Determinant Estimation under Memory Constraints and Neural Scaling Laws

Calculating or accurately estimating log-determinants of large positive semi-definite matrices is of fundamental importance in many machine learning tasks. While its cubic computational complexity can already be prohibitive, in modern applications, even storing the matrices themselves can pose a memory bottleneck. To address this, we derive a novel hierarchical algorithm based on block-wise computation of the LDL decomposition for large-scale log-determinant calculation in memory-constrained settings. In extreme cases where matrices are highly ill-conditioned, accurately computing the full matrix itself may be infeasible. This is particularly relevant when considering kernel matrices at scale, including the empirical Neural Tangent Kernel (NTK) of neural networks trained on large datasets. Under the assumption of neural scaling laws in the test error, we show that the ratio of pseudo-determinants satisfies a power-law relationship, allowing us to derive corresponding scaling laws. This enables accurate estimation of NTK log-determinants from a tiny fraction of the full dataset; in our experiments, this results in a $\sim$100,000$\times$ speedup with improved accuracy over competing approximations. Using these techniques, we successfully estimate log-determinants for dense matrices of extreme sizes, which were previously deemed intractable and inaccessible due to their enormous scale and computational demands.

Fundamental Bias in Inverting Random Sampling Matrices with Application to Sub-sampled Newton

A substantial body of work in machine learning (ML) and randomized numerical linear algebra (RandNLA) has exploited various sorts of random sketching methodologies, including random sampling and random projection, with much of the analysis using Johnson--Lindenstrauss and subspace embedding techniques. Recent studies have identified the issue of inversion bias -- the phenomenon that inverses of random sketches are not unbiased, despite the unbiasedness of the sketches themselves. This bias presents challenges for the use of random sketches in various ML pipelines, such as fast stochastic optimization, scalable statistical estimators, and distributed optimization. In the context of random projection, the inversion bias can be easily corrected for dense Gaussian projections (which are, however, too expensive for many applications). Recent work has shown how the inversion bias can be corrected for sparse sub-gaussian projections. In this paper, we show how the inversion bias can be corrected for random sampling methods, both uniform and non-uniform leverage-based, as well as for structured random projections, including those based on the Hadamard transform. Using these results, we establish problem-independent local convergence rates for sub-sampled Newton methods.

ETS: Efficient Tree Search for Inference-Time Scaling

Test-time compute scaling has emerged as a new axis along which to improve model accuracy, where additional computation is used at inference time to allow the model to think longer for more challenging problems. One promising approach for test-time compute scaling is search against a process reward model, where a model generates multiple potential candidates at each step of the search, and these partial trajectories are then scored by a separate reward model in order to guide the search process. The diversity of trajectories in the tree search process affects the accuracy of the search, since increasing diversity promotes more exploration. However, this diversity comes at a cost, as divergent trajectories have less KV sharing, which means they consume more memory and slow down the search process. Previous search methods either do not perform sufficient exploration, or else explore diverse trajectories but have high latency. We address this challenge by proposing Efficient Tree Search (ETS), which promotes KV sharing by pruning redundant trajectories while maintaining necessary diverse trajectories. ETS incorporates a linear programming cost model to promote KV cache sharing by penalizing the number of nodes retained, while incorporating a semantic coverage term into the cost model to ensure that we retain trajectories which are semantically different. We demonstrate how ETS can achieve 1.8$\times$ reduction in average KV cache size during the search process, leading to 1.4$\times$ increased throughput relative to prior state-of-the-art methods, with minimal accuracy degradation and without requiring any custom kernel implementation. Code is available at: https://github.com/SqueezeAILab/ETS.

MatterChat: A Multi-Modal LLM for Material Science

Understanding and predicting the properties of inorganic materials is crucial for accelerating advancements in materials science and driving applications in energy, electronics, and beyond. Integrating material structure data with language-based information through multi-modal large language models (LLMs) offers great potential to support these efforts by enhancing human-AI interaction. However, a key challenge lies in integrating atomic structures at full resolution into LLMs. In this work, we introduce MatterChat, a versatile structure-aware multi-modal LLM that unifies material structural data and textual inputs into a single cohesive model. MatterChat employs a bridging module to effectively align a pretrained machine learning interatomic potential with a pretrained LLM, reducing training costs and enhancing flexibility. Our results demonstrate that MatterChat significantly improves performance in material property prediction and human-AI interaction, surpassing general-purpose LLMs such as GPT-4. We also demonstrate its usefulness in applications such as more advanced scientific reasoning and step-by-step material synthesis.

Powerformer: A Transformer with Weighted Causal Attention for Time-series Forecasting

Transformers have recently shown strong performance in time-series forecasting, but their all-to-all attention mechanism overlooks the (temporal) causal and often (temporally) local nature of data. We introduce Powerformer, a novel Transformer variant that replaces noncausal attention weights with causal weights that are reweighted according to a smooth heavy-tailed decay. This simple yet effective modification endows the model with an inductive bias favoring temporally local dependencies, while still allowing sufficient flexibility to learn the unique correlation structure of each dataset. Our empirical results demonstrate that Powerformer not only achieves state-of-the-art accuracy on public time-series benchmarks, but also that it offers improved interpretability of attention patterns. Our analyses show that the model's locality bias is amplified during training, demonstrating an interplay between time-series data and power-law-based attention. These findings highlight the importance of domain-specific modifications to the Transformer architecture for time-series forecasting, and they establish Powerformer as a strong, efficient, and principled baseline for future research and real-world applications.

Neural equilibria for long-term prediction of nonlinear conservation laws

We introduce Neural Discrete Equilibrium (NeurDE), a machine learning (ML) approach for long-term forecasting of flow phenomena that relies on a "lifting" of physical conservation laws into the framework of kinetic theory. The kinetic formulation provides an excellent structure for ML algorithms by separating nonlinear, non-local physics into a nonlinear but local relaxation to equilibrium and a linear non-local transport. This separation allows the ML to focus on the local nonlinear components while addressing the simpler linear transport with efficient classical numerical algorithms. To accomplish this, we design an operator network that maps macroscopic observables to equilibrium states in a manner that maximizes entropy, yielding expressive BGK-type collisions. By incorporating our surrogate equilibrium into the lattice Boltzmann (LB) algorithm, we achieve accurate flow forecasts for a wide range of challenging flows. We show that NeurDE enables accurate prediction of compressible flows, including supersonic flows, while tracking shocks over hundreds of time steps, using a small velocity lattice-a heretofore unattainable feat without expensive numerical root finding.

Using Pre-trained LLMs for Multivariate Time Series Forecasting

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and performance from one domain or even modality to another seemingly-unrelated area, to help with multivariate demand time series forecasting. Attention in transformer-based methods requires something worth attending to -- more than just samples of a time-series. We explore different methods to map multivariate input time series into the LLM token embedding space. In particular, our novel multivariate patching strategy to embed time series features into decoder-only pre-trained Transformers produces results competitive with state-of-the-art time series forecasting models. We also use recently-developed weight-based diagnostics to validate our findings.

A Statistical Framework for Ranking LLM-Based Chatbots

Large language models (LLMs) have transformed natural language processing, with frameworks like Chatbot Arena providing pioneering platforms for evaluating these models. By facilitating millions of pairwise comparisons based on human judgments, Chatbot Arena has become a cornerstone in LLM evaluation, offering rich datasets for ranking models in open-ended conversational tasks. Building upon this foundation, we propose a statistical framework that incorporates key advancements to address specific challenges in pairwise comparison analysis. First, we introduce a factored tie model that enhances the ability to handle ties -- an integral aspect of human-judged comparisons -- significantly improving the model's fit to observed data. Second, we extend the framework to model covariance between competitors, enabling deeper insights into performance relationships and facilitating intuitive groupings into performance tiers. Third, we resolve optimization challenges arising from parameter non-uniqueness by introducing novel constraints, ensuring stable and interpretable parameter estimation. Through rigorous evaluation and extensive experimentation, our framework demonstrates substantial improvements over existing methods in modeling pairwise comparison data. To support reproducibility and practical adoption, we release leaderbot, an open-source Python package implementing our models and analyses.

LossLens: Diagnostics for Machine Learning through Loss Landscape Visual Analytics

Modern machine learning often relies on optimizing a neural network's parameters using a loss function to learn complex features. Beyond training, examining the loss function with respect to a network's parameters (i.e., as a loss landscape) can reveal insights into the architecture and learning process. While the local structure of the loss landscape surrounding an individual solution can be characterized using a variety of approaches, the global structure of a loss landscape, which includes potentially many local minima corresponding to different solutions, remains far more difficult to conceptualize and visualize. To address this difficulty, we introduce LossLens, a visual analytics framework that explores loss landscapes at multiple scales. LossLens integrates metrics from global and local scales into a comprehensive visual representation, enhancing model diagnostics. We demonstrate LossLens through two case studies: visualizing how residual connections influence a ResNet-20, and visualizing how physical parameters influence a physics-informed neural network (PINN) solving a simple convection problem.

Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To address this question, we develop WaveToken, a wavelet-based tokenizer that allows models to learn complex representations directly in the space of time-localized frequencies. Our method first scales and decomposes the input time series, then thresholds and quantizes the wavelet coefficients, and finally pre-trains an autoregressive model to forecast coefficients for the forecast horizon. By decomposing coarse and fine structures in the inputs, wavelets provide an eloquent and compact language for time series forecasting that simplifies learning. Empirical results on a comprehensive benchmark, including 42 datasets for both in-domain and zero-shot settings, show that WaveToken: i) provides better accuracy than recently proposed foundation models for forecasting while using a much smaller vocabulary (1024 tokens), and performs on par or better than modern deep learning models trained specifically on each dataset; and ii) exhibits superior generalization capabilities, achieving the best average rank across all datasets for three complementary metrics. In addition, we show that our method can easily capture complex temporal patterns of practical relevance that are challenging for other recent pre-trained models, including trends, sparse spikes, and non-stationary time series with varying frequencies evolving over time.