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Thursday 10 September

Machine Learning (Statistics) · Cross-listed from cs.LG

Generalised Score Matching on Convex Domains

Score matching avoids computing the normalising constant that maximum-likelihood estimation requires. On constrained domains, its generalised variants weight the Fisher divergence so that boundary terms vanish. We derive generalised score matching on open convex subsets of $\mathbb{R}^{d}$ as the small-neighbourhood limit of minimum probability flow, in which the geometry of the neighbourhoods determines the weight. Every $C^{2}$ positive definite weight arises in this way, including those of classical score matching on $\mathbb{R}^{d}$ and of its variants for non-negative data on $\mathbb{R}_{+}^{d}$. For exponential families, we extend the standard convexity, consistency and asymptotic normality results to every such weight and show that the estimator converges to the true parameter under certain boundary conditions. For a truncated Gaussian on a polytope and a Dirichlet distribution on the simplex, proposed estimators attain the lowest median error of all methods compared, in at least 42 of 50 ground-truth configurations.
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Machine Learning (Statistics) · Cross-listed from gr-qc

Improving the Sensitivity of Gravitational Wave Detection with Weighted Conformal Prediction

In the last decade, kilometre-scale interferometric gravitational-wave detectors have observed hundreds of compact binary mergers, the majority of which are binary black holes. However, the data are noise-dominated, and multiple independent search algorithms (pipelines) are used to enhance sensitivity and improve robustness. Rather than the standard approach of selecting the most significant pipeline output, we combine the outputs from all pipelines using a conformal prediction-based framework to provide statistically rigorous confidence estimates for candidate events. While combining pipelines improves sensitivity and ranking robustness, it requires a principled statistical framework that remains valid as data properties evolve across observing runs. A key challenge is distribution shifts between simulated datasets used for training and calibration and the real, unlabelled, observations used for testing, which can invalidate coverage guarantees and bias confidence estimates. In this work, we address this challenge by incorporating likelihood-ratio reweighting into our conformal prediction framework to account for covariate shift. Using mock datasets containing simulated signals, we demonstrate that weighted conformal prediction restores well-calibrated coverage under covariate shift and increases the confidence of events near the detection threshold, recovering true signals that would otherwise be missed.
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Machine Learning (Statistics) · Cross-listed from cs.CV

Your Model Already Knows Don't Teach It, Learn to Ask It: Soft Prompting for Few-Shot Adaptation of Vision-Language Models

We address few-shot object detection with vision-language models (VLMs) in out-of-domain settings such as aerial, industrial, and medical imagery, using only ten annotated images for supervision. Existing adaptation methods are discrete prompt optimization and LoRA fine-tuning. We revisit a third option: soft prompting, where a small number of continuous prompt tokens are optimized while the pretrained backbone remains frozen. We identify two key design choices. First, placing prompt tokens at the cross-modal boundary between visual and text tokens outperforms other placements (10.0 vs. 8.4 mAP). Second, initializing prompts from the empty space token outperforms semantic and random initialization. With these choices, one to three learned tokens (7,168 parameters on average) match the best LoRA configuration on Roboflow20-VL (14.2 mAP, 10-shot) while training over 20,000x fewer parameters. Soft prompting remains harder to optimize, exhibiting higher variance across random seeds. Unlike LoRA, however, it causes no forgetting: the LoRA rank matching our accuracy reduces NaturalBench VQA accuracy by 35% relative, rising to 56% at the largest rank, whereas soft prompting leaves pretrained performance unchanged. The learned tokens behave like prompts rather than weights. They transfer to a newer model without retraining (+0.8 mAP on Qwen3.5-9B) and can be verbalized into readable prompts competitive with prompt-search methods (matching DetPO and outperforming GEPA). The approach also extends beyond detection. On RoboCasa manipulation tasks, the frozen $\pi_{0.5}$ vision-language-action policy benefits from soft prompting, matching the LoRA baseline on two of three tasks when tokens are placed at the gradient bottleneck. These results suggest modern VLMs already encode much of what is needed for specialized domains; the challenge is learning how to ask.
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All authors Gautam Rajendrakumar Gare, Siyi Li, Hewei Wang, Cesar Daniel Hernandez, Wei Zhao, Wolfgang M. Pauli, John Galeotti, Deva Ramanan

Machine Learning (Statistics)

A Hilbert-Valued Functional Decomposition Framework for Explaining Time-Dependent Outputs

Feature-based explanations quantify features' influence on model predictions, but are primarily designed for scalar outputs. In many applications, however, outputs are functional or multivariate, such as time-dependent trajectories in demand forecasting. Consequently, existing approaches typically explain each output location independently, ignoring dependencies across the output components. We address this limitation by developing a unified framework for feature-based explanations of time-dependent outputs. Specifically, we generalize functional decomposition to Hilbert-valued prediction functions and extend an existing feature-based explanation framework to this setting. Our framework introduces kernel-based output representations that enable time-dependency-aware explanations at multiple levels of temporal granularity, including time-specific, time-resolved, and time-aggregated, while providing a unified view in which existing methods arise as special cases. We validate our framework on synthetic and real-world data, including intraday financial market volatility prediction and energy demand forecasting.
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All authors Sophie Hanna Langbein, Niklas Koenen, Marvin N. Wright, Julia Herbinger

Machine Learning (Statistics) · Cross-listed from cs.LG

Hierarchical Clustering Can Jointly Satisfy Richness, Consistency, and Scale Invariance

Despite its ubiquity, clustering lacks a universally accepted definition of what is a cluster. Kleinberg's Impossibility Theorem formalizes this difficulty by showing that no flat clustering method can simultaneously satisfy three natural axioms: scale invariance, richness, and consistency. In this paper, we ask whether this impossibility persists when the output is a hierarchy rather than a single partition. We show that, in contrast to the flat clustering setting, the hierarchical analog of these axioms are jointly satisfiable. In fact, there exist uncountably many hierarchical clustering methods satisfying these axioms, which we call admissible. We explicitly construct several admissible methods, including methods based on well-separated clusters and a non-binary version of single linkage. For certain pairs of admissible methods, the hierarchy produced by one always refines that produced by the other. This refinement relation defines a partial order on the class of admissible methods. This partially ordered set has no greatest element and contains uncountably many pairwise incompatible maximal elements, revealing substantial diversity among admissible methods. Nevertheless, this diversity is constrained: every admissible method contains a hierarchy of sufficiently well-separated clusters, and every finite collection of admissible methods shares such a nontrivial common backbone.
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All authors Daichi Kuroda, Maximilien Dreveton, Matthias Grossglauser, Patrick Thiran

Machine Learning (Statistics) · Cross-listed from cs.LG

How Wrong Can a Good Predictor Be? Diverging Updates with Vanishing Predictive KL

Accurate posterior prediction need not require accurate approximation of Bayesian updates. We prove that an unbounded gap between the update maps can coexist with vanishing predictive KL for every fixed finite $K\ge2$ in a stationary symmetric Gaussian HMM. Exact Bayesian mixing and an explicit deterministic radial filter act on the same $K-1$ belief coordinates. As $q\to0^+$, their separation in centered logits in the worst case grows at least linearly in the natural confidence scale $L_K(q)$, while their categorical $D_{\mathrm{KL}}(\mathrm{exact}\|\mathrm{radial})$ vanishes at the same explicit witness. Along stationary HMM trajectories, the expected terminal KL between filtered posteriors also converges to zero at $H(q)=\lceil-\log(q)/c\rceil+1$. Typical blocks without switches drive both filters into a common confidence cone, where softmax curvature suppresses their disagreement; a single Gaussian maximal event controls adaptive noise. A sweep with equally spaced Gaussians over $K\in\{2,4,8\}$ illustrates the opposing trends, and binary controls at long horizons compare saturating and nonsaturating recurrences. The result isolates two missing links between internal update gaps and predictive cost: the contribution of separating states to expected loss and decoder sensitivity. Thus even an unbounded internal update gap does not by itself certify predictive failure. The construction is fixed in $K$ and does not provide a universal criterion for when compression is harmless or characterize when internal gaps must incur task loss.
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All authors Qifu Wen, Shuaijun Liu, Zihan Zhou, Xi Zeng, Ningxin Su

Machine Learning (Statistics) · Cross-listed from math.OC

Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set

Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error. This paper studies latent distributional heterogeneity, where each instance has an unobserved law but contributes only one observation, so uncertainty persists even if the mixture law is known. We propose Conformal-DRO, which uses nested conformal regions to construct an ambiguity set for the future latent law. Under exchangeability, the set covers this law with probability at least $1-\alpha$ in finite samples, without estimating underlying latent laws or their mixing mechanism. The conformal path induces a data-driven transport geometry, while $\alpha$ determines the radius. The worst-case problem reduces to a finite linear program over conformal shells and admits sparse adversarial solutions. The resulting robust value provides a finite-sample certificate for the selected decision's expected cost.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Importance Weighting for Unlabeled-unlabeled Learning under Distribution Shift

Unlabeled-unlabeled (UU) learning allows us to learn a binary classifier from two sets of unlabeled data with different class-priors. It is a general framework because it includes a wide variety of supervised learning such as positive-unlabeled (PU) learning, noisy label learning, and similarity-based learning. Existing UU learning assumes that the test and training distributions have the same class-conditional densities. However, this assumption rarely holds in practice due to distribution shifts. This paper proposes a distribution shift adaptation method for UU learning that uses UU data in the training distribution and a few UU data in the test distribution. The proposed method is based on the importance weighting, which minimizes the test risk by using training data with estimated importance weights. Although existing importance weighting methods cannot handle UU data, we show that it can be done in a principled manner. Thanks to the generality of UU learning, our method can handle various learning problems such as PU and noisy label learning under distribution shift within a single framework while existing methods are usually tailored to a specific problem. Moreover, it does not require any assumption of the shift types such as covariate shift. We experimentally demonstrate the effectiveness of the proposed method with real-world datasets.
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All authors Atsutoshi Kumagai, Tomoharu Iwata, Hiroshi Takahashi, Taishi Nishiyama, Kazuki Adachi, Yasuhiro Fujiwara

Machine Learning (Statistics) · Cross-listed from cs.LG

Phases in a class of associative memories via hidden neurons

Associative memory in the Hopfield network is attractor dynamics in a disordered many-body system, and higher-order and exponential extensions turn its retrieval update into softmax attention. The polynomial and exponential regimes have been analyzed by different methods, with no common architecture in which to ask what fixes the storage scale. In this paper we study the bipartite architecture of Krotov and Hopfield, which we call the class $H$, whose model is fixed by a Lagrangian for each layer, taking the hidden neurons as the order parameter of retrieval. At polynomial load the replica method yields the replica-symmetric phase diagrams and closed-form capacities, and the crosstalk moment is common to Ising and spherical visible neurons, so their differences come from the visible entropy. With a softmax hidden layer the load is exponential, and a copy representation maps the thermodynamics onto random-energy-model counting, with paramagnetic, condensed, and frozen phases. Heating destabilizes retrieval by quantized reassignments of attention, and typical Gaussian patterns remain metastable at every load. The regimes differ in their crosstalk statistics, central-limit at polynomial load and large-deviation at exponential load, and the class $H$ splits retrieval into two roles, the visible Lagrangian fixing stability and the hidden one the storage scale, two axes that may also guide the design of new Lagrangians.
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Machine Learning (Statistics) · Cross-listed from cs.LG

AUC Maximization from Biased Positive-unlabeled Data with Confidence

Maximizing the area under the receiver operating characteristic curve (AUC) is a standard approach to imbalanced binary classification. Although positive and negative data are required for maximizing the AUC, negative data are often difficult to collect in some real-world applications due to privacy concerns or the need for specialized expertise to annotate them. Thus, AUC maximization from positive and unlabeled (PU) data has been attracting attention. Existing methods assume that labeled positive data are unbiased samples from the true positive distribution. However, this ideal assumption is often violated in practice. In this paper, we propose a method to maximize the AUC from biased PU data. To address the bias, our key idea is to exploit confidence, i.e., the probability that an instance is positive, associated with the small number of labeled positive data. We derive an estimator of the AUC risk using biased PU data with confidence, enabling AUC maximization under such bias. We further show that the rewritten AUC risk induces a Bayes-optimal AUC ranking even when the available confidence is any strictly increasing transformation of the true posterior probability. We experimentally show the effectiveness of our method on eight real-world datasets.
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All authors Atsutoshi Kumagai, Tomoharu Iwata, Hiroshi Takahashi, Taishi Nishiyama, Kazuki Adachi, Yasuhiro Fujiwara

Wednesday 9 September

Machine Learning (Statistics) · Cross-listed from cs.LG

Replay in the Silent Degrees of Freedom: Continual Learning Without an Offline Phase

Replay-based continual learning rehearses past data either in an offline phase, during which the agent stops acting, or interleaved with the live stream, where it perturbs the computation serving the current input. An agent that learns in deployment can afford neither. Motivated by local sleep, the use-dependent off periods of individual cortical circuits in awake animals, we show that replay can instead be written into the degrees of freedom the current input leaves unused. In a network with k-winner-take-all hidden layers, confining replay updates to synapses whose presynaptic unit is silent or whose postsynaptic unit is inactive leaves the hidden computation on the current batch invariant: exactly so for silent and suppressed units, and for all but 0.3% of samples in practice. A refractory rule under which units that have just fired sit out the next competition doubles the width of this channel and carries most of the accuracy. On class-incremental split-MNIST the resulting learner, with no offline phase, matches or exceeds the best offline rehearsal schedule and outperforms experience replay, ER-ACE and unmasked interleaved replay, each re-tuned under the same micro-batch schedule. Against DER++ the comparison splits by protocol: with five epochs per task DER++ leads by 1.5 points once it runs under that schedule, and in a single pass over the stream, the regime closest to the agent deployment setting, the system leads it by 1.6 while offline rehearsal falls 15 points behind. On split CIFAR-10 it again leads offline rehearsal and experience replay, but trails ER-ACE and DER++ by two to three points. The construction is not tied to the local learner: on a backprop network with k-winner-take-all hidden layers under the same schedule, refractory rotation adds half a point in five epochs and three in a single pass, and isolation again costs nothing on top of it.
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Machine Learning (Statistics) · Cross-listed from cs.LG

DCRA: Diffusion-Conditioned Representation Alignment for Robust Time-Series Learning

Learning robust representations for time-series signals under noise and distribution shifts remains challenging, especially in clinical applications such as electroencephalogram (EEG) and electrocardiogram (ECG) analysis. We propose Diffusion-Conditioned Representation Alignment (DCRA), a training framework that repurposes the forward diffusion process as a structured corruption scheduler for representation learning. Different from conventional augmentation and consistency-based methods that rely on independently sampled perturbations, DCRA introduces a structured corruption trajectory via the diffusion forward process, which enables continuous and controlled representation evolution across noise levels. We introduce a feature-level consistency objective that aligns representations across noise levels while preserving class-discriminative structure. This mechanism promotes structure-preserving consistency, which enables smooth and semantically coherent feature trajectories in latent space. The proposed framework is encoder-agnostic and can be integrated with state space models and Transformer architectures. The seizure detection experiments on the CHB-MIT EEG dataset show that DCRA consistently improves performance under multiple noise conditions and achieves higher sensitivity at low false-positive rates. Analysis reveals that DCRA produces more balanced and structured representations compared to baseline and diffusion-only models. These findings highlight the benefit of combining structured corruption with representation alignment for robust time-series learning.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Relatively Smart II: Tractable or Semi-Supervised Instance-Optimal Learning

We continue the study of relatively smart learning, introduced by Dughmi and Pour (2026), which asks a supervised learner to compete, marginal by marginal, with every distribution-fixed error guarantee soundly certifiable from unlabeled data. They showed that the One-Inclusion Graph (OIG) learner is relatively smart with a quadratic sample-complexity blowup, and that no relatively smart learner can do better, leaving open whether ERM or another natural or tractable learner achieves comparable guarantees. They also left open whether the blowup can be restricted to unlabeled data. Our firs results shows that ERM—and in fact any proper consistent learner—is relatively smart for binary classification in the distribution-free setting. We show that a small certifiable error with $m$ samples implies a similarly small error on the uniform distribution over a random sample of size $O(m^2)$, yielding a cover of size at most $2^{m+1}$ on that sample. This suffices to control the error of proper consistent learners with $O(m^2)$ samples. We then show that semi-supervised relatively smart learning is information-theoretically possible with a quadratic blowup only in unlabeled sample complexity and no blowup in labeled sample complexity. The learner uses a natural generalization of OIG to a leave-most-out transductive problem, where labels of part of a finite pool are revealed and the remaining labels are predicted. Finally, this label efficiency comes at a cost in simplicity and tractability. If the hypothesis class is accessed only through an agnostic ERM oracle, any semi-supervised relatively smart learner with substantially sub-quadratic labeled-sample blowup requires super-polynomially many oracle calls. This holds even when the marginal is given explicitly, and thus also yields an intractability result for distribution-fixed learning that may be of independent interest.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Learning Orthogonal Multi-Index Models Beyond Small Initialization: Incremental Learning, Competitive Dynamics and Symmetry

Recent work has identified incremental learning in shallow networks trained on single-index and multi-index models. However, existing analyses often rely on simplifying settings, such as small initialization, correlation loss, or layer-wise training. These choices reduce neuron interactions and leave some feature learning dynamics under standard initialization unexplored. We study training dynamics for polynomial-width two-layer networks learning orthogonal multi-index targets under standard initialization using polynomially many samples. We first prove that incremental learning still occurs: the loss decreases sequentially according to the Hermite expansion of the target, with lower-order components learned before higher-order components recover the individual target directions. In this standard initialization regime, training also shows a competitive reallocation of parameter mass: after the total mass fits the target mean and stabilizes, mass shifts into the target subspace and then concentrates on aligned neurons. Our theoretical analysis uses slightly modified gradient flow, while vanilla gradient descent empirically exhibits the same qualitative dynamics. Technically, we introduce a symmetry-based finite-width approximation via symmetrized networks, rather than comparing directly with an infinite-width limit. This yields better control of approximation errors and may be of independent interest.
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All authors Mo Zhou, Weihang Xu, Simon S. Du, Maryam Fazel

Machine Learning (Statistics) · Cross-listed from cs.LG

Flow Duality and Source Geometry for Categorical Generation

Continuous and discrete flow matching are usually treated as separate constructions. This paper identifies a duality between them: projecting continuous convex-interpolant flows with one-hot targets through a position-wise argmax yields discrete convex-interpolant flows. The result requires source laws with appropriate coordinate symmetry and regularity, and it makes the continuous source distribution an explicit design choice for categorical generation. We derive the induced discrete interpolation behavior for Gaussian, bounded-uniform, and centered negative-exponential sources, showing that different source geometries lead to qualitatively different transition timing and vocabulary-size dependence. Small visual diagnostics and a short language-modeling pilot suggest that these source-design effects can also appear in learned transports and early generative quality.
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Machine Learning (Statistics)

Weighted Empirical Risk Minimization for Machine Learning under Long-Range Dependence: Exact Pathwise Rates and Learning-Error Geometry

We develop an exact almost-sure learning theory for smooth parametric models trained by regularly weighted empirical risk minimization on long-range dependent data. The training observations are generated from a fixed finite window of a stationary Gaussian sequence, and the sample weights are regularly varying. If the loss gradient at the population minimizer has Wiener-chaos rank $m$ and a nonzero low-frequency coefficient, then, in the long-memory interior regime, the finite-lag score reduces on the iterated-logarithm scale to a single weighted Hermite chaos. This yields an almost-sure Bahadur representation, an exact limsup law for the learned parameter, and, for $m\ge2$, the functional cluster set of the complete learning trajectory. The polynomial learning exponent is determined by the memory parameter and the chaos rank and is invariant under the admissible power weighting, whereas the sharp pathwise constant and cluster geometry depend on the weights. In the rank-one case, global optimization over the admissible power exponents shows that every optimizer is positive. Time-series prediction and classification examples illustrate the results.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Conformal Calibration Transfer

Conformal prediction converts point predictions into set-valued predictions with coverage guarantees under exchangeability between calibration and deployment data. We study conformal calibration transfer, where this requirement fails because labeled calibration is available only in a source space, while prediction sets are needed in a target space linked to the source through unlabeled paired observations (e.g., paired modalities or sensor changes). We propose Transported Conformal Calibration (TCC): we transport labeled source calibration into the target space using the paired data, and then correct residual post-transport mismatch using only unlabeled target inputs. We instantiate this correction with two complementary methods: TCC-KS, which uses a label-free uncertainty surrogate to detect mismatch and adjust calibration conservatively, and weighted-TCC, which reweights transported calibration toward the target domain for improved efficiency when weights are stable. We provide finite-sample target-domain coverage guarantees that adapt to an observable measure of mismatch. Across CIFAR-100-C, Tiny-ImageNet-C, and SEN12MS, we show reliable target-domain coverage transfer without labeled target calibration data, with label-free diagnostics that predict when correction is needed.
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Machine Learning (Statistics) · Cross-listed from quant-ph

A Quantum-Inspired Dequantization Method for Diagonally Weighted Matrix Functions: Application to Learning with Optimized Random Features

Quantum-inspired classical algorithms have dequantized several quantum machine learning routines by replacing quantum linear-algebra subroutines with classical counterparts. However, the sampler based on quantum singular value transformation (QSVT) for learning with optimized random features is not covered by existing dequantization frameworks, because the matrix to be inverted is not itself available through sampling access. In this work, we develop a classical algorithm to address this type of quantum-advantage candidate. Our method samples heavy indices, reduces the transformation to a small principal block, and outputs a sparse classical representation with operator-norm guarantees. Applying this method dequantizes the sampler for optimized random features, giving a classical sampler with prescribed accuracy and polynomially related runtime. These results show that the factorization underlying a quantum block encoding can itself provide sufficient classical structure even when sampling-and-query access to the composite matrix is unavailable.
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Machine Learning (Statistics) · Cross-listed from stat.ME

Likelihood-free inference with nuisance parameters through normalizing flows

We present a simple decomposition of a neural-network-based normalizing flow that naturally uncovers a pivotal statistic (or something close) in the presence of nuisance parameters, based only on a sample generator from the distribution of interest. We show that the statistic is near-pivotal in the sense of minimum average KL-divergence of its $p$-values versus uniform and we argue that it can be expected to have good power when the dimension of the statistic equals the dimension of the parameter. It is able to incorporate prior knowledge about group invariances such as translation and scale. It can discover the one-sample $t$-test almost exactly, outperforms the Welch test in terms of worst-case size over a constrained variance-ratio range and achieves good calibration on partial biserial correlations, while showing higher power (and being much faster) on small-to-moderate samples than profile likelihood-ratio techniques.
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Machine Learning (Statistics) · Cross-listed from cs.LG

A positive resolution of the gap-entropy conjecture

We prove the gap-entropy conjecture for fixed-confidence best-arm identification with independent unit-variance Gaussian arms, means in $[0,1]$, and a unique optimal arm. For each suboptimal arm $i$, let $\Delta_i=\mu_*-\mu_i$ be its gap from the optimal mean, and write $H=\sum_{i\ne *}\Delta_i^{-2}$. Let $p_r$ be the fraction of $H$ contributed by arms with $2^{-(r+1)}<\Delta_i\le2^{-r}$, and let $\mathrm{Ent}(I)=\sum_{r:p_r>0} p_r\log(1/p_r)$. Among all algorithms that identify the optimal arm with probability at least $1-\delta$ on every Gaussian instance, the optimal expected number of samples on a given instance, averaged over all permutations of the arm labels, is within absolute constant factors of $H(\log(1/\delta)+\mathrm{Ent}(I))$. Moreover, there is an algorithm, independent of the instance, whose expected number of samples is bounded by a constant multiple of this quantity plus $g^{-2}\log\log(e^e/g)$, where $g=\min_{i\ne *}\Delta_i$ is the gap to the closest competitor.
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Machine Learning (Statistics) · Cross-listed from stat.ME

Semiparametric Inference for Conditional Shapley Feature Importance

Shapley values are widely used for post-hoc feature attribution, but most estimators return point quantities and do not quantify uncertainty, and popular implementations sample out-of-coalition features from their marginal distribution, which misattributes importance when features are dependent. This paper studies the conditional formulation, in which out-of-coalition features are integrated out under their true conditional distribution. The target is a global, loss-based importance that pairs a conditional value function with a SAGE-style loss aggregation. We propose a one-step estimator with K-fold cross-fitting and a U-statistic correction of the squared loss that removes the Monte Carlo bias of the naive plug-in; it is $\sqrt{n}$-consistent and asymptotically normal under double-robust rate conditions, and the resulting Wald interval attains nominal coverage. A Pinsker-type bound quantifies the bias from misspecifying the working copula class, while vine copulas keep conditional sampling tractable. In a Gaussian design study with n= 500, the empirical coverage of the 95% interval lies between 0.91 and 0.96 across all features, the test holds its Type-I rate at 0.05, and it reaches power one for moderate signals. Applied to the UCI Concrete and California Housing data, the method identifies the conditionally informative features with Bonferroni-controlled significance.
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Machine Learning (Statistics) · Cross-listed from cs.LG

An Exponential Deterministic–Randomized Gap in ERM-Oracle Complexity for Thresholds on an Unknown Order

Attias, Hanneke and Ramaswami (NeurIPS 2025) asked whether randomization provably reduces the oracle calls needed for online learning when the class is accessible only through an oracle. We study the instance they singled out: transductive online learning of thresholds on an unknown total order of T instances, with a consistency-type ERM oracle that returns a full concept consistent with a queried labeled set (or reports non-realizability). Our main result is a separation for a fixed natural oracle. When the oracle is the minimal-prefix rule (or the maximal-prefix rule), every deterministic learner makes M mistakes and Q calls with $M+Q\ge T-\varepsilon$ on some instance ($\varepsilon\in\{0,1\}$, according to whether the empty prefix is a concept), and the constant is exact; hence $O(\log T)$ mistakes cost $T-\varepsilon-O(\log T)$ calls, whereas that paper's randomized learner achieves $O(\log T)$ expected calls and mistakes under the same rule. The randomized order is optimal: on an explicit hard distribution under the minimal-prefix rule, every learner has expected mistakes at least $((T+1-\varepsilon)\,128^{-\mathbb{E}[Q]}-1)/2$, so $\Omega(\log T)$ expected calls are necessary for polylogarithmic mistakes. The separation is governed by the oracle's selection rule, not by the class alone: for a legal feasible-median ERM rule a deterministic learner achieves $O(\log T)$ calls and mistakes, while a global-median rule again forces linear total cost. The same linear bound holds when the oracle's answers are chosen adversarially and then frozen into a memoryless oracle. We add partial tradeoff results for fixed query budgets (the middle regime is open) and an interface contrast: with only a weak consistency oracle, returning a realizability bit, both deterministic and randomized learners need $\Theta(T)$ calls.
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Machine Learning (Statistics)

A statistical approach to bias in zero-shot learning: the lens of handwriting recognition

Generalized zero-shot learning (GZSL) has emerged as an important paradigm for visual recognition systems that must generalize to classes that were not observed during training. Traditional GZSL techniques are limited by their applicability to a relatively small number of such unseen classes, scalability beyond which is challenging due to its well-known misclassification bias towards classes observed during training. In this work, we investigate the GZSL paradigm through the lens of zero-shot handwritten word recognition over extremely large vocabularies. We propose a statistical approach to rectifying this bias, which views any classical GZSL feature learner as a black box mechanism whose intrinsic bias in identifying the training status (seen vs. unseen) of a typical data point we aim to correct, similar to an out of distribution inferential problem. Our method leverages a simple two-stage hierarchical architecture, combining a classical GZSL blackbox in the first stage and an ensemble of lightweight Monte Carlo bias-correctors in the second. Once debiased, the classification of test data is undertaken only restricted to its predicted training status via well-founded statistical methods (eg nearest neighbour, logistic regression and random forests). We achieve relative accuracy improvements of over 20% in the classification of unseen words compared to established techniques. A key outcome is that word recognition over large scale vocabularies is amenable to a much lower dimensional representation (~15 dimensions). Our approach is underpinned by mathematical analysis that captures the essence of the statistical approach to bias correction. Our approach to bias rectification can be combined in a turn-key fashion with any classical GZSL learner as a blackbox, thereby suggesting a wide scope of applicability of this method for a wide variety of GZSL implementations in different domains.
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All authors Clarence Chew, Gim Siang Chia, Sukalpa Chanda, Subhroshekhar Ghosh, Soumendu Sundar Mukherjee

Machine Learning (Statistics)

Optimal Value Inference for Reinforcement Learning

We study offline inference for the optimal value in reinforcement learning under finite state and action spaces. Two new nuisances are derived as fixed points of a self-induced Bellman equation, in which we approximate the maximum Bellman operator by its softmax correspondence. We propose a debiased estimator through the Neyman orthogonality and establish its asymptotic normality under diverging horizons even when the behavior policy changes with time, as long as the nuisances have the statistical rates that can be achieved by many machine learning methods. We provide a concrete estimating procedure for these nuisances and show they can lead to valid inference. Synthetic experiments validate the numerical performance of our inference method, and we implement it in real-life decision-making problems, including bike repositioning and AI agentic tool use.
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All authors Nan Lu, Ethan Lee, James M. Robins, David Simchi-Levi, Junwei Lu

Machine Learning (Statistics) · Cross-listed from cs.LG

Adversarial Training for Tabular Credit Scoring: A Multi-Attack Robustness Evaluation in P2P Lending

Machine learning-based credit scoring is increasingly central to Peer-to-Peer (P2P) lending, yet its resilience to adversarial manipulation, where applicants strategically alter self-reported inputs to secure favourable decisions, remains poorly understood. Most adversarial-robustness evidence comes from image and text domains and evaluates a single attack against a matching defence, offering little guidance on how defences generalise across attack types in tabular credit data. We address this with a systematic train-test robustness benchmark on a large Lending Club subset, spanning three model families (logistic regression, a feed-forward neural network, and a transformer for tabular data) and four attacks confined to applicant-mutable features: Fast Gradient Sign Method (FGSM), Projected Gradient Descent (PGD), Salt-and-Pepper (S&P) noise, and DeepFool, plus a mixed-attack regime. Across a full grid evaluated with stratified cross-validation, adversarial training sharply improves robustness against the attack it is trained on and transfers well within the gradient-based family, but transfers weakly to non-gradient corruption, so single-attack defences overstate real-world resilience. Mixed training delivers the most balanced robustness across heterogeneous attacks while preserving clean-test performance, supporting multi-attack stress testing in credit-model governance.
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All authors Gijs A. F. Niewzwaag, Marijn G. S. Veth, Manuele Massei, Marcos R. Machado

Machine Learning (Statistics)

FlowCPO: A Unified Divergence View of Preference Alignment for Flow Models

Preference alignment for flow and diffusion models now spans online reinforcement learning and offline preference optimization, but the relation between these methods remains unclear. In particular, existing forward-process alignment methods require fresh samples from the current model, while offline methods based on fixed preference pairs rely primarily on positive-only fine-tuning or DPO-style likelihood-ratio surrogates. We organize these approaches through a divergence-based framework and introduce FlowCPO, an offline forward-KL objective that uses both preferred and dispreferred samples without online rollouts. For linear interpolation, we show under explicit regularity conditions that the forward-KL objective is bounded by a contrastive flow matching loss, yielding a tractable surrogate on fixed data. We further show that this loss is nonnegative, whereas the signed regression loss of simplified FlowDPO can be unbounded below. In the in-domain setting, FlowCPO achieves higher mean GenEval and OCR scores than the evaluated baselines, reaching 0.84 and 0.87 versus 0.81 and 0.74 for FlowDPO at CFG 3.0. In the out-of-domain setting, the results are mixed, with the best GenEval result but lower reward scores than RFT on several metrics.
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All authors Yansen Han, Shengyi Liao, Peng Sun, Deyuan Liu, Yuanxing Zhang, Pengfei Wan, Tao Lin

Machine Learning (Statistics) · Cross-listed from cs.LG

Beyond Conventional Federated Learning via High-Order Regularization

Federated clients that perform several local optimization steps can return parameter displacements with widely different magnitudes. The quadratic regularization of FedProx grows linearly with displacement and therefore offers limited control over the contrast between ordinary and unusually large client movements. We here introduce HiFedProx, which replaces the quadratic penalty with a scale-matched power-type regularizer indexed by $p\geq2$. All powers have the same regularization-gradient magnitude at a reference displacement $R$, while every $p>2$ gives a weaker response below $R$ and a stronger response above it. An exact affine reference calculation shows that increasing $p$ compresses relative displacement disparities, although very large powers approach fixed-radius behavior and increase local curvature. HiFedProx combines this geometry with finite-budget stochastic client optimization and same-minibatch Armijo backtracking. In paired five-seed experiments on a frozen 60-writer FEMNIST subset, a common-parameter study over $p\in\{2,3,4,5,6,7,8\}$ shows similar clean-training performance but substantial gains under composite stress. The lowest moderate- and severe-stress losses occur at $p=7$ and $p=6$, improving over $p=2$ by $11.44\%$ and $23.16\%$, respectively. Although displacement-tail ratios continue to decrease through $p=8$, predictive performance peaks in an intermediate range and Armijo trial cost increases with $p$. These results indicate that the exponent should be calibrated rather than maximized. In our experiments, $p=5$–$7$ provides the most useful range.
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Machine Learning (Statistics)

A Unifying Perspective on Probabilities as Model Predictions

Although probabilistic statements are ubiquitous, foundational disagreements persist about their understanding, as exemplified by debates between Bayesians and frequentists; moreover, it is unclear when and why acting on them actually leads to desirable outcomes. Here, we argue that every probability is the output of a prediction method, that is, it depends on both a particular way of constructing abstractions and a way of transforming them into predictions. Through this, we provide a unifying perspective on supposedly different kinds of probabilities and show that even supposedly objective ones are model-dependent. We demonstrate that when a finite calibration criterion is met, one can anticipate the distribution of utilities for a given policy and inform successful decision-making on finite sets of events. Based on the notion of prediction methods, inductive arguments, and the probability calculus, we explain the feasibility of the calibration criterion in many settings. Overall, we develop a coherent perspective on probabilities and their use, connecting key intuitions behind other interpretations along the way.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Muon-C: Operator-Aligned Muon for Convolutional Kernels

Muon replaces matrix momentum with an approximately orthogonal polar direction, but its geometry depends on the matrix representation. For convolution, standard unfolding describes a local patch map rather than the convolution operator. We introduce Muon-C, an operator-aligned optimizer that represents kernel momentum as frequency-wise channel-transfer matrices, polarizes these blocks independently, and uses a critical Fourier grid to return updates exactly to the original finite kernel support. We show that the new geometry arises from combining the block partition and Fourier coordinates. The exact-polar direction is a linear minimization oracle under the critically sampled convolution norm. Its worst-case guarantee relative to the continuous convolution-operator norm is never weaker than unfolding and is strictly stronger for $3\times3$ kernels. On CIFAR-10 flow matching with matched applied-update RMS, Muon-C reaches 9.87 FID at 40k iterations, compared with 22.26 for unfolded Muon and 51.31 for Adam. It reaches their final quality using $0.62\times$ and $0.64\times$ their model FLOPs, respectively. Under equal tuning budgets, Muon-C achieves 3.42 FID. Gains persist across data scales and transfer to classification across convolutional architectures.
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Machine Learning (Statistics)

Why Learning Rediscovers the Closed-Form Diagonal Regularizer

Recovering modal amplitudes from a few sensors requires regularization, and the shape of the penalty decides how strongly each mode is shrunk. The best shape depends on the truncation noise that discarded modes add to every measurement, which is unobserved and could be room-specific. We identify a diagonal saturation principle: for a single snapshot, isotropic truncation noise makes the Bayes-optimal Tikhonov shape a closed-form power law Gamma_k proportional to lambda_k^|s|, set by the prior alone and independent of the domain. The off-diagonal anisotropy equals the Herfindahl index H of the discarded-mode power exactly, Weyl's eigenvalue counting law fixes the number of discarded modes and hence H, and Berry's random-wave conjecture enters only through a diagonal term D, which we measure directly. Together they predict an approximately flat loss landscape over the penalty exponent, which leaves a learned diagonal regularizer little to gain from tuning the exponent per room. On simulated acoustic rooms the closed form stays within 5.83% of a per-room power-law oracle across observation windows, and three learned diagonal architectures track its error, the closest within a fraction of a point and none more than 3pp above it, while learning qualitatively different spectra. In the truncation regime no tested method consistently improves on the closed form, including Learned Iterative Ridge, which couples modes across layers. The framework extends to heat diffusion through a known Green's-function correction with no new free parameters.
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