A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
State-of-the-art models are now trained with billions of parameters, reaching hardware limits in terms of memory consumption. This has created a recent demand for memory-efficient optimizers. To this end, we investigate the limits and performance tradeoffs of memory-efficient adaptively preconditioned gradient methods.…
We note that known methods achieving the optimal oracle complexity for first order convex optimization require quadratic memory, and ask whether this is necessary, and more broadly seek to characterize the minimax number of first order queries required to optimize a convex Lipschitz function subject to a memory constra…
Training machine learning models on mobile devices has the potential of improving both privacy and accuracy of the models. However, one of the major obstacles to achieving this goal is the memory limitation of mobile devices. Reducing training memory enables models with high-dimensional weight matrices, like automatic …
This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous p decisions. This setting generalizes Smoothed Online Convex Optimization. The…
Deep Neural Networks(DNNs) require huge GPU memory when training on modern image/video databases. Unfortunately, the GPU memory is physically finite, which limits the image resolutions and batch sizes that could be used in training for better DNN performance. Unlike solutions that require physically upgrade GPUs, the G…
We present an end-to-end trained memory system that quickly adapts to new data and generates samples like them. Inspired by Kanerva's sparse distributed memory, it has a robust distributed reading and writing mechanism. The memory is analytically tractable, which enables optimal on-line compression via a Bayesian updat…
We propose two optimization techniques to minimize memory usage and computation while meeting system timing constraints for real-time classification in wearable systems. Our method derives a hierarchical classifier structure for Support Vector Machine (SVM) in order to reduce the amount of computations, based on the pr…
We present Memory Augmented Policy Optimization (MAPO), a simple and novel way to leverage a memory buffer of promising trajectories to reduce the variance of policy gradient estimate. MAPO is applicable to deterministic environments with discrete actions, such as structured prediction and combinatorial optimization ta…
Memory-augmented neural networks consisting of a neural controller and an external memory have shown potentials in long-term sequential learning. Current RAM-like memory models maintain memory accessing every timesteps, thus they do not effectively leverage the short-term memory held in the controller. We hypothesize t…
In this paper, the Kyle model of insider trading is extended by characterizing the trading volume with long memory and allowing the noise trading volatility to follow a general stochastic process. Under this newly revised model, the equilibrium conditions are determined, with which the optimal insider trading strategy,…
Adaptive gradient-based optimizers such as Adagrad and Adam are crucial for achieving state-of-the-art performance in machine translation and language modeling. However, these methods maintain second-order statistics for each parameter, thus introducing significant memory overheads that restrict the size of the model b…
The paper studies scaling laws for associative memory mechanisms.
problem Understanding and optimizing learning and memorization processes.
method High-dimensional matrices of outer products of embeddings, relating to transformer models. Derived scaling laws with sample and parameter sizes. Extensive numerical experiments.
result Precise scaling laws and statistical efficiency of estimators.
The key to a Transformer model is the self-attention mechanism, which allows the model to analyze an entire sequence in a computationally efficient manner. Recent work has suggested the possibility that general attention mechanisms used by RNNs could be replaced by active-memory mechanisms. In this work, we evaluate wh…