Yuqing Wang

Yuqing Wang, Zhenghao Xu, Tuo Zhao et al.

Large learning rates, when applied to gradient descent for nonconvex optimization, yield various implicit biases including the edge of stability (Cohen et al., 2021), balancing (Wang et al., 2022), and catapult (Lewkowycz et al., 2020). These phenomena cannot be well explained by classical optimization theory. Though significant theoretical progress has been made in understanding these implicit biases, it remains unclear for which objective functions would they be more likely. This paper provides an initial step in answering this question and also shows that these implicit biases are in fact various tips of the same iceberg. To establish these results, we develop a global convergence theory under large learning rates, for a family of nonconvex functions without globally Lipschitz continuous gradient, which was typically assumed in existing convergence analysis. Specifically, these phenomena are more likely to occur when the optimization objective function has good regularity. This regularity, together with gradient descent using a large learning rate that favors flatter regions, results in these nontrivial dynamical behaviors. Another corollary is the first non-asymptotic convergence rate bound for large-learning-rate gradient descent optimization of nonconvex functions. Although our theory only applies to specific functions so far, the possibility of extrapolating it to neural networks is also experimentally validated, for which different choices of loss, activation functions, and other techniques such as batch normalization can all affect regularity significantly and lead to very different training dynamics.

Yuqing Wang, Zhijie Lin, Yao Teng et al.

Autoregressive visual generation models typically rely on tokenizers to compress images into tokens that can be predicted sequentially. A fundamental dilemma exists in token representation: discrete tokens enable straightforward modeling with standard cross-entropy loss, but suffer from information loss and tokenizer training instability; continuous tokens better preserve visual details, but require complex distribution modeling, complicating the generation pipeline. In this paper, we propose TokenBridge, which bridges this gap by maintaining the strong representation capacity of continuous tokens while preserving the modeling simplicity of discrete tokens. To achieve this, we decouple discretization from the tokenizer training process through post-training quantization that directly obtains discrete tokens from continuous representations. Specifically, we introduce a dimension-wise quantization strategy that independently discretizes each feature dimension, paired with a lightweight autoregressive prediction mechanism that efficiently model the resulting large token space. Extensive experiments show that our approach achieves reconstruction and generation quality on par with continuous methods while using standard categorical prediction. This work demonstrates that bridging discrete and continuous paradigms can effectively harness the strengths of both approaches, providing a promising direction for high-quality visual generation with simple autoregressive modeling. Project page: https://yuqingwang1029.github.io/TokenBridge.

Yun Zhao, Yuqing Wang, Junfeng Liu et al.

COVID-19 has been a public health emergency of international concern since early 2020. Reliable forecasting is critical to diminish the impact of this disease. To date, a large number of different forecasting models have been proposed, mainly including statistical models, compartmental models, and deep learning models. However, due to various uncertain factors across different regions such as economics and government policy, no forecasting model appears to be the best for all scenarios. In this paper, we perform quantitative analysis of COVID-19 forecasting of confirmed cases and deaths across different regions in the United States with different forecasting horizons, and evaluate the relative impacts of the following three dimensions on the predictive performance (improvement and variation) through different evaluation metrics: model selection, hyperparameter tuning, and the length of time series required for training. We find that if a dimension brings about higher performance gains, if not well-tuned, it may also lead to harsher performance penalties. Furthermore, model selection is the dominant factor in determining the predictive performance. It is responsible for both the largest improvement and the largest variation in performance in all prediction tasks across different regions. While practitioners may perform more complicated time series analysis in practice, they should be able to achieve reasonable results if they have adequate insight into key decisions like model selection.