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 spectral bundle method


Polynomial Precision Dependence Solutions to Alignment Research Center Matrix Completion Problems

arXiv.org Artificial Intelligence

The motivation for these problems is to enable efficient computation of heuristic estimators to formally evaluate and reason about different quantities of deep neural networks in the interest of AI alignment [3]. Our solutions involve reframing the matrix completion problems as a semidefinite program (SDP) and using recent advances in spectral bundle methods for fast, efficient, and scalable SDP solving. Proving that this task is at least as hard as dense matrix multiplication or positive semidefinite testing would count as a resolution. Question 2 (fast "approximate squaring"): Given A R The core idea is to formulate both questions as semidefinite programs (SDP) and use a spectral bundle method [1, 5, 9-11] to implicitly solve the SDP or obtain a certificate of infeasibility. In the case where the SDP is infeasible, our method computes an upper bound quantifying the degree to which the SDP is infeasible.


Fast, Scalable, Warm-Start Semidefinite Programming with Spectral Bundling and Sketching

arXiv.org Artificial Intelligence

While semidefinite programming (SDP) has traditionally been limited to moderate-sized problems, recent algorithms augmented with matrix sketching techniques have enabled solving larger SDPs. However, these methods achieve scalability at the cost of an increase in the number of necessary iterations, resulting in slower convergence as the problem size grows. Furthermore, they require iteration-dependent parameter schedules that prohibit effective utilization of warm-start initializations important in practical applications with incrementally-arriving data or mixed-integer programming. We present SpecBM, a provably correct, fast and scalable algorithm for solving massive SDPs that can leverage a warm-start initialization to further accelerate convergence. Our proposed algorithm is a spectral bundle method for solving general SDPs containing both equality and inequality constraints. Moveover, when augmented with an optional matrix sketching technique, our algorithm achieves the dramatically improved scalability of previous work while sustaining convergence speed. We empirically demonstrate the effectiveness of our method, both with and without warm-starting, across multiple applications with large instances. For example, on a problem with 600 million decision variables, SpecBM achieved a solution of standard accuracy in less than 7 minutes, where the previous state-of-the-art scalable SDP solver requires more than 16 hours. Our method solves an SDP with more than 10^13 decision variables on a single machine with 16 cores and no more than 128GB RAM; the previous state-of-the-art method had not achieved an accurate solution after 72 hours on the same instance. We make our implementation in pure JAX publicly available.