14.7CLMay 29, 2025
Revisiting Overthinking in Long Chain-of-Thought from the Perspective of Self-DoubtKeqin Peng, Liang Ding, Yuanxin Ouyang et al.
Reasoning Large Language Models (RLLMs) have demonstrated impressive performance on complex tasks, largely due to the adoption of Long Chain-of-Thought (Long CoT) reasoning. However, they often exhibit overthinking -- performing unnecessary reasoning steps even after arriving at the correct answer. Prior work has largely focused on qualitative analyses of overthinking through sample-based observations of long CoTs. In contrast, we present a quantitative analysis of overthinking from the perspective of self-doubt, characterized by excessive token usage devoted to re-verifying already-correct answer. We find that self-doubt significantly contributes to overthinking. In response, we introduce a simple and effective prompting method to reduce the model's over-reliance on input questions, thereby avoiding self-doubt. Specifically, we first prompt the model to question the validity of the input question, and then respond concisely based on the outcome of that evaluation. Experiments on three mathematical reasoning tasks and four datasets with missing premises demonstrate that our method substantially reduces answer length and yields significant improvements across nearly all datasets upon 4 widely-used RLLMs. Further analysis demonstrates that our method effectively minimizes the number of reasoning steps and reduces self-doubt.
3.4CLOct 23, 2024
CogSteer: Cognition-Inspired Selective Layer Intervention for Efficiently Steering Large Language ModelsXintong Wang, Jingheng Pan, Liang Ding et al.
Large Language Models (LLMs) achieve remarkable performance through pretraining on extensive data. This enables efficient adaptation to diverse downstream tasks. However, the lack of interpretability in their underlying mechanisms limits the ability to effectively steer LLMs for specific applications. In this work, we investigate the intrinsic mechanisms of LLMs from a cognitive perspective using eye movement measures. Specifically, we analyze the layer-wise correlation between human cognitive indicators and LLM representations. Building on these insights, we propose a heuristic approach for selecting the optimal steering layer to modulate LLM semantics. To this end, we introduce an efficient selective layer intervention based on prominent parameter-efficient fine-tuning methods, which conventionally adjust either all layers or only the final layer. Additionally, we present an implicit layer contrastive intervention during inference to steer LLMs away from toxic outputs. Extensive experiments on natural language understanding, reasoning, and generation tasks, conducted on GPT-2, Llama2-7B, and Mistral-7B, demonstrate the effectiveness and efficiency of our approach. As a model-agnostic framework, it enhances the interpretability of LLMs while improving efficiency for safe deployment.
5.5MLMar 20, 2024
Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process RegressionLu Zou, Liang Ding
Additive Gaussian Processes (GPs) are popular approaches for nonparametric feature selection. The common training method for these models is Bayesian Back-fitting. However, the convergence rate of Back-fitting in training additive GPs is still an open problem. By utilizing a technique called Kernel Packets (KP), we prove that the convergence rate of Back-fitting is no faster than $(1-\mathcal{O}(\frac{1}{n}))^t$, where $n$ and $t$ denote the data size and the iteration number, respectively. Consequently, Back-fitting requires a minimum of $\mathcal{O}(n\log n)$ iterations to achieve convergence. Based on KPs, we further propose an algorithm called Kernel Multigrid (KMG). This algorithm enhances Back-fitting by incorporating a sparse Gaussian Process Regression (GPR) to process the residuals after each Back-fitting iteration. It is applicable to additive GPs with both structured and scattered data. Theoretically, we prove that KMG reduces the required iterations to $\mathcal{O}(\log n)$ while preserving the time and space complexities at $\mathcal{O}(n\log n)$ and $\mathcal{O}(n)$ per iteration, respectively. Numerically, by employing a sparse GPR with merely 10 inducing points, KMG can produce accurate approximations of high-dimensional targets within 5 iterations.
1.9MLJul 19, 2021
High-Dimensional Simulation Optimization via Brownian Fields and Sparse GridsLiang Ding, Rui Tuo, Xiaowei Zhang
High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two stages. First, we take samples following a sparse grid experimental design and approximate the response surface via kernel ridge regression with a Brownian field kernel. Second, we follow the expected improvement strategy -- with critical modifications that boost the algorithm's sample efficiency -- to iteratively sample from the next level of the sparse grid. Under mild conditions on the smoothness of the response surface and the simulation noise, we establish upper bounds on the convergence rate for both noise-free and noisy simulation samples. These upper bounds deteriorate only slightly in the dimension of the feasible set, and they can be improved if the objective function is known to be of a higher-order smoothness. Extensive numerical experiments demonstrate that the proposed algorithm dramatically outperforms typical alternatives in practice.
5.8LGJun 5, 2020
High-Dimensional Non-Parametric Density Estimation in Mixed Smooth Sobolev SpacesLiang Ding, Lu Zou, Wenjia Wang et al.
Density estimation plays a key role in many tasks in machine learning, statistical inference, and visualization. The main bottleneck in high-dimensional density estimation is the prohibitive computational cost and the slow convergence rate. In this paper, we propose novel estimators for high-dimensional non-parametric density estimation called the adaptive hyperbolic cross density estimators, which enjoys nice convergence properties in the mixed smooth Sobolev spaces. As modifications of the usual Sobolev spaces, the mixed smooth Sobolev spaces are more suitable for describing high-dimensional density functions in some applications. We prove that, unlike other existing approaches, the proposed estimator does not suffer the curse of dimensionality under Integral Probability Metric, including Hölder Integral Probability Metric, where Total Variation Metric and Wasserstein Distance are special cases. Applications of the proposed estimators to generative adversarial networks (GANs) and goodness of fit test for high-dimensional data are discussed to illustrate the proposed estimator's good performance in high-dimensional problems. Numerical experiments are conducted and illustrate the efficiency of our proposed method.
5.0LGFeb 11, 2020
Generalization Guarantees for Sparse Kernel Approximation with Entropic Optimal FeaturesLiang Ding, Rui Tuo, Shahin Shahrampour
Despite their success, kernel methods suffer from a massive computational cost in practice. In this paper, in lieu of commonly used kernel expansion with respect to $N$ inputs, we develop a novel optimal design maximizing the entropy among kernel features. This procedure results in a kernel expansion with respect to entropic optimal features (EOF), improving the data representation dramatically due to features dissimilarity. Under mild technical assumptions, our generalization bound shows that with only $O(N^{\frac{1}{4}})$ features (disregarding logarithmic factors), we can achieve the optimal statistical accuracy (i.e., $O(1/\sqrt{N})$). The salient feature of our design is its sparsity that significantly reduces the time and space cost. Our numerical experiments on benchmark datasets verify the superiority of EOF over the state-of-the-art in kernel approximation.
2.3DSJan 21, 2018
Efficient Learning of Optimal Markov Network Topology with k-Tree ModelingLiang Ding, Di Chang, Russell Malmberg et al.
The seminal work of Chow and Liu (1968) shows that approximation of a finite probabilistic system by Markov trees can achieve the minimum information loss with the topology of a maximum spanning tree. Our current paper generalizes the result to Markov networks of tree width $\leq k$, for every fixed $k\geq 2$. In particular, we prove that approximation of a finite probabilistic system with such Markov networks has the minimum information loss when the network topology is achieved with a maximum spanning $k$-tree. While constructing a maximum spanning $k$-tree is intractable for even $k=2$, we show that polynomial algorithms can be ensured by a sufficient condition accommodated by many meaningful applications. In particular, we prove an efficient algorithm for learning the optimal topology of higher order correlations among random variables that belong to an underlying linear structure.