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Allan Ma

Publications and source records attributed to Allan Ma.

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Outer-Momentum Restarting in High-Dimensional Two-Phase Optimization

Communication-efficient distributed optimizers such as DiLoCo reduce synchronization costs by letting workers perform many local updates before aggregating their progress with an outer momentum optimizer. Recent theory suggests that the outer optimizer acts on an effective spectrum induced by the inner optimization loop, and that the choice of outer momentum controls how progress from local updates is accumulated across communication rounds. We study periodic restarting of the outer momentum as a simple complementary mechanism for controlling this outer memory. In a linearized squared-loss model where prediction-space residuals evolve under the empirical NTK, we derive a mode-wise restart contraction showing that resets exploit phase cancellation by discarding stale momentum while preserving inner-loop progress. Toy experiments verify the predicted contraction behavior, and language-model pretraining experiments show that periodic restarts widen the stable range of outer learning rates and momentum values across communication periods.

cs.LG

Modeling Information Blackouts in Missing Not-At-Random Time Series Data

Traffic forecasting systems rely on fixed sensor networks that frequently exhibit contiguous blackouts. Such outages are usually treated as ignorable missingness, although dropout can depend on unobserved traffic conditions. We study this possibility with an MNAR-aware latent state-space model that combines linear traffic dynamics with a Bernoulli missingness channel whose probability depends on the latent state. Inference uses an Extended Kalman Filter (EKF) followed by Rauch-Tung-Striebel (RTS) smoothing, and parameters are learned by approximate EM. We evaluate Seattle using a leakage-free, month-balanced set of 300 unique all-horizon-aligned blackout windows. On this benchmark, MAR-LDS attains 4.264 mph pooled imputation RMSE and MNAR-LDS improves it to 4.177 (difference -0.086); the detector-cluster bootstrap 95% interval is [-0.182,-0.002]. A causal one-step predicted latent representation raises missingness ROC-AUC from 0.685 using observed-only features to 0.784. We further test whether this compact probabilistic model remains competitive with substantially larger neural time-series architectures under the identical masked-imputation protocol. MNAR-LDS ranks second in pooled RMSE and outperforms 8 of 9 evaluated neural architectures; it is within 1.22% of the best neural result, with no statistically resolved difference under detector-cluster bootstrap, while achieving lower P95 error, lower long-blackout RMSE, and orders of magnitude fewer stored scalar entries. MNAR roughly doubles end-to-end training time relative to MAR and increases EKF+RTS inference time by 41%, making the accuracy-complexity-cost tradeoff explicit. Controlled state-dependent blackouts further show larger gains when dropout is genuinely informative, including a 6.34% reduction in 30-minute forecast RMSE relative to MAR.

stat.ML