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Lehan Chen

Publications and source records attributed to Lehan Chen.

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Improved Scaling Laws via Weak-to-Strong Generalization in Random Feature Ridge Regression

It is increasingly common in machine learning to use learned models to label data and then employ such data to train more capable models. The phenomenon of weak-to-strong generalization exemplifies the advantage of this two-stage procedure: a strong student is trained on imperfect labels obtained from a weak teacher, and yet the strong student outperforms the weak teacher. In this paper, we show that the potential improvement is substantial, in the sense that it affects the scaling law followed by the test error. Specifically, we consider students and teachers trained via random feature ridge regression (RFRR). Our main technical contribution is to derive a deterministic equivalent for the excess test error of the student trained on labels obtained via the teacher. Via this deterministic equivalent, we then identify regimes in which the scaling law of the student improves upon that of the teacher, unveiling that the improvement can be achieved both in bias-dominated and variance-dominated settings. Strikingly, the student may attain the minimax optimal rate regardless of the scaling law of the teacher -- in fact, when the test error of the teacher does not even decay with the sample size.

cs.LG

Eigen-componentwise convergence of SGD on quadratic programming

Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine the SGD convergence (with various step sizes) when applied to unconstrained convex quadratic programming (essentially least-squares (LS) problems), and in particular analyze the error components respect to the eigenvectors of the Hessian. The main message is that the convergence depends largely on the corresponding eigenvalues (singular values of the coefficient matrix in the LS context), namely the components for the large singular values converge faster in the initial phase. We then show there is a phase transition in the convergence where the convergence speed of the components, especially those corresponding to the larger singular values, will decrease. Finally, we show that the convergence of the overall error (in the solution) tends to decay as more iterations are run, that is, the initial convergence is faster than the asymptote.

math.NA