Xinyi Chen

LG
h-index18
3papers
22citations
Novelty65%
AI Score41

3 Papers

7.7LGJan 19, 2023
A Nonstochastic Control Approach to Optimization

Xinyi Chen, Elad Hazan · princeton

Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global optimality guarantees in general. We propose an online nonstochastic control methodology for mathematical optimization. First, we formalize the setting of meta-optimization, an online learning formulation of learning the best optimization algorithm from a class of methods. The meta-optimization problem over gradient-based methods can be framed as a feedback control problem over the choice of hyperparameters, including the learning rate, momentum, and the preconditioner. Although the original optimal control problem is nonconvex, we show how recent methods from online nonstochastic control using convex relaxations can be used to overcome the challenge of nonconvexity, and obtain regret guarantees against the best offline solution. This guarantees that in meta-optimization, given a sequence of optimization problems, we can learn a method that attains convergence comparable to that of the best optimization method in hindsight from a class of methods.

24.5ROJun 24, 2025
CronusVLA: Towards Efficient and Robust Manipulation via Multi-Frame Vision-Language-Action Modeling

Hao Li, Shuai Yang, Yilun Chen et al.

Recent vision-language-action (VLA) models built on pretrained vision-language models (VLMs) have demonstrated strong performance in robotic manipulation. However, these models remain constrained by the single-frame image paradigm and fail to fully leverage the temporal information offered by multi-frame histories, as directly feeding multiple frames into VLM backbones incurs substantial computational overhead and inference latency. We propose CronusVLA, a unified framework that extends single-frame VLA models to the multi-frame paradigm. CronusVLA follows a two-stage process: (1) Single-frame pretraining on large-scale embodied datasets with autoregressive prediction of action tokens, establishing an effective embodied vision-language foundation; (2) Multi-frame post-training, which adapts the prediction of the vision-language backbone from discrete tokens to learnable features, and aggregates historical information via feature chunking. CronusVLA effectively addresses the existing challenges of multi-frame modeling while enhancing performance and observational robustness. To evaluate the robustness under temporal and spatial disturbances, we introduce SimplerEnv-OR, a novel benchmark featuring 24 types of observational disturbances and 120 severity levels. Experiments across three embodiments in simulated and real-world environments demonstrate that CronusVLA achieves leading performance and superior robustness, with a 70.9% success rate on SimplerEnv, a 26.8% improvement over OpenVLA on LIBERO, and the highest robustness score on SimplerEnv-OR. These results highlight the potential of efficient multi-frame adaptation in VLA models for more powerful and robust real-world deployment.

2.6LGJan 17, 2024
Adaptive Regret for Bandits Made Possible: Two Queries Suffice

Zhou Lu, Qiuyi Zhang, Xinyi Chen et al. · deepmind, princeton

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under the strict notion of strongly adaptive regret, which measures the maximum regret over any contiguous interval $I$. Due to its worst-case nature, there is an almost-linear $Ω(|I|^{1-ε})$ regret lower bound, when only one query per round is allowed [Daniely el al, ICML 2015]. Surprisingly, with just two queries per round, we give Strongly Adaptive Bandit Learner (StABL) that achieves $\tilde{O}(\sqrt{n|I|})$ adaptive regret for multi-armed bandits with $n$ arms. The bound is tight and cannot be improved in general. Our algorithm leverages a multiplicative update scheme of varying stepsizes and a carefully chosen observation distribution to control the variance. Furthermore, we extend our results and provide optimal algorithms in the bandit convex optimization setting. Finally, we empirically demonstrate the superior performance of our algorithms under volatile environments and for downstream tasks, such as algorithm selection for hyperparameter optimization.