跳到正文
研踪PaperTrail

YOUR RESEARCH, IN SIGHT

让下一篇重要论文，不再错过。

覆盖计算机全学科，以 AI 为快捷入口。关注方向、作者和关键词，把发现变成持续的研究积累。

部分采集异常
正在读取账号与研究记录…

全站更新概况

+0新增论文
+0其中 AI 相关
+2已有论文修订
+100新增 AI 导读

arXiv 最近完成扫描：2026-11-08 16:36 · 全站最近入库：2026-11-08 06:02各信源进度 →

统计口径与数据新鲜度

统计 2026-11-07 16:46 — 2026-11-08 16:46（北京时间） · 点击数字查看对应简报；AI 相关包含在新增论文内。

最近完成检查：2026-11-08 16:36最近发现新增版本：2026-11-08 06:02库内论文最新更新时间：2026-11-06 02:59

每分钟刷新已保存的数据。空检查不代表采集异常；新收录可能包含历史论文。AI 导读按新增版本计数。

17,100 已收录论文14,661 AI 相关4,057 有修订112 HF 社区发现

浏览论文库

研究日报 / 周报 →按信源浏览 →

时间范围跟随排序：版本更新、本站收录或首次发表。最新收录可能包含历史论文。部分信源异常，查看状态 →

找到 460 篇论文 · 按版本更新时间排序上轮扫描起点 2026-11-08 16:33（北京时间）
新论文 · v1arXiv:2611.03302

EventGPT: Next-Event Pretraining on Banking Customer Histories

Denis Burakov

原文摘要

A model pretrained to predict a customer's next event can estimate the probability of future events without training on their labels and provide a reusable representation for supervised downstream banking tasks. We pretrain EventGPT, a hierarchical causal transformer, by next-token maximum likelihood estimation on the public Multimodal Banking Dataset (MBD-mini: 100,224 clients, 38.8 million transactions and 66.3 million geolocation pings). Keeping one state per event, EventGPT trains in about two hours on one L4 GPU at windows up to 8,192 tokens. From its next-event distribution, with no labels, EventGPT scores five targets of the form "the client makes a transaction of a given kind for the first time next month" at ROC-AUC 0.79 to 0.92. Gradient boosting on 114 engineered features needs 10,000 to 300,000 labeled client-months to match it on four targets and stays below it on the fifth. For product prediction, frozen EventGPT embeddings score below the engineered features (mean ROC-AUC 0.787 against 0.808 over five test folds), and a rank-averaged ensemble of EventGPT, profile fields and token counts with the engineered features adds 0.014 to 0.017, of which 0.007 to 0.016 is EventGPT's own. The code and pretrained weights are released.

stat.ML · cs.LG · q-fin.ST

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.03274

Strictly proper scoring rules for node selection tasks on graphs

Lorenz Hilfiker, Nathan Cincera Brack, Martin Sterchi

原文摘要

In node selection tasks, the goal is to identify a single unknown target node in a graph. We consider probabilistic supervised node selection, where the estimator outputs a probability distribution over the nodes of the graph and the ground-truth node is available for evaluation. Classical evaluation metrics for such tasks are either statistically ill-conceived or blind to the graph structure. To fill this gap, we introduce two strictly proper scoring rules that are explicitly graph-aware: the Resistance score, which is parameter-free, and the Diffusion score, which operates at an adjustable coarse-graining resolution. We show that the Diffusion score interpolates between the multi-category Brier score and a cluster-level weighted Brier score. The Resistance score generalises two classical scoring rules: the multi-category Brier score and the Ranked probability score. Applied to rooted trees, it also serves as the strictly proper version of the improper Hierarchical error distance used in hierarchical classification. In the same setting, we furthermore establish strict propriety of the Hierarchical cross-entropy family, a recently introduced separate class of hierarchy-aware scoring rules. Experiments on epidemic source detection and on ImageNet classification confirm that the proposed scores detect meaningful differences in estimation quality that classical metrics miss.

cs.LG · cs.SI · stat.ML

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.03256

Poisson Super Learning For Survival And Competing Risks On A Discretized Time Scale

Gabriele Pittarello, Thomas Gerds, Pernille Falberg Rønn, Helene Charlotte Rytgaard

原文摘要

We introduce the Poisson Super Learner, a scalable ensemble method for survival and competing risks prediction with right-censored data. The approach exploits the correspondence between the likelihood of piecewise-constant hazard models and the Poisson likelihood. After expanding the data over a chosen time partition, candidate hazard learners are trained under a common Poisson loss, and cross-validated log-hazard predictions are combined by a Poisson meta learner. The resulting ensemble is a geometric combination of candidate hazards, and can be used to estimate survival probabilities and cause-specific absolute risks. The Poisson Super Learner framework is modular and can in principle incorporate any learner that can estimate interval-specific hazards, including parametric, penalised, additive, and other machine-learning hazard models. Training targets the cause-specific hazard directly and does not require explicit modelling of the censoring distribution. For competing risks, separate cause-specific ensembles are fitted and subsequently combined to obtain individualised cumulative incidence predictions. We illustrate the approach using data from the Steno Diabetes Center collected between 2005 and 2022 to predict cardiovascular disease risk in patients with type 1 diabetes from detailed covariate information. The applied analysis is complemented by simulation studies designed to reflect key features of the data and to examine the behaviour of the method under controlled settings. All analyses were implemented using the freely available R software package poissonsuperlearner.

stat.ML · cs.LG · stat.CO

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2606.15793

Proximal Policy Optimization for Amortized Discrete Sampling

Anna Zykova-Myzina, Timofei Gritsaev, Daniil Tiapkin, Nikita Morozov

原文摘要

This paper explores policy gradient algorithms for training stochastic policies to sample from structured discrete probability distributions under the Generative Flow Network (GFlowNet) framework. Building on extensive theoretical connections between GFlowNets and entropy-regularized reinforcement learning, we derive equivalents of standard policy gradient algorithms for training GFlowNets, as well as experimentally explore their various methodological aspects, including baseline training and advantage estimation. Most importantly, our work is the first to derive and successfully apply proximal policy optimization to GFlowNets, showing its improved convergence speed and data efficiency compared to standard GFlowNet training objectives on benchmarks ranging from synthetic energies to molecular graph generation.

cs.LG · cs.AI · stat.ML

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.03166

Causal discovery needs explicit epistemic standards

Harald Kugler, Leonard Henckel, Sebastian Weichwald

原文摘要

There are many causal discovery algorithms, but few guiding principles for choosing between them. Methods are usually compared through three lenses: identifiability, consistency, and benchmarks. Each introduces assumptions about the data-generating process that are often untestable. We argue that there are no shared standards for comparing, prioritizing, or even discussing those assumptions. We support this claim by showing that (i) identifiability assumptions are often preferred by convention rather than by principle, (ii) uniform consistency requires further untestable assumptions, while the weaker pointwise consistency has arguably narrowed algorithm design, and (iii) benchmarks are not neutral tests but carry an epistemic role of their own: they quietly fix which regimes matter, which guarantees come into play, and what counts as success. In doing so, they shape what algorithm comparisons are taken to show and thus perform some of the same epistemic work as theory, but less transparently. In this position paper we argue for a more transparent, integrated practice: Make the epistemic standards for discussing identifiability and consistency assumptions explicit, especially their failure modes and scope conditions; design benchmarks to operationalize those standards, by stress-testing and ablating both. Then, theoretical and empirical results jointly clarify when, why, and how algorithms may work rather than accumulate as disconnected advances.

stat.ML · cs.LG · stat.ME

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.03101

Diagonal Equivalence in State Space Models: Characterization, Retrieval Rank, and Selective Extensions

Dennis Rochau

原文摘要

We classify real and complex state-space models (SSMs) with linear transitions, distinguishing fixed-basis diagonal equivalence from input-output equivalence and tracking coefficient-conditioning windows under coordinate changes. We characterize diagonal equivalence through commuting transition families whose members are diagonalizable over the chosen field. With time-shared token-local matrix maps, we identify this class's state-mediated kernels with unnormalized scalar-mode linear attention with multiplicative masks. Mamba 3's multiple-input, multiple-output (MIMO) construction lifts one value per local interface; SSD-MIMO routes independent values for local retrieval rank above one. HybridMamba combines Mamba 1's per-coordinate decay, Mamba 2-style heads and Mamba 3's complex rotations and two-endpoint writes, mixing real and rotating state blocks with different decay laws. They recover Mamba 1-3 single-input, single-output (SISO) configurations as exact special cases. On five large H100 bfloat16 workloads, our fused GPU kernels improve geometric-mean training time over official Mamba 1/3 in matched SISO recoveries, with Mamba 2 near parity at SSM-core scope. Memory tradeoffs depend on the baseline and metric: saved-for-backward versus peak allocation. In small-model multi-token recall experiments, both designs outperform Mamba 1-3 on the hardest tier; higher routing ranks perform best in gated or phase-diverse configurations. In single-seed language models with about 500M parameters, both improve on Mamba 1/2 in test loss at 2B tokens, but the routing gains do not translate into lower language-model loss. Our best configurations approach Mamba 3 SISO through 10B tokens while remaining behind it and Mamba 3 MIMO in language-model loss.

cs.LG · math.OC · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v5arXiv:2510.25502

TempoPFN: Synthetic Pre-training of Linear RNNs for Zero-shot Time Series Forecasting

Vladyslav Moroshan, Julien Siems, Arber Zela, Timur Carstensen, Frank Hutter

原文摘要

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents TempoPFN, a univariate time series foundation model based on linear Recurrent Neural Networks (RNNs) pre-trained exclusively on synthetic data. The model uses a GatedDeltaProduct architecture with state-weaving for fully parallelizable training across sequence lengths, eliminating the need for windowing or summarization techniques while maintaining robust temporal state-tracking. Our comprehensive synthetic data pipeline unifies diverse generators, including stochastic differential equations, Gaussian processes, and audio synthesis, with novel augmentations. In zero-shot evaluations on the Gift-Eval, fev-bench and Chronos-ZS benchmarks, TempoPFN achieves top-tier competitive performance, surpassing the majority of models trained on real-world data, while leveraging fully parallelizable training and inference. We open-source our complete data generation pipeline and training code, providing a reproducible foundation for future research.

cs.LG · cs.AI · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2604.21595

A Kernel Nonconformity Score for Multivariate Conformal Prediction

Louis Meyer, Wenkai Xu

原文摘要

Multivariate conformal prediction requires nonconformity scores that compress residual vectors into scalars while preserving certain implicit geometric structure of the residual distribution. We introduce a Multivariate Kernel Score (MKS) that produces prediction regions that explicitly adapt to this geometry. We show that the proposed score resembles the Gaussian process posterior variance, unifying Bayesian uncertainty quantification with the coverage guarantees of frequentist-type. Moreover, the MKS can be decomposed into an anisotropic Maximum Mean Discrepancy (MMD) that interpolates between kernel density estimation and covariance-weighted distance. We prove finite-sample coverage guarantees and establish convergence rates that depend on the effective rank of the kernel-based covariance operator rather than the ambient dimension, enabling dimension-free adaptation. On regression tasks, the MKS reduces the volume of prediction regions significantly, compared to ellipsoidal baselines while maintaining nominal coverage, with larger gains at higher dimensions and tighter coverage levels.

stat.ML · cs.LG

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.02956

Specification-Aware Predictive Uncertainty Decomposition

Roman Vashurin, Mikhail Seleznyov, Assel Yermekova, Fedor Chernogorskii, Danila Zykov, Elena Tutubalina, Alexander Panchenko, Preslav Nakov 等 10 位作者

原文摘要

Classical decompositions of predictive uncertainty, such as the information-theoretic one, are defined for a fixed representation $x$ of the input object. They do not consider that $x$ may be incomplete, nor do they measure how much the missing information can affect the prediction. In Large Language Models, users can clarify an underspecified input without any retraining. The clarified input can describe the user's unobserved intent $z^*$ more accurately and change the predictive uncertainty about the outcome. In this paper, we formalize this setting probabilistically and derive a three-term decomposition of prediction risk into specification, residual aleatoric, and epistemic uncertainties. We show that at the original information level, when only $x$ is available, the aleatoric uncertainty, represented by a Bayes risk, has two components. The first, which we call specification uncertainty, is the expected reduction in this Bayes risk from revealing the intent. The second is the residual aleatoric uncertainty, i.e., the Bayes risk that remains once the intent is known, averaged over its possible values $z$ given $x$. The distinction is important, as specification uncertainty informs the decision to request clarification before making a prediction. We build approximations of these components and connect them to existing uncertainty measures. Our experiments across different domains and modalities show distinct roles for the three components. Specification uncertainty is the most informative for detecting underspecified inputs, while residual aleatoric uncertainty is the most informative for detecting in-distribution prediction errors.

stat.ML · cs.AI · cs.CL · cs.LG

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.02943

Exact Fusion of Softmax Attention Heads Can Require Exponentially Many Atoms

Hiroyasu Usami, Keisuke Hara, Ayato Tsuboi, Naohiko Matsuda

原文摘要

Fusing independently normalized attention heads can increase the number of explicit key-value entries, or atoms, needed to preserve their output. We prove a sharp separation for $W_d(q)=\sum_{j=1}^dσ(q_j)$: its $d$ two-atom heads use $2d$ head-atom terms, whereas its minimum single-head representation has exactly $2^d$ atoms, even with arbitrary fixed replacement keys, scalar values, and positive masses. The same lower bound holds for every fixed uniform error below $1/2$ on $\mathbb R^d$, and the threshold is sharp. The proof uses exposed-key normal cones; exact equality on any nonempty open query domain inherits the bound. The resulting atom bound for a fixed head count is tight when that count divides $d$. A normalized family retains its exponential exact minimum while approaching a constant on fixed-radius query balls. For pretrained-model caches, a classical affine-rank bound and a certified instance exclude exact vector preservation at a specified atom count. Learned-cache comparisons on two disjoint banks of 64 contexts show budget-dependent reversals and calibration effects.

cs.LG · cs.NE · stat.ML

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.02917

Unimodal Augmentation-based SSL Objectives Induce Cross-Modal Alignment

Zohar Mashiah, Nir Ben-Ari, Ronen Talmon, Uri Shaham

原文摘要

Recent works have observed implicit cross-modal alignment between independently trained unimodal models. However, the mechanisms underlying the emergence of this phenomenon remain unresolved. In this paper, we demonstrate that unimodal augmentation-based self-supervised objectives implicitly induce cross-modal alignment. We show that low unimodal losses force high cross-modal alignment, whereas a high unimodal loss prevents such alignment. We theoretically connect the widely used InfoNCE loss to local CKA, the popular measure of cross-modal alignment. We further provide extensive empirical evidence supporting this claim, both in controlled settings and across 53 unconstrained frozen text, vision, and audio unimodal encoders. In both cases, unimodal augmentation-based objectives control cross-modal alignment. Overall, our results provide a theoretical and empirical foundation for understanding the emergence of implicit cross-modal alignment by establishing a direct connection between unimodal training objectives and cross-modal structure.

cs.LG · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2609.07264

Dense Structural Compression of Transformers via Gauge-Correct Channel Removal

Jed A. Duersch, Naïm Es-Sebbani, Nathanaël Haas, Zied Bouraoui

原文摘要

Inference energy per token drives the cost and carbon footprint of deployed transformers. It is dominated by dense matrix products that incur fused multiply-accumulate (FMA) operations and memory traffic. To reduce these computations while retaining dense tensors for high GPU throughput, we develop a methodology from first principles to adapt structural complexity during training to maximize inference utility per unit compute. Channel penalties drive entire tensor slices to zero to enable physical removal while preserving density and the network function. The natural approach, penalizing the norm of operator components acting through each channel, is provably destabilized by gauge freedom. We resolve this pathology with GaugeLasso: additive symmetric group-lasso penalties that recover a monotone function of product-norms when the network converges to gauge balance. Our equilibrium analysis enables per-channel calibration to correctly suppress slices that under-perform in inference utility per unit compute. Under adaptive pressure, the network reorganizes into depth-dependent structural profiles that can be far smaller than the architecture required to learn the task. On polynomial long division over $\mathbb{F}_{31}$, compute compresses from 148 to 255 times with perfect accuracy. On character-level language modeling, compressed models outperform the hand-designed baseline at equal FMA. On masked autoencoding, a compression trial exposes which axes were over-provisioned and which saturated, guiding a better second design. Compaction also accelerates training monotonically as the model progresses. Post-hoc pruning with the same utility ranking cannot reach these structures, showing that sustained pressure is central to discovery of efficient models. Retraining a discovered architecture recovers baseline quality on our statistical tasks, but fails on our exact algorithmic task.

cs.LG · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2605.10277

Generalization Error Bounds for Picard-Type Operator Learning in Nonlinear Parabolic PDEs

Koichi Taniguchi, Sho Sonoda

原文摘要

Operator learning for partial differential equations (PDEs) aims to learn solution operators on infinite-dimensional function spaces from finite-resolution data. In this setting, it is important for the learned model to be discretization-invariant, or resolution-robust, and to reflect PDE-specific structure. It is therefore natural to ask how such structure should be encoded in the model architecture, hypothesis class, or learning procedure. In this paper, we study operator learning for solution operators of nonlinear parabolic PDEs based on Duhamel--Picard iteration. We formulate Picard iteration as an abstract state-transition model and present a theoretical framework for Picard-type operator learning. We derive implementation-agnostic generalization error bounds that separate the implementation error from the estimation error associated with the abstract state-transition model induced by Picard iteration. A key consequence is that increasing the Picard depth reduces the Picard truncation error without causing an unbounded growth of the entropy-based estimation error. We also extend the analysis to long-time prediction by rolling out the same learned local model over successive time blocks. Finally, we illustrate the theory for nonlinear heat equations on the torus using a Picard-type Fourier neural operator as a concrete implementation.

cs.LG · math.AP · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v3arXiv:2609.29350

Learning a Flow to Self-Supervised Representations

Yuling Jiao, Wensen Ma, Houduo Qi, Defeng Sun

原文摘要

We introduce Flow-Based Distribution Matching (FBDM), which learns self-supervised representations through non-adversarial velocity regression. The encoder and auxiliary field are trained jointly by regressing analytic velocities along spherical paths from learned representations to reference targets. Both augmented views share a reference target, with a capacity limit on each reference center and an explicit view-alignment loss. A structured reference supports more components than the auxiliary flow dimension while retaining geometric separation. The auxiliary field is discarded after pretraining; only the backbone is retained downstream. On three ResNet-18 benchmarks with matched auxiliary parameter counts, FBDM provides 2.17 to 2.36 times higher per-epoch training throughput than critic-based Distribution Matching (DM), with about 0.21 GiB additional peak allocated GPU memory. Experiments show that FBDM is competitive with existing SSL methods from CIFAR to ImageNet and performs comparably to DM on their shared benchmarks. Under stated conditions, our population analysis bounds nearest-centroid classification error on the initial normalized pretraining representation by the FBDM loss.

cs.CV · cs.LG · stat.ML

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.02812

When Is Tracking Affordable? A Movement-Budget Feasibility Threshold for Dynamic Regret

Ridham Patel

原文摘要

Dynamic regret measures an online learner against a moving comparator, and standard analyses assume the learner may move freely at every round. We study what happens when it may not: the learner is given a hard budget $S$ on its total movement $\sum_t \|x_t - x_{t-1}\|$. Our main result is that a movement budget creates a feasibility barrier. On a domain of diameter $D$ with $G$-Lipschitz convex losses, for every comparator path length $P_T \in [D, DT]$ we exhibit a deterministic adversary that forces $R_d = Ω(GDT)$ on every budget-feasible algorithm whenever $S \le c P_T$ for a universal constant $c>0$. This barrier is caused by the budget rather than by a volatile environment: for fixed $D$, it applies when $P_T = o(T)$, where the unconstrained minimax rate $Θ(G\sqrt{D(D+P_T)T})$ is sublinear, so the same instances are learnable with an unbounded budget and unlearnable without one. Conversely, projected online gradient descent with a budget-aware step size is budget-feasible and attains $o(GDT)$ once $S = ω(D + P_T)$. Thus the critical movement scale is $D+P_T$: linear regret is unavoidable below a sufficiently small constant multiple of $P_T$, while sublinear regret is achievable when $S/(D+P_T)\to\infty$ in the learnable regime. The construction rests on a distinction we make explicit: what makes a comparator expensive to track under a movement budget is the distance it forces the learner to travel, not its path length. Above the threshold we give a budget-dependent upper bound and identify the tight minimax rate in this region as an open problem rather than claiming a product law. Experiments support the predicted transition location and the $1/S$ decay.

cs.LG · eess.SY · math.OC · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2602.10587

Deep Bootstrap

Jinyuan Chang, Yuling Jiao, Lican Kang, Junjie Shi

原文摘要

In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given the covariates. This model is then used to generate bootstrap samples by pairing the original covariates with newly synthesized responses. We reformulate nonparametric regression as conditional sample mean estimation, which is implemented directly via the learned conditional diffusion model. Unlike traditional bootstrap methods that decouple the estimation of the conditional distribution, sampling, and nonparametric regression, our approach integrates these components into a unified generative framework. With the expressive capacity of diffusion models, our method facilitates both efficient sampling from high-dimensional or multimodal distributions and accurate nonparametric estimation. We establish rigorous theoretical guarantees for the proposed method. In particular, we derive optimal end-to-end convergence rates in the Wasserstein distance between the learned and target conditional distributions. Building on this foundation, we further establish the convergence guarantees of the resulting bootstrap procedure. Numerical studies demonstrate the effectiveness and scalability of our approach for complex regression tasks.

stat.ML · cs.LG

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.02778

Spectral Degeneration of Self-Attention under Isotropic Score Geometry

Mengda Li, Jianfeng Yao

原文摘要

We study the spectral structure of the self-attention matrix in Transformer models through an idealized spectral model for the pre-softmax score matrix. Motivated by the rotational isotropy of query and key representations, our model replaces the random token-space orientation of the score matrix by its canonical singular-value representative with a logarithmic spike--bulk separation. Empirical diagnostics on pretrained vision and language transformers motivate this model: token-space singular matrices have nearly uniform eigen-angle distributions, and score spectra are dominated by a small number of effective directions. We then prove that the row-wise softmax map transforms this structure into a degenerate attention matrix: dominant modes are preserved, whereas the bulk spectral distributions concentrate at zero. Stable rank remains bounded for bidirectional attention but grows logarithmically for causal attention. Within the canonical model, these results explain how attention can preserve a small number of dominant directions while compressing the remaining bulk modes.

cs.LG · cs.AI · stat.ML

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.02722

The Staged Pandora's Box: Reservation Indices for Multi-Fidelity Bayesian Optimization

Long Vu, Jongseong Brad Choi, Binoy Ravindran, Zhoulai Fu

原文摘要

A staged search must decide which candidate to advance next and when to stop. Some observations only inform later decisions; others can be kept as results. We formulate these choices as a staged Pandora's box with a designated set of collectable stages. For independent finite-stage candidates with bounded readings and positive bounded own-history costs, an exact covered-call recursion gives the reservation index, the optimal value and the loss of every advance or stop; advancing an index-maximal candidate while its index exceeds the incumbent is optimal. The representation recovers classical single-stage search, nested inspection and the all-collectable Markov setting, and prices changes in the problem: enlarging the collectable set or lowering costs raises the value by an explicit covered-call overshoot. Resumption can be valuable even when future reward laws do not change, but has no value for deterministic readings. With information sharing across candidates, no rule using only their separate remaining-reading laws is universally optimal, and making an intermediate reading collectable can change which candidate is inspected first. Under a coherent joint path law with own-history costs, an approximate-planning bound controls the recomputed index's regret by changes in untouched candidates' local values; a common-component specialization bounds those changes through predictive total-variation dispersion. Exact finite-law experiments check the representation, the loss accounting and the bounds.

cs.LG · math.OC · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2610.33610

On the Error Analysis of Triangular Transport Maps for Conditional Generation via MMD-based Objectives

Michele Martino, Bamdad Hosseini, Amir Sagiv, Amirhossein Taghvaei

原文摘要

Conditional generative models parameterized by triangular transport maps are widely used for conditional sampling, yet theoretical guarantees on the quality of the conditional measures they produce remain scarce. We address this question for minimum divergence estimators of triangular maps. We use MMD-based objectives as a tractable setting in which the gap between joint and conditional errors can be analyzed precisely, and we measure performance through the average conditional estimation error, defined as the squared maximum mean discrepancy (MMD) between the estimated and the true conditionals, averaged over the conditioning variable. We first show that the common practice of minimizing a joint MMD may fail to recover the conditionals: writing the joint and the conditional criteria as quadratic energies of the same conditional mean embedding residual, we prove that, for parametric classes, joint minimizers are generically inconsistent in the misspecified setting. We then analyze an estimator that directly minimizes the conditional criterion through a surrogate loss computable from joint target samples and reference samples. We prove a non-asymptotic error bound that decomposes the average conditional estimation error into approximation, estimation, and reference sampling errors, with fast rates independent of the ambient dimension in the parametric setting. Finally, for joint MMDs built from concentrating Gaussian kernels on the conditioning variable, we show that the joint criterion approximates a density-reweighted version of the conditional one, and we derive an error bound for the joint minimizer whose rate suffers from a curse of dimensionality in the conditioning variable. Our results suggest that training criteria for conditional generative models should target the conditional rather than the joint error, a principle that extends to other divergences and to dynamic transport.

stat.ML · cs.LG · math.ST

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.02639

Where Is a Prediction Model Miscalibrated, and for Whom? Local Audits in Outcome-Learned Pockets

Bernardo Modenesi, Taoyi Chen, Sima Najafzadehkhoei, Lucia Wang, Ameya Diwan, Beatrice Knudsen

原文摘要

Overall and group-level averages, and ranking metrics such as the AUC, can hide sets of observations for which a prediction model systematically over- or under-predicts. We present an audit that asks where a model is miscalibrated (in which sets of similar observations it over- or under-predicts on average) and for whom (whether its average prediction error differs between demographic groups, such as by race or sex, within the same set). It groups observations into pockets using random-forest similarity, which weighs each feature by its importance for predicting the outcome, with a ridge-regression grouping alongside. Pockets are learned on one sample and tested on another, with simultaneous confidence intervals that allow for correlation within units such as hospitals; the audit needs only features, outcomes and fixed predictions. In 17 simulation scenarios with an error planted for one group, the combined audit located it better than the strongest alternative grouping in 15, with false-alarm rates near or below 5%; with a local error planted for everyone, it won in 12 of 15 scenarios at the smaller error size and lost when the error was unrelated to the outcome. In public synthetic data from the care-management algorithm studied by Obermeyer et al., it found no detectable overall error but under-prediction of illness in the sickest pockets and over-prediction elsewhere, and distinguished Black patients' concentration where the score under-predicted for everyone from a Black-White gap within pockets. For APACHE IVa, an exploratory analysis located its previously reported over-prediction of ICU mortality in a mostly ventilated pocket and a low-risk pocket, with none detected in a moderate-risk one. Two chest X-ray classifiers showed offsetting local errors behind no detectable overall error. Code: https://github.com/modenesi/pocket-audit

cs.LG · cs.AI · stat.ME · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2609.04822

Minimax Rate for Diffusion-Guided Local Intrinsic Dimension Estimation based on Fokker-Planck Equation

Jaehee Seo, Wontae Jeong, Jisu Kim

原文摘要

Diffusion-guided methods have recently emerged as effective tools for probing the intrinsic geometry of high-dimensional data. Understanding their accuracy requires quantifying both (i) finite-scale approximation error relative to the true local intrinsic dimension (LID) and (ii) estimation error from finite samples. We address these two questions for the FLIPD field (Kamkari et al., 2024; arXiv:2406.03537), defined at the population level through the logarithmic scale derivative of a Gaussian-smoothed density and admitting a Fokker--Planck representation. For $α$-smooth densities on a regular $d$-dimensional manifold, we establish a uniform $O(σ^2)$ approximation bound relative to the manifold dimension $d$. Under expected integrated squared loss, we prove a minimax lower bound of order $(nσ^d)^{-1}$ for estimating the FLIPD field from $n$ observations when $n^{-1/(2α+d)}\leσ\leσ_0$. A plug-in FLIPD estimator based on the empirical denoising score matching (DSM) solution attains a matching upper bound. Thus the minimax rate is of order $(nσ^d)^{-1}$ and it becomes $n^{-2α/(2α+d)}$ at its smallest scale.

stat.ML · cs.LG · math.ST

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2605.21041

Conditioning Gaussian Processes on Almost Anything

Henry Moss, Lachlan Astfalck, Thomas Cowperthwaite, Colin Doumont, Sam Willis, Philipp Hennig, Christopher Nemeth, Andrew Zammit-Mangion

原文摘要

Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models, recasting predictive sampling as an ODE with closed-form Gaussian dynamics and a likelihood-dependent guidance term that admits a simple Monte Carlo approximation. In the linear-Gaussian setting, we recover standard GP conditioning exactly; beyond conjugacy, the same machinery handles any conditioning statement admitting point-wise likelihood evaluation - including non-linear physics, and, for the first time, natural language via large language models. Whitening isolates the irreducible non-Gaussian dynamics, minimising Wasserstein-2 transport cost and eliminating numerical stiffness. The result is a general-purpose GP inference scheme requiring no bespoke derivations. Together, these results provide a general mechanism for incorporating the full richness of real-world knowledge as conditioning information, opening a new frontier for the probabilistic modelling of real-world problems.

stat.ML · cs.LG · stat.ME

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2602.02358

Transfer Learning Through Conditional Quantile Matching

Yikun Zhang, Steven Wilkins-Reeves, Wesley Lee, Aude Hofleitner

原文摘要

We introduce a transfer learning framework for regression that leverages heterogeneous source domains to improve predictive performance in a data-scarce target domain. Our approach fits a conditional generative model to each source domain and calibrates a shared linear combination of the generated responses via conditional quantile matching at the observed target covariates. The calibration aligns the conditional response distributions while accommodating simultaneous shifts in both the covariate and conditional response distributions. The calibrated responses then serve as pseudo-labels to augment the target data for a broad class of downstream learning tasks. Theoretically, we derive an excess risk bound for an empirical risk minimizer (ERM) trained on the augmented data, separating the benefit of an enlarged training sample from errors due to density ratio estimation, source generator estimation, conditional calibration, and irreducible transfer bias. Empirically, simulations and real-data applications show that the proposed method can improve target-domain prediction when the transfer bias is small.

stat.ML · cs.LG

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2506.12230

Statistical Machine Learning for Astronomy -- A Textbook

Yuan-Sen Ting

原文摘要

This textbook gives a systematic treatment of statistical machine learning for astronomical research, based on Bayesian inference. It shows how modern data analysis techniques connect to classical statistical methods and follow from familiar statistical principles. The Bayesian perspective, used throughout, gives priority to uncertainty quantification and statistical rigor, which scientific inference in astronomy needs. The textbook progresses from probability theory and Bayesian inference through supervised learning, including linear regression with measurement uncertainties, logistic regression and classification. Unsupervised learning topics cover Principal Component Analysis and clustering methods. We then introduce sampling and Markov Chain Monte Carlo, followed by Gaussian Processes as probabilistic nonparametric methods and neural networks in the broader statistical context. Our theory-focused approach derives each method from first principles with complete mathematical development and then shows its astronomical applications. We put statistical insight first and explain why algorithms work, when they are appropriate, and how they connect to broader statistical principles. From a solid grounding in classical methods and their theory, the treatment leads to modern techniques such as neural networks. With this grounding, readers can apply the methods to astronomical research with proper attention to assumptions, limits and uncertainty propagation, as large astronomical surveys require. The 22 companion tutorials apply the methods to astronomical data in Jupyter notebooks.

astro-ph.IM · cs.LG · stat.AP · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2610.04368

A multi-stage probabilistic framework to estimate gas-fired generator performance during extreme winter weather

Sajjad Uddin Mahmud, Anamika Dubey

原文摘要

Extreme winter weather has repeatedly disrupted gas-fired power generation in the United States, yet the plant-level data needed to systematically quantify outage risk remain proprietary. Using publicly available weather and electricity demand data together with anonymized generator contingency records from the North American Electric Reliability Corporation (NERC), we develop a three-stage Bayesian probabilistic framework for estimating winter-driven generator performance. Applied to New York State (2013--2022), the framework sequentially estimates: the hourly probability of a generator contingency event, the expected net available capacity conditioned on an event occurring, and the event duration. Colder conditions and higher electricity demand are associated with higher failure probability, lower retained capacity, and longer event duration. Under the most severe observed stress conditions, estimated mean hourly event probability reaches 24\% , while expected mean net available capacity falls to 13\% of nameplate rating. Full outage events have a median duration of 12.7 hours, while partial derating event duration increases from 2.4 to 7.1 hours with capacity loss severity. The proposed framework establishes a transferable baseline that utilities with access to plant-level records can directly extend to obtain more precise reliability estimates for operational planning and resource adequacy assessment.

cs.LG · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v4arXiv:2501.14974

Private Minimum Hellinger Distance Estimation via Hellinger Distance Differential Privacy

Fengnan Deng, Anand N. Vidyashankar

原文摘要

Objective functions based on Hellinger distance yield robust and efficient estimators of model parameters. Motivated by privacy and regulatory requirements encountered in contemporary applications, we derive in this paper \emph{private minimum Hellinger distance estimators}. The estimators satisfy a new privacy constraint, namely, Hellinger differential privacy, while retaining the robustness and efficiency properties. We demonstrate that Hellinger differential privacy shares several features of standard differential privacy while allowing for sharper inference. Additionally, for computational purposes, we also develop Hellinger differentially private gradient descent and Newton-Raphson algorithms. We illustrate the behavior of our estimators in finite samples using numerical experiments and verify that they retain robustness properties under gross-error contamination.

math.ST · cs.CR · math.PR · stat.ME · stat.ML

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2610.39194

Zero-Complement Extrapolation: Parameter Recovery and Classification in Severely Imbalanced Logistic Regression under Rank-Deficient Regimes

Chongsun Park

原文摘要

Parameter estimation and classification in binary logistic regression deteriorate severely when the number of minority class observations ($n_1$) is smaller than the feature dimension ($p$). Under such rank-deficient rarity ($n_1 < p$), maximum likelihood estimators suffer from quasi-complete separation, penalized likelihood methods exhibit severe intercept bias, and convex minority oversampling techniques such as SMOTE collapse into an $(n_1 - 1)$-dimensional affine subspace. In this paper, we propose a novel \textit{Self-Calibrated Zero-Complement} estimator that shifts the paradigm from minority interpolation to majority fringe extrapolation. Grounded in Stein's Lemma, we prove that the conditional expectation shift of the abundant majority class ($Y=0$) induced by logistic truncation uniquely identifies the true hyperplane normal $\boldsymbolβ$ after Mahalanobis whitening. We further establish that extrapolating synthetic minority instances outward from the high-quantile density fringe of the majority distribution along the conjugate direction preserves full-rank covariance regularity ($\mathrm{rank} = p$). To accommodate both semi-supervised environments (with an unlabeled background mean) and strictly supervised subsamples, we introduce a hybrid estimator incorporating the intrinsic third-moment skewness of the majority class alongside a location-shift-invariant zero-boundary intercept calibration. Extensive Monte Carlo simulations and real-world benchmark applications (Wisconsin Diagnostic Breast Cancer and Banknote Authentication) under extreme rarity ($n_1 \in \{3, 5\}$) demonstrate that our approach prevents parameter divergence, recovers the oracle hyperplane with high fidelity, and substantially outperforms Firth's regression and SMOTE in F1-score and estimation stability.

stat.ML · cs.LG · stat.ME

查看论文
arXiv ↗PDF ↗
版本更新 · v2arXiv:2606.11156

Itô maps for any-step SDEs

Zhengkai Pan, Peter Potaptchik, Wenxi Yao, Michael S. Albergo, Jakiw Pidstrigach

原文摘要

Recent one-step generative models accelerate sampling by learning deterministic flow maps of the underlying dynamics. These methods rely on learning from ordinary differential equations, leaving open how to define an exact distillation procedure for stochastic dynamics. We introduce the Itô map, an any-step stochastic flow map that takes an intermediate state and Brownian path and predicts future states in a single pass. The Itô map formulation yields novel estimators for inference-time control by providing cheap, differentiable access to posterior samples. Empirically, Itô maps produce diverse, conditionally valid endpoint samples from fixed intermediate states and support strong steering performance on synthetic and image-generation benchmarks. These results establish any-step SDE integration as a useful primitive for posterior sampling and stochastic control.

stat.ML · cs.LG

查看论文
arXiv ↗PDF ↗
版本更新 · v5arXiv:2506.20533

Global Convergence of Iteratively Reweighted Least Squares for Robust Subspace Recovery

Gilad Lerman, Kang Li, Tyler Maunu, Teng Zhang

原文摘要

Robust subspace estimation is fundamental to many machine learning and data analysis tasks. Iteratively Reweighted Least Squares (IRLS) is an elegant and empirically effective approach to this problem, yet its theoretical properties remain poorly understood. This paper establishes that, under deterministic conditions, a variant of IRLS with dynamic smoothing regularization converges linearly to the underlying subspace from any initialization. We extend these guarantees to affine subspace estimation, a setting that lacks prior recovery theory. Additionally, we illustrate the practical benefits of IRLS through an application to low-dimensional neural network training. Our results provide the first global convergence guarantees for IRLS in robust subspace recovery and, more broadly, for nonconvex IRLS on a Riemannian manifold.

stat.ML · cs.LG · math.OC

查看论文
arXiv ↗PDF ↗
新论文 · v1arXiv:2611.02344

Efficient Proper Agnostic Learning of Halfspaces

Anindya De, Elchanan Mossel, Shivam Nadimpalli, Joe Neeman

原文摘要

We give a proper membership-query algorithm for agnostically learning halfspaces under the uniform distribution on $\{\pm1\}^n$. Given query access to an arbitrary function $f:\{\pm1\}^n \to \{\pm1\}$, our algorithm runs in time $\mathrm{poly}(n)+2^{\mathrm{poly}(1/\varepsilon)}$ and outputs a halfspace with error at most $\mathrm{OPT}+\varepsilon$, where $\mathrm{OPT}$ is the error of the best-fitting halfspace for $f$. Previously, even with membership queries, the best known running time was $n^{\mathrm{poly}(1/\varepsilon)}$, achieved by the sample-based algorithm of Kalai, Klivans, Mansour, and Servedio (FOCS 2005). Our algorithm is the first agnostic halfspace learner under the uniform distribution on $\{\pm1\}^n$ whose running time is polynomial in $n$ with an exponent independent of $\varepsilon$. Combining our algorithm with a boosting argument yields a proper agnostic learner using only random examples. It achieves the same $\mathrm{OPT}+\varepsilon$ guarantee, with running time matching that of Kalai et al.\ up to an additive term depending only on $\varepsilon$. To our knowledge, this is the first sample-based proper agnostic learner in the Boolean setting with running time $2^{o(n)}$ for every fixed $\varepsilon>0$.

cs.DS · cs.CC · stat.ML

查看论文
arXiv ↗PDF ↗