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SubscribeMatrix Calculus (for Machine Learning and Beyond)
This course, intended for undergraduates familiar with elementary calculus and linear algebra, introduces the extension of differential calculus to functions on more general vector spaces, such as functions that take as input a matrix and return a matrix inverse or factorization, derivatives of ODE solutions, and even stochastic derivatives of random functions. It emphasizes practical computational applications, such as large-scale optimization and machine learning, where derivatives must be re-imagined in order to be propagated through complicated calculations. The class also discusses efficiency concerns leading to "adjoint" or "reverse-mode" differentiation (a.k.a. "backpropagation"), and gives a gentle introduction to modern automatic differentiation (AD) techniques.
Simplifying Momentum-based Positive-definite Submanifold Optimization with Applications to Deep Learning
Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations. Here, we simplify such difficulties for a class of structured symmetric positive-definite matrices with the affine-invariant metric. We do so by proposing a generalized version of the Riemannian normal coordinates that dynamically orthonormalizes the metric and locally converts the problem into an unconstrained problem in the Euclidean space. We use our approach to simplify existing approaches for structured covariances and develop matrix-inverse-free 2^nd-order optimizers for deep learning in low precision settings. Code: https://github.com/yorkerlin/StructuredNGD-DL
A theory of meta-factorization
We introduce meta-factorization, a theory that describes matrix decompositions as solutions of linear matrix equations: the projector and the reconstruction equation. Meta-factorization reconstructs known factorizations, reveals their internal structures, and allows for introducing modifications, as illustrated with SVD, QR, and UTV factorizations. The prospect of meta-factorization also provides insights into computational aspects of generalized matrix inverses and randomized linear algebra algorithms. The relations between the Moore-Penrose pseudoinverse, generalized Nystr\"{o}m method, and the CUR decomposition are revealed here as an illustration. Finally, meta-factorization offers hints on the structure of new factorizations and provides the potential of creating them.
A Homogeneous Graph Neural Network for Precoding and Power Allocation in Scalable Wireless Networks
Deep learning is widely used in wireless communications but struggles with fixed neural network sizes, which limit their adaptability in environments where the number of users and antennas varies. To overcome this, this paper introduced a generalization strategy for precoding and power allocation in scalable wireless networks. Initially, we employ an innovative approach to abstract the wireless network into a homogeneous graph. This primarily focuses on bypassing the heterogeneous features between transmitter (TX) and user entities to construct a virtual homogeneous graph serving optimization objectives, thereby enabling all nodes in the virtual graph to share the same neural network. This "TX entity" is known as a base station (BS) in cellular networks and an access point (AP) in cell-free networks. Subsequently, we design a universal graph neural network, termed the information carrying graph neural network (ICGNN), to capture and integrate information from this graph, maintaining permutation invariance. Lastly, using ICGNN as the core algorithm, we tailor the neural network's input and output for specific problem requirements and validate its performance in two scenarios: 1) in cellular networks, we develop a matrix-inverse-free multi-user multi-input multi-output (MU-MIMO) precoding scheme using the conjugate gradient (CG) method, adaptable to varying user and antenna numbers; 2) in a cell-free network, facing dynamic variations in the number of users served by APs, the number of APs serving each user, and the number of antennas per AP, we propose a universal power allocation scheme. Simulations demonstrate that the proposed approach not only significantly reduces computational complexity but also achieves, and potentially exceeds, the spectral efficiency (SE) of conventional algorithms.
AffineQuant: Affine Transformation Quantization for Large Language Models
The significant resource requirements associated with Large-scale Language Models (LLMs) have generated considerable interest in the development of techniques aimed at compressing and accelerating neural networks. Among these techniques, Post-Training Quantization (PTQ) has emerged as a subject of considerable interest due to its noteworthy compression efficiency and cost-effectiveness in the context of training. Existing PTQ methods for LLMs limit the optimization scope to scaling transformations between pre- and post-quantization weights. In this paper, we advocate for the direct optimization using equivalent Affine transformations in PTQ (AffineQuant). This approach extends the optimization scope and thus significantly minimizing quantization errors. Additionally, by employing the corresponding inverse matrix, we can ensure equivalence between the pre- and post-quantization outputs of PTQ, thereby maintaining its efficiency and generalization capabilities. To ensure the invertibility of the transformation during optimization, we further introduce a gradual mask optimization method. This method initially focuses on optimizing the diagonal elements and gradually extends to the other elements. Such an approach aligns with the Levy-Desplanques theorem, theoretically ensuring invertibility of the transformation. As a result, significant performance improvements are evident across different LLMs on diverse datasets. To illustrate, we attain a C4 perplexity of 15.76 (2.26 lower vs 18.02 in OmniQuant) on the LLaMA2-7B model of W4A4 quantization without overhead. On zero-shot tasks, AffineQuant achieves an average of 58.61 accuracy (1.98 lower vs 56.63 in OmniQuant) when using 4/4-bit quantization for LLaMA-30B, which setting a new state-of-the-art benchmark for PTQ in LLMs.
Fast Online Node Labeling for Very Large Graphs
This paper studies the online node classification problem under a transductive learning setting. Current methods either invert a graph kernel matrix with O(n^3) runtime and O(n^2) space complexity or sample a large volume of random spanning trees, thus are difficult to scale to large graphs. In this work, we propose an improvement based on the online relaxation technique introduced by a series of works (Rakhlin et al.,2012; Rakhlin and Sridharan, 2015; 2017). We first prove an effective regret O(n^{1+gamma}) when suitable parameterized graph kernels are chosen, then propose an approximate algorithm FastONL enjoying O(kn^{1+gamma}) regret based on this relaxation. The key of FastONL is a generalized local push method that effectively approximates inverse matrix columns and applies to a series of popular kernels. Furthermore, the per-prediction cost is O(vol({S})log 1/epsilon) locally dependent on the graph with linear memory cost. Experiments show that our scalable method enjoys a better tradeoff between local and global consistency.
Efficient Machine Unlearning via Influence Approximation
Due to growing privacy concerns, machine unlearning, which aims at enabling machine learning models to ``forget" specific training data, has received increasing attention. Among existing methods, influence-based unlearning has emerged as a prominent approach due to its ability to estimate the impact of individual training samples on model parameters without retraining. However, this approach suffers from prohibitive computational overhead arising from the necessity to compute the Hessian matrix and its inverse across all training samples and parameters, rendering it impractical for large-scale models and scenarios involving frequent data deletion requests. This highlights the difficulty of forgetting. Inspired by cognitive science, which suggests that memorizing is easier than forgetting, this paper establishes a theoretical link between memorizing (incremental learning) and forgetting (unlearning). This connection allows machine unlearning to be addressed from the perspective of incremental learning. Unlike the time-consuming Hessian computations in unlearning (forgetting), incremental learning (memorizing) typically relies on more efficient gradient optimization, which supports the aforementioned cognitive theory. Based on this connection, we introduce the Influence Approximation Unlearning (IAU) algorithm for efficient machine unlearning from the incremental perspective. Extensive empirical evaluations demonstrate that IAU achieves a superior balance among removal guarantee, unlearning efficiency, and comparable model utility, while outperforming state-of-the-art methods across diverse datasets and model architectures. Our code is available at https://github.com/Lolo1222/IAU.
Fast Differentiable Matrix Square Root
Computing the matrix square root or its inverse in a differentiable manner is important in a variety of computer vision tasks. Previous methods either adopt the Singular Value Decomposition (SVD) to explicitly factorize the matrix or use the Newton-Schulz iteration (NS iteration) to derive the approximate solution. However, both methods are not computationally efficient enough in either the forward pass or in the backward pass. In this paper, we propose two more efficient variants to compute the differentiable matrix square root. For the forward propagation, one method is to use Matrix Taylor Polynomial (MTP), and the other method is to use Matrix Pad\'e Approximants (MPA). The backward gradient is computed by iteratively solving the continuous-time Lyapunov equation using the matrix sign function. Both methods yield considerable speed-up compared with the SVD or the Newton-Schulz iteration. Experimental results on the de-correlated batch normalization and second-order vision transformer demonstrate that our methods can also achieve competitive and even slightly better performances. The code is available at https://github.com/KingJamesSong/FastDifferentiableMatSqrt{https://github.com/KingJamesSong/FastDifferentiableMatSqrt}.
Inverse distance weighting attention
We report the effects of replacing the scaled dot-product (within softmax) attention with the negative-log of Euclidean distance. This form of attention simplifies to inverse distance weighting interpolation. Used in simple one hidden layer networks and trained with vanilla cross-entropy loss on classification problems, it tends to produce a key matrix containing prototypes and a value matrix with corresponding logits. We also show that the resulting interpretable networks can be augmented with manually-constructed prototypes to perform low-impact handling of special cases.
M-FAC: Efficient Matrix-Free Approximations of Second-Order Information
Efficiently approximating local curvature information of the loss function is a key tool for optimization and compression of deep neural networks. Yet, most existing methods to approximate second-order information have high computational or storage costs, which can limit their practicality. In this work, we investigate matrix-free, linear-time approaches for estimating Inverse-Hessian Vector Products (IHVPs) for the case when the Hessian can be approximated as a sum of rank-one matrices, as in the classic approximation of the Hessian by the empirical Fisher matrix. We propose two new algorithms as part of a framework called M-FAC: the first algorithm is tailored towards network compression and can compute the IHVP for dimension d, if the Hessian is given as a sum of m rank-one matrices, using O(dm^2) precomputation, O(dm) cost for computing the IHVP, and query cost O(m) for any single element of the inverse Hessian. The second algorithm targets an optimization setting, where we wish to compute the product between the inverse Hessian, estimated over a sliding window of optimization steps, and a given gradient direction, as required for preconditioned SGD. We give an algorithm with cost O(dm + m^2) for computing the IHVP and O(dm + m^3) for adding or removing any gradient from the sliding window. These two algorithms yield state-of-the-art results for network pruning and optimization with lower computational overhead relative to existing second-order methods. Implementations are available at [9] and [17].
Decomposed Diffusion Sampler for Accelerating Large-Scale Inverse Problems
Krylov subspace, which is generated by multiplying a given vector by the matrix of a linear transformation and its successive powers, has been extensively studied in classical optimization literature to design algorithms that converge quickly for large linear inverse problems. For example, the conjugate gradient method (CG), one of the most popular Krylov subspace methods, is based on the idea of minimizing the residual error in the Krylov subspace. However, with the recent advancement of high-performance diffusion solvers for inverse problems, it is not clear how classical wisdom can be synergistically combined with modern diffusion models. In this study, we propose a novel and efficient diffusion sampling strategy that synergistically combines the diffusion sampling and Krylov subspace methods. Specifically, we prove that if the tangent space at a denoised sample by Tweedie's formula forms a Krylov subspace, then the CG initialized with the denoised data ensures the data consistency update to remain in the tangent space. This negates the need to compute the manifold-constrained gradient (MCG), leading to a more efficient diffusion sampling method. Our method is applicable regardless of the parametrization and setting (i.e., VE, VP). Notably, we achieve state-of-the-art reconstruction quality on challenging real-world medical inverse imaging problems, including multi-coil MRI reconstruction and 3D CT reconstruction. Moreover, our proposed method achieves more than 80 times faster inference time than the previous state-of-the-art method. Code is available at https://github.com/HJ-harry/DDS
Self-Calibration and Bilinear Inverse Problems via Linear Least Squares
Whenever we use devices to take measurements, calibration is indispensable. While the purpose of calibration is to reduce bias and uncertainty in the measurements, it can be quite difficult, expensive, and sometimes even impossible to implement. We study a challenging problem called self-calibration, i.e., the task of designing an algorithm for devices so that the algorithm is able to perform calibration automatically. More precisely, we consider the setup y = A(d) x + epsilon where only partial information about the sensing matrix A(d) is known and where A(d) linearly depends on d. The goal is to estimate the calibration parameter d (resolve the uncertainty in the sensing process) and the signal/object of interests x simultaneously. For three different models of practical relevance, we show how such a bilinear inverse problem, including blind deconvolution as an important example, can be solved via a simple linear least squares approach. As a consequence, the proposed algorithms are numerically extremely efficient, thus potentially allowing for real-time deployment. We also present a variation of the least squares approach, which leads to a~spectral method, where the solution to the bilinear inverse problem can be found by computing the singular vector associated with the smallest singular value of a certain matrix derived from the bilinear system. Explicit theoretical guarantees and stability theory are derived for both techniques; and the number of sampling complexity is nearly optimal (up to a poly-log factor). Applications in imaging sciences and signal processing are discussed and numerical simulations are presented to demonstrate the effectiveness and efficiency of our approach.
DADAO: Decoupled Accelerated Decentralized Asynchronous Optimization
This work introduces DADAO: the first decentralized, accelerated, asynchronous, primal, first-order algorithm to minimize a sum of L-smooth and mu-strongly convex functions distributed over a given network of size n. Our key insight is based on modeling the local gradient updates and gossip communication procedures with separate independent Poisson Point Processes. This allows us to decouple the computation and communication steps, which can be run in parallel, while making the whole approach completely asynchronous, leading to communication acceleration compared to synchronous approaches. Our new method employs primal gradients and does not use a multi-consensus inner loop nor other ad-hoc mechanisms such as Error Feedback, Gradient Tracking, or a Proximal operator. By relating the inverse of the smallest positive eigenvalue of the Laplacian matrix chi_1 and the maximal resistance chi_2leq chi_1 of the graph to a sufficient minimal communication rate between the nodes of the network, we show that our algorithm requires O(nfrac{L{mu}}log(1{epsilon})) local gradients and only O(nchi_1chi_2frac{L{mu}}log(1{epsilon})) communications to reach a precision epsilon, up to logarithmic terms. Thus, we simultaneously obtain an accelerated rate for both computations and communications, leading to an improvement over state-of-the-art works, our simulations further validating the strength of our relatively unconstrained method. We also propose a SDP relaxation to find the optimal gossip rate of each edge minimizing the total number of communications for a given graph, resulting in faster convergence compared to standard approaches relying on uniform communication weights. Our source code is released on a public repository.
Fantastic Pretraining Optimizers and Where to Find Them
AdamW has long been the dominant optimizer in language model pretraining, despite numerous claims that alternative optimizers offer 1.4 to 2x speedup. We posit that two methodological shortcomings have obscured fair comparisons and hindered practical adoption: (i) unequal hyperparameter tuning and (ii) limited or misleading evaluation setups. To address these two issues, we conduct a systematic study of ten deep learning optimizers across four model scales (0.1B-1.2B parameters) and data-to-model ratios (1-8x the Chinchilla optimum). We find that fair and informative comparisons require rigorous hyperparameter tuning and evaluations across a range of model scales and data-to-model ratios, performed at the end of training. First, optimal hyperparameters for one optimizer may be suboptimal for another, making blind hyperparameter transfer unfair. Second, the actual speedup of many proposed optimizers over well-tuned baselines is lower than claimed and decreases with model size to only 1.1x for 1.2B parameter models. Thirdly, comparing intermediate checkpoints before reaching the target training budgets can be misleading, as rankings between two optimizers can flip during training due to learning rate decay. Through our thorough investigation, we find that all the fastest optimizers such as Muon and Soap, use matrices as preconditioners -- multiplying gradients with matrices rather than entry-wise scalars. However, the speedup of matrix-based optimizers is inversely proportional to model scale, decreasing from 1.4x over AdamW for 0.1B parameter models to merely 1.1x for 1.2B parameter models.
4-bit Shampoo for Memory-Efficient Network Training
Second-order optimizers, maintaining a matrix termed a preconditioner, are superior to first-order optimizers in both theory and practice. The states forming the preconditioner and its inverse root restrict the maximum size of models trained by second-order optimizers. To address this, compressing 32-bit optimizer states to lower bitwidths has shown promise in reducing memory usage. However, current approaches only pertain to first-order optimizers. In this paper, we propose the first 4-bit second-order optimizers, exemplified by 4-bit Shampoo, maintaining performance similar to that of 32-bit ones. We show that quantizing the eigenvector matrix of the preconditioner in 4-bit Shampoo is remarkably better than quantizing the preconditioner itself both theoretically and experimentally. By rectifying the orthogonality of the quantized eigenvector matrix, we enhance the approximation of the preconditioner's eigenvector matrix, which also benefits the computation of its inverse 4-th root. Besides, we find that linear square quantization slightly outperforms dynamic tree quantization when quantizing second-order optimizer states. Evaluation on various networks for image classification demonstrates that our 4-bit Shampoo achieves comparable test accuracy to its 32-bit counterpart while being more memory-efficient. The source code will be made available.
A Deep Conjugate Direction Method for Iteratively Solving Linear Systems
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for partial differential equations. Algorithms for approximating the solution to these systems are often the bottleneck in problems that require their solution, particularly for modern applications that require many millions of unknowns. Indeed, numerical linear algebra techniques have been investigated for many decades to alleviate this computational burden. Recently, data-driven techniques have also shown promise for these problems. Motivated by the conjugate gradients algorithm that iteratively selects search directions for minimizing the matrix norm of the approximation error, we design an approach that utilizes a deep neural network to accelerate convergence via data-driven improvement of the search directions. Our method leverages a carefully chosen convolutional network to approximate the action of the inverse of the linear operator up to an arbitrary constant. We train the network using unsupervised learning with a loss function equal to the L^2 difference between an input and the system matrix times the network evaluation, where the unspecified constant in the approximate inverse is accounted for. We demonstrate the efficacy of our approach on spatially discretized Poisson equations with millions of degrees of freedom arising in computational fluid dynamics applications. Unlike state-of-the-art learning approaches, our algorithm is capable of reducing the linear system residual to a given tolerance in a small number of iterations, independent of the problem size. Moreover, our method generalizes effectively to various systems beyond those encountered during training.
Deep Representation Learning for Clustering of Health Tweets
Twitter has been a prominent social media platform for mining population-level health data and accurate clustering of health-related tweets into topics is important for extracting relevant health insights. In this work, we propose deep convolutional autoencoders for learning compact representations of health-related tweets, further to be employed in clustering. We compare our method to several conventional tweet representation methods including bag-of-words, term frequency-inverse document frequency, Latent Dirichlet Allocation and Non-negative Matrix Factorization with 3 different clustering algorithms. Our results show that the clustering performance using proposed representation learning scheme significantly outperforms that of conventional methods for all experiments of different number of clusters. In addition, we propose a constraint on the learned representations during the neural network training in order to further enhance the clustering performance. All in all, this study introduces utilization of deep neural network-based architectures, i.e., deep convolutional autoencoders, for learning informative representations of health-related tweets.
Natural GaLore: Accelerating GaLore for memory-efficient LLM Training and Fine-tuning
Training LLMs presents significant memory challenges due to growing size of data, weights, and optimizer states. Techniques such as data and model parallelism, gradient checkpointing, and offloading strategies address this issue but are often infeasible due to hardware constraints. To mitigate memory usage, alternative methods like Parameter-Efficient-Fine-Tuning (PEFT) and GaLore approximate weights or optimizer states. PEFT methods, such as LoRA, have gained popularity for fine-tuning LLMs, though they require a full-rank warm start. In contrast, GaLore allows full-parameter learning while being more memory-efficient. This work introduces Natural GaLore, a simple drop in replacement for AdamW, which efficiently applies the inverse Empirical Fisher Information Matrix to low-rank gradients using Woodbury's Identity. We demonstrate that incorporating second-order information speeds up optimization significantly, especially when the iteration budget is limited. Empirical pretraining on 60M, 130M, 350M, and 1.1B parameter Llama models on C4 data demonstrate significantly lower perplexity over GaLore without additional memory overhead. By fine-tuning RoBERTa on the GLUE benchmark using Natural GaLore, we demonstrate significant reduction in gap 86.05% vs 86.28% for full-finetuning. Furthermore, fine-tuning the TinyLlama 1.1B model for function calling using the TinyAgent framework shows that Natural GaLore achieving 83.09% accuracy on the TinyAgent dataset, significantly outperforms 16-bit LoRA at 80.06% and even surpasses GPT4-Turbo by 4%, all while using 30% less memory. All code to reproduce the results are available at: https://github.com/selfsupervised-ai/Natural-GaLore.git
Blockwise Stochastic Variance-Reduced Methods with Parallel Speedup for Multi-Block Bilevel Optimization
In this paper, we consider non-convex multi-block bilevel optimization (MBBO) problems, which involve mgg 1 lower level problems and have important applications in machine learning. Designing a stochastic gradient and controlling its variance is more intricate due to the hierarchical sampling of blocks and data and the unique challenge of estimating hyper-gradient. We aim to achieve three nice properties for our algorithm: (a) matching the state-of-the-art complexity of standard BO problems with a single block; (b) achieving parallel speedup by sampling I blocks and sampling B samples for each sampled block per-iteration; (c) avoiding the computation of the inverse of a high-dimensional Hessian matrix estimator. However, it is non-trivial to achieve all of these by observing that existing works only achieve one or two of these properties. To address the involved challenges for achieving (a, b, c), we propose two stochastic algorithms by using advanced blockwise variance-reduction techniques for tracking the Hessian matrices (for low-dimensional problems) or the Hessian-vector products (for high-dimensional problems), and prove an iteration complexity of O(mepsilon^{-3I(I<m)}{II} + mepsilon^{-3}{IB}) for finding an epsilon-stationary point under appropriate conditions. We also conduct experiments to verify the effectiveness of the proposed algorithms comparing with existing MBBO algorithms.
Orthogonal Finetuning Made Scalable
Orthogonal finetuning (OFT) offers highly parameter-efficient adaptation while preventing catastrophic forgetting, but its high runtime and memory demands limit practical deployment. We identify the core computational bottleneck in OFT as its weight-centric implementation, which relies on costly matrix-matrix multiplications with cubic complexity. To overcome this, we propose OFTv2, an input-centric reformulation that instead uses matrix-vector multiplications (i.e., matrix-free computation), reducing the computational cost to quadratic. We further introduce the Cayley-Neumann parameterization, an efficient orthogonal parameterization that approximates the matrix inversion in Cayley transform via a truncated Neumann series. These modifications allow OFTv2 to achieve up to 10x faster training and 3x lower GPU memory usage without compromising performance. In addition, we extend OFTv2 to support finetuning quantized foundation models and show that it outperforms the popular QLoRA in training stability, efficiency, and memory usage.
Efficient Online Learning of Contact Force Models for Connector Insertion
Contact-rich manipulation tasks with stiff frictional elements like connector insertion are difficult to model with rigid-body simulators. In this work, we propose a new approach for modeling these environments by learning a quasi-static contact force model instead of a full simulator. Using a feature vector that contains information about the configuration and control, we find a linear mapping adequately captures the relationship between this feature vector and the sensed contact forces. A novel Linear Model Learning (LML) algorithm is used to solve for the globally optimal mapping in real time without any matrix inversions, resulting in an algorithm that runs in nearly constant time on a GPU as the model size increases. We validate the proposed approach for connector insertion both in simulation and hardware experiments, where the learned model is combined with an optimization-based controller to achieve smooth insertions in the presence of misalignments and uncertainty. Our website featuring videos, code, and more materials is available at https://model-based-plugging.github.io/.
IterLara: A Turing Complete Algebra for Big Data, AI, Scientific Computing, and Database
Lara is a key-value algebra that aims at unifying linear and relational algebra with three types of operation abstraction. The study of Lara's expressive ability reports that it can represent relational algebra and most linear algebra operations. However, several essential computations, such as matrix inversion and determinant, cannot be expressed in Lara. Lara cannot represent global and iterative computation, either. This article proposes IterLara, extending Lara with iterative operators, to provide an algebraic model that unifies operations in general-purpose computing, like big data, AI, scientific computing, and database. We study the expressive ability of Lara and IterLara and prove that IterLara with aggregation functions can represent matrix inversion, determinant. Besides, we demonstrate that IterLara with no limitation of function utility is Turing complete. We also propose the Operation Count (OP) as a metric of computation amount for IterLara and ensure that the OP metric is in accordance with the existing computation metrics.
Weighting vectors for machine learning: numerical harmonic analysis applied to boundary detection
Metric space magnitude, an active field of research in algebraic topology, is a scalar quantity that summarizes the effective number of distinct points that live in a general metric space. The {\em weighting vector} is a closely-related concept that captures, in a nontrivial way, much of the underlying geometry of the original metric space. Recent work has demonstrated that when the metric space is Euclidean, the weighting vector serves as an effective tool for boundary detection. We recast this result and show the weighting vector may be viewed as a solution to a kernelized SVM. As one consequence, we apply this new insight to the task of outlier detection, and we demonstrate performance that is competitive or exceeds performance of state-of-the-art techniques on benchmark data sets. Under mild assumptions, we show the weighting vector, which has computational cost of matrix inversion, can be efficiently approximated in linear time. We show how nearest neighbor methods can approximate solutions to the minimization problems defined by SVMs.
A GAMP Based Low Complexity Sparse Bayesian Learning Algorithm
In this paper, we present an algorithm for the sparse signal recovery problem that incorporates damped Gaussian generalized approximate message passing (GGAMP) into Expectation-Maximization (EM)-based sparse Bayesian learning (SBL). In particular, GGAMP is used to implement the E-step in SBL in place of matrix inversion, leveraging the fact that GGAMP is guaranteed to converge with appropriate damping. The resulting GGAMP-SBL algorithm is much more robust to arbitrary measurement matrix A than the standard damped GAMP algorithm while being much lower complexity than the standard SBL algorithm. We then extend the approach from the single measurement vector (SMV) case to the temporally correlated multiple measurement vector (MMV) case, leading to the GGAMP-TSBL algorithm. We verify the robustness and computational advantages of the proposed algorithms through numerical experiments.
QuantEase: Optimization-based Quantization for Language Models
With the rising popularity of Large Language Models (LLMs), there has been an increasing interest in compression techniques that enable their efficient deployment. This study focuses on the Post-Training Quantization (PTQ) of LLMs. Drawing from recent advances, our work introduces QuantEase, a layer-wise quantization framework where individual layers undergo separate quantization. The problem is framed as a discrete-structured non-convex optimization, prompting the development of algorithms rooted in Coordinate Descent (CD) techniques. These CD-based methods provide high-quality solutions to the complex non-convex layer-wise quantization problems. Notably, our CD-based approach features straightforward updates, relying solely on matrix and vector operations, circumventing the need for matrix inversion or decomposition. We also explore an outlier-aware variant of our approach, allowing for retaining significant weights (outliers) with complete precision. Our proposal attains state-of-the-art performance in terms of perplexity and zero-shot accuracy in empirical evaluations across various LLMs and datasets, with relative improvements up to 15% over methods such as GPTQ. Leveraging careful linear algebra optimizations, QuantEase can quantize models like Falcon-180B on a single NVIDIA A100 GPU in sim3 hours. Particularly noteworthy is our outlier-aware algorithm's capability to achieve near or sub-3-bit quantization of LLMs with an acceptable drop in accuracy, obviating the need for non-uniform quantization or grouping techniques, improving upon methods such as SpQR by up to two times in terms of perplexity.
rSVDdpd: A Robust Scalable Video Surveillance Background Modelling Algorithm
A basic algorithmic task in automated video surveillance is to separate background and foreground objects. Camera tampering, noisy videos, low frame rate, etc., pose difficulties in solving the problem. A general approach that classifies the tampered frames, and performs subsequent analysis on the remaining frames after discarding the tampered ones, results in loss of information. Several robust methods based on robust principal component analysis (PCA) have been introduced to solve this problem. To date, considerable effort has been expended to develop robust PCA via Principal Component Pursuit (PCP) methods with reduced computational cost and visually appealing foreground detection. However, the convex optimizations used in these algorithms do not scale well to real-world large datasets due to large matrix inversion steps. Also, an integral component of these foreground detection algorithms is singular value decomposition which is nonrobust. In this paper, we present a new video surveillance background modelling algorithm based on a new robust singular value decomposition technique rSVDdpd which takes care of both these issues. We also demonstrate the superiority of our proposed algorithm on a benchmark dataset and a new real-life video surveillance dataset in the presence of camera tampering. Software codes and additional illustrations are made available at the accompanying website rSVDdpd Homepage (https://subroy13.github.io/rsvddpd-home/)
A Grand Unification of Quantum Algorithms
Quantum algorithms offer significant speedups over their classical counterparts for a variety of problems. The strongest arguments for this advantage are borne by algorithms for quantum search, quantum phase estimation, and Hamiltonian simulation, which appear as subroutines for large families of composite quantum algorithms. A number of these quantum algorithms were recently tied together by a novel technique known as the quantum singular value transformation (QSVT), which enables one to perform a polynomial transformation of the singular values of a linear operator embedded in a unitary matrix. In the seminal GSLW'19 paper on QSVT [Gily\'en, Su, Low, and Wiebe, ACM STOC 2019], many algorithms are encompassed, including amplitude amplification, methods for the quantum linear systems problem, and quantum simulation. Here, we provide a pedagogical tutorial through these developments, first illustrating how quantum signal processing may be generalized to the quantum eigenvalue transform, from which QSVT naturally emerges. Paralleling GSLW'19, we then employ QSVT to construct intuitive quantum algorithms for search, phase estimation, and Hamiltonian simulation, and also showcase algorithms for the eigenvalue threshold problem and matrix inversion. This overview illustrates how QSVT is a single framework comprising the three major quantum algorithms, thus suggesting a grand unification of quantum algorithms.