Ashia Wilson

Stephen Tu, Shivaram Venkataraman, Ashia C. Wilson et al.

Recent work by Nesterov and Stich showed that momentum can be used to accelerate the rate of convergence for block Gauss-Seidel in the setting where a fixed partitioning of the coordinates is chosen ahead of time. We show that this setting is too restrictive, constructing instances where breaking locality by running non-accelerated Gauss-Seidel with randomly sampled coordinates substantially outperforms accelerated Gauss-Seidel with any fixed partitioning. Motivated by this finding, we analyze the accelerated block Gauss-Seidel algorithm in the random coordinate sampling setting. Our analysis captures the benefit of acceleration with a new data-dependent parameter which is well behaved when the matrix sub-blocks are well-conditioned. Empirically, we show that accelerated Gauss-Seidel with random coordinate sampling provides speedups for large scale machine learning tasks when compared to non-accelerated Gauss-Seidel and the classical conjugate-gradient algorithm.

Cai Zhou, Zekai Wang, Menghua Wu et al.

While test-time scaling has enabled large language models to solve highly difficult tasks, state-of-the-art results come at exorbitant compute costs. These inefficiencies can be attributed to the miscalibration of post-trained language models, and the lack of calibration in popular sampling techniques. Here, we present Online Reasoning Calibration (ORCA), a framework for calibrating the sampling process that draws upon conformal prediction and test-time training. Specifically, we introduce a meta-learning procedure that updates the calibration module for each input. This allows us to provide valid confidence estimates under distributional shift, e.g. in thought patterns that occur across different stages of reasoning, or in prompt distributions between model development and deployment. ORCA not only provides theoretical guarantees on conformal risks, but also empirically shows higher efficiency and generalization across different reasoning tasks. At risk level $δ=0.1$, ORCA improves Qwen2.5-32B efficiency on in-distribution tasks with savings up to 47.5% with supervised labels and 40.7% with self-consistency labels. Under zero-shot out-of-domain settings, it improves MATH-500 savings from 24.8% of the static calibration baseline to 67.0% while maintaining a low empirical error rate, and the same trend holds across model families and downstream benchmarks. Our code is publicly available at https://github.com/wzekai99/ORCA.

Zoe De Simone, Angie Boggust, Arvind Satyanarayan et al. · mit

Generative text-to-image (TTI) models produce high-quality images from short textual descriptions and are widely used in academic and creative domains. Like humans, TTI models have a worldview, a conception of the world learned from their training data and task that influences the images they generate for a given prompt. However, the worldviews of TTI models are often hidden from users, making it challenging for users to build intuition about TTI outputs, and they are often misaligned with users' worldviews, resulting in output images that do not match user expectations. In response, we introduce DiffusionWorldViewer, an interactive interface that exposes a TTI model's worldview across output demographics and provides editing tools for aligning output images with user perspectives. In a user study with 18 diverse TTI users, we find that DiffusionWorldViewer helps users represent their varied viewpoints in generated images and challenge the limited worldview reflected in current TTI models.

Vinith M. Suriyakumar, Ashia C. Wilson

We study the problem of deleting user data from machine learning models trained using empirical risk minimization. Our focus is on learning algorithms which return the empirical risk minimizer and approximate unlearning algorithms that comply with deletion requests that come streaming minibatches. Leveraging the infintesimal jacknife, we develop an online unlearning algorithm that is both computationally and memory efficient. Unlike prior memory efficient unlearning algorithms, we target models that minimize objectives with non-smooth regularizers, such as the commonly used $\ell_1$, elastic net, or nuclear norm penalties. We also provide generalization, deletion capacity, and unlearning guarantees that are consistent with state of the art methods. Across a variety of benchmark datasets, our algorithm empirically improves upon the runtime of prior methods while maintaining the same memory requirements and test accuracy. Finally, we open a new direction of inquiry by proving that all approximate unlearning algorithms introduced so far fail to unlearn in problem settings where common hyperparameter tuning methods, such as cross-validation, have been used to select models.

Omri Lev, Moshe Shenfeld, Vishwak Srinivasan et al.

Randomized sketching is a central tool for compressing large-scale optimization problems while preserving accuracy. In particular, sketches that are based on structured matrices, such as the Hadamard matrix, can be applied efficiently and often yield solutions that approximate those of the original problem at much lower computational cost. In differential privacy (DP), Gaussian sketching has been used to solve DP linear regression, beginning with \citet{sheffet2017differentially, sheffet2019old} and later refined by \citet{lev2025gaussianmix, lev2026near}. However, although these methods achieve strong utility guarantees, they usually do not improve runtime over classical DP approaches. In this work, we introduce a new DP sketching mechanism based on fast transforms, which, in certain cases, matches the runtime of classical fast sketching methods. We prove state-of-the-art privacy guarantees for this mechanism and show that, in favorable regimes, they match those of the Gaussian sketch up to a constant factor. As an application, we combine this mechanism with recent sketch-based methods for DP linear regression to obtain a new algorithm with strong utility and improved runtime. We establish privacy and accuracy guarantees for this algorithm, yielding, to the best of our knowledge, the first fast method for DP ordinary least squares.

Parmida Davarmanesh, Ashia Wilson, Adityanarayanan Radhakrishnan

Steering, or direct manipulation of internal activations to guide LLM responses toward specific semantic concepts, is emerging as a promising avenue for both understanding how semantic concepts are stored within LLMs and advancing LLM capabilities. Yet, existing steering methods are remarkably brittle, with seemingly non-steerable concepts becoming completely steerable based on subtle algorithmic choices in how concept-related features are extracted. In this work, we introduce an attention-guided steering framework that overcomes three core challenges associated with steering: (1) automatic selection of relevant token embeddings for extracting concept-related features; (2) accounting for heterogeneity of concept-related features across LLM activations; and (3) identification of layers most relevant for steering. Across a steering benchmark of 512 semantic concepts, our framework substantially improved steering over previous state-of-the-art (nearly doubling the number of successfully steered concepts) across model architectures and sizes (up to 70 billion parameter models). Furthermore, we use our framework to shed light on the distribution of concept-specific features across LLM layers. Overall, our framework opens further avenues for developing efficient, highly-scalable fine-tuning algorithms for industry-scale LLMs.

Vinith M. Suriyakumar, Ayush Sekhari, Lena Stempfle et al.

Auditing the fine-tunes of open-weight generative models for harmful specialization has become a new governance challenge for model hosting platforms. The standard toolkit, generative evaluation via curated prompts or red-teaming, does not scale to platform-level auditing and breaks down entirely for domains like CSAM where generation is legally constrained. This motivates the Evaluation without Generation problem: assessing model capabilities without producing outputs. We argue that in such settings, capability must be inferred from the model's state, either its parameters or internal representations, rather than its outputs. We introduce Gaussian probing, a method that characterizes how LoRA adaptors perturb a model's internal representations by measuring responses to Gaussian latent ensembles. Unlike raw-weight baselines, Gaussian probing reliably distinguishes benign from harmful specialization without sampling outputs. We demonstrate effectiveness in high-risk domains, including detecting models specialized for child sexual abuse material (CSAM), where output-based evaluation is legally and ethically constrained. Our results show that Gaussian probing provides a scalable non-generative alternative for evaluating high-risk generative systems and remains robust to weight rescaling, a representative adversarial manipulation.

Omri Lev, Moshe Shenfeld, Vishwak Srinivasan et al.

We study differentially private ordinary least squares (DP-OLS) with bounded data. The dominant approach, adaptive sufficient-statistics perturbation (AdaSSP), adds an adaptively chosen perturbation to the sufficient statistics, namely, the matrix $X^{\top}X$ and the vector $X^{\top}Y$, and is known to achieve near-optimal accuracy and to have strong empirical performance. In contrast, methods that rely on Gaussian-sketching, which ensure differential privacy by pre-multiplying the data with a random Gaussian matrix, are widely used in federated and distributed regression, yet remain relatively uncommon for DP-OLS. In this work, we introduce the iterative Hessian mixing, a novel DP-OLS algorithm that relies on Gaussian sketches and is inspired by the iterative Hessian sketch algorithm. We provide utility analysis for the iterative Hessian mixing as well as a new analysis for the previous methods that rely on Gaussian sketches. Then, we show that our new approach circumvents the intrinsic limitations of the prior methods and provides non-trivial improvements over AdaSSP. We conclude by running an extensive set of experiments across standard benchmarks to demonstrate further that our approach consistently outperforms these prior baselines.

Joao V. Cavalcanti, Laurent Lessard, Ashia C. Wilson

Backtracking line search is foundational in numerical optimization. The basic idea is to adjust the step-size of an algorithm by a constant factor until some chosen criterion (e.g. Armijo, Descent Lemma) is satisfied. We propose a novel way to adjust step-sizes, replacing the constant factor used in regular backtracking with one that takes into account the degree to which the chosen criterion is violated, with no additional computational burden. This light-weight adjustment leads to significantly faster optimization, which we confirm by performing a variety of experiments on over fifteen real world datasets. For convex problems, we prove adaptive backtracking requires no more adjustments to produce a feasible step-size than regular backtracking does. For nonconvex smooth problems, we prove adaptive backtracking enjoys the same guarantees of regular backtracking. Furthermore, we prove adaptive backtracking preserves the convergence rates of gradient descent and its accelerated variant.

Omri Lev, Ashia C. Wilson

Quantifying the influence of infinitesimal changes in training data on model performance is crucial for understanding and improving machine learning models. In this work, we reformulate this problem as a weighted empirical risk minimization and enhance existing influence function-based methods by using information geometry to derive a new algorithm to estimate influence. Our formulation proves versatile across various applications, and we further demonstrate in simulations how it remains informative even in non-convex cases. Furthermore, we show that our method offers significant computational advantages over current Newton step-based methods.

Vishwak Srinivasan, Andre Wibisono, Ashia Wilson

We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced by a single step of the Mirror Langevin algorithm (Zhang et al., 2020), which is a basic discretisation of the Mirror Langevin dynamics. Due to the inclusion of this filter, our method is unbiased relative to the target, while known discretisations of the Mirror Langevin dynamics including the Mirror Langevin algorithm have an asymptotic bias. For this algorithm, we also give upper bounds for the number of iterations taken to mix to a constrained distribution whose potential is relatively smooth, convex, and Lipschitz continuous with respect to a self-concordant mirror function. As a consequence of the reversibility of the Markov chain induced by the inclusion of the Metropolis-Hastings filter, we obtain an exponentially better dependence on the error tolerance for approximate constrained sampling. We also present numerical experiments that corroborate our theoretical findings.

Lydia T. Liu, Inioluwa Deborah Raji, Angela Zhou et al.

Many automated decision systems (ADS) are designed to solve prediction problems -- where the goal is to learn patterns from a sample of the population and apply them to individuals from the same population. In reality, these prediction systems operationalize holistic policy interventions in deployment. Once deployed, ADS can shape impacted population outcomes through an effective policy change in how decision-makers operate, while also being defined by past and present interactions between stakeholders and the limitations of existing organizational, as well as societal, infrastructure and context. In this work, we consider the ways in which we must shift from a prediction-focused paradigm to an interventionist paradigm when considering the impact of ADS within social systems. We argue this requires a new default problem setup for ADS beyond prediction, to instead consider predictions as decision support, final decisions, and outcomes. We highlight how this perspective unifies modern statistical frameworks and other tools to study the design, implementation, and evaluation of ADS systems, and point to the research directions necessary to operationalize this paradigm shift. Using these tools, we characterize the limitations of focusing on isolated prediction tasks, and lay the foundation for a more intervention-oriented approach to developing and deploying ADS.

Vinith M. Suriyakumar, Ayush Sekhari, Ashia Wilson

Machine unlearning aims to remove specific information, e.g. sensitive or undesirable content, from large language models (LLMs) while preserving overall performance. We propose an inference-time unlearning algorithm that uses contrastive decoding, leveraging two auxiliary smaller models, one trained without the forget set and one trained with it, to guide the outputs of the original model using their difference during inference. Our strategy substantially improves the tradeoff between unlearning effectiveness and model utility. We evaluate our approach on two unlearning benchmarks, TOFU and MUSE. Results show notable gains in both forget quality and retained performance in comparison to prior approaches, suggesting that incorporating contrastive decoding can offer an efficient, practical avenue for unlearning concepts in large-scale models.

Timothy Qian, Vinith Suriyakumar, Ashia Wilson et al.

Our goal is to understand how post-training methods, such as fine-tuning, alignment, and unlearning, modify language model behavior and representations. We are particularly interested in the brittle nature of these modifications that makes them easy to bypass through prompt engineering or relearning. Recent results suggest that post-training induces shallow context-dependent ``circuits'' that suppress specific response patterns. This could be one explanation for the brittleness of post-training. To test this hypothesis, we design an unlearning algorithm, Layered Unlearning (LU), that creates distinct inhibitory mechanisms for a growing subset of the data. By unlearning the first $i$ folds while retaining the remaining $k - i$ at the $i$th of $k$ stages, LU limits the ability of relearning on a subset of data to recover the full dataset. We evaluate LU through a combination of synthetic and large language model (LLM) experiments. We find that LU improves robustness to adversarial relearning for several different unlearning methods. Our results contribute to the state-of-the-art of machine unlearning and provide insight into the effect of post-training updates.

Moritz Melcher, Simon Weissmann, Ashia C. Wilson et al.

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target distribution. The SVGD dynamics are governed by a reproducing kernel Hilbert space (RKHS) and are highly sensitive to the choice of the kernel function, which directly influences both convergence and approximation quality. The commonly used median heuristic offers a simple approach for setting kernel bandwidths but lacks flexibility and often performs poorly, particularly in high-dimensional settings. In this work, we propose an alternative strategy for adaptively choosing kernel parameters over an abstract family of kernels. Recent convergence analyses based on the kernelized Stein discrepancy (KSD) suggest that optimizing the kernel parameters by maximizing the KSD can improve performance. Building on this insight, we introduce Adaptive SVGD (Ad-SVGD), a method that alternates between updating the particles via SVGD and adaptively tuning kernel bandwidths through gradient ascent on the KSD. We provide a simplified theoretical analysis that extends existing results on minimizing the KSD for fixed kernels to our adaptive setting, showing convergence properties for the maximal KSD over our kernel class. Our empirical results further support this intuition: Ad-SVGD consistently outperforms standard heuristics in a variety of tasks.

Omri Lev, Vishwak Srinivasan, Moshe Shenfeld et al.

Gaussian sketching, which consists of pre-multiplying the data with a random Gaussian matrix, is a widely used technique for multiple problems in data science and machine learning, with applications spanning computationally efficient optimization, coded computing, and federated learning. This operation also provides differential privacy guarantees due to its inherent randomness. In this work, we revisit this operation through the lens of Renyi Differential Privacy (RDP), providing a refined privacy analysis that yields significantly tighter bounds than prior results. We then demonstrate how this improved analysis leads to performance improvement in different linear regression settings, establishing theoretical utility guarantees. Empirically, our methods improve performance across multiple datasets and, in several cases, reduce runtime.

Ashia Wilson, Maximilian Kasy, Lester Mackey

Cross-validation (CV) is a popular approach for assessing and selecting predictive models. However, when the number of folds is large, CV suffers from a need to repeatedly refit a learning procedure on a large number of training datasets. Recent work in empirical risk minimization (ERM) approximates the expensive refitting with a single Newton step warm-started from the full training set optimizer. While this can greatly reduce runtime, several open questions remain including whether these approximations lead to faithful model selection and whether they are suitable for non-smooth objectives. We address these questions with three main contributions: (i) we provide uniform non-asymptotic, deterministic model assessment guarantees for approximate CV; (ii) we show that (roughly) the same conditions also guarantee model selection performance comparable to CV; (iii) we provide a proximal Newton extension of the approximate CV framework for non-smooth prediction problems and develop improved assessment guarantees for problems such as l1-regularized ERM.

Ashia C. Wilson, Rebecca Roelofs, Mitchell Stern et al.

Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We show that for simple overparameterized problems, adaptive methods often find drastically different solutions than gradient descent (GD) or stochastic gradient descent (SGD). We construct an illustrative binary classification problem where the data is linearly separable, GD and SGD achieve zero test error, and AdaGrad, Adam, and RMSProp attain test errors arbitrarily close to half. We additionally study the empirical generalization capability of adaptive methods on several state-of-the-art deep learning models. We observe that the solutions found by adaptive methods generalize worse (often significantly worse) than SGD, even when these solutions have better training performance. These results suggest that practitioners should reconsider the use of adaptive methods to train neural networks.

Andre Wibisono, Ashia C. Wilson, Michael I. Jordan

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelerated methods from a continuous-time perspective. We show that there is a Lagrangian functional that we call the \emph{Bregman Lagrangian} which generates a large class of accelerated methods in continuous time, including (but not limited to) accelerated gradient descent, its non-Euclidean extension, and accelerated higher-order gradient methods. We show that the continuous-time limit of all of these methods correspond to traveling the same curve in spacetime at different speeds. From this perspective, Nesterov's technique and many of its generalizations can be viewed as a systematic way to go from the continuous-time curves generated by the Bregman Lagrangian to a family of discrete-time accelerated algorithms.

Tamara Broderick, Nicholas Boyd, Andre Wibisono et al.

We present SDA-Bayes, a framework for (S)treaming, (D)istributed, (A)synchronous computation of a Bayesian posterior. The framework makes streaming updates to the estimated posterior according to a user-specified approximation batch primitive. We demonstrate the usefulness of our framework, with variational Bayes (VB) as the primitive, by fitting the latent Dirichlet allocation model to two large-scale document collections. We demonstrate the advantages of our algorithm over stochastic variational inference (SVI) by comparing the two after a single pass through a known amount of data---a case where SVI may be applied---and in the streaming setting, where SVI does not apply.