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Scaling Laws for Gradient Descent and Sign Descent for Linear Bigram Models under Zipf's Law

Neural Information Processing Systems

Recent works have highlighted optimization difficulties faced by gradient descent in training the first and last layers of transformer-based language models, which are overcome by optimizers such as Adam. These works suggest that the difficulty is linked to the heavy-tailed distribution of words in text data, where the frequency of the kth most frequent word ฯ€k is proportional to 1/k, following Zipf's law. To better understand the impact of the data distribution on training performance, we study a linear bigram model for next-token prediction when the tokens follow a power law ฯ€k 1/kฮฑ parameterized by the exponent ฮฑ > 0. We derive optimization scaling laws for deterministic gradient descent and sign descent as a proxy for Adam as a function of the exponent ฮฑ. Existing theoretical investigations in scaling laws assume that the eigenvalues of the data decay as a power law with exponent ฮฑ > 1. This assumption effectively makes the problem "finite dimensional" as most of the loss comes from a few of the largest eigencomponents. In comparison, we show that the problem is more difficult when the data have heavier tails. The case ฮฑ = 1 as found in language is "worst-case" for gradient descent, in that the number of iterations required to reach a small relative error scales almost linearly with dimension. While the performance of sign descent also depends on the dimension, for Zipf-distributed data the number of iterations scales only with the square-root of the dimension, leading to a large improvement for large vocabularies.




Separating Oblivious and Adaptive Models of Variable Selection

arXiv.org Machine Learning

Sparse recovery is among the most well-studied problems in learning theory and high-dimensional statistics. In this work, we investigate the statistical and computational landscapes of sparse recovery with $\ell_\infty$ error guarantees. This variant of the problem is motivated by \emph{variable selection} tasks, where the goal is to estimate the support of a $k$-sparse signal in $\mathbb{R}^d$. Our main contribution is a provable separation between the \emph{oblivious} (``for each'') and \emph{adaptive} (``for all'') models of $\ell_\infty$ sparse recovery. We show that under an oblivious model, the optimal $\ell_\infty$ error is attainable in near-linear time with $\approx k\log d$ samples, whereas in an adaptive model, $\gtrsim k^2$ samples are necessary for any algorithm to achieve this bound. This establishes a surprising contrast with the standard $\ell_2$ setting, where $\approx k \log d$ samples suffice even for adaptive sparse recovery. We conclude with a preliminary examination of a \emph{partially-adaptive} model, where we show nontrivial variable selection guarantees are possible with $\approx k\log d$ measurements.