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Haozhen Yu

Publications and source records attributed to Haozhen Yu.

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Kimi k1.5: Scaling Reinforcement Learning with LLMs

Language model pretraining with next token prediction has proved effective for scaling compute but is limited to the amount of available training data. Scaling reinforcement learning (RL) unlocks a new axis for the continued improvement of artificial intelligence, with the promise that large language models (LLMs) can scale their training data by learning to explore with rewards. However, prior published work has not produced competitive results. In light of this, we report on the training practice of Kimi k1.5, our latest multi-modal LLM trained with RL, including its RL training techniques, multi-modal data recipes, and infrastructure optimization. Long context scaling and improved policy optimization methods are key ingredients of our approach, which establishes a simplistic, effective RL framework without relying on more complex techniques such as Monte Carlo tree search, value functions, and process reward models. Notably, our system achieves state-of-the-art reasoning performance across multiple benchmarks and modalities -- e.g., 77.5 on AIME, 96.2 on MATH 500, 94-th percentile on Codeforces, 74.9 on MathVista -- matching OpenAI's o1. Moreover, we present effective long2short methods that use long-CoT techniques to improve short-CoT models, yielding state-of-the-art short-CoT reasoning results -- e.g., 60.8 on AIME, 94.6 on MATH500, 47.3 on LiveCodeBench -- outperforming existing short-CoT models such as GPT-4o and Claude Sonnet 3.5 by a large margin (up to +550%).

cs.AI

Cross Validation for Penalized Quantile Regression with a Case-Weight Adjusted Solution Path

Cross validation is widely used for selecting tuning parameters in regularization methods, but it is computationally intensive in general. To lessen its computational burden, approximation schemes such as generalized approximate cross validation (GACV) are often employed. However, such approximations may not work well when non-smooth loss functions are involved. As a case in point, approximate cross validation schemes for penalized quantile regression do not work well for extreme quantiles. In this paper, we propose a new algorithm to compute the leave-one-out cross validation scores exactly for quantile regression with ridge penalty through a case-weight adjusted solution path. Resorting to the homotopy technique in optimization, we introduce a case weight for each individual data point as a continuous embedding parameter and decrease the weight gradually from one to zero to link the estimators based on the full data and those with a case deleted. This allows us to design a solution path algorithm to compute all leave-one-out estimators very efficiently from the full-data solution. We show that the case-weight adjusted solution path is piecewise linear in the weight parameter, and using the solution path, we examine case influences comprehensively and observe that different modes of case influences emerge, depending on the specified quantiles, data dimensions and penalty parameter. We further illustrate the utility of the proposed algorithm in real-world applications.

stat.ME