Retrieval Augmented Time Series Forecasting

Retrieval-augmented generation (RAG) is a central component of modern LLM systems, particularly in scenarios where up-to-date information is crucial for accurately responding to user queries or when queries exceed the scope of the training data. The advent of time-series foundation models (TSFM), such as Chronos, and the need for effective zero-shot forecasting performance across various time-series domains motivates the question: Do benefits of RAG similarly carry over to time series forecasting? In this paper, we advocate that the dynamic and event-driven nature of time-series data makes RAG a crucial component of TSFMs and introduce a principled RAG framework for time-series forecasting, called Retrieval Augmented Forecasting (RAF). Within RAF, we develop efficient strategies for retrieving related time-series examples and incorporating them into forecast. Through experiments and mechanistic studies, we demonstrate that RAF indeed improves the forecasting accuracy across diverse time series domains and the improvement is more significant for larger TSFM sizes.

High-dimensional Analysis of Knowledge Distillation: Weak-to-Strong Generalization and Scaling Laws

A growing number of machine learning scenarios rely on knowledge distillation where one uses the output of a surrogate model as labels to supervise the training of a target model. In this work, we provide a sharp characterization of this process for ridgeless, high-dimensional regression, under two settings: (i) model shift, where the surrogate model is arbitrary, and (ii) distribution shift, where the surrogate model is the solution of empirical risk minimization with out-of-distribution data. In both cases, we characterize the precise risk of the target model through non-asymptotic bounds in terms of sample size and data distribution under mild conditions. As a consequence, we identify the form of the optimal surrogate model, which reveals the benefits and limitations of discarding weak features in a data-dependent fashion. In the context of weak-to-strong (W2S) generalization, this has the interpretation that (i) W2S training, with the surrogate as the weak model, can provably outperform training with strong labels under the same data budget, but (ii) it is unable to improve the data scaling law. We validate our results on numerical experiments both on ridgeless regression and on neural network architectures.

Everything Everywhere All at Once: LLMs can In-Context Learn Multiple Tasks in Superposition

Large Language Models (LLMs) have demonstrated remarkable in-context learning (ICL) capabilities. In this study, we explore a surprising phenomenon related to ICL: LLMs can perform multiple, computationally distinct ICL tasks simultaneously, during a single inference call, a capability we term "task superposition". We provide empirical evidence of this phenomenon across various LLM families and scales and show that this phenomenon emerges even if we train the model to in-context learn one task at a time. We offer theoretical explanations that this capability is well within the expressive power of transformers. We also explore how LLMs internally compose task vectors during superposition. Furthermore, we show that larger models can solve more ICL tasks in parallel, and better calibrate their output distribution. Our findings offer insights into the latent capabilities of LLMs, further substantiate the perspective of "LLMs as superposition of simulators", and raise questions about the mechanisms enabling simultaneous task execution.

Fine-grained Analysis of In-context Linear Estimation: Data, Architecture, and Beyond

Recent research has shown that Transformers with linear attention are capable of in-context learning (ICL) by implementing a linear estimator through gradient descent steps. However, the existing results on the optimization landscape apply under stylized settings where task and feature vectors are assumed to be IID and the attention weights are fully parameterized. In this work, we develop a stronger characterization of the optimization and generalization landscape of ICL through contributions on architectures, low-rank parameterization, and correlated designs: (1) We study the landscape of 1-layer linear attention and 1-layer H3, a state-space model. Under a suitable correlated design assumption, we prove that both implement 1-step preconditioned gradient descent. We show that thanks to its native convolution filters, H3 also has the advantage of implementing sample weighting and outperforming linear attention in suitable settings. (2) By studying correlated designs, we provide new risk bounds for retrieval augmented generation (RAG) and task-feature alignment which reveal how ICL sample complexity benefits from distributional alignment. (3) We derive the optimal risk for low-rank parameterized attention weights in terms of covariance spectrum. Through this, we also shed light on how LoRA can adapt to a new distribution by capturing the shift between task covariances. Experimental results corroborate our theoretical findings. Overall, this work explores the optimization and risk landscape of ICL in practically meaningful settings and contributes to a more thorough understanding of its mechanics.

On the Power of Convolution Augmented Transformer

The transformer architecture has catalyzed revolutionary advances in language modeling. However, recent architectural recipes, such as state-space models, have bridged the performance gap. Motivated by this, we examine the benefits of Convolution-Augmented Transformer (CAT) for recall, copying, and length generalization tasks. CAT incorporates convolutional filters in the K/Q/V embeddings of an attention layer. Through CAT, we show that the locality of the convolution synergizes with the global view of the attention. Unlike comparable architectures, such as Mamba or transformer, CAT can provably solve the associative recall (AR) and copying tasks using a single layer while also enjoying guaranteed length generalization. We also establish computational tradeoffs between convolution and attention by characterizing how convolution can mitigate the need for full attention by summarizing the context window and creating salient summary tokens to attend. Evaluations on real datasets corroborate our findings and demonstrate that CAT and its variations indeed enhance the language modeling performance.

TREACLE: Thrifty Reasoning via Context-Aware LLM and Prompt Selection

Recent successes in natural language processing have led to the proliferation of large language models (LLMs) by multiple providers. Each LLM offering has different inference accuracy, monetary cost, and latency, and their accuracy further depends on the exact wording of the question (i.e., the specific prompt). At the same time, users often have a limit on monetary budget and latency to answer all their questions, and they do not know which LLMs to choose for each question to meet their accuracy and long-term budget requirements. To navigate this rich design space, we propose TREACLE (Thrifty Reasoning via Context-Aware LLM and Prompt Selection), a reinforcement learning policy that jointly selects the model and prompting scheme while respecting the user's monetary cost and latency constraints. TREACLE uses the problem context, including question text embeddings (reflecting the type or difficulty of a query) and the response history (reflecting the consistency of previous responses) to make smart decisions. Our evaluations on standard reasoning datasets (GSM8K, CSQA, and LLC ) with various LLMs and prompts show that TREACLE enables cost savings of up to 85% compared to baselines while maintaining high accuracy. Importantly, it provides the user with the ability to gracefully trade off accuracy for cost.

Mechanics of Next Token Prediction with Self-Attention

Transformer-based language models are trained on large datasets to predict the next token given an input sequence. Despite this simple training objective, they have led to revolutionary advances in natural language processing. Underlying this success is the self-attention mechanism. In this work, we ask: $\textit{What}$ $\textit{does}$ $\textit{a}$ $\textit{single}$ $\textit{self-attention}$ $\textit{layer}$ $\textit{learn}$ $\textit{from}$ $\textit{next-token}$ $\textit{prediction?}$ We show that training self-attention with gradient descent learns an automaton which generates the next token in two distinct steps: $\textbf{(1)}$ $\textbf{Hard}$ $\textbf{retrieval:}$ Given input sequence, self-attention precisely selects the $\textit{high-priority}$ $\textit{input}$ $\textit{tokens}$ associated with the last input token. $\textbf{(2)}$ $\textbf{Soft}$ $\textbf{composition:}$ It then creates a convex combination of the high-priority tokens from which the next token can be sampled. Under suitable conditions, we rigorously characterize these mechanics through a directed graph over tokens extracted from the training data. We prove that gradient descent implicitly discovers the strongly-connected components (SCC) of this graph and self-attention learns to retrieve the tokens that belong to the highest-priority SCC available in the context window. Our theory relies on decomposing the model weights into a directional component and a finite component that correspond to hard retrieval and soft composition steps respectively. This also formalizes a related implicit bias formula conjectured in [Tarzanagh et al. 2023]. We hope that these findings shed light on how self-attention processes sequential data and pave the path toward demystifying more complex architectures.

From Self-Attention to Markov Models: Unveiling the Dynamics of Generative Transformers

Modern language models rely on the transformer architecture and attention mechanism to perform language understanding and text generation. In this work, we study learning a 1-layer self-attention model from a set of prompts and associated output data sampled from the model. We first establish a precise mapping between the self-attention mechanism and Markov models: Inputting a prompt to the model samples the output token according to a context-conditioned Markov chain (CCMC) which weights the transition matrix of a base Markov chain. Additionally, incorporating positional encoding results in position-dependent scaling of the transition probabilities. Building on this formalism, we develop identifiability/coverage conditions for the prompt distribution that guarantee consistent estimation and establish sample complexity guarantees under IID samples. Finally, we study the problem of learning from a single output trajectory generated from an initial prompt. We characterize an intriguing winner-takes-all phenomenon where the generative process implemented by self-attention collapses into sampling a limited subset of tokens due to its non-mixing nature. This provides a mathematical explanation to the tendency of modern LLMs to generate repetitive text. In summary, the equivalence to CCMC provides a simple but powerful framework to study self-attention and its properties.

FLASH: Federated Learning Across Simultaneous Heterogeneities

The key premise of federated learning (FL) is to train ML models across a diverse set of data-owners (clients), without exchanging local data. An overarching challenge to this date is client heterogeneity, which may arise not only from variations in data distribution, but also in data quality, as well as compute/communication latency. An integrated view of these diverse and concurrent sources of heterogeneity is critical; for instance, low-latency clients may have poor data quality, and vice versa. In this work, we propose FLASH(Federated Learning Across Simultaneous Heterogeneities), a lightweight and flexible client selection algorithm that outperforms state-of-the-art FL frameworks under extensive sources of heterogeneity, by trading-off the statistical information associated with the client's data quality, data distribution, and latency. FLASH is the first method, to our knowledge, for handling all these heterogeneities in a unified manner. To do so, FLASH models the learning dynamics through contextual multi-armed bandits (CMAB) and dynamically selects the most promising clients. Through extensive experiments, we demonstrate that FLASH achieves substantial and consistent improvements over state-of-the-art baselines -- as much as 10% in absolute accuracy -- thanks to its unified approach. Importantly, FLASH also outperforms federated aggregation methods that are designed to handle highly heterogeneous settings and even enjoys a performance boost when integrated with them.

Can Mamba Learn How to Learn? A Comparative Study on In-Context Learning Tasks

State-space models (SSMs), such as Mamba Gu & Dao (2034), have been proposed as alternatives to Transformer networks in language modeling, by incorporating gating, convolutions, and input-dependent token selection to mitigate the quadratic cost of multi-head attention. Although SSMs exhibit competitive performance, their in-context learning (ICL) capabilities, a remarkable emergent property of modern language models that enables task execution without parameter optimization, remain underexplored compared to Transformers. In this study, we evaluate the ICL performance of SSMs, focusing on Mamba, against Transformer models across various tasks. Our results show that SSMs perform comparably to Transformers in standard regression ICL tasks, while outperforming them in tasks like sparse parity learning. However, SSMs fall short in tasks involving non-standard retrieval functionality. To address these limitations, we introduce a hybrid model, \variant, that combines Mamba with attention blocks, surpassing individual models in tasks where they struggle independently. Our findings suggest that hybrid architectures offer promising avenues for enhancing ICL in language models.