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Found 28 papers, 8 papers with code
Accelerated Parameter-Free Stochastic Optimization
We propose a method that achieves near-optimal rates for smooth stochastic convex optimization and requires essentially no prior knowledge of problem parameters.
Language models scale reliably with over-training and on downstream tasks
We fit scaling laws that extrapolate in both the number of model parameters and the ratio of training tokens to parameters.
The Price of Adaptivity in Stochastic Convex Optimization
We prove impossibility results for adaptivity in non-smooth stochastic convex optimization.
A Whole New Ball Game: A Primal Accelerated Method for Matrix Games and Minimizing the Maximum of Smooth Functions
For $n>d$ and $\epsilon=1/\sqrt{n}$ this improves over all existing first-order methods.
Gradient Descent Monotonically Decreases the Sharpness of Gradient Flow Solutions in Scalar Networks and Beyond
Using this result, we characterize settings where GD provably converges to the EoS in scalar networks.
DataComp: In search of the next generation of multimodal datasets
Multimodal datasets are a critical component in recent breakthroughs such as Stable Diffusion and GPT-4, yet their design does not receive the same research attention as model architectures or training algorithms.
DoG is SGD's Best Friend: A Parameter-Free Dynamic Step Size Schedule
Empirically, we consider a broad range of vision and language transfer learning tasks, and show that DoG's performance is close to that of SGD with tuned learning rate.
ReSQueing Parallel and Private Stochastic Convex Optimization
We give a parallel algorithm obtaining optimization error $\epsilon_{\text{opt}}$ with $d^{1/3}\epsilon_{\text{opt}}^{-2/3}$ gradient oracle query depth and $d^{1/3}\epsilon_{\text{opt}}^{-2/3} + \epsilon_{\text{opt}}^{-2}$ gradient queries in total, assuming access to a bounded-variance stochastic gradient estimator.
Malign Overfitting: Interpolation Can Provably Preclude Invariance
This suggests that the phenomenon of ``benign overfitting," in which models generalize well despite interpolating, might not favorably extend to settings in which robustness or fairness are desirable.
RECAPP: Crafting a More Efficient Catalyst for Convex Optimization
The accelerated proximal point algorithm (APPA), also known as "Catalyst", is a well-established reduction from convex optimization to approximate proximal point computation (i. e., regularized minimization).
Making SGD Parameter-Free
We develop an algorithm for parameter-free stochastic convex optimization (SCO) whose rate of convergence is only a double-logarithmic factor larger than the optimal rate for the corresponding known-parameter setting.
Distributionally Robust Optimization via Ball Oracle Acceleration
We develop and analyze algorithms for distributionally robust optimization (DRO) of convex losses.
Model soups: averaging weights of multiple fine-tuned models improves accuracy without increasing inference time
The conventional recipe for maximizing model accuracy is to (1) train multiple models with various hyperparameters and (2) pick the individual model which performs best on a held-out validation set, discarding the remainder.
Ranked #1 on
Image Classification
on ImageNet V2
(using extra training data)
Scaling Laws Under the Microscope: Predicting Transformer Performance from Small Scale Experiments
Neural scaling laws define a predictable relationship between a model's parameter count and its performance after training in the form of a power law.
Accuracy on the Line: On the Strong Correlation Between Out-of-Distribution and In-Distribution Generalization
For machine learning systems to be reliable, we must understand their performance in unseen, out-of-distribution environments.
Never Go Full Batch (in Stochastic Convex Optimization)
We study the generalization performance of $\text{full-batch}$ optimization algorithms for stochastic convex optimization: these are first-order methods that only access the exact gradient of the empirical risk (rather than gradients with respect to individual data points), that include a wide range of algorithms such as gradient descent, mirror descent, and their regularized and/or accelerated variants.
Stochastic Bias-Reduced Gradient Methods
We develop a new primitive for stochastic optimization: a low-bias, low-cost estimator of the minimizer $x_\star$ of any Lipschitz strongly-convex function.
Thinking Inside the Ball: Near-Optimal Minimization of the Maximal Loss
We characterize the complexity of minimizing $\max_{i\in[N]} f_i(x)$ for convex, Lipschitz functions $f_1,\ldots, f_N$.
Large-Scale Methods for Distributionally Robust Optimization
We propose and analyze algorithms for distributionally robust optimization of convex losses with conditional value at risk (CVaR) and $\chi^2$ divergence uncertainty sets.
Coordinate Methods for Matrix Games
For linear regression with an elementwise nonnegative matrix, our guarantees improve on exact gradient methods by a factor of $\sqrt{\mathrm{nnz}(A)/(m+n)}$.
Second-Order Information in Non-Convex Stochastic Optimization: Power and Limitations
We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available only under a stronger assumption of access to multiple queries with the same random seed.
Lower Bounds for Non-Convex Stochastic Optimization
We lower bound the complexity of finding $\epsilon$-stationary points (with gradient norm at most $\epsilon$) using stochastic first-order methods.
Variance Reduction for Matrix Games
We present a randomized primal-dual algorithm that solves the problem $\min_{x} \max_{y} y^\top A x$ to additive error $\epsilon$ in time $\mathrm{nnz}(A) + \sqrt{\mathrm{nnz}(A)n}/\epsilon$, for matrix $A$ with larger dimension $n$ and $\mathrm{nnz}(A)$ nonzero entries.
Unlabeled Data Improves Adversarial Robustness
We demonstrate, theoretically and empirically, that adversarial robustness can significantly benefit from semisupervised learning.
A Rank-1 Sketch for Matrix Multiplicative Weights
We show that a simple randomized sketch of the matrix multiplicative weight (MMW) update enjoys (in expectation) the same regret bounds as MMW, up to a small constant factor.
Analysis of Krylov Subspace Solutions of Regularized Non-Convex Quadratic Problems
We provide convergence rates for Krylov subspace solutions to the trust-region and cubic-regularized (nonconvex) quadratic problems.
“Convex Until Proven Guilty”: Dimension-Free Acceleration of Gradient Descent on Non-Convex Functions
We develop and analyze a variant of Nesterov’s accelerated gradient descent (AGD) for minimization of smooth non-convex functions.
No bad local minima: Data independent training error guarantees for multilayer neural networks
We use smoothed analysis techniques to provide guarantees on the training loss of Multilayer Neural Networks (MNNs) at differentiable local minima.
