We consider the following two-player game: using observational data, the leader chooses a prediction function for a response variable $Y$ from given covariates. The follower then reacts with an intervention on some covariates in the underlying structural causal model to maximize their own objective. The leader knows the intervention targets, but may have limited knowledge of the follower's objective. We call this setup a prediction-intervention game, a special case of a Stackelberg game. Finding an optimal strategy for the leader is generally difficult. To avoid severe performance loss, the leader may base their prediction on the causal parents of $Y$, or more generally on an invariant subset of covariates. We prove, for two common classes of follower objectives, that predictors based on the stable blanket, an invariant subset, are at least as good as those based on the causal parents. We further upper bound the leader's post-intervention risk by a worst-case risk over allowed interventions and strengthen existing distribution generalization results to analyze this bound: we give sufficient conditions under which stable-blanket predictors are worst-case optimal, and show by examples that these conditions cannot in general be dropped. Finally, we discuss practical strategies for settings with known and unknown graph, and test them on simulated and real-world data.
Benedikt Seiter, Anya Fries, Julius von Kügelgen, Jonas Peters
Principal component analysis (PCA) is one of the most widely used unsupervised dimension reduction techniques. We study PCA for data from multiple related domains. Since principal components generally differ across domains, one way to obtain a shared low-rank embedding is to perform PCA on the pooled data. However, this approach can focus on spurious directions that exhibit high variation in only a few domains. To find a robust embedding that still explains most variance in unseen but similar domains, we propose instead to focus on shared directions of variation. To this end, we introduce Anchor PCA which trades off overall explained variance with agreement between the shared and domain-specific low-rank embeddings. Anchor PCA amounts to PCA on a modified target matrix and thus can be solved efficiently. Moreover, we show that Anchor PCA recovers a maximal invariant subspace and admits a minimax reconstruction interpretation under bounded domain-specific covariance inflations. On simulated and real-world data with temporal distribution shift, we demonstrate, respectively, that Anchor PCA recovers the maximal invariant subspace and yields embeddings that explain more variance on unseen domains than the pooling baseline and a worst-case alternative. Taken together, these findings establish Anchor PCA as a promising approach to robust unsupervised dimension reduction from multi-domain data.
Pratik Jawahar, Riccardo Maggioni, Jonas Petersen, Matteo Cozzi, Gian-Alessandro Lombardi, Marek Gajewski, Camilla Mazzoleni, Federico Martelli
Test-time compute mechanisms, such as retries, confidence-based escalation and non-local routing, are conventionally deployed as black-box additions to trained models. They typically add forward passes or halting heads, but give no structural account of what the extra compute buys or what it costs against the model's stability guarantees. We therefore propose a theoretical and empirical framework for test-time compute on a Latent Dynamics Model used as the memory. When an encoder's latent state $(q,p)$ is advanced by a damped symplectic (velocity-Verlet) step of a learned Hamiltonian, every mechanism that expands access has an exact phase-volume Jacobian, a bounded energy change and an exact latch-transport law. We split reachability failures into escape failures and reach failures. A Lorentz squeeze resolves escape failures by injecting bounded, re-absorbable energy. A gated canonical translation (a one-step channel across $C_T$) resolves reach failures at $\detJ=1$ exactly. We verify this certificate stack on a designed analytic testbed. Reaching just beyond $C_T$ with the squeeze requires energy that grows quadratically in the excess distance. The gated channel's energy cost equals the potential difference between its endpoints, which is zero on the matched channel measured here, and so does not grow with distance in this testbed. An untrained state-replacing map annihilates phase volume and erases stored charge, while the gated channel transports it. On a learned physics-structured memory, we show calibrated compute rationing and evaluate the scaling limits of non-local routing against a physics-free baseline. The main contribution is the formalization and verification of the certificate stack, not benchmark performance.