia
  • Anastasios Kyrillidis

Solving systems of linear equations is a fundamental problem, but it can be computationally intensive for classical algorithms in high dimensions. Existing quantum algorithms can achieve exponential speedups for the quantum linear system problem (QLSP) in terms of the problem dimension, but the advantage is bottlenecked by condition number of the coefficient matrix. In this work, we propose a new quantum algorithm for QLSP inspired by the classical proximal point algorithm (PPA). Our proposed method can be viewed as a meta-algorithm that allows inverting a modified matrix via an existing QLSP solver, thereby directly approximating the solution vector instead of approximating the inverse of the coefficient matrix. By carefully choosing the step size eta, the proposed algorithm can effectively precondition the linear system to mitigate the dependence on condition numbers that hindered the applicability of previous approaches. Importantly, this is the first iterative framework for QLSP where a tunable parameter eta and initialization x_0 allows controlling the trade-off between the runtime and approximation error.

NeurIPS Conference 2025 Conference Paper

Fast Zeroth-Order Convex Optimization with Quantum Gradient Methods

  • Junhyung Lyle Kim
  • Brandon Augustino
  • Dylan Herman
  • Enrico Fontana
  • Jacob Watkins
  • Marco Pistoia
  • Shouvanik Chakrabarti

We study quantum algorithms based on quantum (sub)gradient estimation using noisy function evaluation oracles, and demonstrate the first dimension-independent query complexities (up to poly-logarithmic factors) for zeroth-order convex optimization in both smooth and nonsmooth settings. Interestingly, only using noisy function evaluation oracles, we match the first-order query complexities of classical gradient descent, thereby exhibiting exponential separation between quantum and classical zeroth-order optimization. We then generalize these algorithms to work in non-Euclidean settings by using quantum (sub)gradient estimation to instantiate mirror descent and its variants, including dual averaging and mirror prox. By leveraging a connection between semidefinite programming and eigenvalue optimization, we use our quantum mirror descent method to give a new quantum algorithm for solving semidefinite programs, linear programs, and zero-sum games. We identify a parameter regime in which our zero-sum games algorithm is faster than any existing classical or quantum approach.

ICLR Conference 2025 Conference Paper

Solving hidden monotone variational inequalities with surrogate losses

  • Ryan D'Orazio
  • Danilo Vucetic
  • Zichu Liu
  • Junhyung Lyle Kim
  • Ioannis Mitliagkas
  • Gauthier Gidel

Deep learning has proven to be effective in a wide variety of loss minimization problems. However, many applications of interest, like minimizing projected Bellman error and min-max optimization, cannot be modelled as minimizing a scalar loss function but instead correspond to solving a variational inequality (VI) problem. This difference in setting has caused many practical challenges as naive gradient-based approaches from supervised learning tend to diverge and cycle in the VI case. In this work, we propose a principled surrogate-based approach compatible with deep learning to solve VIs. We show that our surrogate-based approach has three main benefits: (1) under assumptions that are realistic in practice (when hidden monotone structure is present, interpolation, and sufficient optimization of the surrogates), it guarantees convergence, (2) it provides a unifying perspective of existing methods, and (3) is amenable to existing deep learning optimizers like ADAM. Experimentally, we demonstrate our surrogate-based approach is effective in min-max optimization and minimizing projected Bellman error. Furthermore, in the deep reinforcement learning case, we propose a novel variant of TD(0) which is more compute and sample efficient.

ICLR Conference 2024 Conference Paper

Adaptive Federated Learning with Auto-Tuned Clients

  • Junhyung Lyle Kim
  • Mohammad Taha Toghani
  • Cesar A. Uribe
  • Anastasios Kyrillidis

Federated learning (FL) is a distributed machine learning framework where the global model of a central server is trained via multiple collaborative steps by participating clients without sharing their data. While being a flexible framework, where the distribution of local data, participation rate, and computing power of each client can greatly vary, such flexibility gives rise to many new challenges, especially in the hyperparameter tuning on the client side. We propose $\Delta$-SGD, a simple step size rule for SGD that enables each client to use its own step size by adapting to the local smoothness of the function each client is optimizing. We provide theoretical and empirical results where the benefit of the client adaptivity is shown in various FL scenarios.

TMLR Journal 2024 Journal Article

How Much Pre-training Is Enough to Discover a Good Subnetwork?

  • Cameron R. Wolfe
  • Fangshuo Liao
  • Qihan Wang
  • Junhyung Lyle Kim
  • Anastasios Kyrillidis

Neural network pruning helps discover efficient, high-performing subnetworks within pre-trained, dense network architectures. More often than not, it involves a three-step process—pre-training, pruning, and re-training—that is computationally expensive, as the dense model must be fully pre-trained. While previous work has revealed through experiments the relationship between the amount of pre-training and the performance of the pruned network, a theoretical characterization of such dependency is still missing. Aiming to mathematically analyze the amount of dense network pre-training needed for a pruned network to perform well, we discover a simple theoretical bound in the number of gradient descent pre-training iterations on a two-layer fully connected network in the NTK regime, beyond which pruning via greedy forward selection \citep{provable_subnetworks} yields a subnetwork that achieves good training error. Interestingly, this threshold is logarithmically dependent upon the size of the dataset, meaning that experiments with larger datasets require more pre-training for subnetworks obtained via pruning to perform well. Lastly, we empirically validate our theoretical results on multi-layer perceptions and residual-based convolutional networks trained on MNIST, CIFAR, and ImageNet datasets.

ICML Conference 2024 Conference Paper

On the Error-Propagation of Inexact Hotelling's Deflation for Principal Component Analysis

  • Fangshuo Liao
  • Junhyung Lyle Kim
  • Cruz Barnum
  • Anastasios Kyrillidis

Principal Component Analysis (PCA) aims to find subspaces spanned by the so-called principal components that best represent the variance in the dataset. The deflation method is a popular meta-algorithm that sequentially finds individual principal components, starting from the most important ones and working towards the less important ones. However, as deflation proceeds, numerical errors from the imprecise estimation of principal components propagate due to its sequential nature. This paper mathematically characterizes the error propagation of the inexact Hotelling’s deflation method. We consider two scenarios: $i)$ when the sub-routine for finding the leading eigenvector is abstract and can represent various algorithms; and $ii)$ when power iteration is used as the sub-routine. In the latter case, the additional directional information from power iteration allows us to obtain a tighter error bound than the sub-routine agnostic case. For both scenarios, we explicitly characterize how the errors progress and affect subsequent principal component estimations.

TMLR Journal 2024 Journal Article

When is Momentum Extragradient Optimal? A Polynomial-Based Analysis

  • Junhyung Lyle Kim
  • Gauthier Gidel
  • Anastasios Kyrillidis
  • Fabian Pedregosa

The extragradient method has gained popularity due to its robust convergence properties for differentiable games. Unlike single-objective optimization, game dynamics involve complex interactions reflected by the eigenvalues of the game vector field's Jacobian scattered across the complex plane. This complexity can cause the simple gradient method to diverge, even for bilinear games, while the extragradient method achieves convergence. Building on the recently proven accelerated convergence of the momentum extragradient method for bilinear games \citep{azizian2020accelerating}, we use a polynomial-based analysis to identify three distinct scenarios where this method exhibits further accelerated convergence. These scenarios encompass situations where the eigenvalues reside on the (positive) real line, lie on the real line alongside complex conjugates, or exist solely as complex conjugates. Furthermore, we derive the hyperparameters for each scenario that achieve the fastest convergence rate.

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