Tao Yao

h-index29
2papers
2,497citations

2 Papers

7.1LGOct 28, 2025Code
MISA: Memory-Efficient LLMs Optimization with Module-wise Importance Sampling

Yuxi Liu, Renjia Deng, Yutong He et al.

The substantial memory demands of pre-training and fine-tuning large language models (LLMs) require memory-efficient optimization algorithms. One promising approach is layer-wise optimization, which treats each transformer block as a single layer and optimizes it sequentially, while freezing the other layers to save optimizer states and activations. Although effective, these methods ignore the varying importance of the modules within each layer, leading to suboptimal performance. Moreover, layer-wise sampling provides only limited memory savings, as at least one full layer must remain active during optimization. To overcome these limitations, we propose Module-wise Importance SAmpling (MISA), a novel method that divides each layer into smaller modules and assigns importance scores to each module. MISA uses a weighted random sampling mechanism to activate modules, provably reducing gradient variance compared to layer-wise sampling. Additionally, we establish an \(\mathcal{O}(1/\sqrt{K})\) convergence rate under non-convex and stochastic conditions, where $K$ is the total number of block updates, and provide a detailed memory analysis showcasing MISA's superiority over existing baseline methods. Experiments on diverse learning tasks validate the effectiveness of MISA. Source code is available at https://github.com/pkumelon/MISA.

2.2LGDec 7, 2018
Online Learning and Decision-Making under Generalized Linear Model with High-Dimensional Data

Xue Wang, Mike Mingcheng Wei, Tao Yao

We propose a minimax concave penalized multi-armed bandit algorithm under generalized linear model (G-MCP-Bandit) for a decision-maker facing high-dimensional data in an online learning and decision-making process. We demonstrate that the G-MCP-Bandit algorithm asymptotically achieves the optimal cumulative regret in the sample size dimension T , O(log T), and further attains a tight bound in the covariate dimension d, O(log d). In addition, we develop a linear approximation method, the 2-step weighted Lasso procedure, to identify the MCP estimator for the G-MCP-Bandit algorithm under non-iid samples. Under this procedure, the MCP estimator matches the oracle estimator with high probability and converges to the true parameters with the optimal convergence rate. Finally, through experiments based on synthetic data and two real datasets (warfarin dosing dataset and Tencent search advertising dataset), we show that the G-MCP-Bandit algorithm outperforms other benchmark algorithms, especially when there is a high level of data sparsity or the decision set is large.