Ruqi Zhang

Dongyao Zhu, Bowen Lei, Jie Zhang et al.

Neural networks trained on distilled data often produce over-confident output and require correction by calibration methods. Existing calibration methods such as temperature scaling and mixup work well for networks trained on original large-scale data. However, we find that these methods fail to calibrate networks trained on data distilled from large source datasets. In this paper, we show that distilled data lead to networks that are not calibratable due to (i) a more concentrated distribution of the maximum logits and (ii) the loss of information that is semantically meaningful but unrelated to classification tasks. To address this problem, we propose Masked Temperature Scaling (MTS) and Masked Distillation Training (MDT) which mitigate the limitations of distilled data and achieve better calibration results while maintaining the efficiency of dataset distillation.

Ruqi Zhang, Andrew Gordon Wilson, Christopher De Sa

While low-precision optimization has been widely used to accelerate deep learning, low-precision sampling remains largely unexplored. As a consequence, sampling is simply infeasible in many large-scale scenarios, despite providing remarkable benefits to generalization and uncertainty estimation for neural networks. In this paper, we provide the first study of low-precision Stochastic Gradient Langevin Dynamics (SGLD), showing that its costs can be significantly reduced without sacrificing performance, due to its intrinsic ability to handle system noise. We prove that the convergence of low-precision SGLD with full-precision gradient accumulators is less affected by the quantization error than its SGD counterpart in the strongly convex setting. To further enable low-precision gradient accumulators, we develop a new quantization function for SGLD that preserves the variance in each update step. We demonstrate that low-precision SGLD achieves comparable performance to full-precision SGLD with only 8 bits on a variety of deep learning tasks.

Chih-En Lin, Attreyee Mukherjee, Ajay Rawat et al.

Patch reviewing is critical for software development, especially in distributed open-source development, which highly depends on voluntary work, such as Linux. This paper studies the past 10 years of patch reviews of the Linux memory management subsystem to characterize the challenges involved in patch reviewing at scale. Our study reveals that the review process is still primarily reliant on human effort despite a wide-range of automatic checking tools. Although kernel developers strive to review all patch proposals, they struggle to keep up with the increasing volume of submissions and depend significantly on a few developers for these reviews. To help scale the patch review process, we introduce FLINT, a patch validation system framework that synthesizes insights from past discussions among developers and automatically analyzes patch proposals for compliance. FLINT employs a rule-based analysis informed by past discussions among developers and an LLM that does not require training or fine-tuning on new data, and can continuously improve with minimum human effort. FLINT uses a multi-stage approach to efficiently distill the essential information from past discussions. Later, when a patch proposal needs review, FLINT retrieves the relevant validation rules for validation and generates a reference-backed report that developers can easily interpret and validate. FLINT targets bugs that traditional tools find hard to detect, ranging from maintainability issues, e.g., design choices and naming conventions, to complex concurrency issues, e.g., deadlocks and data races. FLINT detected 2 new issues in Linux v6.18 development cycle and 7 issues in previous versions. FLINT achieves 21% and 14% of higher ground-truth coverage on concurrency bugs than the baseline with LLM only. Moreover, FLINT achieves a 35% false positive rate, which is lower than the baseline.

Yue Xiang, Dongyao Zhu, Bowen Lei et al.

Gradients have been exploited in proposal distributions to accelerate the convergence of Markov chain Monte Carlo algorithms on discrete distributions. However, these methods require a natural differentiable extension of the target discrete distribution, which often does not exist or does not provide effective gradient guidance. In this paper, we develop a gradient-like proposal for any discrete distribution without this strong requirement. Built upon a locally-balanced proposal, our method efficiently approximates the discrete likelihood ratio via Newton's series expansion to enable a large and efficient exploration in discrete spaces. We show that our method can also be viewed as a multilinear extension, thus inheriting its desired properties. We prove that our method has a guaranteed convergence rate with or without the Metropolis-Hastings step. Furthermore, our method outperforms a number of popular alternatives in several different experiments, including the facility location problem, extractive text summarization, and image retrieval.

Wanrong Zhang, Ruqi Zhang

Bayesian inference provides a principled framework for learning from complex data and reasoning under uncertainty. It has been widely applied in machine learning tasks such as medical diagnosis, drug design, and policymaking. In these common applications, data can be highly sensitive. Differential privacy (DP) offers data analysis tools with powerful worst-case privacy guarantees and has been developed as the leading approach in privacy-preserving data analysis. In this paper, we study Metropolis-Hastings (MH), one of the most fundamental MCMC methods, for large-scale Bayesian inference under differential privacy. While most existing private MCMC algorithms sacrifice accuracy and efficiency to obtain privacy, we provide the first exact and fast DP MH algorithm, using only a minibatch of data in most iterations. We further reveal, for the first time, a three-way trade-off among privacy, scalability (i.e. the batch size), and efficiency (i.e. the convergence rate), theoretically characterizing how privacy affects the utility and computational cost in Bayesian inference. We empirically demonstrate the effectiveness and efficiency of our algorithm in various experiments.

Pascal Jutras-Dubé, Ruqi Zhang, Aniket Bera

Planning with generative models has emerged as an effective decision-making paradigm across a wide range of domains, including reinforcement learning and autonomous navigation. While continuous replanning at each timestep might seem intuitive because it allows decisions to be made based on the most recent environmental observations, it results in substantial computational challenges, primarily due to the complexity of the generative model's underlying deep learning architecture. Our work addresses this challenge by introducing a simple adaptive planning policy that leverages the generative model's ability to predict long-horizon state trajectories, enabling the execution of multiple actions consecutively without the need for immediate replanning. We propose to use the predictive uncertainty derived from a Deep Ensemble of inverse dynamics models to dynamically adjust the intervals between planning sessions. In our experiments conducted on locomotion tasks within the OpenAI Gym framework, we demonstrate that our adaptive planning policy allows for a reduction in replanning frequency to only about 10% of the steps without compromising the performance. Our results underscore the potential of generative modeling as an efficient and effective tool for decision-making.

Chris Zhuang, Debadyuti Mukherjee, Yingzhou Lu et al.

Molecular discovery has brought great benefits to the chemical industry. Various molecule design techniques are developed to identify molecules with desirable properties. Traditional optimization methods, such as genetic algorithms, continue to achieve state-of-the-art results across multiple molecular design benchmarks. However, these techniques rely solely on random walk exploration, which hinders both the quality of the final solution and the convergence speed. To address this limitation, we propose a novel approach called Gradient Genetic Algorithm (Gradient GA), which incorporates gradient information from the objective function into genetic algorithms. Instead of random exploration, each proposed sample iteratively progresses toward an optimal solution by following the gradient direction. We achieve this by designing a differentiable objective function parameterized by a neural network and utilizing the Discrete Langevin Proposal to enable gradient guidance in discrete molecular spaces. Experimental results demonstrate that our method significantly improves both convergence speed and solution quality, outperforming cutting-edge techniques. For example, it achieves up to a 25% improvement in the top-10 score over the vanilla genetic algorithm. The code is publicly available at https://github.com/debadyuti23/GradientGA.

Vineet Punyamoorty, Pascal Jutras-Dubé, Ruqi Zhang et al.

By framing reinforcement learning as a sequence modeling problem, recent work has enabled the use of generative models, such as diffusion models, for planning. While these models are effective in predicting long-horizon state trajectories in deterministic environments, they face challenges in dynamic settings with moving obstacles. Effective collision avoidance demands continuous monitoring and adaptive decision-making. While replanning at every timestep could ensure safety, it introduces substantial computational overhead due to the repetitive prediction of overlapping state sequences -- a process that is particularly costly with diffusion models, known for their intensive iterative sampling procedure. We propose an adaptive generative planning approach that dynamically adjusts replanning frequency based on the uncertainty of action predictions. Our method minimizes the need for frequent, computationally expensive, and redundant replanning while maintaining robust collision avoidance performance. In experiments, we obtain a 13.5% increase in the mean trajectory length and a 12.7% increase in mean reward over long-horizon planning, indicating a reduction in collision rates and an improved ability to navigate the environment safely.

Bolian Li, Ruqi Zhang

Long-tailed classification poses a challenge due to its heavy imbalance in class probabilities and tail-sensitivity risks with asymmetric misprediction costs. Recent attempts have used re-balancing loss and ensemble methods, but they are largely heuristic and depend heavily on empirical results, lacking theoretical explanation. Furthermore, existing methods overlook the decision loss, which characterizes different costs associated with tailed classes. This paper presents a general and principled framework from a Bayesian-decision-theory perspective, which unifies existing techniques including re-balancing and ensemble methods, and provides theoretical justifications for their effectiveness. From this perspective, we derive a novel objective based on the integrated risk and a Bayesian deep-ensemble approach to improve the accuracy of all classes, especially the "tail". Besides, our framework allows for task-adaptive decision loss which provides provably optimal decisions in varying task scenarios, along with the capability to quantify uncertainty. Finally, We conduct comprehensive experiments, including standard classification, tail-sensitive classification with a new False Head Rate metric, calibration, and ablation studies. Our framework significantly improves the current SOTA even on large-scale real-world datasets like ImageNet.

Theodore Papamarkou, Maria Skoularidou, Konstantina Palla et al.

In the current landscape of deep learning research, there is a predominant emphasis on achieving high predictive accuracy in supervised tasks involving large image and language datasets. However, a broader perspective reveals a multitude of overlooked metrics, tasks, and data types, such as uncertainty, active and continual learning, and scientific data, that demand attention. Bayesian deep learning (BDL) constitutes a promising avenue, offering advantages across these diverse settings. This paper posits that BDL can elevate the capabilities of deep learning. It revisits the strengths of BDL, acknowledges existing challenges, and highlights some exciting research avenues aimed at addressing these obstacles. Looking ahead, the discussion focuses on possible ways to combine large-scale foundation models with BDL to unlock their full potential.

Ziyi Wang, Yujie Chen, Qifan Song et al.

Low-precision training has emerged as a promising low-cost technique to enhance the training efficiency of deep neural networks without sacrificing much accuracy. Its Bayesian counterpart can further provide uncertainty quantification and improved generalization accuracy. This paper investigates low-precision sampling via Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) with low-precision and full-precision gradient accumulators for both strongly log-concave and non-log-concave distributions. Theoretically, our results show that, to achieve $ε$-error in the 2-Wasserstein distance for non-log-concave distributions, low-precision SGHMC achieves quadratic improvement ($\widetilde{\mathbf{O}}\left({ε^{-2}{μ^*}^{-2}\log^2\left({ε^{-1}}\right)}\right)$) compared to the state-of-the-art low-precision sampler, Stochastic Gradient Langevin Dynamics (SGLD) ($\widetilde{\mathbf{O}}\left({ε^{-4}{λ^{*}}^{-1}\log^5\left({ε^{-1}}\right)}\right)$). Moreover, we prove that low-precision SGHMC is more robust to the quantization error compared to low-precision SGLD due to the robustness of the momentum-based update w.r.t. gradient noise. Empirically, we conduct experiments on synthetic data, and {MNIST, CIFAR-10 \& CIFAR-100} datasets, which validate our theoretical findings. Our study highlights the potential of low-precision SGHMC as an efficient and accurate sampling method for large-scale and resource-limited machine learning.

Junbo Li, Zichen Miao, Qiang Qiu et al.

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly introducing sparsity throughout the training or by post-training compression of dense BNNs. The dilemma of how to cut down massive training costs remains, particularly given the requirement to learn about the uncertainty. To solve this challenge, we introduce Sparse Subspace Variational Inference (SSVI), the first fully sparse BNN framework that maintains a consistently highly sparse Bayesian model throughout the training and inference phases. Starting from a randomly initialized low-dimensional sparse subspace, our approach alternately optimizes the sparse subspace basis selection and its associated parameters. While basis selection is characterized as a non-differentiable problem, we approximate the optimal solution with a removal-and-addition strategy, guided by novel criteria based on weight distribution statistics. Our extensive experiments show that SSVI sets new benchmarks in crafting sparse BNNs, achieving, for instance, a 10-20x compression in model size with under 3\% performance drop, and up to 20x FLOPs reduction during training compared with dense VI training. Remarkably, SSVI also demonstrates enhanced robustness to hyperparameters, reducing the need for intricate tuning in VI and occasionally even surpassing VI-trained dense BNNs on both accuracy and uncertainty metrics.

Muheng Li, Ruqi Zhang

Recently, gradient-based discrete sampling has emerged as a highly efficient, general-purpose solver for various combinatorial optimization (CO) problems, achieving performance comparable to or surpassing the popular data-driven approaches. However, we identify a critical issue in these methods, which we term ''wandering in contours''. This behavior refers to sampling new different solutions that share very similar objective values for a long time, leading to computational inefficiency and suboptimal exploration of potential solutions. In this paper, we introduce a novel reheating mechanism inspired by the concept of critical temperature and specific heat in physics, aimed at overcoming this limitation. Empirically, our method demonstrates superiority over existing sampling-based and data-driven algorithms across a diverse array of CO problems.

Can Cui, Yupeng Zhou, Juntong Peng et al.

End-to-end autonomous driving systems built on Vision Language Models (VLMs) have shown significant promise, yet their reliance on autoregressive architectures introduces some limitations for real-world applications. The sequential, token-by-token generation process of these models results in high inference latency and cannot perform bidirectional reasoning, making them unsuitable for dynamic, safety-critical environments. To overcome these challenges, we introduce ViLaD, a novel Large Vision Language Diffusion (LVLD) framework for end-to-end autonomous driving that represents a paradigm shift. ViLaD leverages a masked diffusion model that enables parallel generation of entire driving decision sequences, significantly reducing computational latency. Moreover, its architecture supports bidirectional reasoning, allowing the model to consider both past and future simultaneously, and supports progressive easy-first generation to iteratively improve decision quality. We conduct comprehensive experiments on the nuScenes dataset, where ViLaD outperforms state-of-the-art autoregressive VLM baselines in both planning accuracy and inference speed, while achieving a near-zero failure rate. Furthermore, we demonstrate the framework's practical viability through a real-world deployment on an autonomous vehicle for an interactive parking task, confirming its effectiveness and soundness for practical applications.

Jiaru Zhang, Juanwu Lu, Ziran Wang et al.

Normalizing flows are promising generative models with advantages such as theoretical rigor, analytical log-likelihood computation, and end-to-end training. However, the architectural constraints to ensure invertibility and tractable Jacobian computation limit their expressive power and practical usability. Recent advancements utilize autoregressive modeling, significantly enhancing expressive power and generation quality. However, such sequential modeling inherently restricts parallel computation during inference, leading to slow generation that impedes practical deployment. In this paper, we first identify that strict sequential dependency in inference is unnecessary to generate high-quality samples. We observe that patches in sequential modeling can also be approximated without strictly conditioning on all preceding patches. Moreover, the models tend to exhibit low dependency redundancy in the initial layer and higher redundancy in subsequent layers. Leveraging these observations, we propose a selective Jacobi decoding (SeJD) strategy that accelerates autoregressive inference through parallel iterative optimization. Theoretical analyses demonstrate the method's superlinear convergence rate and guarantee that the number of iterations required is no greater than the original sequential approach. Empirical evaluations across multiple datasets validate the generality and effectiveness of our acceleration technique. Experiments demonstrate substantial speed improvements up to 4.7 times faster inference while keeping the generation quality and fidelity.

Xinyang Liu, Hengrong Du, Wei Deng et al.

Hutchinson estimators are widely employed in training divergence-based likelihoods for diffusion models to ensure optimal transport (OT) properties. However, this estimator often suffers from high variance and scalability concerns. To address these challenges, we investigate Hutch++, an optimal stochastic trace estimator for generative models, designed to minimize training variance while maintaining transport optimality. Hutch++ is particularly effective for handling ill-conditioned matrices with large condition numbers, which commonly arise when high-dimensional data exhibits a low-dimensional structure. To mitigate the need for frequent and costly QR decompositions, we propose practical schemes that balance frequency and accuracy, backed by theoretical guarantees. Our analysis demonstrates that Hutch++ leads to generations of higher quality. Furthermore, this method exhibits effective variance reduction in various applications, including simulations, conditional time series forecasts, and image generation.

Wenlong Chen, Bolian Li, Ruqi Zhang et al.

Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep neural networks. In generative modeling domain, many widely used deep generative models, such as deep latent variable models, require approximate Bayesian inference to infer their latent variables for the training. In this chapter, we provide an introduction to approximate inference techniques as Bayesian computation methods applied to deep learning models, with a focus on Bayesian neural networks and deep generative models. We review two arguably most popular approximate Bayesian computational methods, stochastic gradient Markov chain Monte Carlo (SG-MCMC) and variational inference (VI), and explain their unique challenges in posterior inference as well as the solutions when applied to deep learning models.

Haoyang Zheng, Hengrong Du, Ruqi Zhang et al.

Gradient-based Discrete Samplers (GDSs) are effective for sampling discrete energy landscapes. However, they often stagnate in complex, non-convex settings. To improve exploration, we introduce the Discrete Replica EXchangE Langevin (DREXEL) sampler and its variant with Adjusted Metropolis (DREAM). These samplers use two GDSs at different temperatures and step sizes: one focuses on local exploitation, while the other explores broader energy landscapes. When energy differences are significant, sample swaps occur, which are determined by a mechanism tailored for discrete sampling to ensure detailed balance. Theoretically, we prove that the proposed samplers satisfy detailed balance and converge to the target distribution under mild conditions. Experiments across 2d synthetic simulations, sampling from Ising models and restricted Boltzmann machines, and training deep energy-based models further confirm their efficiency in exploring non-convex discrete energy landscapes.

Ruqi Zhang, Yingzhen Li, Christopher De Sa et al.

Variational inference (VI) plays an essential role in approximate Bayesian inference due to its computational efficiency and broad applicability. Crucial to the performance of VI is the selection of the associated divergence measure, as VI approximates the intractable distribution by minimizing this divergence. In this paper we propose a meta-learning algorithm to learn the divergence metric suited for the task of interest, automating the design of VI methods. In addition, we learn the initialization of the variational parameters without additional cost when our method is deployed in the few-shot learning scenarios. We demonstrate our approach outperforms standard VI on Gaussian mixture distribution approximation, Bayesian neural network regression, image generation with variational autoencoders and recommender systems with a partial variational autoencoder.

Ruqi Zhang, A. Feder Cooper, Christopher De Sa

Metropolis-Hastings (MH) is a commonly-used MCMC algorithm, but it can be intractable on large datasets due to requiring computations over the whole dataset. In this paper, we study minibatch MH methods, which instead use subsamples to enable scaling. We observe that most existing minibatch MH methods are inexact (i.e. they may change the target distribution), and show that this inexactness can cause arbitrarily large errors in inference. We propose a new exact minibatch MH method, TunaMH, which exposes a tunable trade-off between its batch size and its theoretically guaranteed convergence rate. We prove a lower bound on the batch size that any minibatch MH method must use to retain exactness while guaranteeing fast convergence-the first such bound for minibatch MH-and show TunaMH is asymptotically optimal in terms of the batch size. Empirically, we show TunaMH outperforms other exact minibatch MH methods on robust linear regression, truncated Gaussian mixtures, and logistic regression.

Ruqi Zhang, A. Feder Cooper, Christopher De Sa

Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is an efficient method for sampling from continuous distributions. It is a faster alternative to HMC: instead of using the whole dataset at each iteration, SGHMC uses only a subsample. This improves performance, but introduces bias that can cause SGHMC to converge to the wrong distribution. One can prevent this using a step size that decays to zero, but such a step size schedule can drastically slow down convergence. To address this tension, we propose a novel second-order SG-MCMC algorithm---AMAGOLD---that infrequently uses Metropolis-Hastings (M-H) corrections to remove bias. The infrequency of corrections amortizes their cost. We prove AMAGOLD converges to the target distribution with a fixed, rather than a diminishing, step size, and that its convergence rate is at most a constant factor slower than a full-batch baseline. We empirically demonstrate AMAGOLD's effectiveness on synthetic distributions, Bayesian logistic regression, and Bayesian neural networks.

Ruqi Zhang, Christopher De Sa

Gibbs sampling is a Markov chain Monte Carlo method that is often used for learning and inference on graphical models. Minibatching, in which a small random subset of the graph is used at each iteration, can help make Gibbs sampling scale to large graphical models by reducing its computational cost. In this paper, we propose a new auxiliary-variable minibatched Gibbs sampling method, {\it Poisson-minibatching Gibbs}, which both produces unbiased samples and has a theoretical guarantee on its convergence rate. In comparison to previous minibatched Gibbs algorithms, Poisson-minibatching Gibbs supports fast sampling from continuous state spaces and avoids the need for a Metropolis-Hastings correction on discrete state spaces. We demonstrate the effectiveness of our method on multiple applications and in comparison with both plain Gibbs and previous minibatched methods.

Ruqi Zhang, Chunyuan Li, Jianyi Zhang et al.

The posteriors over neural network weights are high dimensional and multimodal. Each mode typically characterizes a meaningfully different representation of the data. We develop Cyclical Stochastic Gradient MCMC (SG-MCMC) to automatically explore such distributions. In particular, we propose a cyclical stepsize schedule, where larger steps discover new modes, and smaller steps characterize each mode. We also prove non-asymptotic convergence of our proposed algorithm. Moreover, we provide extensive experimental results, including ImageNet, to demonstrate the scalability and effectiveness of cyclical SG-MCMC in learning complex multimodal distributions, especially for fully Bayesian inference with modern deep neural networks.