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Vatsal Shah

Publications and source records attributed to Vatsal Shah.

11 recordsLinked to original sources

Cosine-Gated Adam-Decay: Drop-In Staleness-Aware Outer Optimization for Decoupled DiLoCo

Asynchronous DiLoCo systems may receive pseudo-gradients computed several outer rounds earlier, yet the standard Nesterov outer optimizer does not explicitly condition its update on per-update age. This can make the outer momentum buffer brittle under large controlled delays. We propose Cosine Gated Adam Decay (CGAD), a simple, drop-in, age-aware outer optimizer that scales each incoming pseudo-gradient by $σ(τ) = γ(τ) e^{-ατ}$ before it enters Adam's first- and second-moment buffers; the exponential models information decay and the cosine gate $γ(τ)$ smoothly zeroes contributions past a chosen cutoff. CGAD reduces to plain Adam at $τ=0$, adds two hyperparameters whose defaults transfer across scales, and extends to partial-sync schedulers via a per-fragment age-aware variant (PA-CGAD). For an idealized gated-adaptive update on smooth non convex objectives, we prove a non-asymptotic convergence bound whose staleness-bias term depends on $α$ alone, rather than on the realized maximum delay $τ_{\max}$; standard analyses of asynchronous momentum-SGD instead carry a $τ_{\max}^2$ factor. Empirically, on Llama style language model pretraining at 25M, 1B, and 7B parameters, CGAD trains stably across the controlled delays we sweep. The cosine cutoff acts as scale insurance: the closest baseline, Adam Decay (CGAD without the cutoff), is competitive at 25M but its seed-to-seed $σ$ at $τ=8$ grows 27x from 25M to 7B, pushing its single-shot risk (mean + $σ$) above the chance-level loss while CGAD's stays well below. The published Nesterov recipe is the least stable method on the full sweep.

cs.LG

SoK: Blockchain-Based Decentralized AI (DeAI)

Centralization enhances the efficiency of Artificial Intelligence (AI) but also introduces critical challenges, including single points of failure, inherent biases, data privacy risks, and scalability limitations. To address these issues, blockchain-based Decentralized Artificial Intelligence (DeAI) has emerged as a promising paradigm that leverages decentralization and transparency to improve the trustworthiness of AI systems. Despite rapid adoption in industry, the academic community lacks a systematic analysis of DeAI's technical foundations, opportunities, and challenges. This work presents the first Systematization of Knowledge (SoK) on DeAI, offering a formal definition, a taxonomy of existing solutions based on the AI lifecycle, and an in-depth investigation of the roles of blockchain in enabling secure and incentive-compatible collaboration. We further review security risks across the DeAI lifecycle and empirically evaluate representative mitigation techniques. Finally, we highlight open research challenges and future directions for advancing blockchain-based DeAI.

cs.LG

Spatiotemporal Change-Points in Development Discourse: Insights from Social Media in Low-Resource Contexts

This study investigates the spatiotemporal evolution of development discourse in low-resource settings. Analyzing more than two years of geotagged X data from Zambia, we introduce a mixed-methods pipeline utilizing topic modeling, change-point detection, and qualitative coding to identify critical shifts in public debate. We identify seven recurring themes, including public health challenges and frustration with government policy, shaped by regional events and national interventions. Notably, we detect discourse changepoints linked to the COVID19 pandemic and a geothermal project, illustrating how online conversations mirror policy flashpoints. Our analysis distinguishes between the ephemeral nature of acute crises like COVID19 and the persistent, structural reorientations driven by long-term infrastructure projects. We conceptualize "durable discourse" as sustained narrative engagement with development issues. Contributing to HCI and ICTD, we examine technology's socioeconomic impact, providing practical implications and future work for direct local engagement.

cs.HC

Recoverability Landscape of Tree Structured Markov Random Fields under Symmetric Noise

We study the problem of learning tree-structured Markov random fields (MRF) on discrete random variables with common support when the observations are corrupted by a $k$-ary symmetric noise channel with unknown probability of error. For Ising models (support size = 2), past work has shown that graph structure can only be recovered up to the leaf clusters (a leaf node, its parent, and its siblings form a leaf cluster) and exact recovery is impossible. No prior work has addressed the setting of support size of 3 or more, and indeed this setting is far richer. As we show, when the support size is 3 or more, the structure of the leaf clusters may be partially or fully identifiable. We provide a precise characterization of this phenomenon and show that the extent of recoverability is dictated by the joint PMF of the random variables. In particular, we provide necessary and sufficient conditions for exact recoverability. Furthermore, we present a polynomial time, sample efficient algorithm that recovers the exact tree when this is possible, or up to the unidentifiability as promised by our characterization, when full recoverability is impossible. Finally, we demonstrate the efficacy of our algorithm experimentally.

stat.ML

Minimum weight norm models do not always generalize well for over-parameterized problems

This work is substituted by the paper in arXiv:2011.14066. Stochastic gradient descent is the de facto algorithm for training deep neural networks (DNNs). Despite its popularity, it still requires fine tuning in order to achieve its best performance. This has led to the development of adaptive methods, that claim automatic hyper-parameter optimization. Recently, researchers have studied both algorithmic classes via toy examples: e.g., for over-parameterized linear regression, Wilson et. al. (2017) shows that, while SGD always converges to the minimum-norm solution, adaptive methods show no such inclination, leading to worse generalization capabilities. Our aim is to study this conjecture further. We empirically show that the minimum weight norm is not necessarily the proper gauge of good generalization in simplified scenaria, and different models found by adaptive methods could outperform plain gradient methods. In practical DNN settings, we observe that adaptive methods can outperform SGD, with larger weight norm output models, but without necessarily reducing the amount of tuning required.

stat.ML

On Generalization of Adaptive Methods for Over-parameterized Linear Regression

Over-parameterization and adaptive methods have played a crucial role in the success of deep learning in the last decade. The widespread use of over-parameterization has forced us to rethink generalization by bringing forth new phenomena, such as implicit regularization of optimization algorithms and double descent with training progression. A series of recent works have started to shed light on these areas in the quest to understand -- why do neural networks generalize well? The setting of over-parameterized linear regression has provided key insights into understanding this mysterious behavior of neural networks. In this paper, we aim to characterize the performance of adaptive methods in the over-parameterized linear regression setting. First, we focus on two sub-classes of adaptive methods depending on their generalization performance. For the first class of adaptive methods, the parameter vector remains in the span of the data and converges to the minimum norm solution like gradient descent (GD). On the other hand, for the second class of adaptive methods, the gradient rotation caused by the pre-conditioner matrix results in an in-span component of the parameter vector that converges to the minimum norm solution and the out-of-span component that saturates. Our experiments on over-parameterized linear regression and deep neural networks support this theory.

stat.ML

Negative sampling in semi-supervised learning

We introduce Negative Sampling in Semi-Supervised Learning (NS3L), a simple, fast, easy to tune algorithm for semi-supervised learning (SSL). NS3L is motivated by the success of negative sampling/contrastive estimation. We demonstrate that adding the NS3L loss to state-of-the-art SSL algorithms, such as the Virtual Adversarial Training (VAT), significantly improves upon vanilla VAT and its variant, VAT with Entropy Minimization. By adding the NS3L loss to MixMatch, the current state-of-the-art approach on semi-supervised tasks, we observe significant improvements over vanilla MixMatch. We conduct extensive experiments on the CIFAR10, CIFAR100, SVHN and STL10 benchmark datasets.

cs.LG

Robust Estimation of Tree Structured Ising Models

We consider the task of learning Ising models when the signs of different random variables are flipped independently with possibly unequal, unknown probabilities. In this paper, we focus on the problem of robust estimation of tree-structured Ising models. Without any additional assumption of side information, this is an open problem. We first prove that this problem is unidentifiable, however, this unidentifiability is limited to a small equivalence class of trees formed by leaf nodes exchanging positions with their neighbors. Next, we propose an algorithm to solve the above problem with logarithmic sample complexity in the number of nodes and polynomial run-time complexity. Lastly, we empirically demonstrate that, as expected, existing algorithms are not inherently robust in the proposed setting whereas our algorithm correctly recovers the underlying equivalence class.

stat.ML

Choosing the Sample with Lowest Loss makes SGD Robust

The presence of outliers can potentially significantly skew the parameters of machine learning models trained via stochastic gradient descent (SGD). In this paper we propose a simple variant of the simple SGD method: in each step, first choose a set of k samples, then from these choose the one with the smallest current loss, and do an SGD-like update with this chosen sample. Vanilla SGD corresponds to k = 1, i.e. no choice; k >= 2 represents a new algorithm that is however effectively minimizing a non-convex surrogate loss. Our main contribution is a theoretical analysis of the robustness properties of this idea for ML problems which are sums of convex losses; these are backed up with linear regression and small-scale neural network experiments

stat.ML

Matrix Completion via Factorizing Polynomials

Predicting unobserved entries of a partially observed matrix has found wide applicability in several areas, such as recommender systems, computational biology, and computer vision. Many scalable methods with rigorous theoretical guarantees have been developed for algorithms where the matrix is factored into low-rank components, and embeddings are learned for the row and column entities. While there has been recent research on incorporating explicit side information in the low-rank matrix factorization setting, often implicit information can be gleaned from the data, via higher-order interactions among entities. Such implicit information is especially useful in cases where the data is very sparse, as is often the case in real-world datasets. In this paper, we design a method to learn embeddings in the context of recommendation systems, using the observation that higher powers of a graph transition probability matrix encode the probability that a random walker will hit that node in a given number of steps. We develop a coordinate descent algorithm to solve the resulting optimization, that makes explicit computation of the higher order powers of the matrix redundant, preserving sparsity and making computations efficient. Experiments on several datasets show that our method, that can use higher order information, outperforms methods that only use explicitly available side information, those that use only second-order implicit information and in some cases, methods based on deep neural networks as well.

stat.ML

Trading-off variance and complexity in stochastic gradient descent

Stochastic gradient descent is the method of choice for large-scale machine learning problems, by virtue of its light complexity per iteration. However, it lags behind its non-stochastic counterparts with respect to the convergence rate, due to high variance introduced by the stochastic updates. The popular Stochastic Variance-Reduced Gradient (SVRG) method mitigates this shortcoming, introducing a new update rule which requires infrequent passes over the entire input dataset to compute the full-gradient. In this work, we propose CheapSVRG, a stochastic variance-reduction optimization scheme. Our algorithm is similar to SVRG but instead of the full gradient, it uses a surrogate which can be efficiently computed on a small subset of the input data. It achieves a linear convergence rate ---up to some error level, depending on the nature of the optimization problem---and features a trade-off between the computational complexity and the convergence rate. Empirical evaluation shows that CheapSVRG performs at least competitively compared to the state of the art.

stat.ML