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PreprintarXiv licencearXiv

Calibrated α-Barycenters for Multiobjective f-Divergence Optimization

Abstract

Matching one distribution to many targets can require repeated evaluations of every target. CAL-α-MODM aggregates a nonlinear predictor into one barycenter, calibrates its residual derivatives, and checks steps against the original f-divergence objective. Under smoothness assumptions, calibration controls parameter-step model error without requiring targets to be close to the model. Exact-oracle stationarity and local convergence guarantees are established. At common matching, canonical geometry cancels the leading quadratic iteration error, giving cubic convergence with second-order calibration and sufficiently accurate inner solves. High-precision experiments support this prediction. Sensitivity-based initialization also accelerates preference continuation along regular stationary branches. On 300-target Jensen--Shannon problems, CAL-p2 achieves median paired speedups of 3.15× over L-BFGS and 1.10× over second-order Direct-TR, across 23/25 and 24/25 objective-comparable stationary pairs. The savings arise when cheaper predictor queries offset calibration overhead.

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BibTeX
@misc{tang2026calibrated,
  title = {{Calibrated $α$-Barycenters for Multiobjective $f$-Divergence Optimization}},
  author = {Dier Tang and Peijie Li and Xiaoyuan Zhang},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.16819},
  eprint = {2610.16819},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.16819},
}
RIS
TY  - UNPB
TI  - Calibrated α-Barycenters for Multiobjective f-Divergence Optimization
AU  - Dier Tang
AU  - Peijie Li
AU  - Xiaoyuan Zhang
PY  - 2026
DA  - 2026/10/12
PB  - arXiv
DO  - 10.48550/arxiv.2610.16819
UR  - https://arxiv.org/abs/2610.16819
AB  - Matching one distribution to many targets can require repeated evaluations of every target. CAL-α-MODM aggregates a nonlinear predictor into one barycenter, calibrates its residual derivatives, and checks steps against the original f-divergence objective. Under smoothness assumptions, calibration controls parameter-step model error without requiring targets to be close to the model. Exact-oracle stationarity and local convergence guarantees are established. At common matching, canonical geometry cancels the leading quadratic iteration error, giving cubic convergence with second-order calibration and sufficiently accurate inner solves. High-precision experiments support this prediction. Sensitivity-based initialization also accelerates preference continuation along regular stationary branches. On 300-target Jensen--Shannon problems, CAL-p2 achieves median paired speedups of 3.15× over L-BFGS and 1.10× over second-order Direct-TR, across 23/25 and 24/25 objective-comparable stationary pairs. The savings arise when cheaper predictor queries offset calibration overhead.
ER  -