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On the Role of Batch Size in Stochastic Conditional Gradient Methods
Islamov, Rustem, Machacek, Roman, Lucchi, Aurelien, Silveti-Falls, Antonio, Gorbunov, Eduard, Cevher, Volkan
We study the role of batch size in stochastic conditional gradient methods under a $ฮผ$-Kurdyka-ลojasiewicz ($ฮผ$-KL) condition. Focusing on momentum-based stochastic conditional gradient algorithms (e.g., Scion), we derive a new analysis that explicitly captures the interaction between stepsize, batch size, and stochastic noise. Our study reveals a regime-dependent behavior: increasing the batch size initially improves optimization accuracy but, beyond a critical threshold, the benefits saturate and can eventually degrade performance under a fixed token budget. Notably, the theory predicts the magnitude of the optimal stepsize and aligns well with empirical practices observed in large-scale training. Leveraging these insights, we derive principled guidelines for selecting the batch size and stepsize, and propose an adaptive strategy that increases batch size and sequence length during training while preserving convergence guarantees. Experiments on NanoGPT are consistent with the theoretical predictions and illustrate the emergence of the predicted scaling regimes. Overall, our results provide a theoretical framework for understanding batch size scaling in stochastic conditional gradient methods and offer guidance for designing efficient training schedules in large-scale optimization.
Optimal Cluster Recovery in the Labeled Stochastic Block Model
Se-Young Yun, Alexandre Proutiere
We consider the problem of community detection or clustering in the labeled Stochastic Block Model (LSBM) with a finite number K of clusters of sizes linearly growing with the global population of items n. Every pair of items is labeled independently at random, and label ` appears with probability p(i,j,`) between two items in clusters indexed by iand j, respectively. The objective is to reconstruct the clusters from the observation of these random labels. Clustering under the SBM and their extensions has attracted much attention recently. Most existing work aimed at characterizing the set of parameters such that it is possible to infer clusters either positively correlated with the true clusters, or with a vanishing proportion of misclassified items, or exactly matching the true clusters. We find the set of parameters such that there exists a clustering algorithm with at most s misclassified items in average under the general LSBM and for any s = o(n), which solves one open problem raised in [2]. We further develop an algorithm, based on simple spectral methods, that achieves this fundamental performance limit within O(npolylog(n)) computations and without the a-priori knowledge of the model parameters.
Adaptive Smoothed Online Multi-Task Learning
Keerthiram Murugesan, Hanxiao Liu, Jaime Carbonell, Yiming Yang
This paper addresses the challenge of jointly learning both the per-task model parameters and the inter-task relationships in a multi-task online learning setting. The proposed algorithm features probabilistic interpretation, efficient updating rules and flexible modulation on whether learners focus on their specific task or on jointly address all tasks. The paper also proves a sub-linear regret bound as compared to the best linear predictor in hindsight. Experiments over three multitask learning benchmark datasets show advantageous performance of the proposed approach over several state-of-the-art online multi-task learning baselines.
Differential Privacy without Sensitivity
Kentaro Minami, HItomi Arai, Issei Sato, Hiroshi Nakagawa
The exponential mechanism is a general method to construct a randomized estimator that satisfies (ฮต,0)-differential privacy. Recently, Wang et al. showed that the Gibbs posterior, which is a data-dependent probability distribution that contains the Bayesian posterior, is essentially equivalent to the exponential mechanism under certain boundedness conditions on the loss function. While the exponential mechanism provides a way to build an (ฮต,0)-differential private algorithm, it requires boundedness of the loss function, which is quite stringent for some learning problems. In this paper, we focus on (ฮต,ฮด)-differential privacy of Gibbs posteriors with convex and Lipschitz loss functions. Our result extends the classical exponential mechanism, allowing the loss functions to have an unbounded sensitivity.
Graphons, mergeons, and so on!
Justin Eldridge, Mikhail Belkin, Yusu Wang
In this work we develop a theory of hierarchical clustering for graphs. Our modeling assumption is that graphs are sampled from a graphon, which is a powerful and general model for generating graphs and analyzing large networks. Graphons are a far richer class of graph models than stochastic blockmodels, the primary setting for recent progress in the statistical theory of graph clustering. We define what it means for an algorithm to produce the "correct" clustering, give sufficient conditions in which a method is statistically consistent, and provide an explicit algorithm satisfying these properties.
Scalable Adaptive Stochastic Optimization Using Random Projections
Gabriel Krummenacher, Brian McWilliams, Yannic Kilcher, Joachim M. Buhmann, Nicolai Meinshausen
Adaptive stochastic gradient methods such as ADAGRAD have gained popularity in particular for training deep neural networks. The most commonly used and studied variant maintains a diagonal matrix approximation to second order information by accumulating past gradients which are used to tune the step size adaptively. In certain situations the full-matrix variant of ADAGRAD is expected to attain better performance, however in high dimensions it is computationally impractical.
Infinite Hidden Semi-Markov Modulated Interaction Point Process
matt zhang, Peng Lin, Peng Lin, Ting Guo, Yang Wang, Yang Wang, Fang Chen
The correlation between events is ubiquitous and important for temporal events modelling. In many cases, the correlation exists between not only events' emitted observations, but also their arrival times. State space models (e.g., hidden Markov model) and stochastic interaction point process models (e.g., Hawkes process) have been studied extensively yet separately for the two types of correlations in the past. In this paper, we propose a Bayesian nonparametric approach that considers both types of correlations via unifying and generalizing the hidden semiMarkov model and interaction point process model. The proposed approach can simultaneously model both the observations and arrival times of temporal events, and automatically determine the number of latent states from data.