STApr 9, 2022
High-dimensional Asymptotics of Langevin Dynamics in Spiked Matrix ModelsTengyuan Liang, Subhabrata Sen, Pragya Sur
We study Langevin dynamics for recovering the planted signal in the spiked matrix model. We provide a "path-wise" characterization of the overlap between the output of the Langevin algorithm and the planted signal. This overlap is characterized in terms of a self-consistent system of integro-differential equations, usually referred to as the Crisanti-Horner-Sommers-Cugliandolo-Kurchan (CHSCK) equations in the spin glass literature. As a second contribution, we derive an explicit formula for the limiting overlap in terms of the signal-to-noise ratio and the injected noise in the diffusion. This uncovers a sharp phase transition -- in one regime, the limiting overlap is strictly positive, while in the other, the injected noise overcomes the signal, and the limiting overlap is zero.
MLFeb 4
Multi-layer Cross-Attention is Provably Optimal for Multi-modal In-context LearningNicholas Barnfield, Subhabrata Sen, Pragya Sur
Recent progress has rapidly advanced our understanding of the mechanisms underlying in-context learning in modern attention-based neural networks. However, existing results focus exclusively on unimodal data; in contrast, the theoretical underpinnings of in-context learning for multi-modal data remain poorly understood. We introduce a mathematically tractable framework for studying multi-modal learning and explore when transformer-like architectures can recover Bayes-optimal performance in-context. To model multi-modal problems, we assume the observed data arises from a latent factor model. Our first result comprises a negative take on expressibility: we prove that single-layer, linear self-attention fails to recover the Bayes-optimal predictor uniformly over the task distribution. To address this limitation, we introduce a novel, linearized cross-attention mechanism, which we study in the regime where both the number of cross-attention layers and the context length are large. We show that this cross-attention mechanism is provably Bayes optimal when optimized using gradient flow. Our results underscore the benefits of depth for in-context learning and establish the provable utility of cross-attention for multi-modal distributions.
MLFeb 24, 2025
Provable Benefits of Unsupervised Pre-training and Transfer Learning via Single-Index ModelsTaj Jones-McCormick, Aukosh Jagannath, Subhabrata Sen
Unsupervised pre-training and transfer learning are commonly used techniques to initialize training algorithms for neural networks, particularly in settings with limited labeled data. In this paper, we study the effects of unsupervised pre-training and transfer learning on the sample complexity of high-dimensional supervised learning. Specifically, we consider the problem of training a single-layer neural network via online stochastic gradient descent. We establish that pre-training and transfer learning (under concept shift) reduce sample complexity by polynomial factors (in the dimension) under very general assumptions. We also uncover some surprising settings where pre-training grants exponential improvement over random initialization in terms of sample complexity.
MLApr 18, 2024
Understanding Optimal Feature Transfer via a Fine-Grained Bias-Variance AnalysisYufan Li, Subhabrata Sen, Ben Adlam
In the transfer learning paradigm models learn useful representations (or features) during a data-rich pretraining stage, and then use the pretrained representation to improve model performance on data-scarce downstream tasks. In this work, we explore transfer learning with the goal of optimizing downstream performance. We introduce a simple linear model that takes as input an arbitrary pretrained feature transform. We derive exact asymptotics of the downstream risk and its \textit{fine-grained} bias-variance decomposition. We then identify the pretrained representation that optimizes the asymptotic downstream bias and variance averaged over an ensemble of downstream tasks. Our theoretical and empirical analysis uncovers the surprising phenomenon that the optimal featurization is naturally sparse, even in the absence of explicit sparsity-inducing priors or penalties. Additionally, we identify a phase transition where the optimal pretrained representation shifts from hard selection to soft selection of relevant features.
STApr 25, 2021
Variational Inference in high-dimensional linear regressionSumit Mukherjee, Subhabrata Sen
We study high-dimensional Bayesian linear regression with product priors. Using the nascent theory of non-linear large deviations (Chatterjee and Dembo,2016), we derive sufficient conditions for the leading-order correctness of the naive mean-field approximation to the log-normalizing constant of the posterior distribution. Subsequently, assuming a true linear model for the observed data, we derive a limiting infinite dimensional variational formula for the log normalizing constant of the posterior. Furthermore, we establish that under an additional "separation" condition, the variational problem has a unique optimizer, and this optimizer governs the probabilistic properties of the posterior distribution. We provide intuitive sufficient conditions for the validity of this "separation" condition. Finally, we illustrate our results on concrete examples with specific design matrices.
SINov 15, 2020
Contextual Stochastic Block Model: Sharp Thresholds and ContiguityChen Lu, Subhabrata Sen
We study community detection in the contextual stochastic block model arXiv:1807.09596 [cs.SI], arXiv:1607.02675 [stat.ME]. In arXiv:1807.09596 [cs.SI], the second author studied this problem in the setting of sparse graphs with high-dimensional node-covariates. Using the non-rigorous cavity method from statistical physics, they conjectured the sharp limits for community detection in this setting. Further, the information theoretic threshold was verified, assuming that the average degree of the observed graph is large. It is expected that the conjecture holds as soon as the average degree exceeds one, so that the graph has a giant component. We establish this conjecture, and characterize the sharp threshold for detection and weak recovery.
SIJul 23, 2018
Contextual Stochastic Block ModelsYash Deshpande, Andrea Montanari, Elchanan Mossel et al.
We provide the first information theoretic tight analysis for inference of latent community structure given a sparse graph along with high dimensional node covariates, correlated with the same latent communities. Our work bridges recent theoretical breakthroughs in the detection of latent community structure without nodes covariates and a large body of empirical work using diverse heuristics for combining node covariates with graphs for inference. The tightness of our analysis implies in particular, the information theoretical necessity of combining the different sources of information. Our analysis holds for networks of large degrees as well as for a Gaussian version of the model.
NIApr 30, 2018
LBP: Robust Rate Adaptation Algorithm for SVC Video StreamingAnis Elgabli, Vaneet Aggarwal, Shuai Hao et al.
Video streaming today accounts for up to 55\% of mobile traffic. In this paper, we explore streaming videos encoded using Scalable Video Coding scheme (SVC) over highly variable bandwidth conditions such as cellular networks. SVC's unique encoding scheme allows the quality of a video chunk to change incrementally, making it more flexible and adaptive to challenging network conditions compared to other encoding schemes. Our contribution is threefold. First, we formulate the quality decisions of video chunks constrained by the available bandwidth, the playback buffer, and the chunk deadlines as an optimization problem. The objective is to optimize a novel QoE metric that models a combination of the three objectives of minimizing the stall/skip duration of the video, maximizing the playback quality of every chunk, and minimizing the number of quality switches. Second, we develop Layered Bin Packing (LBP) Adaptation Algorithm, a novel algorithm that solves the proposed optimization problem. Moreover, we show that LBP achieves the optimal solution of the proposed optimization problem with linear complexity in the number of video chunks. Third, we propose an online algorithm (online LBP) where several challenges are addressed including handling bandwidth prediction errors, and short prediction duration. Extensive simulations with real bandwidth traces of public datasets reveal the robustness of our scheme and demonstrate its significant performance improvement as compared to the state-of-the-art SVC streaming algorithms. The proposed algorithm is also implemented on a TCP/IP emulation test bed with real LTE bandwidth traces, and the emulation confirms the simulation results and validates that the algorithm can be implemented and deployed on today's mobile devices.