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Researcher profile

Bokun Wang

Bokun Wang contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Machine LearningArtificial Intelligencemath.OC

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Published work

4 published item(s)

preprint2026arXiv

DARE: Diffusion Language Model Activation Reuse for Efficient Inference

Diffusion Large Language Models (dLLMs) have emerged as a promising alternative to auto-regressive (AR) models, offering greater expressive capacity and potential for parallel generation and faster inference. However, open-source dLLMs remain immature, lagging behind AR models in both efficiency and quality. We identify an underexplored property of dLLMs: *token-wise redundancy* in bi-directional self-attention. Self-attention activations are highly correlated across tokens, and temporal changes in query representations can predict redundancy in corresponding key, value, and output activations. We introduce DARE, with two complementary mechanisms: DARE-KV, which reuses cached key-value (KV) activations, and DARE-O, which reuses output activations to reduce redundant computation while preserving quality. DARE achieves up to 1.20x per-layer latency reduction and reuses up to 87% of attention activations, with negligible degradation on reasoning and code-generation benchmarks. DARE-KV and DARE-O incur average performance drops of only 2.0% and 1.2%, respectively. Combined with techniques such as prefix caching and Fast-dLLM, DARE provides additive gains without retraining. These results establish token-wise reuse as an effective strategy for improving the efficiency of diffusion-based LLMs while preserving generation fidelity. Code: https://github.com/enyac-group/DARE

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

GraphFM: Improving Large-Scale GNN Training via Feature Momentum

Training of graph neural networks (GNNs) for large-scale node classification is challenging. A key difficulty lies in obtaining accurate hidden node representations while avoiding the neighborhood explosion problem. Here, we propose a new technique, named feature momentum (FM), that uses a momentum step to incorporate historical embeddings when updating feature representations. We develop two specific algorithms, known as GraphFM-IB and GraphFM-OB, that consider in-batch and out-of-batch data, respectively. GraphFM-IB applies FM to in-batch sampled data, while GraphFM-OB applies FM to out-of-batch data that are 1-hop neighborhood of in-batch data. We provide a convergence analysis for GraphFM-IB and some theoretical insight for GraphFM-OB. Empirically, we observe that GraphFM-IB can effectively alleviate the neighborhood explosion problem of existing methods. In addition, GraphFM-OB achieves promising performance on multiple large-scale graph datasets.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

IntSGD: Adaptive Floatless Compression of Stochastic Gradients

We propose a family of adaptive integer compression operators for distributed Stochastic Gradient Descent (SGD) that do not communicate a single float. This is achieved by multiplying floating-point vectors with a number known to every device and then rounding to integers. In contrast to the prior work on integer compression for SwitchML by Sapio et al. (2021), our IntSGD method is provably convergent and computationally cheaper as it estimates the scaling of vectors adaptively. Our theory shows that the iteration complexity of IntSGD matches that of SGD up to constant factors for both convex and non-convex, smooth and non-smooth functions, with and without overparameterization. Moreover, our algorithm can also be tailored for the popular all-reduce primitive and shows promising empirical performance.

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preprint2022arXiv

Riemannian Stochastic Proximal Gradient Methods for Nonsmooth Optimization over the Stiefel Manifold

Riemannian optimization has drawn a lot of attention due to its wide applications in practice. Riemannian stochastic first-order algorithms have been studied in the literature to solve large-scale machine learning problems over Riemannian manifolds. However, most of the existing Riemannian stochastic algorithms require the objective function to be differentiable, and they do not apply to the case where the objective function is nonsmooth. In this paper, we present two Riemannian stochastic proximal gradient methods for minimizing nonsmooth function over the Stiefel manifold. The two methods, named R-ProxSGD and R-ProxSPB, are generalizations of proximal SGD and proximal SpiderBoost in Euclidean setting to the Riemannian setting. Analysis on the incremental first-order oracle (IFO) complexity of the proposed algorithms is provided. Specifically, the R-ProxSPB algorithm finds an $ε$-stationary point with $Ø(ε^{-3})$ IFOs in the online case, and $Ø(n+\sqrt{n}ε^{-2})$ IFOs in the finite-sum case with $n$ being the number of summands in the objective. Experimental results on online sparse PCA and robust low-rank matrix completion show that our proposed methods significantly outperform the existing methods that use Riemannian subgradient information.

0 citations0 reviewsNo code linkedOpen access