Ruiqi Zhang

Tianyu Guo, Hanlin Zhu, Ruiqi Zhang et al.

``Socrates is human. All humans are mortal. Therefore, Socrates is mortal.'' This form of argument illustrates a typical pattern of two-hop reasoning. Formally, two-hop reasoning refers to the process of inferring a conclusion by making two logical steps, each connecting adjacent concepts, such that the final conclusion depends on the integration of both steps. It is one of the most fundamental components of human reasoning and plays a crucial role in both formal logic and everyday decision-making. Despite recent progress in large language models (LLMs), we surprisingly find that they can fail at solving simple two-hop reasoning problems when distractors are present. We observe on a synthetic dataset that pre-trained LLMs often resort to random guessing among all plausible conclusions. However, after few steps of fine-tuning, models achieve near-perfect accuracy and exhibit strong length generalization. To understand the underlying mechanisms, we train a 3-layer Transformer from scratch on a synthetic two-hop reasoning task and reverse-engineer its internal information flow. We observe a clear progression in the attention logits throughout training. This pictures a sharp phase transition from an initial stage of random guessing to the emergence of a structured sequential query mechanism, where the model first retrieves the preceding and the bridge concepts in the early layers and then uses them to infer the final answer. Finally, we show that these dynamics can be captured by a minimal three-parameter attention-only network.

Ruiqi Zhang, Jingfeng Wu, Licong Lin et al.

We study $\textit{gradient descent}$ (GD) for logistic regression on linearly separable data with stepsizes that adapt to the current risk, scaled by a constant hyperparameter $η$. We show that after at most $1/γ^2$ burn-in steps, GD achieves a risk upper bounded by $\exp(-Θ(η))$, where $γ$ is the margin of the dataset. As $η$ can be arbitrarily large, GD attains an arbitrarily small risk $\textit{immediately after the burn-in steps}$, though the risk evolution may be $\textit{non-monotonic}$. We further construct hard datasets with margin $γ$, where any batch (or online) first-order method requires $Ω(1/γ^2)$ steps to find a linear separator. Thus, GD with large, adaptive stepsizes is $\textit{minimax optimal}$ among first-order batch methods. Notably, the classical $\textit{Perceptron}$ (Novikoff, 1962), a first-order online method, also achieves a step complexity of $1/γ^2$, matching GD even in constants. Finally, our GD analysis extends to a broad class of loss functions and certain two-layer networks.

Ruiqi Zhang, Xuezhou Zhang, Chengzhuo Ni et al.

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical analysis has proved FQE to be minimax-optimal with tabular, linear and several nonparametric function families, its practical performance with more general function approximator is less theoretically understood. We focus on FQE with general differentiable function approximators, making our theory applicable to neural function approximations. We approach this problem using the Z-estimation theory and establish the following results: The FQE estimation error is asymptotically normal with explicit variance determined jointly by the tangent space of the function class at the ground truth, the reward structure, and the distribution shift due to off-policy learning; The finite-sample FQE error bound is dominated by the same variance term, and it can also be bounded by function class-dependent divergence, which measures how the off-policy distribution shift intertwines with the function approximator. In addition, we study bootstrapping FQE estimators for error distribution inference and estimating confidence intervals, accompanied by a Cramer-Rao lower bound that matches our upper bounds. The Z-estimation analysis provides a generalizable theoretical framework for studying off-policy estimation in RL and provides sharp statistical theory for FQE with differentiable function approximators.

Chengzhuo Ni, Ruiqi Zhang, Xiang Ji et al.

Policy gradient (PG) estimation becomes a challenge when we are not allowed to sample with the target policy but only have access to a dataset generated by some unknown behavior policy. Conventional methods for off-policy PG estimation often suffer from either significant bias or exponentially large variance. In this paper, we propose the double Fitted PG estimation (FPG) algorithm. FPG can work with an arbitrary policy parameterization, assuming access to a Bellman-complete value function class. In the case of linear value function approximation, we provide a tight finite-sample upper bound on policy gradient estimation error, that is governed by the amount of distribution mismatch measured in feature space. We also establish the asymptotic normality of FPG estimation error with a precise covariance characterization, which is further shown to be statistically optimal with a matching Cramer-Rao lower bound. Empirically, we evaluate the performance of FPG on both policy gradient estimation and policy optimization, using either softmax tabular or ReLU policy networks. Under various metrics, our results show that FPG significantly outperforms existing off-policy PG estimation methods based on importance sampling and variance reduction techniques.