Yi Gu

h-index3
2papers
444citations

2 Papers

6.4LGMar 23
SIGMA: Scalable Spectral Insights for LLM Model Collapse

Yi Gu, Lingyou Pang, Xiangkun Ye et al.

The rapid adoption of synthetic data for training Large Language Models (LLMs) has introduced the technical challenge of "model collapse"-a degenerative process where recursive training on model-generated content leads to a contraction of distributional variance and representational quality. While the phenomenology of collapse is increasingly evident, rigorous methods to quantify and predict its onset in high-dimensional spaces remain elusive. In this paper, we introduce SIGMA (Spectral Inequalities for Gram Matrix Analysis), a unified framework that benchmarks model collapse through the spectral lens of the embedding Gram matrix. By deriving and utilizing deterministic and stochastic bounds on the matrix's spectrum, SIGMA provides a mathematically grounded metric to track the contraction of the representation space. Crucially, our stochastic formulation enables scalable estimation of these bounds, making the framework applicable to large-scale foundation models where full eigendecomposition is intractable. We demonstrate that SIGMA effectively captures the transition towards degenerate states, offering both theoretical insights into the mechanics of collapse and a practical, scalable tool for monitoring the health of recursive training pipelines.

2.7MLMay 27, 2020
VarFA: A Variational Factor Analysis Framework For Efficient Bayesian Learning Analytics

Zichao Wang, Yi Gu, Andrew Lan et al.

We propose VarFA, a variational inference factor analysis framework that extends existing factor analysis models for educational data mining to efficiently output uncertainty estimation in the model's estimated factors. Such uncertainty information is useful, for example, for an adaptive testing scenario, where additional tests can be administered if the model is not quite certain about a students' skill level estimation. Traditional Bayesian inference methods that produce such uncertainty information are computationally expensive and do not scale to large data sets. VarFA utilizes variational inference which makes it possible to efficiently perform Bayesian inference even on very large data sets. We use the sparse factor analysis model as a case study and demonstrate the efficacy of VarFA on both synthetic and real data sets. VarFA is also very general and can be applied to a wide array of factor analysis models.