Makesh Narsimhan

h-index29
2papers

2 Papers

CLMay 2, 2025Code
Llama-Nemotron: Efficient Reasoning Models

Akhiad Bercovich, Itay Levy, Izik Golan et al. · nvidia

We introduce the Llama-Nemotron series of models, an open family of heterogeneous reasoning models that deliver exceptional reasoning capabilities, inference efficiency, and an open license for enterprise use. The family comes in three sizes -- Nano (8B), Super (49B), and Ultra (253B) -- and performs competitively with state-of-the-art reasoning models such as DeepSeek-R1 while offering superior inference throughput and memory efficiency. In this report, we discuss the training procedure for these models, which entails using neural architecture search from Llama 3 models for accelerated inference, knowledge distillation, and continued pretraining, followed by a reasoning-focused post-training stage consisting of two main parts: supervised fine-tuning and large scale reinforcement learning. Llama-Nemotron models are the first open-source models to support a dynamic reasoning toggle, allowing users to switch between standard chat and reasoning modes during inference. To further support open research and facilitate model development, we provide the following resources: 1. We release the Llama-Nemotron reasoning models -- LN-Nano, LN-Super, and LN-Ultra -- under the commercially permissive NVIDIA Open Model License Agreement. 2. We release the complete post-training dataset: Llama-Nemotron-Post-Training-Dataset. 3. We also release our training codebases: NeMo, NeMo-Aligner, and Megatron-LM.

STMar 28, 2022
Discovering material information using hierarchical Reformer model on financial regulatory filings

Francois Mercier, Makesh Narsimhan

Most applications of machine learning for finance are related to forecasting tasks for investment decisions. Instead, we aim to promote a better understanding of financial markets with machine learning techniques. Leveraging the tremendous progress in deep learning models for natural language processing, we construct a hierarchical Reformer ([15]) model capable of processing a large document level dataset, SEDAR, from canadian financial regulatory filings. Using this model, we show that it is possible to predict trade volume changes using regulatory filings. We adapt the pretraining task of HiBERT ([36]) to obtain good sentence level representations using a large unlabelled document dataset. Finetuning the model to successfully predict trade volume changes indicates that the model captures a view from financial markets and processing regulatory filings is beneficial. Analyzing the attention patterns of our model reveals that it is able to detect some indications of material information without explicit training, which is highly relevant for investors and also for the market surveillance mandate of financial regulators.