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Context attribution asks how removing parts of a prompt changes a language model's output. We study leave-one-out (LOO) attribution for a prompt of $n$ tokens and a fixed measurement function. Computing all LOO values directly requires $n$ model evaluations. Under a stability assumption, our algorithm estimates all LOO values to error proportional to $\varepsilon$ with constant probability using $O(\sqrt{\log(1/\varepsilon)}/\varepsilon)$ evaluation calls. To complement our upper bound, we prove a matching $Ω(\sqrt{\log(1/\varepsilon)}/\varepsilon)$ lower bound on the number of evaluation calls in an oracle model. Empirically, we verify coefficient decay consistent with stability and evaluate the performance of our sketching algorithm on a small language-model retrieval task. Technically, our result is based on a sketching algorithm for arithmetic circuits whose Taylor coefficients satisfy the stability condition recently introduced by Gunn [Gun26]. A direct adaptation of their forward differentiation sketches would require $\widetilde{O}(\log(n)/\varepsilon^2)$ evaluation calls. Our key observation is that we can apply forward differentiation to the backpropagation circuit, with only constant overhead over a forward sketch of the same Taylor degree. This reduces the variance of the sketches and is key to our improved evaluation bound. Our lower bound builds on the techniques of Amsel, Chen, Duman Keles, Halikias, Musco, and Musco [ACDH+26, SIAM Journal on Matrix Analysis and Applications] for lower bounding the number of matrix-vector queries to estimate the diagonal elements of random matrices.

The short duration of general insurance contracts leads to rapid distributional shifts in the data, warranting regular model updates. This process may yield a post-update model that differs considerably from the pre-update model in both predictions and structure. Structural stability is upstream of predictive stability, yet existing structural stability metrics are mostly restricted to simple decision trees. Thus, we first introduce the notion of functional transparency, characterising models with a prediction function that can be expressed as a sum of univariate functions for main effects and bivariate functions for pairwise interactions. Then, we propose the Mean Squared Shape function distance, a metric to quantify the structural stability of functionally transparent models, which are particularly relevant in actuarial science. Using three public auto insurance datasets, we present a benchmark study to demonstrate the usefulness of our metric in identifying a stable and accurate transparent model. Generalised linear models with centred numerical covariates are stable, and explainable boosting machines (EBMs) offer a compromise between stability and performance. We also find that stabilisation strategies, such as sequential modelling and fixed hyperparameters, can substantially improve stability for both EBM and XGBoost models, with negligible impact on performance.

Model selection and hyperparameter tuning pose a central challenge in off-policy evaluation (OPE) because estimation errors in fitted $Q$-functions and occupancy ratios cannot be directly evaluated using held-out transition data. Existing Bellman-residual-based validation methods often require auxiliary regressions, while many minimax-based methods require optimization over separate critic classes. We propose pairwise Bellman validation (PBV), a family of penalized Bellman tournament methods that reduces validation to computing held-out sample averages. PBV constructs critics from pairwise candidate differences, on the log scale for occupancy ratios, and selects the candidate with the smallest worst-case penalized score. This construction approximates oracle critics given by $Q$-function errors and log ratios of candidate to true occupancy ratios, whose Bellman and adjoint Bellman moments control estimation error. Critic penalties account for approximation error under candidate-class misspecification. We establish finite-sample oracle inequalities relative to the best available candidate, even under candidate-class misspecification. For $Q$-function selection, unweighted PBV avoids importance weighting but requires a coercivity condition on a quadratic form induced by the Bellman operator. Importance-weighted PBV (IW-PBV) uses marginalized importance weighting to exploit Bellman contraction under the target-policy occupancy measure, avoiding this condition. For occupancy-ratio selection, adjoint PBV (A-PBV) exploits KL contraction of the adjoint Bellman operator to obtain oracle guarantees under the offline data law. On Hopper and DeepOPE, unweighted PBV is competitive with LSTD-Tournament, often achieving higher accuracy on Hopper, while importance weighting can further improve performance under controlled overlap.

We revisit the problem of estimating $k$ linear regressors with self-selection bias in $n$ dimensions up to error $\varepsilon$ with the maximum self-selection criterion, as introduced by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [CDIZ23, STOC]. Our main result is a $\mathrm{poly}(n,k,1/\varepsilon)$ time algorithm for the unknown-index variant of this problem, thereby improving upon the running times of the best known algorithms due to Gaitonde and Mossel [GM24] and Kalavasis, Mehrotra, and Zhou [KMZ26, COLT] with exponential dependence on $k$. Our algorithm succeeds in the presence of correlated noise between regressors, which captures the related setting of max-affine regression. Consequently, we also give the first polynomial-time algorithm for this problem, improving on the prior works of Ghosh, Pananjady, Guntuboyina, and Ramchandran [GPGR22, IEEE Transactions on Information Theory] and Gaitonde and Mossel [GM24] with exponential dependence on $k$. Prior works exhaustively search over a $k$-dimensional subspace spanned by the regressors, using conditional moments of the response to test candidates. In contrast, our algorithm is driven by an improved understanding of the moments of the covariates. We show that, restricting to observations with large response values, the degree-$(\log n)$ Hermite moment of the covariates approximately decomposes as a sum of tensor powers of the regressors. The first step of our algorithm can be viewed as a tensor decomposition algorithm for these implicitly represented high-order tensors, which outputs unit vectors parallel to the regressors. A secondary step based on a simple variant of ordinary least squares extracts estimates for the regressors given these unit vectors. We believe our analytic insight and algorithmic components may have applications to designing efficient algorithms for other latent-variable problems.

We study regret minimization in episodic Adversarial Markov Decision Processes (AMDPs) with unknown transitions and bandit feedback. In tabular AMDPs with $S$ states, $A$ actions, and horizon $H$, the best known $K$-episode regret is $\tilde O(HS\sqrt{AK})$, whose $\sqrt S$ gap to the $Ω(H\sqrt{SAK})$ lower bound has long remained open. In linear AMDPs with $d$-dimensional features, after a five-year line of improvements starting from $K^{14/15}$, computationally efficient algorithms without a simulator or exploratory assumptions still only attain $\tilde O(K^{3/4})$ regret. A common challenge in both settings is to estimate the Q-function of a changing policy: past data comes from earlier policies that differ from (and are correlated with) the current one, while freezing the policy for future episodes worsens the dependency on $K$. We instead propose a general technique called introduced feedback delays: we estimate the Q-function of the policy using future episodes while still updating the policy, as if the feedback were delayed. While feedback delays are usually an obstacle imposed by the environment, here they are introduced voluntarily and, perhaps surprisingly, come at no extra cost. We develop Geometric Resampling with Rejection (GRR) to account for policy changes during the delay, and threshold the visitation probabilities to avoid long delays on rarely visited state-action pairs. With this unified technique, our policy optimization algorithms achieve, with high probability, $\tilde O(\text{poly}(H)\sqrt{SAK})$ regret in tabular AMDPs, resolving the open problem; and $\tilde O(\text{poly}(d,H)\sqrt K)$ regret in linear AMDPs, giving the first efficient algorithm optimal in $K$. They also naturally extend to delayed AMDPs with a total feedback delay $\mathfrak D$, yielding the first bounds optimal in $S$ and $\mathfrak D$ (tabular) and in $K$ and $\mathfrak D$ (linear).