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Cheolmin Kim

Publications and source records attributed to Cheolmin Kim.

5 recordsLinked to original sources

On Surprising Effectiveness of Masking Updates in Adaptive Optimizers

Training large language models (LLMs) relies almost exclusively on dense adaptive optimizers with increasingly sophisticated preconditioners. We challenge this by showing that randomly masking parameter updates can be highly effective, with a masked variant of RMSProp consistently outperforming recent state-of-the-art optimizers. Our analysis reveals that the random masking induces a curvature-dependent geometric regularization that smooths the optimization trajectory. Motivated by this finding, we introduce Momentum-aligned gradient masking (Magma), which modulates the masked updates using momentum-gradient alignment. Extensive LLM pre-training experiments show that Magma is a simple drop-in replacement for adaptive optimizers with consistent gains and negligible computational overhead. Notably, for the 1B model size, Magma reduces perplexity by over 19\% and 9\% compared to Adam and Muon, respectively.

cs.LG

Stochastic Scale Invariant Power Iteration for KL-divergence Nonnegative Matrix Factorization

We introduce a mini-batch stochastic variance-reduced algorithm to solve finite-sum scale invariant problems which cover several examples in machine learning and statistics such as principal component analysis (PCA) and estimation of mixture proportions. The algorithm is a stochastic generalization of scale invariant power iteration, specializing to power iteration when full-batch is used for the PCA problem. In convergence analysis, we show the expectation of the optimality gap decreases at a linear rate under some conditions on the step size, epoch length, batch size and initial iterate. Numerical experiments on the non-negative factorization problem with the Kullback-Leibler divergence using real and synthetic datasets demonstrate that the proposed stochastic approach not only converges faster than state-of-the-art deterministic algorithms but also produces excellent quality robust solutions.

math.OC

Scale Invariant Power Iteration

Power iteration has been generalized to solve many interesting problems in machine learning and statistics. Despite its striking success, theoretical understanding of when and how such an algorithm enjoys good convergence property is limited. In this work, we introduce a new class of optimization problems called scale invariant problems and prove that they can be efficiently solved by scale invariant power iteration (SCI-PI) with a generalized convergence guarantee of power iteration. By deriving that a stationary point is an eigenvector of the Hessian evaluated at the point, we show that scale invariant problems indeed resemble the leading eigenvector problem near a local optimum. Also, based on a novel reformulation, we geometrically derive SCI-PI which has a general form of power iteration. The convergence analysis shows that SCI-PI attains local linear convergence with a rate being proportional to the top two eigenvalues of the Hessian at the optimum. Moreover, we discuss some extended settings of scale invariant problems and provide similar convergence results for them. In numerical experiments, we introduce applications to independent component analysis, Gaussian mixtures, and non-negative matrix factorization. Experimental results demonstrate that SCI-PI is competitive to state-of-the-art benchmark algorithms and often yield better solutions.

math.OC

Stochastic Variance-Reduced Heavy Ball Power Iteration

We present a stochastic variance-reduced heavy ball power iteration algorithm for solving PCA and provide a convergence analysis for it. The algorithm is an extension of heavy ball power iteration, incorporating a step size so that progress can be controlled depending on the magnitude of the variance of stochastic gradients. The algorithm works with any size of the mini-batch, and if the step size is appropriately chosen, it attains global linear convergence to the first eigenvector of the covariance matrix in expectation. The global linear convergence result in expectation is analogous to those of stochastic variance-reduced gradient methods for convex optimization but due to non-convexity of PCA, it has never been shown for previous stochastic variants of power iteration since it requires very different techniques. We provide the first such analysis and stress that our framework can be used to establish convergence of the previous stochastic algorithms for any initial vector and in expectation. Experimental results show that the algorithm attains acceleration in a large batch regime, outperforming benchmark algorithms especially when the eigen-gap is small.

math.OC

A Simple and Fast Algorithm for L1-norm Kernel PCA

We present an algorithm for L1-norm kernel PCA and provide a convergence analysis for it. While an optimal solution of L2-norm kernel PCA can be obtained through matrix decomposition, finding that of L1-norm kernel PCA is not trivial due to its non-convexity and non-smoothness. We provide a novel reformulation through which an equivalent, geometrically interpretable problem is obtained. Based on the geometric interpretation of the reformulated problem, we present a fixed-point type algorithm that iteratively computes a binary weight for each observation. As the algorithm requires only inner products of data vectors, it is computationally efficient and the kernel trick is applicable. In the convergence analysis, we show that the algorithm converges to a local optimal solution in a finite number of steps. Moreover, we provide a rate of convergence analysis, which has been never done for any L1-norm PCA algorithm, proving that the sequence of objective values converges at a linear rate. In numerical experiments, we show that the algorithm is robust in the presence of entry-wise perturbations and computationally scalable, especially in a large-scale setting. Lastly, we introduce an application to outlier detection where the model based on the proposed algorithm outperforms the benchmark algorithms.

stat.ML