Technology
Cost-aware Bayesian Optimization via the Pandora's Box Gittins Index
Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite resources, it is desirable to explicitly incorporate function evaluation costs into Bayesian optimization policies. To understand how to do so, we develop a previously-unexplored connection between cost-aware Bayesian optimization and the Pandora's Box problem, a decision problem from economics. The Pandora's Box problem admits a Bayesian-optimal solution based on an expression called the Gittins index, which can be reinterpreted as an acquisition function. We study the use of this acquisition function for cost-aware Bayesian optimization, and demonstrate empirically that it performs well, particularly in medium-high dimensions. We further show that this performance carries over to classical Bayesian optimization without explicit evaluation costs. Our work constitutes a first step towards integrating techniques from Gittins index theory into Bayesian optimization.
Parallelizing Linear Transformers with the Delta Rule over Sequence Length
Transformers with linear attention (i.e., linear transformers) and state-space models have recently been suggested as a viable linear-time alternative to transformers with softmax attention. However, these models still underperform transformers especially on tasks that require in-context retrieval. While more expressive variants of linear transformers which replace the additive update in linear transformers with the delta rule (DeltaNet) have been found to be more effective at associative recall, existing algorithms for training such models do not parallelize over sequence length and are thus inefficient to train on modern hardware. This work describes a hardware-efficient algorithm for training linear transformers with the delta rule, which exploits a memory-efficient representation for computing products of Householder matrices. This algorithm allows us to scale up DeltaNet to standard language modeling settings. We train a 1.3B model for 100B tokens and find that it outperforms recent linear-time baselines such as Mamba and GLA in terms of perplexity and zero-shot performance on downstream tasks. We also experiment with two hybrid models which combine DeltaNet layers with (1) sliding-window attention layers every other layer or (2) two global attention layers, and find that these hybrids outperform strong transformer baselines.
Real-time Stereo-based 3D Object Detection for Streaming Perception
The ability to promptly respond to environmental changes is crucial for the perception system of autonomous driving. Recently, a new task called streaming perception was proposed. It jointly evaluate the latency and accuracy into a single metric for video online perception. In this work, we introduce StreamDSGN, the first real-time stereo-based 3D object detection framework designed for streaming perception. StreamDSGN is an end-to-end framework that directly predicts the 3D properties of objects in the next moment by leveraging historical information, thereby alleviating the accuracy degradation of streaming perception. Further, StreamDSGN applies three strategies to enhance the perception accuracy: (1) A feature-flow-based fusion method, which generates a pseudo-next feature at the current moment to address the misalignment issue between feature and ground truth.
Last-Iterate Convergence for Generalized Frank-Wolfe in Monotone Variational Inequalities
We study the convergence behavior of a generalized Frank-Wolfe algorithm in constrained (stochastic) monotone variational inequality (MVI) problems. In recent years, there have been numerous efforts to design algorithms for solving constrained MVI problems due to their connections with optimization, machine learning, and equilibrium computation in games. Most work in this domain has focused on extensions of simultaneous gradient play, with particular emphasis on understanding the convergence properties of extragradient and optimistic gradient methods. In contrast, we examine the performance of an algorithm from another well-known class of optimization algorithms: Frank-Wolfe. We show that a generalized variant of this algorithm achieves a fast $\mathcal{O}(T^{-1/2})$ last-iterate convergence rate in constrained MVI problems. By drawing connections between our generalized Frank-Wolfe algorithm and the well-known smoothed fictitious play (FP) from game theory, we also derive a finite-sample convergence rate for smoothed FP in zero-sum matrix games. Furthermore, we demonstrate that a stochastic variant of the generalized Frank-Wolfe algorithm for MVI problems also converges in a last-iterate sense, albeit at a slower $\mathcal{O}(T^{-1/6})$ convergence rate.
Structured Learning of Compositional Sequential Interventions
We consider sequential treatment regimes where each unit is exposed to combinations of interventions over time. When interventions are described by qualitative labels, such as close schools for a month due to a pandemic or promote this podcast to this user during this week, it is unclear which appropriate structural assumptions allow us to generalize behavioral predictions to previously unseen combinations of interventions. Standard black-box approaches mapping sequences of categorical variables to outputs are applicable, but they rely on poorly understood assumptions on how reliable generalization can be obtained, and may underperform under sparse sequences, temporal variability, and large action spaces. To approach that, we pose an explicit model for composition, that is, how the effect of sequential interventions can be isolated into modules, clarifying which data conditions allow for the identification of their combined effect at different units and time steps. We show the identification properties of our compositional model, inspired by advances in causal matrix factorization methods. Our focus is on predictive models for novel compositions of interventions instead of matrix completion tasks and causal effect estimation. We compare our approach to flexible but generic black-box models to illustrate how structure aids prediction in sparse data conditions.
One-Step Diffusion Distillation through Score Implicit Matching
Despite their strong performances on many generative tasks, diffusion models require a large number of sampling steps in order to generate realistic samples. This has motivated the community to develop effective methods to distill pre-trained diffusion models into more efficient models, but these methods still typically require few-step inference or perform substantially worse than the underlying model.
Exploitation of a Latent Mechanism in Graph Contrastive Learning: Representation Scattering
Graph Contrastive Learning (GCL) has emerged as a powerful approach for generating graph representations without the need for manual annotation. Most advanced GCL methods fall into three main frameworks: node discrimination, group discrimination, and bootstrapping schemes, all of which achieve comparable performance. However, the underlying mechanisms and factors that contribute to their effectiveness are not yet fully understood. In this paper, we revisit these frameworks and reveal a common mechanism--representation scattering--that significantly enhances their performance. Our discovery highlights an essential feature of GCL and unifies these seemingly disparate methods under the concept of representation scattering. To leverage this insight, we introduce Scattering Graph Representation Learning (SGRL), a novel framework that incorporates a new representation scattering mechanism designed to enhance representation diversity through a center-away strategy. Additionally, consider the interconnected nature of graphs, we develop a topology-based constraint mechanism that integrates graph structural properties with representation scattering to prevent excessive scattering. We extensively evaluate SGRL across various downstream tasks on benchmark datasets, demonstrating its efficacy and superiority over existing GCL methods. Our findings underscore the significance of representation scattering in GCL and provide a structured framework for harnessing this mechanism to advance graph representation learning.
High Rank Path Development: an approach to learning the filtration of stochastic processes
Since the weak convergence for stochastic processes does not account for the growth of information over time which is represented by the underlying filtration, a slightly erroneous stochastic model in weak topology may cause huge loss in multi-periods decision making problems. To address such discontinuities, Aldous introduced the extended weak convergence, which can fully characterise all essential properties, including the filtration, of stochastic processes; however, it was considered to be hard to find efficient numerical implementations. In this paper, we introduce a novel metric called High Rank PCF Distance (HRPCFD) for extended weak convergence based on the high rank path development method from rough path theory, which also defines the characteristic function for measure-valued processes. We then show that such HRPCFD admits many favourable analytic properties which allows us to design an efficient algorithm for training HRPCFD from data and construct the HRPCF-GAN by using HRPCFD as the discriminator for conditional time series generation. Our numerical experiments on both hypothesis testing and generative modelling validate the out-performance of our approach compared with several state-of-the-art methods, highlighting its potential in broad applications of synthetic time series generation and in addressing classic financial and economic challenges, such as optimal stopping or utility maximisation problems.
LoQT: Low-Rank Adapters for Quantized Pretraining
Despite advances using low-rank adapters and quantization, pretraining of large models on consumer hardware has not been possible without model sharding, offloading during training, or per-layer gradient updates. To address these limitations, we propose Low-Rank Adapters for Quantized Training (LoQT), a method for efficiently training quantized models. LoQT uses gradient-based tensor factorization to initialize low-rank trainable weight matrices that are periodically merged into quantized full-rank weight matrices. Our approach is suitable for both pretraining and fine-tuning models. We demonstrate this for language modeling and downstream task adaptation, finding that LoQT enables efficient training of models up to 7B parameters on a 24GB GPU. We also demonstrate the feasibility of training a 13B model using per-layer gradient updates on the same hardware.
Green insect turns a puzzling shade of hot pink
But this leaf-masquerading katydid hasn't been changed for good. An international team of scientists spotted the color-changing insect on Barro Colorado Island in Panama. Breakthroughs, discoveries, and DIY tips sent six days a week. In the pitch black hours nearing midnight last March on Barro Colorado Island in Panama, a team of scientists came across a startling discovery: a hot pink leaf-masquerading katydid (), striking a pose in the glow of a research station light. Leaf-masquerading katydids are camouflage insects that usually resemble green leaves to ward off predators.