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Jinli Hu

Publications and source records attributed to Jinli Hu.

3 recordsLinked to original sources

Infinite-Parameter LLMs: Generating and Adapting Weights from Live Data

Scaling laws hold that language models grow more capable with more parameters and more training data. Mixture-of-Experts (MoE) architectures are a remarkable demonstration of these laws, activating only a fraction of an enormous parameter bank for each token. But this success is built on static pretraining data --- the facts and corrections supplied by users during live interactions are a significant untapped source of potential improvement for a deployed model, but cannot be exploited by conventional architectures whose weights are frozen after training. Instead, this newfound knowledge must be placed in the context (by instruction or retrieval) and re-read on every request, only to be discarded afterwards. We seek instead to learn from live interactions by dynamically updating model weights. Inspired by MoEs, we propose the \textbf{Infinite-Parameter LLM}. A compact hypernetwork turns the online data into low-rank modulations of a shared base network, so feed-forward weights are generated from live data, not read from static memory. Whereas existing weight generators are held fixed after reading the context once, we form a Bayesian belief over the generator's latent state and update it online, such that the effective weights are re-derived as our belief evolves during the session. Although the model's memory footprint is constant, the feasible space of generated weights is thus effectively infinite. Representing live data in the weights rather than the prompt amortises compute, frees the context window, persists updates across turns, and can generalise better than in-context use. Our evaluation protocol applies this methodology to in-context learning and retrieval.

cs.AI↗

Multi-period Trading Prediction Markets with Connections to Machine Learning

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The analysis shows that the whole market effectively approaches a global objective, despite that the market is designed such that each agent only cares about its own goal. Additionally, the market dynamics provides a sensible algorithm for optimising the global objective. An intimate connection between machine learning and our markets is thus established, such that we could 1) analyse a market by applying machine learning methods to the global objective, and 2) solve machine learning problems by setting up and running certain markets.

cs.GT↗

Combinatorial Modelling and Learning with Prediction Markets

Combining models in appropriate ways to achieve high performance is commonly seen in machine learning fields today. Although a large amount of combinatorial models have been created, little attention is drawn to the commons in different models and their connections. A general modelling technique is thus worth studying to understand model combination deeply and shed light on creating new models. Prediction markets show a promise of becoming such a generic, flexible combinatorial model. By reviewing on several popular combinatorial models and prediction market models, this paper aims to show how the market models can generalise different combinatorial stuctures and how they implement these popular combinatorial models in specific conditions. Besides, we will see among different market models, Storkey's \emph{Machine Learning Markets} provide more fundamental, generic modelling mechanisms than the others, and it has a significant appeal for both theoretical study and application.

cs.AI↗