On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inferences

Many scientific and engineering problems require to perform Bayesian inferences for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method

A hybrid adaptive MCMC algorithm in function spaces

The preconditioned Crank-Nicolson (pCN) method is a Markov Chain Monte Carlo (MCMC) scheme, specifically designed to perform Bayesian inferences in function spaces. Unlike many standard MCMC algorithms, the pCN method can preserve the sampling efficiency under the mesh refinement, a property referred to as being dimension independent. In this work we consider an adaptive strategy to further improve the efficiency of pCN. In particular we develop a hybrid adaptive MCMC method: the algorithm performs an adaptive Metropolis scheme in a chosen finite dimensional subspace, and a standard pCN algorithm in the complement space of the chosen subspace. We show that the proposed algorithm satisfies certain important ergodicity conditions. Finally with numerical examples we demonstrate that the proposed method has competitive performance with existing adaptive algorithms.Comment: arXiv admin note: text overlap with arXiv:1511.0583

ZeroQuant-FP: A Leap Forward in LLMs Post-Training W4A8 Quantization Using Floating-Point Formats

In the complex domain of large language models (LLMs), striking a balance between computational efficiency and maintaining model quality is a formidable challenge. Navigating the inherent limitations of uniform quantization, particularly when dealing with outliers, and motivated by the launch of NVIDIA's H100 hardware, this study delves into the viability of floating-point (FP) quantization, particularly focusing on FP8 and FP4, as a potential solution. Our comprehensive investigation reveals that for LLMs, FP8 activation consistently outshines its integer (INT8) equivalent, with the performance edge becoming more noticeable in models possessing parameters beyond one billion. For weight quantization, our findings indicate that FP4 exhibits comparable, if not superior, performance to INT4, simplifying deployment on FP-supported hardware like H100. To mitigate the overhead from precision alignment caused by the disparity between weights and activations, we propose two scaling constraints for weight quantization that negligibly impact the performance compared to the standard W4A8 model. We additionally enhance our quantization methods by integrating the Low Rank Compensation (LoRC) strategy, yielding improvements especially in smaller models. The results of our investigation emphasize the immense potential of FP quantization for LLMs, paving the way for high-efficiency deployment in resource-limited settings

Inefficiency of K-FAC for Large Batch Size Training

In stochastic optimization, using large batch sizes during training can leverage parallel resources to produce faster wall-clock training times per training epoch. However, for both training loss and testing error, recent results analyzing large batch Stochastic Gradient Descent (SGD) have found sharp diminishing returns, beyond a certain critical batch size. In the hopes of addressing this, it has been suggested that the Kronecker-Factored Approximate Curvature (\mbox{K-FAC}) method allows for greater scalability to large batch sizes, for non-convex machine learning problems such as neural network optimization, as well as greater robustness to variation in model hyperparameters. Here, we perform a detailed empirical analysis of large batch size training %of these two hypotheses, for both \mbox{K-FAC} and SGD, evaluating performance in terms of both wall-clock time and aggregate computational cost. Our main results are twofold: first, we find that both \mbox{K-FAC} and SGD doesn't have ideal scalability behavior beyond a certain batch size, and that \mbox{K-FAC} does not exhibit improved large-batch scalability behavior, as compared to SGD; and second, we find that \mbox{K-FAC}, in addition to requiring more hyperparameters to tune, suffers from similar hyperparameter sensitivity behavior as does SGD. We discuss extensive results using ResNet and AlexNet on \mbox{CIFAR-10} and SVHN, respectively, as well as more general implications of our findings