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Oct 30

Robust Moment-Based Estimation via Spectral Gradient Reweighting

Moment-based estimation is a theoretically attractive approach to parametric inference, especially when likelihood-based estimation is unavailable, misspecified, or computationally inconvenient. However, the moment equations involve sample averages, which makes moment-based estimation sensitive to outliers. We propose the SGR-GMM algorithm, a robust generalized method of moments (GMM) procedure that uses a spectral gradient reweighting (SGR) primitive to soft-reweight the per-observation gradients during the moment-matching optimization. Our analysis has three layers. First, for a fixed center, the SGR primitive is formulated as an entropy-regularized spectral game between a sample-weight player and a density-matrix player, which is analyzed using classical multiplicative-weights and matrix-multiplicative-weights regret bounds. Second, we establish explicit convergence radius and finite termination bound for the fixed-center updates in the SGR primitive. Third, we prove a local finite-sample parameter estimation error bound with explicit dependence on the contamination fraction, inlier gradient stability, local GMM identification strength, and optimization accuracy. We further specialize the SGR-GMM algorithm to obtain a robust diagonally-weighted GMM (DGMM) estimator for estimating heteroscedastic low-rank Gaussian mixtures observed under additive Gaussian noise and strong contamination. In the numerical experiments, the SGR primitive produces nearly-oracle gradient estimation and the robust DGMM specialization substantially improves over non-robust moment baselines. The code and data are available at https://github.com/liu-lzhang/sgr-gmm.

  • 2 authors
·
May 25

MuonQ: Enhancing Low-Bit Muon Quantization via Directional Fidelity Optimization

The Muon optimizer has emerged as a compelling alternative to Adam for training large language models, achieving remarkable computational savings through gradient orthogonalization. However, Muon's optimizer state is more sensitive to quantization errors: because the orthogonalization discards the magnitudes of singular values and retains only directional information, even small quantization errors in singular vector directions are amplified in the update. In this work, we propose MuonQ, a low-bit Muon training framework built on the principle of directional fidelity optimization. First, we apply a pre-quantization normalization so that each step introduces quantization errors of the same magnitude, preventing the accumulated error from developing a preferred direction. Second, we introduce a structural decomposition that separately quantizes the dominant singular components via power iteration, ensuring that quantization errors perturb only singular value magnitudes rather than rotating singular vector directions. Third, we adopt μ-law companding quantization to allocate higher resolution to densely packed momentum values, shifting the quantization objective from outlier preservation to dense-region distinguishability. Together, these techniques enable stable 4-bit quantization of Muon's optimizer states. Pre-training experiments on GPT-style and LLaMA-style models demonstrate that MuonQ at 4-bit precision closely matches full-precision Muon in both training loss and downstream task accuracy, while reducing optimizer state memory by up to 7.3 times. Our code is available at https://github.com/YupengSu/MuonQ.

  • 5 authors
·
May 11

What learning algorithm is in-context learning? Investigations with linear models

Neural sequence models, especially transformers, exhibit a remarkable capacity for in-context learning. They can construct new predictors from sequences of labeled examples (x, f(x)) presented in the input without further parameter updates. We investigate the hypothesis that transformer-based in-context learners implement standard learning algorithms implicitly, by encoding smaller models in their activations, and updating these implicit models as new examples appear in the context. Using linear regression as a prototypical problem, we offer three sources of evidence for this hypothesis. First, we prove by construction that transformers can implement learning algorithms for linear models based on gradient descent and closed-form ridge regression. Second, we show that trained in-context learners closely match the predictors computed by gradient descent, ridge regression, and exact least-squares regression, transitioning between different predictors as transformer depth and dataset noise vary, and converging to Bayesian estimators for large widths and depths. Third, we present preliminary evidence that in-context learners share algorithmic features with these predictors: learners' late layers non-linearly encode weight vectors and moment matrices. These results suggest that in-context learning is understandable in algorithmic terms, and that (at least in the linear case) learners may rediscover standard estimation algorithms. Code and reference implementations are released at https://github.com/ekinakyurek/google-research/blob/master/incontext.

  • 5 authors
·
Nov 28, 2022