Attention is Naturally Sparse with Gaussian Distributed Input

The computational intensity of Large Language Models (LLMs) is a critical bottleneck, primarily due to the $O(n^2)$ complexity of the attention mechanism in transformer architectures. Addressing this, sparse attention emerges as a key innovation, aiming to reduce computational load while maintaining model performance. This study presents a rigorous theoretical analysis of the sparsity in attention scores within LLMs, particularly under the framework of Gaussian inputs. By establishing a set of foundational assumptions and employing a methodical theoretical approach, we unravel the intrinsic characteristics of attention score sparsity and its implications on computational efficiency. Our main contribution lies in providing a detailed theoretical examination of how sparsity manifests in attention mechanisms, offering insights into the potential trade-offs between computational savings and model effectiveness. This work not only advances our understanding of sparse attention but also provides a scaffold for future research in optimizing the computational frameworks of LLMs, paving the way for more scalable and efficient AI systems.

On Computational Limits of Modern Hopfield Models: A Fine-Grained Complexity Analysis

We investigate the computational limits of the memory retrieval dynamics of modern Hopfield models from the fine-grained complexity analysis. Our key contribution is the characterization of a phase transition behavior in the efficiency of all possible modern Hopfield models based on the norm of patterns. Specifically, we establish an upper bound criterion for the norm of input query patterns and memory patterns. Only below this criterion, sub-quadratic (efficient) variants of the modern Hopfield model exist, assuming the Strong Exponential Time Hypothesis (SETH). To showcase our theory, we provide a formal example of efficient constructions of modern Hopfield models using low-rank approximation when the efficient criterion holds. This includes a derivation of a lower bound on the computational time, scaling linearly with $\Max\{$# of stored memory patterns, length of input query sequence$\}$. In addition, we prove its memory retrieval error bound and exponential memory capacity.

Fourier Circuits in Neural Networks: Unlocking the Potential of Large Language Models in Mathematical Reasoning and Modular Arithmetic

In the evolving landscape of machine learning, a pivotal challenge lies in deciphering the internal representations harnessed by neural networks and Transformers. Building on recent progress toward comprehending how networks execute distinct target functions, our study embarks on an exploration of the underlying reasons behind networks adopting specific computational strategies. We direct our focus to the complex algebraic learning task of modular addition involving $k$ inputs. Our research presents a thorough analytical characterization of the features learned by stylized one-hidden layer neural networks and one-layer Transformers in addressing this task. A cornerstone of our theoretical framework is the elucidation of how the principle of margin maximization shapes the features adopted by one-hidden layer neural networks. Let $p$ denote the modulus, $D_p$ denote the dataset of modular arithmetic with $k$ inputs and $m$ denote the network width. We demonstrate that a neuron count of $ m \geq 2^{2k-2} \cdot (p-1) $, these networks attain a maximum $ L_{2,k+1} $-margin on the dataset $ D_p $. Furthermore, we establish that each hidden-layer neuron aligns with a specific Fourier spectrum, integral to solving modular addition problems. By correlating our findings with the empirical observations of similar studies, we contribute to a deeper comprehension of the intrinsic computational mechanisms of neural networks. Furthermore, we observe similar computational mechanisms in the attention matrix of the Transformer. This research stands as a significant stride in unraveling their operation complexities, particularly in the realm of complex algebraic tasks.

Quantum Speedup for Spectral Approximation of Kronecker Products

Given its widespread application in machine learning and optimization, the Kronecker product emerges as a pivotal linear algebra operator. However, its computational demands render it an expensive operation, leading to heightened costs in spectral approximation of it through traditional computation algorithms. Existing classical methods for spectral approximation exhibit a linear dependency on the matrix dimension denoted by $n$, considering matrices of size $A_1 \in \mathbb{R}^{n \times d}$ and $A_2 \in \mathbb{R}^{n \times d}$. Our work introduces an innovative approach to efficiently address the spectral approximation of the Kronecker product $A_1 \otimes A_2$ using quantum methods. By treating matrices as quantum states, our proposed method significantly reduces the time complexity of spectral approximation to $O_{d,\epsilon}(\sqrt{n})$.

The Fine-Grained Complexity of Gradient Computation for Training Large Language Models

Large language models (LLMs) have made fundamental contributions over the last a few years. To train an LLM, one needs to alternatingly run `forward' computations and `backward' computations. The forward computation can be viewed as attention function evaluation, and the backward computation can be viewed as a gradient computation. In previous work by [Alman and Song, NeurIPS 2023], it was proved that the forward step can be performed in almost-linear time in certain parameter regimes, but that there is no truly sub-quadratic time algorithm in the remaining parameter regimes unless the popular hypothesis SETH is false. In this work, we show nearly identical results for the harder-seeming problem of computing the gradient of loss function of one layer attention network, and thus for the entire process of LLM training. This completely characterizes the fine-grained complexity of every step of LLM training.

Enhancing Stochastic Gradient Descent: A Unified Framework and Novel Acceleration Methods for Faster Convergence

Based on SGD, previous works have proposed many algorithms that have improved convergence speed and generalization in stochastic optimization, such as SGDm, AdaGrad, Adam, etc. However, their convergence analysis under non-convex conditions is challenging. In this work, we propose a unified framework to address this issue. For any first-order methods, we interpret the updated direction $g_t$ as the sum of the stochastic subgradient $\nabla f_t(x_t)$ and an additional acceleration term $\frac{2|\langle v_t, \nabla f_t(x_t) \rangle|}{\|v_t\|_2^2} v_t$, thus we can discuss the convergence by analyzing $\langle v_t, \nabla f_t(x_t) \rangle$. Through our framework, we have discovered two plug-and-play acceleration methods: \textbf{Reject Accelerating} and \textbf{Random Vector Accelerating}, we theoretically demonstrate that these two methods can directly lead to an improvement in convergence rate.

Local Convergence of Approximate Newton Method for Two Layer Nonlinear Regression

There have been significant advancements made by large language models (LLMs) in various aspects of our daily lives. LLMs serve as a transformative force in natural language processing, finding applications in text generation, translation, sentiment analysis, and question-answering. The accomplishments of LLMs have led to a substantial increase in research efforts in this domain. One specific two-layer regression problem has been well-studied in prior works, where the first layer is activated by a ReLU unit, and the second layer is activated by a softmax unit. While previous works provide a solid analysis of building a two-layer regression, there is still a gap in the analysis of constructing regression problems with more than two layers. In this paper, we take a crucial step toward addressing this problem: we provide an analysis of a two-layer regression problem. In contrast to previous works, our first layer is activated by a softmax unit. This sets the stage for future analyses of creating more activation functions based on the softmax function. Rearranging the softmax function leads to significantly different analyses. Our main results involve analyzing the convergence properties of an approximate Newton method used to minimize the regularized training loss. We prove that the loss function for the Hessian matrix is positive definite and Lipschitz continuous under certain assumptions. This enables us to establish local convergence guarantees for the proposed training algorithm. Specifically, with an appropriate initialization and after $O(\log(1/\epsilon))$ iterations, our algorithm can find an $\epsilon$-approximate minimizer of the training loss with high probability. Each iteration requires approximately $O(\mathrm{nnz}(C) + d^\omega)$ time, where $d$ is the model size, $C$ is the input matrix, and $\omega < 2.374$ is the matrix multiplication exponent.

Revisiting Quantum Algorithms for Linear Regressions: Quadratic Speedups without Data-Dependent Parameters

Linear regression is one of the most fundamental linear algebra problems. Given a dense matrix $A \in \mathbb{R}^{n \times d}$ and a vector $b$, the goal is to find $x'$ such that $ \| Ax' - b \|_2^2 \leq (1+\epsilon) \min_{x} \| A x - b \|_2^2 $. The best classical algorithm takes $O(nd) + \mathrm{poly}(d/\epsilon)$ time [Clarkson and Woodruff STOC 2013, Nelson and Nguyen FOCS 2013]. On the other hand, quantum linear regression algorithms can achieve exponential quantum speedups, as shown in [Wang Phys. Rev. A 96, 012335, Kerenidis and Prakash ITCS 2017, Chakraborty, Gily{\'e}n and Jeffery ICALP 2019]. However, the running times of these algorithms depend on some quantum linear algebra-related parameters, such as $\kappa(A)$, the condition number of $A$. In this work, we develop a quantum algorithm that runs in $\widetilde{O}(\epsilon^{-1}\sqrt{n}d^{1.5}) + \mathrm{poly}(d/\epsilon)$ time. It provides a quadratic quantum speedup in $n$ over the classical lower bound without any dependence on data-dependent parameters. In addition, we also show our result can be generalized to multiple regression and ridge linear regression.

One Pass Streaming Algorithm for Super Long Token Attention Approximation in Sublinear Space

Deploying Large Language Models (LLMs) in streaming applications that involve long contexts, particularly for extended dialogues and text analysis, is of paramount importance but presents two significant challenges. Firstly, the memory consumption is substantial during the decoding phase due to the caching of Key and Value states (KV) of previous tokens. Secondly, attention computation is time-consuming with a time complexity of $O(n^2)$ for the generation of each token. In recent OpenAI DevDay (Nov 6, 2023), OpenAI released a new model that is able to support a 128K-long document, in our paper, we focus on the memory-efficient issue when context length $n$ is much greater than 128K ($n \gg 2^d$). Considering a single-layer self-attention with Query, Key, and Value matrices $Q, K, V \in \mathbb{R}^{n \times d}$, the polynomial method approximates the attention output $T \in \mathbb{R}^{n \times d}$. It accomplishes this by constructing $U_1, U_2 \in \mathbb{R}^{n \times t}$ to expedite attention ${\sf Attn}(Q, K, V)$ computation within $n^{1+o(1)}$ time executions. Despite this, storing the Key and Value matrices $K, V \in \mathbb{R}^{n \times d}$ still necessitates $O( n d)$ space, leading to significant memory usage. In response to these challenges, we introduce a new algorithm that only reads one pass of the data in streaming fashion. This method employs sublinear space $o(n)$ to store three sketch matrices, alleviating the need for exact $K, V$ storage. Notably, our algorithm exhibits exceptional memory-efficient performance with super-long tokens. As the token length $n$ increases, our error guarantee diminishes while the memory usage remains nearly constant. This unique attribute underscores the potential of our technique in efficiently handling LLMs in streaming applications.