Subgroup Rank-1 Lattice for Practical High-dimensional Black-box Integral Approximation
Organizations: Centre for Frontier AI Research (CFAR) Agency for Science, Technology and Research (A*STAR) 1 Fusionopolis Way #16-16 Connexis Singapore, 138632
Abstract
Estimating integrals of black-box, high-dimensional functions, from expectations and kernel mean embeddings to the softmax kernel in self-attention, is a basic subroutine in machine learning. Rank-1 lattice rules suit this setting: they query the integrand only at a fixed point set and need no gradients. When the points serve as a design matrix for a feature map, however, computing or for an elementwise nonlinearity costs time and memory for any standard quasi-Monte Carlo point set. We study subgroup rank-1 lattices, whose Korobov generator uses a scalar of fixed multiplicative order . Splitting into cosets of reduces both maps to short cyclic correlations evaluated by FFT, giving exact results for arbitrary in time and memory, without forming . Since fixing falls outside classical component-by-component theory, we prove convergence directly: via resultants with the cyclotomic polynomial , the squared worst-case error in the Korobov space decays as for prime , and this threshold is exact. Using the splitting of in , averaging over the admissible generators improves the constant by a factor . Empirically, the subgroup lattice beats Gaussian and orthogonal random features and scrambled Sobol' and Halton points in 49 of 54 synthetic kernel-estimation settings and all 45 softmax-attention settings on nine real datasets, and builds a sample set with , in 2.3 ms.
Figures & tables
| Method | Cost | Requires |
|---|---|---|
| Direct evaluation, i.e., the standard cost for a Halton or Sobol’ sequence, or a generic rank-1 lattice | nothing | |
| Proposition 11 (coset FFTs) | (i.e. for ) | power-form generator, small order ( ) |
| (Alg. 1 ) | (Alg. 2 ) | ||||
|---|---|---|---|---|---|
| 113 | 7 | 5 | |||
| 113 | 7 | 5 | |||
| 1321 | 11 | 8 | |||
| 1321 | 11 | 8 | |||
| 2029 | 13 | 9 | |||
| 2029 | 13 | 9 |
| direct | coset-FFT | ||
|---|---|---|---|
| 16,007 | 302 | 0.0077 | 0.0014 |
| 31,907 | 602 | 0.0174 | 0.0027 |
| 57,559 | 1,086 | 0.0382 | 0.0046 |
| 132,607 | 2,502 | 0.1114 | 0.0114 |
| 337,081 | 6,360 | 0.3813 | 0.0292 |
| 717,091 | 13,530 | 0.8562 | 0.0672 |
| shortest simultaneous-bad | |||
|---|---|---|---|
| winning method | subgroup RLerr | winner’s RLerr | |||
|---|---|---|---|---|---|
| 8 | 10,000 | 80,071 | Halton | (within noise) | |
| 8 | 20,000 | 160,073 | Sobol | ||
| 16 | 20,000 | 320,107 | Sobol | ||
| 32 | 10,000 | 321,199 | Sobol | ||
| 1024 | 1,000 | 1,047,031 | Halton | (within noise, apart) |
| subgroup RLerr @ smallest | advantage | subgroup RLerr @ largest | advantage | |
|---|---|---|---|---|
| 8 | (Sobol) | (Sobol wins) | ||
| 16 | (Gaussian) | (Sobol wins) | ||
| 32 | (Halton) | (Halton) | ||
| 64 | (Halton) | (Sobol) | ||
| 128 | (ORF) | (Halton) | ||
| 256 | (Sobol) | (Gaussian) |
| Subgroup | Gaussian | ORF | Sobol’ | Halton | Gauss. / Subgr. | ||
|---|---|---|---|---|---|---|---|
| 8 | 160,073 | 0.083 ms | 0.023 ms | 18.9 ms | 5.9 ms | 53.6 ms | |
| 16 | 320,107 | 0.088 ms | 0.049 ms | 33.5 ms | 20.0 ms | 146 ms | |
| 32 | 641,057 | 0.099 ms | 0.150 ms | 50.9 ms | 81.8 ms | 466 ms | |
| 64 | 1,280,161 | 0.132 ms | 0.549 ms | 30.3 s | 0.32 s | 1.51 s | |
| 128 | 2,561,263 | 0.198 ms | 2.18 ms | 78.4 s | 1.08 s | 5.14 s | |
| 256 | 5,130,809 | 0.362 ms | 8.56 ms | 220 s | 3.43 s | 17.7 s |
| Dataset | Points ( ) | Dimension ( ) |
|---|---|---|
| yandex-200-cosine | 1,000,000 | 200 |
| laion-clip-512-normalized | 999,448 | 512 |
| arxiv-nomic-768-normalized | 1,344,643 | 768 |
| landmark-nomic-768-normalized | 760,757 | 768 |
| imagenet-align-640-normalized | 315,648 | 640 |
| llama-128-ip | 255,921 | 128 |
| Dataset | subgroup wins | advantage range | mean advantage | |
|---|---|---|---|---|
| celeba-resnet-2048-cosine | 2048 | 5/5 | – | |
| arxiv-nomic-768-normalized | 768 | 5/5 | – | |
| landmark-nomic-768-normalized | 768 | 5/5 | – | |
| coco-nomic-768-normalized | 768 | 5/5 | – | |
| imagenet-align-640-normalized | 640 | 5/5 | – | |
| laion-clip-512-normalized | 512 | 5/5 | – |