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Researcher profile

Banghua Zhu

Banghua Zhu contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Machine Learningmath.STStatistics Theoryeess.SPArtificial IntelligenceComputationDistributed, Parallel, and Cluster Computing

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Published work

6 published item(s)

preprint2026arXiv

DisagMoE: Computation-Communication overlapped MoE Training via Disaggregated AF-Pipe Parallelism

Mixture-of-experts (MoE) architectures enable trillion-parameter LLMs with sparsely activated experts. Expert parallelism (EP) is a widely adopted MoE training strategy, but it suffers from severe all-to-all communication bottlenecks, which is exaggerated by the limited inter-node network bandwidth as the growing model size requires distributing experts across GPU nodes. Prior work focused on overlapping these all-to-all communications with feed-forward network (FFN) and self-attention computations, which often leaves residual network-bound stalls due to inherent imbalance in attention and FFN layers' computation-communication ratios. We present DisagMoE, a disaggregated MoE training system that jointly optimizes model placement and scheduling for maximal efficiency. DisagMoE separates attention and FFN layers into disjoint GPU groups, introduces a multi-stage pipeline with uni-directional, many-to-many communications, and employs a computation-communication roofline model to balance GPU and network bandwidth allocation among the attention and FFN groups. DisagMoE is implemented on Megatron-LM, and evaluation shows that DisagMoE improves training efficiency across multiple MoE models with up to 1.8x speedup on 16-node 8xH800 clusters.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Robust Estimation for Nonparametric Families via Generative Adversarial Networks

We provide a general framework for designing Generative Adversarial Networks (GANs) to solve high dimensional robust statistics problems, which aim at estimating unknown parameter of the true distribution given adversarially corrupted samples. Prior work focus on the problem of robust mean and covariance estimation when the true distribution lies in the family of Gaussian distributions or elliptical distributions, and analyze depth or scoring rule based GAN losses for the problem. Our work extend these to robust mean estimation, second moment estimation, and robust linear regression when the true distribution only has bounded Orlicz norms, which includes the broad family of sub-Gaussian, sub-Exponential and bounded moment distributions. We also provide a different set of sufficient conditions for the GAN loss to work: we only require its induced distance function to be a cumulative density function of some light-tailed distribution, which is easily satisfied by neural networks with sigmoid activation. In terms of techniques, our proposed GAN losses can be viewed as a smoothed and generalized Kolmogorov-Smirnov distance, which overcomes the computational intractability of the original Kolmogorov-Smirnov distance used in the prior work.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Linear Representation Meta-Reinforcement Learning for Instant Adaptation

This paper introduces Fast Linearized Adaptive Policy (FLAP), a new meta-reinforcement learning (meta-RL) method that is able to extrapolate well to out-of-distribution tasks without the need to reuse data from training, and adapt almost instantaneously with the need of only a few samples during testing. FLAP builds upon the idea of learning a shared linear representation of the policy so that when adapting to a new task, it suffices to predict a set of linear weights. A separate adapter network is trained simultaneously with the policy such that during adaptation, we can directly use the adapter network to predict these linear weights instead of updating a meta-policy via gradient descent, such as in prior meta-RL methods like MAML, to obtain the new policy. The application of the separate feed-forward network not only speeds up the adaptation run-time significantly, but also generalizes extremely well to very different tasks that prior Meta-RL methods fail to generalize to. Experiments on standard continuous-control meta-RL benchmarks show FLAP presenting significantly stronger performance on out-of-distribution tasks with up to double the average return and up to 8X faster adaptation run-time speeds when compared to prior methods.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Minimax Off-Policy Evaluation for Multi-Armed Bandits

We study the problem of off-policy evaluation in the multi-armed bandit model with bounded rewards, and develop minimax rate-optimal procedures under three settings. First, when the behavior policy is known, we show that the Switch estimator, a method that alternates between the plug-in and importance sampling estimators, is minimax rate-optimal for all sample sizes. Second, when the behavior policy is unknown, we analyze performance in terms of the competitive ratio, thereby revealing a fundamental gap between the settings of known and unknown behavior policies. When the behavior policy is unknown, any estimator must have mean-squared error larger -- relative to the oracle estimator equipped with the knowledge of the behavior policy -- by a multiplicative factor proportional to the support size of the target policy. Moreover, we demonstrate that the plug-in approach achieves this worst-case competitive ratio up to a logarithmic factor. Third, we initiate the study of the partial knowledge setting in which it is assumed that the minimum probability taken by the behavior policy is known. We show that the plug-in estimator is optimal for relatively large values of the minimum probability, but is sub-optimal when the minimum probability is low. In order to remedy this gap, we propose a new estimator based on approximation by Chebyshev polynomials that provably achieves the optimal estimation error. Numerical experiments on both simulated and real data corroborate our theoretical findings.

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preprint2020arXiv

Robust estimation via generalized quasi-gradients

We explore why many recently proposed robust estimation problems are efficiently solvable, even though the underlying optimization problems are non-convex. We study the loss landscape of these robust estimation problems, and identify the existence of &#34;generalized quasi-gradients&#34;. Whenever these quasi-gradients exist, a large family of low-regret algorithms are guaranteed to approximate the global minimum; this includes the commonly-used filtering algorithm. For robust mean estimation of distributions under bounded covariance, we show that any first-order stationary point of the associated optimization problem is an {approximate global minimum} if and only if the corruption level $ε< 1/3$. Consequently, any optimization algorithm that aproaches a stationary point yields an efficient robust estimator with breakdown point $1/3$. With careful initialization and step size, we improve this to $1/2$, which is optimal. For other tasks, including linear regression and joint mean and covariance estimation, the loss landscape is more rugged: there are stationary points arbitrarily far from the global minimum. Nevertheless, we show that generalized quasi-gradients exist and construct efficient algorithms. These algorithms are simpler than previous ones in the literature, and for linear regression we improve the estimation error from $O(\sqrtε)$ to the optimal rate of $O(ε)$ for small $ε$ assuming certified hypercontractivity. For mean estimation with near-identity covariance, we show that a simple gradient descent algorithm achieves breakdown point $1/3$ and iteration complexity $\tilde{O}(d/ε^2)$.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

When does the Tukey median work?

We analyze the performance of the Tukey median estimator under total variation (TV) distance corruptions. Previous results show that under Huber&#39;s additive corruption model, the breakdown point is 1/3 for high-dimensional halfspace-symmetric distributions. We show that under TV corruptions, the breakdown point reduces to 1/4 for the same set of distributions. We also show that a certain projection algorithm can attain the optimal breakdown point of 1/2. Both the Tukey median estimator and the projection algorithm achieve sample complexity linear in dimension.

0 citations0 reviewsNo code linkedOpen access