1,545 research outputs found

    Sampling from Gaussian Process Posteriors using Stochastic Gradient Descent

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    Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to conditioning. We explore stochastic gradient algorithms as a computationally efficient method of approximately solving these linear systems: we develop low-variance optimization objectives for sampling from the posterior and extend these to inducing points. Counterintuitively, stochastic gradient descent often produces accurate predictions, even in cases where it does not converge quickly to the optimum. We explain this through a spectral characterization of the implicit bias from non-convergence. We show that stochastic gradient descent produces predictive distributions close to the true posterior both in regions with sufficient data coverage, and in regions sufficiently far away from the data. Experimentally, stochastic gradient descent achieves state-of-the-art performance on sufficiently large-scale or ill-conditioned regression tasks. Its uncertainty estimates match the performance of significantly more expensive baselines on a large-scale Bayesian optimization task

    Classical and quantum algorithms for scaling problems

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    This thesis is concerned with scaling problems, which have a plethora of connections to different areas of mathematics, physics and computer science. Although many structural aspects of these problems are understood by now, we only know how to solve them efficiently in special cases.We give new algorithms for non-commutative scaling problems with complexity guarantees that match the prior state of the art. To this end, we extend the well-known (self-concordance based) interior-point method (IPM) framework to Riemannian manifolds, motivated by its success in the commutative setting. Moreover, the IPM framework does not obviously suffer from the same obstructions to efficiency as previous methods. It also yields the first high-precision algorithms for other natural geometric problems in non-positive curvature.For the (commutative) problems of matrix scaling and balancing, we show that quantum algorithms can outperform the (already very efficient) state-of-the-art classical algorithms. Their time complexity can be sublinear in the input size; in certain parameter regimes they are also optimal, whereas in others we show no quantum speedup over the classical methods is possible. Along the way, we provide improvements over the long-standing state of the art for searching for all marked elements in a list, and computing the sum of a list of numbers.We identify a new application in the context of tensor networks for quantum many-body physics. We define a computable canonical form for uniform projected entangled pair states (as the solution to a scaling problem), circumventing previously known undecidability results. We also show, by characterizing the invariant polynomials, that the canonical form is determined by evaluating the tensor network contractions on networks of bounded size

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

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    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    Spectral Sparsification for Communication-Efficient Collaborative Rotation and Translation Estimation

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    We propose fast and communication-efficient optimization algorithms for multi-robot rotation averaging and translation estimation problems that arise from collaborative simultaneous localization and mapping (SLAM), structure-from-motion (SfM), and camera network localization applications. Our methods are based on theoretical relations between the Hessians of the underlying Riemannian optimization problems and the Laplacians of suitably weighted graphs. We leverage these results to design a collaborative solver in which robots coordinate with a central server to perform approximate second-order optimization, by solving a Laplacian system at each iteration. Crucially, our algorithms permit robots to employ spectral sparsification to sparsify intermediate dense matrices before communication, and hence provide a mechanism to trade off accuracy with communication efficiency with provable guarantees. We perform rigorous theoretical analysis of our methods and prove that they enjoy (local) linear rate of convergence. Furthermore, we show that our methods can be combined with graduated non-convexity to achieve outlier-robust estimation. Extensive experiments on real-world SLAM and SfM scenarios demonstrate the superior convergence rate and communication efficiency of our methods.Comment: Revised extended technical report (37 pages, 15 figures, 6 tables

    QuantEase: Optimization-based Quantization for Language Models -- An Efficient and Intuitive Algorithm

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    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. 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

    Uncertainty Quantification in Machine Learning for Engineering Design and Health Prognostics: A Tutorial

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    On top of machine learning models, uncertainty quantification (UQ) functions as an essential layer of safety assurance that could lead to more principled decision making by enabling sound risk assessment and management. The safety and reliability improvement of ML models empowered by UQ has the potential to significantly facilitate the broad adoption of ML solutions in high-stakes decision settings, such as healthcare, manufacturing, and aviation, to name a few. In this tutorial, we aim to provide a holistic lens on emerging UQ methods for ML models with a particular focus on neural networks and the applications of these UQ methods in tackling engineering design as well as prognostics and health management problems. Toward this goal, we start with a comprehensive classification of uncertainty types, sources, and causes pertaining to UQ of ML models. Next, we provide a tutorial-style description of several state-of-the-art UQ methods: Gaussian process regression, Bayesian neural network, neural network ensemble, and deterministic UQ methods focusing on spectral-normalized neural Gaussian process. Established upon the mathematical formulations, we subsequently examine the soundness of these UQ methods quantitatively and qualitatively (by a toy regression example) to examine their strengths and shortcomings from different dimensions. Then, we review quantitative metrics commonly used to assess the quality of predictive uncertainty in classification and regression problems. Afterward, we discuss the increasingly important role of UQ of ML models in solving challenging problems in engineering design and health prognostics. Two case studies with source codes available on GitHub are used to demonstrate these UQ methods and compare their performance in the life prediction of lithium-ion batteries at the early stage and the remaining useful life prediction of turbofan engines

    The OpenMolcas Web: A Community-Driven Approach to Advancing Computational Chemistry

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    The developments of the open-source OpenMolcas chemistry software environment since spring 2020 are described, with a focus on novel functionalities accessible in the stable branch of the package or via interfaces with other packages. These developments span a wide range of topics in computational chemistry and are presented in thematic sections: electronic structure theory, electronic spectroscopy simulations, analytic gradients and molecular structure optimizations, ab initio molecular dynamics, and other new features. This report offers an overview of the chemical phenomena and processes OpenMolcas can address, while showing that OpenMolcas is an attractive platform for state-of-the-art atomistic computer simulations

    Iterative solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order method

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    We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to the boundary value of the solution of the first Laplacian problem. This technique yields a global linear problem that can be solved iteratively via a Krylov-type method. More precisely, at each iteration of the scheme, two second-order elliptic problems have to be solved, and a normal derivative on the boundary has to be computed. In this work, we specialize this scheme for the HHO discretization. To this aim, an explicit technique to compute the discrete normal derivative of an HHO solution of a Laplacian problem is proposed. Moreover, we show that the resulting discrete scheme is well-posed. Finally, a new preconditioner is designed to speed up the convergence of the Krylov method. Numerical experiments assessing the performance of the proposed iterative algorithm on both two- and three-dimensional test cases are presented
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