Motivated by recent advances in serverless cloud computing, in particular the ``function as a service'' (FaaS) model, we consider the problem of minimizing a convex function in a massively parallel fashion, where communication between workers is limited. Focusing on the case of a twice-differentiable objective subject to an L2 penalty, we propose a scheme where the central node (server) effectively runs a Newton method, offloading its high per-iteration cost---stemming from the need to invert the Hessian---to the workers. In our solution, workers produce independently coarse but low-bias estimates of the inverse Hessian, using an adaptive sketching scheme. The server then averages the descent directions produced by the workers, yielding a good approximation for the exact Newton step. The main component of our adaptive sketching scheme is a low-complexity procedure for selecting the sketching dimension, an issue that was left largely unaddressed in the existing literature on Hessian sketching for distributed optimization. Our solution is based on ideas from asymptotic random matrix theory, specifically the Marchenko-Pastur law. For Gaussian sketching matrices, we derive non asymptotic guarantees for our algorithm which do not depend on the condition number of the Hessian nor a priori require the sketching dimension to be proportional to the dimension, as is often the case in asymptotic random matrix theory. Lastly, when the objective is self-concordant, we provide convergence guarantees for the approximate Newton's method with noisy Hessians, which may be of independent interest beyond the setting considered in this paper.

Active learning methods aim to improve sample complexity in machine learning. In this work, we investigate an active learning scheme via a novel gradient-free cutting-plane training method for ReLU networks of arbitrary depth and develop a convergence theory. We demonstrate, for the first time, that cutting-plane algorithms, traditionally used in linear models, can be extended to deep neural networks despite their nonconvexity and nonlinear decision boundaries. Moreover, this training method induces the first deep active learning scheme known to achieve convergence guarantees, revealing a geometric contraction rate of the feasible set. We exemplify the effectiveness of our proposed active learning method against popular deep active learning baselines via both synthetic data experiments and sentimental classification task on real datasets.

Despite progress in language model (LM) capabilities, evaluations have thus far focused on models' performance on tasks that humans have previously solved, including in programming (SWE-Bench) and mathematics (FrontierMath). We therefore propose testing models' ability to design and implement algorithms in an open-ended benchmark: We task LMs with writing code that efficiently solves computationally challenging problems in computer science, physics, and mathematics. Our AlgoTune benchmark consists of 120 tasks collected from domain experts and a framework for validating and timing LM-synthesized solution code, which is compared to reference implementations from popular open-source packages.In addition, we develop a baseline LM agent, AlgoTuner, and evaluate its performance across a suite of frontier models.AlgoTuner achieves an average 1.58x speedup against reference solvers, including methods from packages such as SciPy, scikit-learn and CVXPY.However, we find that current models fail to discover algorithmic innovations, instead preferring surface-level optimizations. We hope that AlgoTune catalyzes the development of LM agents exhibiting creative problem solving beyond state-of-the-art human performance.

Low-Rank Adaptation (LoRA) emerges as a popular parameter-efficient fine-tuning (PEFT) method, which proposes to freeze pretrained model weights and update an additive low-rank trainable matrix. In this work, we study the enhancement of LoRA training by introducing an $r\times r$ preconditioner in each gradient step where $r$ is the LoRA rank. We theoretically verify that the proposed preconditioner stabilizes feature learning with LoRA under infinite-width NN setting. Empirically, the implementation of this new preconditioner requires a small change to existing optimizer code and creates virtually minuscule storage and runtime overhead. Our experimental results with both large language models and text-to-image diffusion models show that with this new preconditioner, the convergence and reliability of SGD and AdamW can be significantly enhanced. Moreover, the training process becomes much more robust to hyperparameter choices such as learning rate. The new preconditioner can be derived from a novel Riemannian metric in low-rank matrix field.

Recent developments in Parameter-Efficient Fine-Tuning (PEFT) methods for pretrained deep neural networks have captured widespread interest. In this work, we study the enhancement of current PEFT methods by incorporating the spectral information of pretrained weight matrices into the fine-tuning procedure. We investigate two spectral adaptation mechanisms, namely additive tuning and orthogonal rotation of the top singular vectors, both are done via first carrying out Singular Value Decomposition (SVD) of pretrained weights and then fine-tuning the top spectral space. We provide a theoretical analysis of spectral fine-tuning and show that our approach improves the rank capacity of low-rank adapters given a fixed trainable parameter budget. We show through extensive experiments that the proposed fine-tuning model enables better parameter efficiency and tuning performance as well as benefits multi-adapter fusion. The source code will be open-sourced for reproducibility.

In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and characterize its non-asymptotic convergence rate in the isotropic case. We apply this estimator to bias correction of Newton steps in distributed second-order optimization algorithms, as well as randomized sketching based methods. We examine the bias present in the naive averaging-based distributed Newton's method using analytical expressions and contrast it with our proposed biasfree approach. Our approach leads to significant improvements in convergence rate compared to standard baselines and recent proposals, as shown through experiments on both real and synthetic datasets.

Traditionally, the modeling of the water vapor contents of the atmosphere is done through the estimation of precipitable water (PW)-the integrated value of the mass of water vapor over a vertical column expressed in millimeter equivalent height. This modeling method is justified by the fact that, to a high degree of approximation, the atmosphere can be seen as the stacking of horizontal layers, including water vapor, over distances larger than the height of the tropopause. Nevertheless, the cycle of the water vapor, the most prevalent of the greenhouse gases in the atmosphere, has a highly turbulent regime both in time and in space that the variations in PW cannot fully embrace. In this article, we explore the modeling method, as a series expansion in time and space, of the slant wet delays (SWDs) from one GPS receiver, as an extension of the usual modeling in zenith wet delays (ZWDs) and then PW values. In the first part, we assess, from a metrological point of view, the derivation of the SWDs computed from GPS carrier phase measurements, in the case of a very humid location, the tropical island of Tahiti, for a typical sample over the wet and dry seasons. In the second part, we introduce the series expansion of the SWDs, as seen from one GPS receiver, in terms of trigonometric functions of time and spherical harmonics of elevation and azimuth. This allows us to infer time and space correlations for the SWDs that are unreachable through the modeling of ZWD values alones. In a third part, to show that our approach also includes the zenith case, we make a comparison between the modeled SWDs in the zenith direction with wind velocities from a ground weather station and radiosonde soundings (RSs). The three main conclusions from our data case are: first, the SWDs are correlated in time by about four days, and in space, with an angular correlation distance of about 20°, both for the dry and wet seasons; second, the postfit residuals are almost uncorrelated with the SWDs from a temporal and spatial point of view, but with a diurnal component; third, there is a weak correlation between the SWDs and wind velocity, the pattern depends on the season.