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Dec 9

Lumina-mGPT 2.0: Stand-Alone AutoRegressive Image Modeling

We present Lumina-mGPT 2.0, a stand-alone, decoder-only autoregressive model that revisits and revitalizes the autoregressive paradigm for high-quality image generation and beyond. Unlike existing approaches that rely on pretrained components or hybrid architectures, Lumina-mGPT 2.0 is trained entirely from scratch, enabling unrestricted architectural design and licensing freedom. It achieves generation quality on par with state-of-the-art diffusion models such as DALL-E 3 and SANA, while preserving the inherent flexibility and compositionality of autoregressive modeling. Our unified tokenization scheme allows the model to seamlessly handle a wide spectrum of tasks-including subject-driven generation, image editing, controllable synthesis, and dense prediction-within a single generative framework. To further boost usability, we incorporate efficient decoding strategies like inference-time scaling and speculative Jacobi sampling to improve quality and speed, respectively. Extensive evaluations on standard text-to-image benchmarks (e.g., GenEval, DPG) demonstrate that Lumina-mGPT 2.0 not only matches but in some cases surpasses diffusion-based models. Moreover, we confirm its multi-task capabilities on the Graph200K benchmark, with the native Lumina-mGPT 2.0 performing exceptionally well. These results position Lumina-mGPT 2.0 as a strong, flexible foundation model for unified multimodal generation. We have released our training details, code, and models at https://github.com/Alpha-VLLM/Lumina-mGPT-2.0.

  • 21 authors
·
Jul 23

Accelerating Auto-regressive Text-to-Image Generation with Training-free Speculative Jacobi Decoding

The current large auto-regressive models can generate high-quality, high-resolution images, but these models require hundreds or even thousands of steps of next-token prediction during inference, resulting in substantial time consumption. In existing studies, Jacobi decoding, an iterative parallel decoding algorithm, has been used to accelerate the auto-regressive generation and can be executed without training. However, the Jacobi decoding relies on a deterministic criterion to determine the convergence of iterations. Thus, it works for greedy decoding but is incompatible with sampling-based decoding which is crucial for visual quality and diversity in the current auto-regressive text-to-image generation. In this paper, we propose a training-free probabilistic parallel decoding algorithm, Speculative Jacobi Decoding (SJD), to accelerate auto-regressive text-to-image generation. By introducing a probabilistic convergence criterion, our SJD accelerates the inference of auto-regressive text-to-image generation while maintaining the randomness in sampling-based token decoding and allowing the model to generate diverse images. Specifically, SJD facilitates the model to predict multiple tokens at each step and accepts tokens based on the probabilistic criterion, enabling the model to generate images with fewer steps than the conventional next-token-prediction paradigm. We also investigate the token initialization strategies that leverage the spatial locality of visual data to further improve the acceleration ratio under specific scenarios. We conduct experiments for our proposed SJD on multiple auto-regressive text-to-image generation models, showing the effectiveness of model acceleration without sacrificing the visual quality.

  • 8 authors
·
Oct 2, 2024 2

Continuous Speculative Decoding for Autoregressive Image Generation

Continuous-valued Autoregressive (AR) image generation models have demonstrated notable superiority over their discrete-token counterparts, showcasing considerable reconstruction quality and higher generation fidelity. However, the computational demands of the autoregressive framework result in significant inference overhead. While speculative decoding has proven effective in accelerating Large Language Models (LLMs), their adaptation to continuous-valued visual autoregressive models remains unexplored. This work generalizes the speculative decoding algorithm from discrete tokens to continuous space. By analyzing the intrinsic properties of output distribution, we establish a tailored acceptance criterion for the diffusion distributions prevalent in such models. To overcome the inconsistency that occurred in speculative decoding output distributions, we introduce denoising trajectory alignment and token pre-filling methods. Additionally, we identify the hard-to-sample distribution in the rejection phase. To mitigate this issue, we propose a meticulous acceptance-rejection sampling method with a proper upper bound, thereby circumventing complex integration. Experimental results show that our continuous speculative decoding achieves a remarkable 2.33times speed-up on off-the-shelf models while maintaining the output distribution. Codes will be available at https://github.com/MarkXCloud/CSpD

  • 6 authors
·
Nov 18, 2024 3

SpecTr: Fast Speculative Decoding via Optimal Transport

Autoregressive sampling from large language models has led to state-of-the-art results in several natural language tasks. However, autoregressive sampling generates tokens one at a time making it slow, and even prohibitive in certain tasks. One way to speed up sampling is speculative decoding: use a small model to sample a draft (block or sequence of tokens), and then score all tokens in the draft by the large language model in parallel. A subset of the tokens in the draft are accepted (and the rest rejected) based on a statistical method to guarantee that the final output follows the distribution of the large model. In this work, we provide a principled understanding of speculative decoding through the lens of optimal transport (OT) with membership cost. This framework can be viewed as an extension of the well-known maximal-coupling problem. This new formulation enables us to generalize the speculative decoding method to allow for a set of k candidates at the token-level, which leads to an improved optimal membership cost. We show that the optimal draft selection algorithm (transport plan) can be computed via linear programming, whose best-known runtime is exponential in k. We then propose a valid draft selection algorithm whose acceptance probability is (1-1/e)-optimal multiplicatively. Moreover, it can be computed in time almost linear with size of domain of a single token. Using this new draft selection algorithm, we develop a new autoregressive sampling algorithm called SpecTr, which provides speedup in decoding while ensuring that there is no quality degradation in the decoded output. We experimentally demonstrate that for state-of-the-art large language models, the proposed approach achieves a wall clock speedup of 2.13X, a further 1.37X speedup over speculative decoding on standard benchmarks.

  • 6 authors
·
Oct 23, 2023

Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates

Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo methods can be costly to do so. We propose here a new procedure based on importance sampling and control variates for estimating more efficiently multiple expectations with the same sample. We first show that there exists a family of optimal estimators combining both importance sampling and control variates, which however cannot be used in practice because they require the knowledge of the values of the expectations to estimate. Motivated by the form of these optimal estimators and some interesting properties, we therefore propose an adaptive algorithm. The general idea is to adaptively update the parameters of the estimators for approaching the optimal ones. We suggest then a quantitative stopping criterion that exploits the trade-off between approaching these optimal parameters and having a sufficient budget left. This left budget is then used to draw a new independent sample from the final sampling distribution, allowing to get unbiased estimators of the expectations. We show how to apply our procedure to sensitivity analysis, by estimating Sobol' indices and quantifying the impact of the input distributions. Finally, realistic test cases show the practical interest of the proposed algorithm, and its significant improvement over estimating the expectations separately.

  • 3 authors
·
Nov 30, 2022

Feynman-Kac Correctors in Diffusion: Annealing, Guidance, and Product of Experts

While score-based generative models are the model of choice across diverse domains, there are limited tools available for controlling inference-time behavior in a principled manner, e.g. for composing multiple pretrained models. Existing classifier-free guidance methods use a simple heuristic to mix conditional and unconditional scores to approximately sample from conditional distributions. However, such methods do not approximate the intermediate distributions, necessitating additional 'corrector' steps. In this work, we provide an efficient and principled method for sampling from a sequence of annealed, geometric-averaged, or product distributions derived from pretrained score-based models. We derive a weighted simulation scheme which we call Feynman-Kac Correctors (FKCs) based on the celebrated Feynman-Kac formula by carefully accounting for terms in the appropriate partial differential equations (PDEs). To simulate these PDEs, we propose Sequential Monte Carlo (SMC) resampling algorithms that leverage inference-time scaling to improve sampling quality. We empirically demonstrate the utility of our methods by proposing amortized sampling via inference-time temperature annealing, improving multi-objective molecule generation using pretrained models, and improving classifier-free guidance for text-to-image generation. Our code is available at https://github.com/martaskrt/fkc-diffusion.

  • 9 authors
·
Mar 4 2

Accelerate TarFlow Sampling with GS-Jacobi Iteration

Image generation models have achieved widespread applications. As an instance, the TarFlow model combines the transformer architecture with Normalizing Flow models, achieving state-of-the-art results on multiple benchmarks. However, due to the causal form of attention requiring sequential computation, TarFlow's sampling process is extremely slow. In this paper, we demonstrate that through a series of optimization strategies, TarFlow sampling can be greatly accelerated by using the Gauss-Seidel-Jacobi (abbreviated as GS-Jacobi) iteration method. Specifically, we find that blocks in the TarFlow model have varying importance: a small number of blocks play a major role in image generation tasks, while other blocks contribute relatively little; some blocks are sensitive to initial values and prone to numerical overflow, while others are relatively robust. Based on these two characteristics, we propose the Convergence Ranking Metric (CRM) and the Initial Guessing Metric (IGM): CRM is used to identify whether a TarFlow block is "simple" (converges in few iterations) or "tough" (requires more iterations); IGM is used to evaluate whether the initial value of the iteration is good. Experiments on four TarFlow models demonstrate that GS-Jacobi sampling can significantly enhance sampling efficiency while maintaining the quality of generated images (measured by FID), achieving speed-ups of 4.53x in Img128cond, 5.32x in AFHQ, 2.96x in Img64uncond, and 2.51x in Img64cond without degrading FID scores or sample quality. Code and checkpoints are accessible on https://github.com/encoreus/GS-Jacobi_for_TarFlow

  • 2 authors
·
May 19 2

A Unified Sampling Framework for Solver Searching of Diffusion Probabilistic Models

Recent years have witnessed the rapid progress and broad application of diffusion probabilistic models (DPMs). Sampling from DPMs can be viewed as solving an ordinary differential equation (ODE). Despite the promising performance, the generation of DPMs usually consumes much time due to the large number of function evaluations (NFE). Though recent works have accelerated the sampling to around 20 steps with high-order solvers, the sample quality with less than 10 NFE can still be improved. In this paper, we propose a unified sampling framework (USF) to study the optional strategies for solver. Under this framework, we further reveal that taking different solving strategies at different timesteps may help further decrease the truncation error, and a carefully designed solver schedule has the potential to improve the sample quality by a large margin. Therefore, we propose a new sampling framework based on the exponential integral formulation that allows free choices of solver strategy at each step and design specific decisions for the framework. Moreover, we propose S^3, a predictor-based search method that automatically optimizes the solver schedule to get a better time-quality trade-off of sampling. We demonstrate that S^3 can find outstanding solver schedules which outperform the state-of-the-art sampling methods on CIFAR-10, CelebA, ImageNet, and LSUN-Bedroom datasets. Specifically, we achieve 2.69 FID with 10 NFE and 6.86 FID with 5 NFE on CIFAR-10 dataset, outperforming the SOTA method significantly. We further apply S^3 to Stable-Diffusion model and get an acceleration ratio of 2times, showing the feasibility of sampling in very few steps without retraining the neural network.

  • 4 authors
·
Dec 12, 2023

Recursive Speculative Decoding: Accelerating LLM Inference via Sampling Without Replacement

Speculative decoding is an inference-acceleration method for large language models (LLMs) where a small language model generates a draft-token sequence which is further verified by the target LLM in parallel. Recent works have advanced this method by establishing a draft-token tree, achieving superior performance over a single-sequence speculative decoding. However, those works independently generate tokens at each level of the tree, not leveraging the tree's entire diversifiability. Besides, their empirical superiority has been shown for fixed length of sequences, implicitly granting more computational resource to LLM for the tree-based methods. None of the existing works has conducted empirical studies with fixed target computational budgets despite its importance to resource-bounded devices. We present Recursive Speculative Decoding (RSD), a novel tree-based method that samples draft tokens without replacement and maximizes the diversity of the tree. During RSD's drafting, the tree is built by either Gumbel-Top-k trick that draws tokens without replacement in parallel or Stochastic Beam Search that samples sequences without replacement while early-truncating unlikely draft sequences and reducing the computational cost of LLM. We empirically evaluate RSD with Llama 2 and OPT models, showing that RSD outperforms the baseline methods, consistently for fixed draft sequence length and in most cases for fixed computational budgets at LLM.

  • 6 authors
·
Feb 21, 2024

Post-Hoc Split-Point Self-Consistency Verification for Efficient, Unified Quantification of Aleatoric and Epistemic Uncertainty in Deep Learning

Uncertainty quantification (UQ) is vital for trustworthy deep learning, yet existing methods are either computationally intensive, such as Bayesian or ensemble methods, or provide only partial, task-specific estimates, such as single-forward-pass techniques. In this paper, we propose a post-hoc single-forward-pass framework that jointly captures aleatoric and epistemic uncertainty without modifying or retraining pretrained models. Our method applies Split-Point Analysis (SPA) to decompose predictive residuals into upper and lower subsets, computing Mean Absolute Residuals (MARs) on each side. We prove that, under ideal conditions, the total MAR equals the harmonic mean of subset MARs; deviations define a novel Self-consistency Discrepancy Score (SDS) for fine-grained epistemic estimation across regression and classification. For regression, side-specific quantile regression yields prediction intervals with improved empirical coverage, which are further calibrated via SDS. For classification, when calibration data are available, we apply SPA-based calibration identities to adjust the softmax outputs and then compute predictive entropy on these calibrated probabilities. Extensive experiments on diverse regression and classification benchmarks demonstrate that our framework matches or exceeds several state-of-the-art UQ methods while incurring minimal overhead. Our source code is available at https://github.com/zzz0527/SPC-UQ.

  • 2 authors
·
Sep 16

Judge Decoding: Faster Speculative Sampling Requires Going Beyond Model Alignment

The performance of large language models (LLMs) is closely linked to their underlying size, leading to ever-growing networks and hence slower inference. Speculative decoding has been proposed as a technique to accelerate autoregressive generation, leveraging a fast draft model to propose candidate tokens, which are then verified in parallel based on their likelihood under the target model. While this approach guarantees to reproduce the target output, it incurs a substantial penalty: many high-quality draft tokens are rejected, even when they represent objectively valid continuations. Indeed, we show that even powerful draft models such as GPT-4o, as well as human text cannot achieve high acceptance rates under the standard verification scheme. This severely limits the speedup potential of current speculative decoding methods, as an early rejection becomes overwhelmingly likely when solely relying on alignment of draft and target. We thus ask the following question: Can we adapt verification to recognize correct, but non-aligned replies? To this end, we draw inspiration from the LLM-as-a-judge framework, which demonstrated that LLMs are able to rate answers in a versatile way. We carefully design a dataset to elicit the same capability in the target model by training a compact module on top of the embeddings to produce ``judgements" of the current continuation. We showcase our strategy on the Llama-3.1 family, where our 8b/405B-Judge achieves a speedup of 9x over Llama-405B, while maintaining its quality on a large range of benchmarks. These benefits remain present even in optimized inference frameworks, where our method reaches up to 141 tokens/s for 8B/70B-Judge and 129 tokens/s for 8B/405B on 2 and 8 H100s respectively.

  • 9 authors
·
Jan 31

Weighted least-squares approximation with determinantal point processes and generalized volume sampling

We consider the problem of approximating a function from L^2 by an element of a given m-dimensional space V_m, associated with some feature map varphi, using evaluations of the function at random points x_1,dots,x_n. After recalling some results on optimal weighted least-squares using independent and identically distributed points, we consider weighted least-squares using projection determinantal point processes (DPP) or volume sampling. These distributions introduce dependence between the points that promotes diversity in the selected features varphi(x_i). We first provide a generalized version of volume-rescaled sampling yielding quasi-optimality results in expectation with a number of samples n = O(mlog(m)), that means that the expected L^2 error is bounded by a constant times the best approximation error in L^2. Also, further assuming that the function is in some normed vector space H continuously embedded in L^2, we further prove that the approximation is almost surely bounded by the best approximation error measured in the H-norm. This includes the cases of functions from L^infty or reproducing kernel Hilbert spaces. Finally, we present an alternative strategy consisting in using independent repetitions of projection DPP (or volume sampling), yielding similar error bounds as with i.i.d. or volume sampling, but in practice with a much lower number of samples. Numerical experiments illustrate the performance of the different strategies.

  • 2 authors
·
Dec 21, 2023

Evaluating Binary Decision Biases in Large Language Models: Implications for Fair Agent-Based Financial Simulations

Large Language Models (LLMs) are increasingly being used to simulate human-like decision making in agent-based financial market models (ABMs). As models become more powerful and accessible, researchers can now incorporate individual LLM decisions into ABM environments. However, integration may introduce inherent biases that need careful evaluation. In this paper we test three state-of-the-art GPT models for bias using two model sampling approaches: one-shot and few-shot API queries. We observe significant variations in distributions of outputs between specific models, and model sub versions, with GPT-4o-Mini-2024-07-18 showing notably better performance (32-43% yes responses) compared to GPT-4-0125-preview's extreme bias (98-99% yes responses). We show that sampling methods and model sub-versions significantly impact results: repeated independent API calls produce different distributions compared to batch sampling within a single call. While no current GPT model can simultaneously achieve a uniform distribution and Markovian properties in one-shot testing, few-shot sampling can approach uniform distributions under certain conditions. We explore the Temperature parameter, providing a definition and comparative results. We further compare our results to true random binary series and test specifically for the common human bias of Negative Recency - finding LLMs have a mixed ability to 'beat' humans in this one regard. These findings emphasise the critical importance of careful LLM integration into ABMs for financial markets and more broadly.

  • 2 authors
·
Jan 20

LANTERN: Accelerating Visual Autoregressive Models with Relaxed Speculative Decoding

Auto-Regressive (AR) models have recently gained prominence in image generation, often matching or even surpassing the performance of diffusion models. However, one major limitation of AR models is their sequential nature, which processes tokens one at a time, slowing down generation compared to models like GANs or diffusion-based methods that operate more efficiently. While speculative decoding has proven effective for accelerating LLMs by generating multiple tokens in a single forward, its application in visual AR models remains largely unexplored. In this work, we identify a challenge in this setting, which we term token selection ambiguity, wherein visual AR models frequently assign uniformly low probabilities to tokens, hampering the performance of speculative decoding. To overcome this challenge, we propose a relaxed acceptance condition referred to as LANTERN that leverages the interchangeability of tokens in latent space. This relaxation restores the effectiveness of speculative decoding in visual AR models by enabling more flexible use of candidate tokens that would otherwise be prematurely rejected. Furthermore, by incorporating a total variation distance bound, we ensure that these speed gains are achieved without significantly compromising image quality or semantic coherence. Experimental results demonstrate the efficacy of our method in providing a substantial speed-up over speculative decoding. In specific, compared to a na\"ive application of the state-of-the-art speculative decoding, LANTERN increases speed-ups by 1.75times and 1.76times, as compared to greedy decoding and random sampling, respectively, when applied to LlamaGen, a contemporary visual AR model.

  • 8 authors
·
Oct 4, 2024

Evaluating Uncertainty Quantification approaches for Neural PDEs in scientific applications

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather prediction, and urban planning. Neural Partial Differential Equations (Neural PDEs), which combine deep learning (DL) techniques with domain expertise (e.g., governing equations) for parameterization, have proven to be effective in capturing valuable correlations within spatiotemporal datasets. However, sparse and noisy measurements coupled with modeling approximation introduce aleatoric and epistemic uncertainties. Therefore, quantifying uncertainties propagated from model inputs to outputs remains a challenge and an essential goal for establishing the trustworthiness of Neural PDEs. This work evaluates various Uncertainty Quantification (UQ) approaches for both Forward and Inverse Problems in scientific applications. Specifically, we investigate the effectiveness of Bayesian methods, such as Hamiltonian Monte Carlo (HMC) and Monte-Carlo Dropout (MCD), and a more conventional approach, Deep Ensembles (DE). To illustrate their performance, we take two canonical PDEs: Burger's equation and the Navier-Stokes equation. Our results indicate that Neural PDEs can effectively reconstruct flow systems and predict the associated unknown parameters. However, it is noteworthy that the results derived from Bayesian methods, based on our observations, tend to display a higher degree of certainty in their predictions as compared to those obtained using the DE. This elevated certainty in predictions suggests that Bayesian techniques might underestimate the true underlying uncertainty, thereby appearing more confident in their predictions than the DE approach.

The Unreasonable Effectiveness of Gaussian Score Approximation for Diffusion Models and its Applications

By learning the gradient of smoothed data distributions, diffusion models can iteratively generate samples from complex distributions. The learned score function enables their generalization capabilities, but how the learned score relates to the score of the underlying data manifold remains largely unclear. Here, we aim to elucidate this relationship by comparing learned neural scores to the scores of two kinds of analytically tractable distributions: Gaussians and Gaussian mixtures. The simplicity of the Gaussian model makes it theoretically attractive, and we show that it admits a closed-form solution and predicts many qualitative aspects of sample generation dynamics. We claim that the learned neural score is dominated by its linear (Gaussian) approximation for moderate to high noise scales, and supply both theoretical and empirical arguments to support this claim. Moreover, the Gaussian approximation empirically works for a larger range of noise scales than naive theory suggests it should, and is preferentially learned early in training. At smaller noise scales, we observe that learned scores are better described by a coarse-grained (Gaussian mixture) approximation of training data than by the score of the training distribution, a finding consistent with generalization. Our findings enable us to precisely predict the initial phase of trained models' sampling trajectories through their Gaussian approximations. We show that this allows the skipping of the first 15-30% of sampling steps while maintaining high sample quality (with a near state-of-the-art FID score of 1.93 on CIFAR-10 unconditional generation). This forms the foundation of a novel hybrid sampling method, termed analytical teleportation, which can seamlessly integrate with and accelerate existing samplers, including DPM-Solver-v3 and UniPC. Our findings suggest ways to improve the design and training of diffusion models.

  • 2 authors
·
Dec 12, 2024

Diffusion Sampling with Momentum for Mitigating Divergence Artifacts

Despite the remarkable success of diffusion models in image generation, slow sampling remains a persistent issue. To accelerate the sampling process, prior studies have reformulated diffusion sampling as an ODE/SDE and introduced higher-order numerical methods. However, these methods often produce divergence artifacts, especially with a low number of sampling steps, which limits the achievable acceleration. In this paper, we investigate the potential causes of these artifacts and suggest that the small stability regions of these methods could be the principal cause. To address this issue, we propose two novel techniques. The first technique involves the incorporation of Heavy Ball (HB) momentum, a well-known technique for improving optimization, into existing diffusion numerical methods to expand their stability regions. We also prove that the resulting methods have first-order convergence. The second technique, called Generalized Heavy Ball (GHVB), constructs a new high-order method that offers a variable trade-off between accuracy and artifact suppression. Experimental results show that our techniques are highly effective in reducing artifacts and improving image quality, surpassing state-of-the-art diffusion solvers on both pixel-based and latent-based diffusion models for low-step sampling. Our research provides novel insights into the design of numerical methods for future diffusion work.

  • 5 authors
·
Jul 20, 2023

DualFast: Dual-Speedup Framework for Fast Sampling of Diffusion Models

Diffusion probabilistic models (DPMs) have achieved impressive success in visual generation. While, they suffer from slow inference speed due to iterative sampling. Employing fewer sampling steps is an intuitive solution, but this will also introduces discretization error. Existing fast samplers make inspiring efforts to reduce discretization error through the adoption of high-order solvers, potentially reaching a plateau in terms of optimization. This raises the question: can the sampling process be accelerated further? In this paper, we re-examine the nature of sampling errors, discerning that they comprise two distinct elements: the widely recognized discretization error and the less explored approximation error. Our research elucidates the dynamics between these errors and the step by implementing a dual-error disentanglement strategy. Building on these foundations, we introduce an unified and training-free acceleration framework, DualFast, designed to enhance the speed of DPM sampling by concurrently accounting for both error types, thereby minimizing the total sampling error. DualFast is seamlessly compatible with existing samplers and significantly boost their sampling quality and speed, particularly in extremely few sampling steps. We substantiate the effectiveness of our framework through comprehensive experiments, spanning both unconditional and conditional sampling domains, across both pixel-space and latent-space DPMs.

  • 4 authors
·
Jun 15

TRADES: Generating Realistic Market Simulations with Diffusion Models

Financial markets are complex systems characterized by high statistical noise, nonlinearity, and constant evolution. Thus, modeling them is extremely hard. We address the task of generating realistic and responsive Limit Order Book (LOB) market simulations, which are fundamental for calibrating and testing trading strategies, performing market impact experiments, and generating synthetic market data. Previous works lack realism, usefulness, and responsiveness of the generated simulations. To bridge this gap, we propose a novel TRAnsformer-based Denoising Diffusion Probabilistic Engine for LOB Simulations (TRADES). TRADES generates realistic order flows conditioned on the state of the market, leveraging a transformer-based architecture that captures the temporal and spatial characteristics of high-frequency market data. There is a notable absence of quantitative metrics for evaluating generative market simulation models in the literature. To tackle this problem, we adapt the predictive score, a metric measured as an MAE, by training a stock price predictive model on synthetic data and testing it on real data. We compare TRADES with previous works on two stocks, reporting an x3.27 and x3.47 improvement over SoTA according to the predictive score, demonstrating that we generate useful synthetic market data for financial downstream tasks. We assess TRADES's market simulation realism and responsiveness, showing that it effectively learns the conditional data distribution and successfully reacts to an experimental agent, giving sprout to possible calibrations and evaluations of trading strategies and market impact experiments. We developed DeepMarket, the first open-source Python framework for market simulation with deep learning. Our repository includes a synthetic LOB dataset composed of TRADES's generates simulations. We release the code at github.com/LeonardoBerti00/DeepMarket.

  • 3 authors
·
Jan 31

Chimera: A Lossless Decoding Method for Accelerating Large Language Models Inference by Fusing all Tokens

Large language models (LLMs) have demonstrated remarkable capabilities across various tasks. However, their widespread application is hindered by the resource-intensive decoding process. To address this challenge, current approaches have incorporated additional decoding heads to enable parallel prediction of multiple subsequent tokens, thereby achieving inference acceleration. Nevertheless, the accuracy of these decoding heads falls short of the auto-regressive decoding approach. In light of these limitations, we propose Chimera, a novel framework specifically designed for speculative sampling. Within this framework, we introduce a lightweight draft model that effectively utilizes previously generated tokens to predict subsequent words. To ensure both accuracy and efficiency, we present two strategies within the lightweight draft model. Firstly, we focus on capturing short-range dependencies at the bottom layer. Secondly, we leverage the readily available representations from the original LLM.Through empirical evaluation on the Vicuna and LlaMA-2 series, Chimera demonstrates impressive results, achieving an average latency speedup ratio of 2.7x compared to the vanilla auto-regressive decoding approach. This highlights the potential of our proposed framework in significantly improving the efficiency of large language models during the decoding process.

  • 7 authors
·
Feb 24, 2024

DC-Solver: Improving Predictor-Corrector Diffusion Sampler via Dynamic Compensation

Diffusion probabilistic models (DPMs) have shown remarkable performance in visual synthesis but are computationally expensive due to the need for multiple evaluations during the sampling. Recent predictor-corrector diffusion samplers have significantly reduced the required number of function evaluations (NFE), but inherently suffer from a misalignment issue caused by the extra corrector step, especially with a large classifier-free guidance scale (CFG). In this paper, we introduce a new fast DPM sampler called DC-Solver, which leverages dynamic compensation (DC) to mitigate the misalignment of the predictor-corrector samplers. The dynamic compensation is controlled by compensation ratios that are adaptive to the sampling steps and can be optimized on only 10 datapoints by pushing the sampling trajectory toward a ground truth trajectory. We further propose a cascade polynomial regression (CPR) which can instantly predict the compensation ratios on unseen sampling configurations. Additionally, we find that the proposed dynamic compensation can also serve as a plug-and-play module to boost the performance of predictor-only samplers. Extensive experiments on both unconditional sampling and conditional sampling demonstrate that our DC-Solver can consistently improve the sampling quality over previous methods on different DPMs with a wide range of resolutions up to 1024times1024. Notably, we achieve 10.38 FID (NFE=5) on unconditional FFHQ and 0.394 MSE (NFE=5, CFG=7.5) on Stable-Diffusion-2.1. Code is available at https://github.com/wl-zhao/DC-Solver

  • 4 authors
·
Sep 5, 2024

Chaos as an interpretable benchmark for forecasting and data-driven modelling

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying attractor. Chaotic systems thus pose a unique challenge to modern statistical learning techniques, while retaining quantifiable mathematical properties that make them controllable and interpretable as benchmarks. Here, we present a growing database currently comprising 131 known chaotic dynamical systems spanning fields such as astrophysics, climatology, and biochemistry. Each system is paired with precomputed multivariate and univariate time series. Our dataset has comparable scale to existing static time series databases; however, our systems can be re-integrated to produce additional datasets of arbitrary length and granularity. Our dataset is annotated with known mathematical properties of each system, and we perform feature analysis to broadly categorize the diverse dynamics present across the collection. Chaotic systems inherently challenge forecasting models, and across extensive benchmarks we correlate forecasting performance with the degree of chaos present. We also exploit the unique generative properties of our dataset in several proof-of-concept experiments: surrogate transfer learning to improve time series classification, importance sampling to accelerate model training, and benchmarking symbolic regression algorithms.

  • 1 authors
·
Oct 11, 2021

Grouped Speculative Decoding for Autoregressive Image Generation

Recently, autoregressive (AR) image models have demonstrated remarkable generative capabilities, positioning themselves as a compelling alternative to diffusion models. However, their sequential nature leads to long inference times, limiting their practical scalability. In this work, we introduce Grouped Speculative Decoding (GSD), a novel, training-free acceleration method for AR image models. While recent studies have explored Speculative Decoding (SD) as a means to speed up AR image generation, existing approaches either provide only modest acceleration or require additional training. Our in-depth analysis reveals a fundamental difference between language and image tokens: image tokens exhibit inherent redundancy and diversity, meaning multiple tokens can convey valid semantics. However, traditional SD methods are designed to accept only a single most-likely token, which fails to leverage this difference, leading to excessive false-negative rejections. To address this, we propose a new SD strategy that evaluates clusters of visually valid tokens rather than relying on a single target token. Additionally, we observe that static clustering based on embedding distance is ineffective, which motivates our dynamic GSD approach. Extensive experiments show that GSD accelerates AR image models by an average of 3.7x while preserving image quality-all without requiring any additional training. The source code is available at https://github.com/junhyukso/GSD

  • 4 authors
·
Aug 11

DEL: Context-Aware Dynamic Exit Layer for Efficient Self-Speculative Decoding

Speculative Decoding (SD) is a widely used approach to accelerate the inference of large language models (LLMs) without reducing generation quality. It operates by first using a compact model to draft multiple tokens efficiently, followed by parallel verification using the target LLM. This approach leads to faster inference compared to auto-regressive decoding. While there are multiple approaches to create a draft model, one promising approach is to use early-exit methods. These methods draft candidate tokens by using a subset of layers of the primary model and applying the remaining layers for verification, allowing a single model to handle both drafting and verification. While this technique reduces memory usage and computational cost, its performance relies on the choice of the exit layer for drafting and the number of tokens drafted (speculation length) in each SD round. Prior works use hyperparameter exploration to statically select these values. However, our evaluations show that these hyperparameter values are task-specific, and even within a task they are dependent on the current sequence context. We introduce DEL, a plug-and-play method that adaptively selects the exit layer and speculation length during inference. DEL dynamically tracks the token acceptance rate if the tokens are drafted at each layer of an LLM and uses that knowledge to heuristically select the optimal exit layer and speculation length. Our experiments across a broad range of models and downstream tasks show that DEL achieves overall speedups of 2.16timessim2.50times over vanilla auto-regressive decoding and improves upon the state-of-the-art SD methods by up to 0.27times.

  • 4 authors
·
Apr 7

Experts Don't Cheat: Learning What You Don't Know By Predicting Pairs

Identifying how much a model {p}_{theta}(Y|X) knows about the stochastic real-world process p(Y|X) it was trained on is important to ensure it avoids producing incorrect or "hallucinated" answers or taking unsafe actions. But this is difficult for generative models because probabilistic predictions do not distinguish between per-response noise (aleatoric uncertainty) and lack of knowledge about the process (epistemic uncertainty), and existing epistemic uncertainty quantification techniques tend to be overconfident when the model underfits. We propose a general strategy for teaching a model to both approximate p(Y|X) and also estimate the remaining gaps between {p}_{theta}(Y|X) and p(Y|X): train it to predict pairs of independent responses drawn from the true conditional distribution, allow it to "cheat" by observing one response while predicting the other, then measure how much it cheats. Remarkably, we prove that being good at cheating (i.e. cheating whenever it improves your prediction) is equivalent to being second-order calibrated, a principled extension of ordinary calibration that allows us to construct provably-correct frequentist confidence intervals for p(Y|X) and detect incorrect responses with high probability. We demonstrate empirically that our approach accurately estimates how much models don't know across ambiguous image classification, (synthetic) language modeling, and partially-observable navigation tasks, outperforming existing techniques.

  • 4 authors
·
Feb 13, 2024

Preserving Statistical Validity in Adaptive Data Analysis

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple hypothesis testing. However, there is a fundamental disconnect between the theoretical results and the practice of data analysis: the theory of statistical inference assumes a fixed collection of hypotheses to be tested, or learning algorithms to be applied, selected non-adaptively before the data are gathered, whereas in practice data is shared and reused with hypotheses and new analyses being generated on the basis of data exploration and the outcomes of previous analyses. In this work we initiate a principled study of how to guarantee the validity of statistical inference in adaptive data analysis. As an instance of this problem, we propose and investigate the question of estimating the expectations of m adaptively chosen functions on an unknown distribution given n random samples. We show that, surprisingly, there is a way to estimate an exponential in n number of expectations accurately even if the functions are chosen adaptively. This gives an exponential improvement over standard empirical estimators that are limited to a linear number of estimates. Our result follows from a general technique that counter-intuitively involves actively perturbing and coordinating the estimates, using techniques developed for privacy preservation. We give additional applications of this technique to our question.

  • 6 authors
·
Nov 10, 2014

Turning Trash into Treasure: Accelerating Inference of Large Language Models with Token Recycling

The rapid growth in the parameters of large language models (LLMs) has made inference latency a fundamental bottleneck, limiting broader application of LLMs. Speculative decoding represents a lossless approach to accelerate inference through a guess-and-verify paradigm, leveraging the parallel capabilities of modern hardware. Some speculative decoding methods rely on additional structures to guess draft tokens, such as small models or parameter-efficient architectures, which need extra training before use. Alternatively, retrieval-based train-free techniques build libraries from pre-existing corpora or by n-gram generation. However, they face challenges like large storage requirements, time-consuming retrieval, and limited adaptability. Observing that candidate tokens generated during the decoding process are likely to reoccur in future sequences, we propose Token Recycling. This approach stores candidate tokens in an adjacency matrix and employs a breadth-first search (BFS)-like algorithm on the matrix to construct a draft tree. The tree is then validated through tree attention. New candidate tokens from the decoding process are then used to update the matrix. Token Recycling requires \textless2MB of additional storage and achieves approximately 2x speedup across all sizes of LLMs. It significantly outperforms existing train-free methods by 30\% and even a training method by 25\%. It can be directly applied to any existing LLMs and tasks without the need for adaptation.

  • 8 authors
·
Aug 16, 2024 2

DPM-Solver++: Fast Solver for Guided Sampling of Diffusion Probabilistic Models

Diffusion probabilistic models (DPMs) have achieved impressive success in high-resolution image synthesis, especially in recent large-scale text-to-image generation applications. An essential technique for improving the sample quality of DPMs is guided sampling, which usually needs a large guidance scale to obtain the best sample quality. The commonly-used fast sampler for guided sampling is DDIM, a first-order diffusion ODE solver that generally needs 100 to 250 steps for high-quality samples. Although recent works propose dedicated high-order solvers and achieve a further speedup for sampling without guidance, their effectiveness for guided sampling has not been well-tested before. In this work, we demonstrate that previous high-order fast samplers suffer from instability issues, and they even become slower than DDIM when the guidance scale grows large. To further speed up guided sampling, we propose DPM-Solver++, a high-order solver for the guided sampling of DPMs. DPM-Solver++ solves the diffusion ODE with the data prediction model and adopts thresholding methods to keep the solution matches training data distribution. We further propose a multistep variant of DPM-Solver++ to address the instability issue by reducing the effective step size. Experiments show that DPM-Solver++ can generate high-quality samples within only 15 to 20 steps for guided sampling by pixel-space and latent-space DPMs.

  • 6 authors
·
Nov 2, 2022

Understanding Hallucinations in Diffusion Models through Mode Interpolation

Colloquially speaking, image generation models based upon diffusion processes are frequently said to exhibit "hallucinations," samples that could never occur in the training data. But where do such hallucinations come from? In this paper, we study a particular failure mode in diffusion models, which we term mode interpolation. Specifically, we find that diffusion models smoothly "interpolate" between nearby data modes in the training set, to generate samples that are completely outside the support of the original training distribution; this phenomenon leads diffusion models to generate artifacts that never existed in real data (i.e., hallucinations). We systematically study the reasons for, and the manifestation of this phenomenon. Through experiments on 1D and 2D Gaussians, we show how a discontinuous loss landscape in the diffusion model's decoder leads to a region where any smooth approximation will cause such hallucinations. Through experiments on artificial datasets with various shapes, we show how hallucination leads to the generation of combinations of shapes that never existed. Finally, we show that diffusion models in fact know when they go out of support and hallucinate. This is captured by the high variance in the trajectory of the generated sample towards the final few backward sampling process. Using a simple metric to capture this variance, we can remove over 95% of hallucinations at generation time while retaining 96% of in-support samples. We conclude our exploration by showing the implications of such hallucination (and its removal) on the collapse (and stabilization) of recursive training on synthetic data with experiments on MNIST and 2D Gaussians dataset. We release our code at https://github.com/locuslab/diffusion-model-hallucination.

  • 4 authors
·
Jun 13, 2024 1

Stable Neural Stochastic Differential Equations in Analyzing Irregular Time Series Data

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an alternative approach, utilizing neural networks combined with ODE solvers to learn continuous latent representations through parameterized vector fields. Neural Stochastic Differential Equations (Neural SDEs) extend Neural ODEs by incorporating a diffusion term, although this addition is not trivial, particularly when addressing irregular intervals and missing values. Consequently, careful design of drift and diffusion functions is crucial for maintaining stability and enhancing performance, while incautious choices can result in adverse properties such as the absence of strong solutions, stochastic destabilization, or unstable Euler discretizations, significantly affecting Neural SDEs' performance. In this study, we propose three stable classes of Neural SDEs: Langevin-type SDE, Linear Noise SDE, and Geometric SDE. Then, we rigorously demonstrate their robustness in maintaining excellent performance under distribution shift, while effectively preventing overfitting. To assess the effectiveness of our approach, we conduct extensive experiments on four benchmark datasets for interpolation, forecasting, and classification tasks, and analyze the robustness of our methods with 30 public datasets under different missing rates. Our results demonstrate the efficacy of the proposed method in handling real-world irregular time series data.

  • 3 authors
·
Feb 22, 2024

Stochastic Interpolants: A Unifying Framework for Flows and Diffusions

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo & Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called `stochastic interpolants' to bridge any two arbitrary probability density functions exactly in finite time. These interpolants are built by combining data from the two prescribed densities with an additional latent variable that shapes the bridge in a flexible way. The time-dependent probability density function of the stochastic interpolant is shown to satisfy a first-order transport equation as well as a family of forward and backward Fokker-Planck equations with tunable diffusion coefficient. Upon consideration of the time evolution of an individual sample, this viewpoint immediately leads to both deterministic and stochastic generative models based on probability flow equations or stochastic differential equations with an adjustable level of noise. The drift coefficients entering these models are time-dependent velocity fields characterized as the unique minimizers of simple quadratic objective functions, one of which is a new objective for the score of the interpolant density. We show that minimization of these quadratic objectives leads to control of the likelihood for generative models built upon stochastic dynamics, while likelihood control for deterministic dynamics is more stringent. We also discuss connections with other methods such as score-based diffusion models, stochastic localization processes, probabilistic denoising techniques, and rectifying flows. In addition, we demonstrate that stochastic interpolants recover the Schr\"odinger bridge between the two target densities when explicitly optimizing over the interpolant. Finally, algorithmic aspects are discussed and the approach is illustrated on numerical examples.

  • 3 authors
·
Mar 15, 2023

Consistent3D: Towards Consistent High-Fidelity Text-to-3D Generation with Deterministic Sampling Prior

Score distillation sampling (SDS) and its variants have greatly boosted the development of text-to-3D generation, but are vulnerable to geometry collapse and poor textures yet. To solve this issue, we first deeply analyze the SDS and find that its distillation sampling process indeed corresponds to the trajectory sampling of a stochastic differential equation (SDE): SDS samples along an SDE trajectory to yield a less noisy sample which then serves as a guidance to optimize a 3D model. However, the randomness in SDE sampling often leads to a diverse and unpredictable sample which is not always less noisy, and thus is not a consistently correct guidance, explaining the vulnerability of SDS. Since for any SDE, there always exists an ordinary differential equation (ODE) whose trajectory sampling can deterministically and consistently converge to the desired target point as the SDE, we propose a novel and effective "Consistent3D" method that explores the ODE deterministic sampling prior for text-to-3D generation. Specifically, at each training iteration, given a rendered image by a 3D model, we first estimate its desired 3D score function by a pre-trained 2D diffusion model, and build an ODE for trajectory sampling. Next, we design a consistency distillation sampling loss which samples along the ODE trajectory to generate two adjacent samples and uses the less noisy sample to guide another more noisy one for distilling the deterministic prior into the 3D model. Experimental results show the efficacy of our Consistent3D in generating high-fidelity and diverse 3D objects and large-scale scenes, as shown in Fig. 1. The codes are available at https://github.com/sail-sg/Consistent3D.

  • 5 authors
·
Jan 17, 2024