Towards Learning High-Precision Least Squares Algorithms with Sequence Models
Jerry Weihong Liu Jessica Grogan Owen M Dugan Ashish Rao Simran Arora Atri Rudra Christopher Re
This paper investigates whether sequence models can learn to perform numerical algorithms, e.g. gradient descent, on the fundamental problem of least squares. Our goal is to inherit two properties of standard algorithms from numerical analysis: (1) machine precision, i.e. we want to obtain solutions that are accurate to near floating point error, and (2) numerical generality, i.e. we want them to apply broadly across problem instances. We find that prior approaches using Transformers fail to meet these criteria, and identify limitations present in existing architectures and training procedures. First, we show that softmax Transformers struggle to perform high-precision multiplications, which prevents them from precisely learning numerical algorithms. Second, we identify an alternate class of architectures, comprised entirely of polynomials, that can efficiently represent high-precision gradient descent iterates. Finally, we investigate precision bottlenecks during training and address them via a high-precision training recipe that reduces stochastic gradient noise. Our recipe enables us to train two polynomial architectures, gated convolutions and linear attention, to perform gradient descent iterates on least squares problems. For the first time, we demonstrate the ability to train to near machine precision. Applied iteratively, our models obtain $100,000\times$ lower MSE than standard Transformers trained end-to-end and they incur a $10,000\times$ smaller generalization gap on out-of-distribution problems. We make progress towards end-to-end learning of numerical algorithms for least squares.
high precision, least squares, algorithm learning, Transformers, gated convolutions, linear regression, in-context learning
This work uncovers limitations of Transformers for high-precision numerical tasks, and makes progress towards training gated convolutional models to machine precision as an alternative.