Thien Hang Nguyen

LG
h-index23
6papers
81citations
Novelty57%
AI Score48

6 Papers

LGFeb 12Code
ExtractBench: A Benchmark and Evaluation Methodology for Complex Structured Extraction

Nick Ferguson, Josh Pennington, Narek Beghian et al.

Unstructured documents like PDFs contain valuable structured information, but downstream systems require this data in reliable, standardized formats. LLMs are increasingly deployed to automate this extraction, making accuracy and reliability paramount. However, progress is bottlenecked by two gaps. First, no end-to-end benchmark evaluates PDF-to-JSON extraction under enterprise-scale schema breadth. Second, no principled methodology captures the semantics of nested extraction, where fields demand different notions of correctness (exact match for identifiers, tolerance for quantities, semantic equivalence for names), arrays require alignment, and omission must be distinguished from hallucination. We address both gaps with ExtractBench, an open-source benchmark and evaluation framework for PDF-to-JSON structured extraction. The benchmark pairs 35 PDF documents with JSON Schemas and human-annotated gold labels across economically valuable domains, yielding 12,867 evaluatable fields spanning schema complexities from tens to hundreds of fields. The evaluation framework treats the schema as an executable specification: each field declares its scoring metric. Baseline evaluations reveal that frontier models (GPT-5/5.2, Gemini-3 Flash/Pro, Claude 4.5 Opus/Sonnet) remain unreliable on realistic schemas. Performance degrades sharply with schema breadth, culminating in 0% valid output on a 369-field financial reporting schema across all tested models. We release ExtractBench at https://github.com/ContextualAI/extract-bench.

OCFeb 28, 2023
High Probability Convergence of Stochastic Gradient Methods

Zijian Liu, Ta Duy Nguyen, Thien Hang Nguyen et al.

In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only in expectation or the bound depends on the diameter of the domain. Instead, we show high probability convergence with bounds depending on the initial distance to the optimal solution. The algorithms use step sizes analogous to the standard settings and are universal to Lipschitz functions, smooth functions, and their linear combinations. This method can be applied to the non-convex case. We demonstrate an $O((1+σ^{2}\log(1/δ))/T+σ/\sqrt{T})$ convergence rate when the number of iterations $T$ is known and an $O((1+σ^{2}\log(T/δ))/\sqrt{T})$ convergence rate when $T$ is unknown for SGD, where $1-δ$ is the desired success probability. These bounds improve over existing bounds in the literature. Additionally, we demonstrate that our techniques can be used to obtain high probability bound for AdaGrad-Norm (Ward et al., 2019) that removes the bounded gradients assumption from previous works. Furthermore, our technique for AdaGrad-Norm extends to the standard per-coordinate AdaGrad algorithm (Duchi et al., 2011), providing the first noise-adapted high probability convergence for AdaGrad.

LGSep 29, 2022
META-STORM: Generalized Fully-Adaptive Variance Reduced SGD for Unbounded Functions

Zijian Liu, Ta Duy Nguyen, Thien Hang Nguyen et al.

We study the application of variance reduction (VR) techniques to general non-convex stochastic optimization problems. In this setting, the recent work STORM [Cutkosky-Orabona '19] overcomes the drawback of having to compute gradients of "mega-batches" that earlier VR methods rely on. There, STORM utilizes recursive momentum to achieve the VR effect and is then later made fully adaptive in STORM+ [Levy et al., '21], where full-adaptivity removes the requirement for obtaining certain problem-specific parameters such as the smoothness of the objective and bounds on the variance and norm of the stochastic gradients in order to set the step size. However, STORM+ crucially relies on the assumption that the function values are bounded, excluding a large class of useful functions. In this work, we propose META-STORM, a generalized framework of STORM+ that removes this bounded function values assumption while still attaining the optimal convergence rate for non-convex optimization. META-STORM not only maintains full-adaptivity, removing the need to obtain problem specific parameters, but also improves the convergence rate's dependency on the problem parameters. Furthermore, META-STORM can utilize a large range of parameter settings that subsumes previous methods allowing for more flexibility in a wider range of settings. Finally, we demonstrate the effectiveness of META-STORM through experiments across common deep learning tasks. Our algorithm improves upon the previous work STORM+ and is competitive with widely used algorithms after the addition of per-coordinate update and exponential moving average heuristics.

LGApr 20, 2022
Improved Group Robustness via Classifier Retraining on Independent Splits

Thien Hang Nguyen, Hongyang R. Zhang, Huy Le Nguyen

Deep neural networks trained by minimizing the average risk can achieve strong average performance. Still, their performance for a subgroup may degrade if the subgroup is underrepresented in the overall data population. Group distributionally robust optimization (Sagawa et al., 2020a), or group DRO in short, is a widely used baseline for learning models with strong worst-group performance. We note that this method requires group labels for every example at training time and can overfit to small groups, requiring strong regularization. Given a limited amount of group labels at training time, Just Train Twice (Liu et al., 2021), or JTT in short, is a two-stage method that infers a pseudo group label for every unlabeled example first, then applies group DRO based on the inferred group labels. The inference process is also sensitive to overfitting, sometimes involving additional hyperparameters. This paper designs a simple method based on the idea of classifier retraining on independent splits of the training data. We find that using a novel sample-splitting procedure achieves robust worst-group performance in the fine-tuning step. When evaluated on benchmark image and text classification tasks, our approach consistently performs favorably to group DRO, JTT, and other strong baselines when either group labels are available during training or are only given in validation sets. Importantly, our method only relies on a single hyperparameter, which adjusts the fraction of labels used for training feature extractors vs. training classification layers. We justify the rationale of our splitting scheme with a generalization-bound analysis of the worst-group loss.

LGFeb 5
BLITZRANK: Principled Zero-shot Ranking Agents with Tournament Graphs

Sheshansh Agrawal, Thien Hang Nguyen, Douwe Kiela

Selecting the top $m$ from $n$ items via expensive $k$-wise comparisons is fundamental to settings ranging from LLM-based document reranking to crowdsourced evaluation and tournament design. Existing methods either rely on heuristics that fail to fully exploit the information each comparison reveals, or are inefficient when they do. We introduce a tournament graph framework that provides a principled foundation for $k$-wise ranking. Our key observation is that each $k$-item comparison reveals a complete tournament of $\binom{k}{2}$ pairwise preferences; aggregating these into a global preference graph and computing its transitive closure yields many additional orderings without further oracle calls. We formalize when an item's rank is certifiably determined and design a greedy query schedule that maximizes information gain towards identifying the top-$m$ items. The framework also gracefully handles non-transitive preferences (cycles induced by real-world oracles) by collapsing them into equivalence classes that yield principled tiered rankings. Applied to LLM reranking across 14 benchmarks and 5 models, our method achieves Pareto dominance over existing approaches: matching or exceeding accuracy while requiring 25-40% fewer tokens than comparable methods, and $7\times$ fewer than pairwise reranking at near-identical quality.

LGNov 11, 2024
Lean and Mean Adaptive Optimization via Subset-Norm and Subspace-Momentum with Convergence Guarantees

Thien Hang Nguyen, Huy Le Nguyen

We introduce two complementary techniques for efficient optimization that reduce memory requirements while accelerating training of large-scale neural networks. The first technique, Subset-Norm step size, generalizes AdaGrad-Norm and AdaGrad(-Coordinate) through step-size sharing. Subset-Norm (SN) reduces AdaGrad's memory footprint from $O(d)$ to $O(\sqrt{d})$, where $d$ is the model size. For non-convex smooth objectives under coordinate-wise sub-gaussian noise, we show a noise-adapted high-probability convergence guarantee with improved dimensional dependence of SN over existing methods. Our second technique, Subspace-Momentum, reduces the momentum state's memory footprint by restricting momentum to a low-dimensional subspace while performing SGD in the orthogonal complement. We prove a high-probability convergence result for Subspace-Momentum under standard assumptions. Empirical evaluation on pre-training and fine-tuning LLMs demonstrates the effectiveness of our methods. For instance, combining Subset-Norm with Subspace-Momentum achieves Adam's validation perplexity for LLaMA 1B in approximately half the training tokens (6.8B vs 13.1B) while reducing Adam's optimizer-states memory footprint by more than 80\% with minimal additional hyperparameter tuning.