Faster Cascades via Speculative Decoding

Cascades and speculative decoding are two common approaches to improving language models' inference efficiency. Both approaches involve interleaving models of different sizes, but via fundamentally distinct mechanisms: cascades employ a deferral rule that invokes the larger model only for "hard" inputs, while speculative decoding uses speculative execution to primarily invoke the larger model in parallel verification mode. These mechanisms offer different benefits: empirically, cascades are often capable of yielding better quality than even the larger model, while theoretically, speculative decoding offers a guarantee of quality-neutrality. In this paper, we leverage the best of both these approaches by designing new speculative cascading techniques that implement their deferral rule through speculative execution. We characterize the optimal deferral rule for our speculative cascades, and employ a plug-in approximation to the optimal rule. Through experiments with T5 models on benchmark language tasks, we show that the proposed approach yields better cost-quality trade-offs than cascading and speculative decoding baselines.

Language Model Cascades: Token-level uncertainty and beyond

Recent advances in language models (LMs) have led to significant improvements in quality on complex NLP tasks, but at the expense of increased inference costs. Cascading offers a simple strategy to achieve more favorable cost-quality tradeoffs: here, a small model is invoked for most "easy" instances, while a few "hard" instances are deferred to the large model. While the principles underpinning cascading are well-studied for classification tasks - with deferral based on predicted class uncertainty favored theoretically and practically - a similar understanding is lacking for generative LM tasks. In this work, we initiate a systematic study of deferral rules for LM cascades. We begin by examining the natural extension of predicted class uncertainty to generative LM tasks, namely, the predicted sequence uncertainty. We show that this measure suffers from the length bias problem, either over- or under-emphasizing outputs based on their lengths. This is because LMs produce a sequence of uncertainty values, one for each output token; and moreover, the number of output tokens is variable across examples. To mitigate this issue, we propose to exploit the richer token-level uncertainty information implicit in generative LMs. We argue that naive predicted sequence uncertainty corresponds to a simple aggregation of these uncertainties. By contrast, we show that incorporating token-level uncertainty through learned post-hoc deferral rules can significantly outperform such simple aggregation strategies, via experiments on a range of natural language benchmarks with FLAN-T5 models. We further show that incorporating embeddings from the smaller model and intermediate layers of the larger model can give an additional boost in the overall cost-quality tradeoff.

When Does Confidence-Based Cascade Deferral Suffice?

Cascades are a classical strategy to enable inference cost to vary adaptively across samples, wherein a sequence of classifiers are invoked in turn. A deferral rule determines whether to invoke the next classifier in the sequence, or to terminate prediction. One simple deferral rule employs the confidence of the current classifier, e.g., based on the maximum predicted softmax probability. Despite being oblivious to the structure of the cascade -- e.g., not modelling the errors of downstream models -- such confidence-based deferral often works remarkably well in practice. In this paper, we seek to better understand the conditions under which confidence-based deferral may fail, and when alternate deferral strategies can perform better. We first present a theoretical characterisation of the optimal deferral rule, which precisely characterises settings under which confidence-based deferral may suffer. We then study post-hoc deferral mechanisms, and demonstrate they can significantly improve upon confidence-based deferral in settings where (i) downstream models are specialists that only work well on a subset of inputs, (ii) samples are subject to label noise, and (iii) there is distribution shift between the train and test set.

Ensembling over Classifiers: a Bias-Variance Perspective

Ensembles are a straightforward, remarkably effective method for improving the accuracy,calibration, and robustness of models on classification tasks; yet, the reasons that underlie their success remain an active area of research. We build upon the extension to the bias-variance decomposition by Pfau (2013) in order to gain crucial insights into the behavior of ensembles of classifiers. Introducing a dual reparameterization of the bias-variance tradeoff, we first derive generalized laws of total expectation and variance for nonsymmetric losses typical of classification tasks. Comparing conditional and bootstrap bias/variance estimates, we then show that conditional estimates necessarily incur an irreducible error. Next, we show that ensembling in dual space reduces the variance and leaves the bias unchanged, whereas standard ensembling can arbitrarily affect the bias. Empirically, standard ensembling reducesthe bias, leading us to hypothesize that ensembles of classifiers may perform well in part because of this unexpected reduction.We conclude by an empirical analysis of recent deep learning methods that ensemble over hyperparameters, revealing that these techniques indeed favor bias reduction. This suggests that, contrary to classical wisdom, targeting bias reduction may be a promising direction for classifier ensembles.

Understanding the bias-variance tradeoff of Bregman divergences

This paper builds upon the work of Pfau (2013), which generalized the bias variance tradeoff to any Bregman divergence loss function. Pfau (2013) showed that for Bregman divergences, the bias and variances are defined with respect to a central label, defined as the mean of the label variable, and a central prediction, of a more complex form. We show that, similarly to the label, the central prediction can be interpreted as the mean of a random variable, where the mean operates in a dual space defined by the loss function itself. Viewing the bias-variance tradeoff through operations taken in dual space, we subsequently derive several results of interest. In particular, (a) the variance terms satisfy a generalized law of total variance; (b) if a source of randomness cannot be controlled, its contribution to the bias and variance has a closed form; (c) there exist natural ensembling operations in the label and prediction spaces which reduce the variance and do not affect the bias.

Estimating decision tree learnability with polylogarithmic sample complexity

We show that top-down decision tree learning heuristics are amenable to highly efficient learnability estimation: for monotone target functions, the error of the decision tree hypothesis constructed by these heuristics can be estimated with polylogarithmically many labeled examples, exponentially smaller than the number necessary to run these heuristics, and indeed, exponentially smaller than information-theoretic minimum required to learn a good decision tree. This adds to a small but growing list of fundamental learning algorithms that have been shown to be amenable to learnability estimation. En route to this result, we design and analyze sample-efficient minibatch versions of top-down decision tree learning heuristics and show that they achieve the same provable guarantees as the full-batch versions. We further give "active local" versions of these heuristics: given a test point $x^\star$, we show how the label $T(x^\star)$ of the decision tree hypothesis $T$ can be computed with polylogarithmically many labeled examples, exponentially smaller than the number necessary to learn $T$.

Universal guarantees for decision tree induction via a higher-order splitting criterion

We propose a simple extension of top-down decision tree learning heuristics such as ID3, C4.5, and CART. Our algorithm achieves provable guarantees for all target functions $f: \{-1,1\}^n \to \{-1,1\}$ with respect to the uniform distribution, circumventing impossibility results showing that existing heuristics fare poorly even for simple target functions. The crux of our extension is a new splitting criterion that takes into account the correlations between $f$ and small subsets of its attributes. The splitting criteria of existing heuristics (e.g. Gini impurity and information gain), in contrast, are based solely on the correlations between $f$ and its individual attributes. Our algorithm satisfies the following guarantee: for all target functions $f : \{-1,1\}^n \to \{-1,1\}$, sizes $s\in \mathbb{N}$, and error parameters $\epsilon$, it constructs a decision tree of size $s^{\tilde{O}((\log s)^2/\epsilon^2)}$ that achieves error $\le O(\mathsf{opt}_s) + \epsilon$, where $\mathsf{opt}_s$ denotes the error of the optimal size $s$ decision tree. A key technical notion that drives our analysis is the noise stability of $f$, a well-studied smoothness measure.

Active Local Learning

In this work we consider active local learning: given a query point $x$, and active access to an unlabeled training set $S$, output the prediction $h(x)$ of a near-optimal $h \in H$ using significantly fewer labels than would be needed to actually learn $h$ fully. In particular, the number of label queries should be independent of the complexity of $H$, and the function $h$ should be well-defined, independent of $x$. This immediately also implies an algorithm for distance estimation: estimating the value $opt(H)$ from many fewer labels than needed to actually learn a near-optimal $h \in H$, by running local learning on a few random query points and computing the average error. For the hypothesis class consisting of functions supported on the interval $[0,1]$ with Lipschitz constant bounded by $L$, we present an algorithm that makes $O(({1 / \epsilon^6}) \log(1/\epsilon))$ label queries from an unlabeled pool of $O(({L / \epsilon^4})\log(1/\epsilon))$ samples. It estimates the distance to the best hypothesis in the class to an additive error of $\epsilon$ for an arbitrary underlying distribution. We further generalize our algorithm to more than one dimensions. We emphasize that the number of labels used is independent of the complexity of the hypothesis class which depends on $L$. Furthermore, we give an algorithm to locally estimate the values of a near-optimal function at a few query points of interest with number of labels independent of $L$. We also consider the related problem of approximating the minimum error that can be achieved by the Nadaraya-Watson estimator under a linear diagonal transformation with eigenvalues coming from a small range. For a $d$-dimensional pointset of size $N$, our algorithm achieves an additive approximation of $\epsilon$, makes $\tilde{O}({d}/{\epsilon^2})$ queries and runs in $\tilde{O}({d^2}/{\epsilon^{d+4}}+{dN}/{\epsilon^2})$ time.

Implicit regularization for deep neural networks driven by an Ornstein-Uhlenbeck like process

We consider deep networks, trained via stochastic gradient descent to minimize L2 loss, with the training labels perturbed by independent noise at each iteration. We characterize the behavior of the training dynamics near any parameter vector that achieves zero training error, in terms of an implicit regularization term corresponding to the sum over the data points, of the squared L2 norm of the gradient of the model with respect to the parameter vector, evaluated at each data point. We then leverage this general characterization, which holds for networks of any connectivity, width, depth, and choice of activation function, to show that for 2-layer ReLU networks of arbitrary width and L2 loss, when trained on one-dimensional labeled data $(x_1,y_1),\ldots,(x_n,y_n),$ the only stable solutions with zero training error correspond to functions that: 1) are linear over any set of three or more co-linear training points (i.e. the function has no extra "kinks"); and 2) change convexity the minimum number of times that is necessary to fit the training data. Additionally, for 2-layer networks of arbitrary width, with tanh or logistic activations, we show that when trained on a single $d$-dimensional point $(x,y)$ the only stable solutions correspond to networks where the activations of all hidden units at the datapoint, and all weights from the hidden units to the output, take at most two distinct values, or are zero. In this sense, we show that when trained on "simple" data, models corresponding to stable parameters are also "simple"; in short, despite fitting in an over-parameterized regime where the vast majority of expressible functions are complicated and badly behaved, stable parameters reached by training with noise express nearly the "simplest possible" hypothesis consistent with the data. These results shed light on the mystery of why deep networks generalize so well in practice.

Exploiting Numerical Sparsity for Efficient Learning : Faster Eigenvector Computation and Regression

In this paper, we obtain improved running times for regression and top eigenvector computation for numerically sparse matrices. Given a data matrix $A \in \mathbb{R}^{n \times d}$ where every row $a \in \mathbb{R}^d$ has $\|a\|_2^2 \leq L$ and numerical sparsity at most $s$, i.e. $\|a\|_1^2 / \|a\|_2^2 \leq s$, we provide faster algorithms for these problems in many parameter settings. For top eigenvector computation, we obtain a running time of $\tilde{O}(nd + r(s + \sqrt{r s}) / \mathrm{gap}^2)$ where $\mathrm{gap} > 0$ is the relative gap between the top two eigenvectors of $A^\top A$ and $r$ is the stable rank of $A$. This running time improves upon the previous best unaccelerated running time of $O(nd + r d / \mathrm{gap}^2)$ as it is always the case that $r \leq d$ and $s \leq d$. For regression, we obtain a running time of $\tilde{O}(nd + (nL / \mu) \sqrt{s nL / \mu})$ where $\mu > 0$ is the smallest eigenvalue of $A^\top A$. This running time improves upon the previous best unaccelerated running time of $\tilde{O}(nd + n L d / \mu)$. This result expands the regimes where regression can be solved in nearly linear time from when $L/\mu = \tilde{O}(1)$ to when $L / \mu = \tilde{O}(d^{2/3} / (sn)^{1/3})$. Furthermore, we obtain similar improvements even when row norms and numerical sparsities are non-uniform and we show how to achieve even faster running times by accelerating using approximate proximal point [Frostig et. al. 2015] / catalyst [Lin et. al. 2015]. Our running times depend only on the size of the input and natural numerical measures of the matrix, i.e. eigenvalues and $\ell_p$ norms, making progress on a key open problem regarding optimal running times for efficient large-scale learning.