QSpec: Speculative Decoding with Complementary Quantization SchemesJuntao Zhao, Wenhao Lu, Sheng Wang et al.
Quantization is widely adopted to accelerate inference and reduce memory consumption in large language models (LLMs). While activation-weight joint quantization enables efficient low-precision decoding, it suffers from substantial performance degradation on multi-step reasoning tasks. We propose QSpec, a novel quantization paradigm that decouples efficiency from quality by integrating two complementary schemes via speculative decoding: low-precision joint quantization for fast drafting and high-precision weight-only quantization for accurate verification. QSpec reuses both weights and KV cache across stages, enabling near-zero-cost switching without retraining or auxiliary models. Compared to high-precision baselines, QSpec achieves up to 1.64x speedup without quality degradation, and outperforms state-of-the-art speculative decoding methods by up to 1.55x in batched settings. Furthermore, QSpec supports plug-and-play deployment and generalizes well across model scales, quantization methods, and workloads. These properties make QSpec a practical and scalable solution for high-fidelity quantized LLM serving under memory-constrained scenarios. Our code is available at https://github.com/hku-netexplo-lab/QSpec.
4.1LGAug 20, 2025
A Non-Asymptotic Convergent Analysis for Scored-Based Graph Generative Model via a System of Stochastic Differential EquationsJunwei Su, Chuan Wu
Score-based graph generative models (SGGMs) have proven effective in critical applications such as drug discovery and protein synthesis. However, their theoretical behavior, particularly regarding convergence, remains underexplored. Unlike common score-based generative models (SGMs), which are governed by a single stochastic differential equation (SDE), SGGMs involve a system of coupled SDEs. In SGGMs, the graph structure and node features are governed by separate but interdependent SDEs. This distinction makes existing convergence analyses from SGMs inapplicable for SGGMs. In this work, we present the first non-asymptotic convergence analysis for SGGMs, focusing on the convergence bound (the risk of generative error) across three key graph generation paradigms: (1) feature generation with a fixed graph structure, (2) graph structure generation with fixed node features, and (3) joint generation of both graph structure and node features. Our analysis reveals several unique factors specific to SGGMs (e.g., the topological properties of the graph structure) which affect the convergence bound. Additionally, we offer theoretical insights into the selection of hyperparameters (e.g., sampling steps and diffusion length) and advocate for techniques like normalization to improve convergence. To validate our theoretical findings, we conduct a controlled empirical study using synthetic graph models, and the results align with our theoretical predictions. This work deepens the theoretical understanding of SGGMs, demonstrates their applicability in critical domains, and provides practical guidance for designing effective models.
2.6LGMar 13, 2024
Improving Implicit Regularization of SGD with Preconditioning for Least Square ProblemsJunwei Su, Difan Zou, Chuan Wu
Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice and plays an important role in the generalization of modern machine learning. However, prior research has revealed instances where the generalization performance of SGD is worse than ridge regression due to uneven optimization along different dimensions. Preconditioning offers a natural solution to this issue by rebalancing optimization across different directions. Yet, the extent to which preconditioning can enhance the generalization performance of SGD and whether it can bridge the existing gap with ridge regression remains uncertain. In this paper, we study the generalization performance of SGD with preconditioning for the least squared problem. We make a comprehensive comparison between preconditioned SGD and (standard \& preconditioned) ridge regression. Our study makes several key contributions toward understanding and improving SGD with preconditioning. First, we establish excess risk bounds (generalization performance) for preconditioned SGD and ridge regression under an arbitrary preconditions matrix. Second, leveraging the excessive risk characterization of preconditioned SGD and ridge regression, we show that (through construction) there exists a simple preconditioned matrix that can make SGD comparable to (standard \& preconditioned) ridge regression. Finally, we show that our proposed preconditioning matrix is straightforward enough to allow robust estimation from finite samples while maintaining a theoretical improvement. Our empirical results align with our theoretical findings, collectively showcasing the enhanced regularization effect of preconditioned SGD.