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Wednesday 16 September

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

Not All Nodes Are Created Equal: Homophily-Aware Stratification for Stable GNN Evaluation

Graph neural networks are widely used for transductive node classification, with accuracy typically measured on randomly drawn train/validation/test splits. Reported accuracy has been shown to shift substantially across different random splits of the same dataset, making published comparisons between architectures unreliable. The classical remedy in non-graph settings is stratified $k$-fold cross-validation, which ensures each test fold reflects the full class distribution of the dataset. We argue that class stratification alone is insufficient for graphs: nodes are not isolated but connected, and folds that differ in their distribution of local neighbourhood homophily expose the model to systematically different relational conditions that directly affect message-passing behaviour. The resulting cross-fold variation reflects the homophily composition of each split, inflating reported variance beyond what model behaviour alone would produce. To address this, we propose \hp{}, a topology-aware stratification procedure that treats node homophily as the primary stratification axis, aligning folds with respect to local relational consistency alongside the class marginal that standard stratification already controls. Stratifying on homophily alone does not guarantee class balance, so \hp{} incorporates class label as a secondary axis, preserving class representativeness as a natural consequence of the procedure. We evaluate \hp{} on a broad benchmark suite comprising 15 node-classification datasets spanning the full homophily spectrum and 7 GNN architectures. \hp{} achieves a mean stability rank of 1.49 compared to 2.31 for random $k$-fold, achieving the lowest mean stability rank on 13 of 15 datasets while preserving class balance close to class-stratified splits and substantially better than random. We argue that homophily-aware split construction merits broader adoption for GNN evaluation.
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All authors Naga Venkata Sai Jitin Jami, Thomas Altstidl, Sebastian Hoefler, Jonas Mueller, Dario Zanca, Bjoern Eskofier, Heike Leutheuser

Machine Learning (Statistics)

Federated Soft Clustering via Generalized Total Variation Minimization

We study federated soft clustering over federated learning (FL) networks of devices that each hold a private local dataset and fit a personalized Gaussian mixture model (GMM). Generalized total variation minimization (GTVMin) couples the local maximum likelihood problems through a graph regularizer that penalizes a discrepancy between the models of connected nodes. The choice of discrepancy measure is a key design decision: we compare a squared Euclidean distance between model parameters, which requires component matching, with two measures that compare the local model distributions directly and hence need no matching: a Monte-Carlo approximated Kullback-Leibler (KL) divergence and a closed-form maximum mean discrepancy (MMD). All three resulting GTVMin instances are optimized by synchronous projected gradient updates; for the smooth MMD instance we provide a convergence guarantee to stationary points. We characterize their computational cost and evaluate their robustness to data heterogeneity.
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Machine Learning (Statistics) · Cross-listed from cs.CV

Training-Adaptive Convolutional Sparse Coding via Information Bottleneck for Robust Visual Representation

Visual signals require compact yet sufficient representations for robust downstream prediction. Convolutional sparse coding (CSC) provides an explicit mechanism for suppressing redundant components while preserving signal content, but its sparsity coefficient is often manually selected during training. We propose a training-adaptive convolutional sparse coding framework for robust visual signal representation. Specifically, we unfold the CSC optimization with the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) and treat the sparsity coefficient as a differentiable variable jointly learned with the network parameters. From the information bottleneck perspective, this coefficient controls the trade-off between information retention and compression: the sparsity term promotes compact representations, while the reconstruction term together with task loss preserves task-relevant signal content. We further introduce a label-free post-training strategy that adjusts the compression strength for corrupted inputs with the main network parameters fixed. Experiments on CIFAR and ImageNet demonstrate competitive clean-data recognition and greatly improved robustness under different input perturbations.
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All authors Meng'en Qin, Yinchen Liu, Mingxuan Cui, Youlu Xing

Machine Learning (Statistics)

A General Kernel Framework for Non-CND Distance Measures Using |D|-Dimensional Sparse Landmark Embeddings

Kernel methods, and Gaussian Processes (GPs) in particular, require a Hilbertian distance measure—one whose square is conditionally negative definite (CND)—to guarantee positive semi-definiteness (PSD) of the kernel matrix; a condition that fails for many natural input spaces, including smooth manifolds and spaces of probability distributions. We propose the Sparse Landmark Embedding (SLE) kernel, which eliminates this requirement entirely. Each input is embedded into a sparse feature vector via compactly supported bump functions centered at all |D| training points; applying any standard PSD kernel in this embedding space yields a kernel that is provably PSD for arbitrary distance measures. The compact support automatically controls embedding sparsity, keeping kernel matrices well-conditioned and computationally tractable despite the high ambient dimension. We provide theoretical guarantees on PSD, sparsity, stability, and universal approximation, and demonstrate, using geodesic and Wasserstein distances, that the SLE kernel matches or substantially exceeds domain-specific baselines in both predictive accuracy and uncertainty quantification.
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Machine Learning (Statistics)

Fast Learning Rates for Physics-Informed Kernel Methods

In physics-informed machine learning, a target function $u^*$ is learned from noisy value observations $y_i=u^*(x_i)+ \varepsilon_i$, together with differential information, given either by noisy observations $d_j=(Du^*)(z_j)+\xi_j$ or by a known physical constraint $Du^*=v$. We consider the setting where $D$ is a linear differential operator and analyze a physics-informed kernel estimator $\hat u$ combining $n$ value observations and $m$ differential observations. In this context, we ask how much can differential information improve predictions, and how does this improvement depend quantitatively on $n$, $m$, and $D$. We prove finite-sample bounds, supported by numerical simulations, revealing a two-regime structure for the prediction error. When $m$ is limited, the rate depends jointly on $n$ and $m$; when $m$ exceeds a problem-dependent threshold, the rate saturates and matches the oracle rate obtained when the perfect constraint $D \hat u = Du^*$ is imposed. Examples are discussed for Sobolev spaces which are reproducing kernel Hilbert spaces and include partial Laplacian constraints on the torus and gradient observations on bounded domains. These examples illustrate the range of possible learning rate improvements — from the standard nonparametric $n^{-1/4}$ to the parametric rate $n^{-1/2}$. Finally, we derive physically consistent rates in a stronger norm that jointly controls the errors in $\hat u$ and $D\hat u$.
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All authors Luc Brogat-Motte, Joachim Bona-Pellissier, Giacomo Meanti, Lorenzo Rosasco

Machine Learning (Statistics) · Cross-listed from eess.SP

Stable Filters for Generative Modeling of Graph Signals

Generating signals on graphs requires permutation-equivariant models that exhibit stability with respect to relative structural perturbations. While recent graph-aware Schrödinger bridge models incorporate topology information directly into their reference dynamics, it is unclear how perturbations of the graph propagate through these dynamics and affect the resulting generated distributions. In this paper, we analyze the structural stability of graph-aware continuous-time generative models whose drift combines a graph filter with a learned graph neural network. We derive explicit Wasserstein stability bounds that quantify the effect of relative graph perturbations on the generated distributions. Motivated by these bounds, we introduce a principled framework for designing stable graph filters that preserve the smoothing behavior of graph heat diffusion, while boosting structural stability. Experiments on synthetic and fMRI signals show our stable filters enhance structural robustness while matching or exceeding the generative quality of the heat equation baseline.
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Machine Learning (Statistics) · Cross-listed from cs.LG

When Edit Flows are Edit Jumps: replicating Edit Flows and EvoFlows

Antibody lead optimization calls for a small, bounded set of edits to an existing candidate: substitutions, but also insertions and deletions. Edit-based generative models are the only ones that allocate such an edit budget without fixing the edit positions, the edit count, or the output length in advance. However, the existing approaches Edit Flows and EvoFlows did not release code or complete training specifications. Here, we show that both methods follow the same underlying process – edits firing one at a time, at learned rates, in continuous time – the pure-jump case of generator matching over finite sequences. With EditJumps we introduce the first open implementation of this framework, with a single generalist antibody editor trained on 1.66M Observed Antibody Space homolog pairs to propose homolog-like variants of a seed sequence, editing unseen leads zero-shot, without the per-family retraining original approaches require. Replicating this system from scratch exposes why open code is essential for generative biology: reconciling published edit distributions required reverse-engineering an undocumented rate-scaling hyperparameter that dictates realized mutation counts. Moreover, we show that published evaluation metrics are highly sensitive to reference sample size, frequently flipping method rankings. We release our full codebase, automated test suite, and configurations at: https://github.com/VisiumCH/editjumps
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All authors Gabriel Bénédict, Melanie Buechler, Gerard Riera-Solà, Chloé de Ancos, Yves Gaetan Nana Teukam, Moritz Freidank

Machine Learning (Statistics)

Rank and computation of the pathlifting Jacobian of a DAG ReLU network

This paper provides a self-contained proof of the rank of the pathlifting Jacobian of a DAG ReLU network by performing an induction on the network's number of hidden nodes. In fact, the induction is elementary, and the key recipe is to consider the skeleton matrix of the network, a sparse matrix encoding the network paths, and transform the representation of one of its hidden neurons into an output node. The proof relies on intermediate propositions which link the pathlifting, its Jacobian, the network parameters, and its skeleton matrix, which, on top of permitting to conclude on the rank of the pathlifting Jacobian, also provide a way to compute it without backpropagation and whose computation cost is super efficient in practice compare to usual backpropagation. The paper is provided with a Python module that implements the different propositions of the paper for feed forward networks and is used to experimentally quantifies the computational gain of computing the pathlifting Jacobian with the proposed theory.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Revisiting Distributed Sign-Based Variance Reduction

Sign-based methods reduce communication costs in distributed environments, but aggregating local signs can introduce bias when data are heterogeneous. As a result, existing sign-based variance reduction methods fail to obtain the optimal convergence rates. In this paper, we solve this problem and obtain optimal rates for both nonconvex stochastic and finite-sum optimization. We first give a counterexample showing that majority voting can fail to approach stationary points even with exact local gradients. Motivated by this limitation, we propose tracking the global gradient at the server through unbiased compression of recursive gradient increments. As a result, we can obtain the convergence rates of $O(\sqrt{d/K}+\sqrt d (a/(nK))^{1/3})$ for the $\ell_1$-norm and $O(\sqrt{a/K}+\sqrt a/(nK)^{1/3})$ for the $\ell_2$-norm. Here, $K$ is the iteration number, $n$ is the number of workers, $d$ is the dimension, and $a=1+\omega$, with $\omega$ denoting the compressor's relative variance. For finite-sum problems with $M$ components, we combine periodic exact gradient refreshes with compressed component-gradient differences. The resulting total sample complexities are $O(M+d\sqrt{aM}\epsilon^{-2})$ and $O(M+a\sqrt M\ epsilon^{-2})$ for $\ell_1$ and $\ell_2$ gradient norms at most $\epsilon$, matching the corresponding bounds in centralized settings.
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Machine Learning (Statistics) · Cross-listed from cs.LG

How Many Labels Does Model Choice Need? Certificates and Budgets for Selective Prediction

Classifiers can make identical predictions yet require labels to compare their selective performance: confidence ranks weight the same errors differently. We quantify this requirement for the area under the generalized risk-coverage curve (AUGRC). A prelabel lower bound rules out insufficient budgets. With all labels known, a covering linear program bounds the minimum number of labels sufficient to fix the winner (the certificate size) within $K-1$ labels for $K$ candidates. For fixed $K$, independent uniform orders and identical predictions, the prelabel bound approaches one quarter of the pool. With iid Bernoulli errors independent of the orders, every exact acquisition policy reads almost all labels asymptotically, although a two-candidate certificate needs only half. Across 108 feature-panel comparisons on nine datasets, disagreement labels settle every accuracy choice but no AUGRC choice. A 20% budget is ruled out in 96 conditions; certificates need 56-57% on average. On ten conditions with pretrained image classifiers, confidence-score choice reads 68-91% of 10,000 labels for exact selection and 50-67% with AUGRC tolerance $5\times10^{-4}$. An exact stopping test works with any acquisition order. Together, these results link confidence ranks to label budgets and certified model comparison.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Provable Guarantees and Efficient Learning of Structural Equation Models with Latent Confounders

Causal discovery aims to recover causal relationships from observed data. In various fields, exploring causal relationships among variables remains an important topic, but this task becomes challenging due to the existence of latent confounders. Ignoring such confounders can lead to false associations and incorrect edge directions. In this paper, we study the linear structural equation model with latent confounders. We propose an algorithm that iteratively identifies terminal (observed) nodes and reconstructs the directed acyclic graph of the observed variables. To do this, we recover the precision matrix of the observed variables as a sparse plus low-rank matrix: a sparse matrix captures the conditional dependencies among observed variables, while a low-rank matrix captures the combined influence of a few latent confounders. We establish that for $p$ observed variables, $r$ latent confounders and $s$ edges, our procedure correctly identifies the directed causal relationship among observed variables, for $n \gtrsim \max\{s\log p,\ r p\}$ samples. Experimental results validate our theoretical contributions.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Spatially Adaptive Noise Injection

Diffusion samplers reverse a learned noising process using either stochastic (DDPM) or deterministic (DDIM) updates, which represent endpoints of a single family controlled by a scalar noise-injection variance that is applied identically at every spatial location. This uniform approach neglects the geometry of natural images: high-curvature regions such as edges and textures, where the denoiser is uncertain, benefit from stochastic correction, whereas smooth regions, where the score is precise, are degraded by injected noise. This work investigates whether each pixel requires stochastic correction at a given timestep and introduces Spatially Adaptive Noise Injection (SANI), a novel sampling framework that dynamically adjusts noise application on a per-pixel basis. SANI integrates a probabilistic gating mechanism with a derived spatially adaptive variance, ensuring that noise is injected precisely where needed to refine complex features while preserving well-formed structures. Experimental results and decoupling ablations demonstrate that SANI consistently improves Fréchet Inception Distance (FID) over the vanilla DDPM and DDIM endpoint samplers across diverse sampling timesteps, while remaining competitive with variance-learning baselines, highlighting the importance of spatial adaptivity in diffusion sampling.
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All authors Frantzeska Lavda, Maciej Falkiewicz, Van Khoa Nguyen, Alexandros Kalousis

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

Gradient Descent with Stochastic Subspaces via Persistence of Memory

Stochastic subspace methods have gained popularity as gradient descent based techniques for large scale optimisation problems, especially in distributed settings. In this paper, we introduce the technique of "persistence of memory" to greatly extend and improve the random subspace methods. To this end, we leverage a vector that is only weakly correlated with the gradient in order to provide a guiding structure to the generative process of the random subspace along which the descent is going to take place. This guidance vector may be fixed for a large number of iterations, only to be refreshed at wide intervals (on whose size we can provide guarantees in terms of problem parameters). In important machine learning settings, such as optimisation problems embodying sparsity or a minibatch structure, we show that the guidance vector can be obtained in an effective and computationally inexpensive manner by leveraging the structured properties of the problem. En route, we establish to our knowledge the first theoretical analysis of classical SSD methods for sparse functions. In a local neighbourhood of the optimum, we demonstrate an alignment phenomenon of our gradient estimates with a low-lying eigenvector of the Hessian, allowing a once-for-all computation of the guidance vector which renders the method computationally favourable even in scenarios with unstructured objectives.
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All authors Subhroshekhar Ghosh, Clement Z. Q. Ng, Pierre-Louis Poirion, Akiko Takeda

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

Bad Genius: Counterfactual-Guided Harness Evolution Beyond Task-Specific Shortcuts

Reliable agent evaluation is complicated by automatic harness optimization, which repeatedly uses a released benchmark $B_{\mathrm{rel}}$ to guide a Proposer that edits prompts, memory, retrieval, tools, and control code around a fixed foundation model. Task holdout is commonly used to guard against harness overfitting. It varies semantic tasks but leaves the benchmark protocol fixed, so a bad genius Proposer can produce a cheating harness whose improvement over the initial harness on $B_{\mathrm{rel}}$ depends on a benchmark-wide shortcut. We introduce Counterfactual Harness Search and Evolution (CHASE), which casts harness evolution as constraint generation over valid counterfactual benchmarks. After each Proposer update, a Challenger searches for an executable protocol transformation with large gain destruction. A validity firewall checks that task semantics are preserved, while a held-out confirmation set determines whether the counterfactual enters a finite archive. We formalize an ideal shortcut-neutralized benchmark $B_0$ and establish theoretical guarantees linking finite counterfactual archives to $B_0$ and characterizing sequential Challenger search. We evaluate CHASE on Syn-Ledger and OfficeQA, where CHASE retains strong released-benchmark gains while substantially reducing gain destruction under valid protocol transformations.
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All authors Guojun Zhu, Xunheng Huang, Peng Yin, Jiahui Xie, Sanguo Zhang, Doudou Zhou

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

Beyond Quadratic Loss: The Stability Phase Diagram of Adam

Loss spikes are recurrent instabilities in neural-network training and can arise from multiple mechanisms. For Adam in particular, macroscopic loss spikes have been linked to optimizer dynamics, yet how its two momentum timescales govern them remains unclear. We investigate this dependence by mapping training dynamics across the $(\beta_1,\beta_2)$ plane. Across a range of model–task settings, an approximately linear boundary, $1-\beta_2=C(1-\beta_1)$, separates spiky from non-spiky dynamics, whereas a one-dimensional quadratic loss produces approximately cubic slope. A one-dimensional superquadratic loss $L(x)\propto|x|^n$ recovers the near-linear scaling and links the boundary coefficient to the effective loss exponent $n$. We further show that confident cross-entropy losses develop a core–wall landscape comprising a narrow quadratic core followed by a steep wall, which produces effective superquadratic behavior at the scale of an optimizer update. Together, these results connect Adam loss spikes to both the mismatch between momentum timescales and finite-scale superquadratic loss geometry beyond the Hessian.
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Machine Learning (Statistics)

Preservation of Log-Concavity and Convergence of Wasserstein-Fisher-Rao Gradient Flows

We study the convergence of Wasserstein-Fisher-Rao (WFR) gradient flows for sampling from probability distributions known up to a normalisation constant. By combining Wasserstein transport with Fisher-Rao birth-death dynamics, WFR flows balance exploration and selection. These flows have been recognised as a promising mechanism to accelerate convergence beyond Langevin dynamics. We show that for a class of strongly log-concave target distributions satisfying additional curvature conditions, WFR flows preserve strong log-concavity, in contrast to Wasserstein flows which enjoy this property only in the Gaussian setting. Exploiting this result, we derive explicit non-asymptotic convergence rates for the symmetrised Kullback-Leibler divergence, without requiring a warm-start as required in current estimates. In particular, we show that the convergence rate decomposes additively into Wasserstein and Fisher-Rao contributions, thereby confirming a recent conjecture within this setting. These results provide refined convergence guarantees and further develop the theoretical foundations of WFR gradient flows for sampling and Bayesian inference.
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Machine Learning (Statistics) · Cross-listed from math.OC

Matching Multi-Loop Complexities with a Single Loop: Optimal Optimization Stationarity and Best-Known Game Stationarity in Nonconvex–Concave Minimax Optimization

We introduce a new single-loop algorithmic framework for smooth nonconvex–concave minimax optimization. The resulting projected damped extragradient method combines projected extragradient updates, dual momentum, and a moving proximal center. Under both the optimization-stationarity and game-stationarity criteria, our method achieves the best-known complexity among single-loop first-order methods. For optimization stationarity, our method achieves a gradient complexity of $O(L^2D_Y\bar\Delta_0\varepsilon^{-3})$, where $L$ is the gradient Lipschitz constant, $D_Y$ bounds the diameter of the dual feasible set, and $\bar\Delta_0$ is an initialization quantity involving the value-function gap and the initial gradients. Moreover, by incorporating a fixed-center warm-up phase, the complexity can be improved to $O(L^2D_Y\Delta_\phi\varepsilon^{-3})$, up to an additive lower-order cost, where $\Delta_\phi:=\phi(x_0)-\inf_x\phi(x)$. We further establish a lower bound of $\Omega(L^2D_Y\Delta_\phi\varepsilon^{-3})$ for optimization stationarity over projected zero-respecting first-order methods. This lower bound proves that the warm-started version of our algorithm is optimal up to a constant factor for optimization stationarity within this oracle class. For game stationarity, our method achieves $\mathcal{O}\!(L^{3/2}D_Y^{1/2}\Delta_\phi\varepsilon^{-5/2})$ gradient complexity. This matches the best-known complexity of multi-loop first-order methods, thereby establishing the same complexity with a single-loop algorithmic structure. Under dual strong concavity, the proposed framework achieves $O\!(\sqrt{\kappa}\,L\Delta_\phi\varepsilon^{-2})$ leading complexity for both stationarity criteria, where $\kappa=L/\mu$ is the dual condition number, up to an additive initialization cost. The $\varepsilon^{-2}$ accuracy dependence is optimal under fixed regularity and initialization bounds.
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Machine Learning (Statistics) · Cross-listed from cs.LG

On the Identifiability of Mixed Ordinal and Exponential Family Causal DAGs under Linear Parametric Models

The problem of identifiability in linear parametric models (LPMs) whose nodes follow either an ordered logit model or a regular one-parameter exponential family is evaluated. The results go beyond classical structural equation models as well as results for nodes with observations from a homogeneous family of distributions. The main result establishes that the orientation of every edge joining an ordinal node to an exponential-family node is identifiable from the joint distribution alone at every parameter value, provided the ordinal node has at least three categories and the exponential-family node at least three points of support, with no restriction on the sufficient statistic. Converses show that both requirements are necessary: the three-category requirement is binding only for affine sufficient statistics, and the three-point requirement is binding under the canonical link. The guarantee extends to orienting every such mixed ordinal-exponential family edge of a given $d$-node undirected skeleton. Numerical experiments illustrate the theoretical results by successfully separating orientations within a Markov equivalence class, which are indistinguishable by conditional independence alone.
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Tuesday 15 September

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

Symmetry without a manifold: intrinsic dimension on orbits

The standard geometric derivation of neural scaling exponents takes the intrinsic dimension of a data manifold as its input. On modular addition in $\mathbb{Z}_p$ that derivation has no input. The exact algebraic solution is an orbit of $\mathbb{Z}_p$ acting by isometries. Transitivity alone makes the ratio statistic underlying the standard dimension estimator a point mass, so the estimator is undefined, and here the two nearest neighbour distances coincide exactly. Breaking the symmetry at scale $\epsilon$ returns a number, but one that tracks $1/\epsilon$ with no scale free plateau. We show that the failure is general, since on any finite orbit of a group acting by isometries the estimator reports the resolution at which the set is probed rather than a dimension. What replaces the power law is exponential in hidden width, $L(h)=L_\infty+A\exp(-c\,h^{\alpha})$, with $R^2$ between 0.982 and 0.995 against 0.857 to 0.906 for a power law admitting the same floor and fitted under the same protocol. Where the data supply is sufficient the rate belongs to the regulariser rather than to the group, since weight decay moves $c$ by a factor of 47 while group order moves it by 1.10, a residual below seed to seed resolution, for every fixed $\alpha$ between 0.75 and 2. The critical width falls with group order rather than rising, against capacity counting that assigns a fixed number of neurons to each irreducible representation.
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Machine Learning (Statistics)

Generalized DCCQ: From Binary Quotients to Multinomial Simplex Geometry and Critical-Strip Coordinates

We extend the discrete complex complement quotient (DCCQ) framework from binary Bernoulli counts to multinomial count compositions. For m+1 categories, m is the number of independent probability degrees of freedom. Integer count vectors modulo common scaling determine rational points of the m-dimensional probability simplex. Building on standard simplex and log-ratio coordinate geometry, for m >= 2 we define the full multinomial DCCQ coordinate map and show that it is a real-analytic diffeomorphism The previously established binary baseline m=1 gives a critical-line coordinate, while the ternary case m=2 gives the full open critical strip; higher multinomial models retain m-2 additional real contrasts. We also give a one-versus-rest specialization, an exact integer-lattice realization of the ternary coordinate, and a hyperbolic representation of its log-ratio. No zero-location theorem or proof of the Riemann Hypothesis is claimed.
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Machine Learning (Statistics) · Cross-listed from cs.LG

TabPFN-3.5: Technical Report

We introduce TabPFN-3.5, our new flagship Tabular Foundation Model. It significantly outperforms its predecessor, TabPFN-3, and all existing baselines across a broad range of tabular problems. TabPFN-3.5 sets a new state of the art on standard tabular prediction in TabArena, and extends it to the data practitioners encounter in practice: non-i.i.d. data with temporal or grouped splits, tables with strings, text and images, high-cardinality categorical features, and wide tables with many features. These gains carry over to our task-specific harnesses: state of the art on relational data and stronger time-series forecasting. For faster inference, our variant TabPFN-3.5-Fast runs up to 3x faster than TabPFN-3 while keeping most of the accuracy gains. In addition, we upgrade TabPFN-3.5-Plus, expanding our multimodal capabilities with advanced text and date handling alongside proprietary inference optimizations. Finally, we release a new version of our Thinking mode, TabPFN-3.5-Thinking, which scales inference-time computation to push the state of the art further. It benefits from our stronger base model and from inference-time improvements that make it up to 12x faster than TabPFN-3-Thinking.
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All authors Benjamin Jäger, Nick Erickson, Léo Grinsztajn, Felix Birkel, Klemens Flöge, Oscar Key, Kürşat Kaya, Jonas Kübler, Adèle Frankel, Tobias Schröder, Anurag Garg, Jan Hendrik Metzen, David Salinas, Simon Bing, Kristina Collins, Tuana Çelik, Vahid Balazadeh, Lydia Sidhoum, Tomás Pereda, Brendan Roof, Andrej Tschalzev, Siyuan Guo, Philipp Singer, Lennart Purucker, Jake Robertson, Marie Salmon, Philipp Jund, Jerry Chen, Diana Kriuchkova, Arthur Cahu, Eliott Kalfon, Adrian Hayler, Georg Grab, Vitor Monteiro, Lilly Wehrhahn, Dominik Safaric, Clara Cornu, Alan Arazi, Rylee Grace, Simone Alessi, Mihir Manium, Bernhard Schölkopf, Yann LeCun, Madelon Hulsebos, Sauraj Gambhir, Noah Hollmann, Frank Hutter

Machine Learning (Statistics)

Bracketing Uncertainty in Clustering Under the Manifold Hypothesis

The manifold hypothesis suggests a natural criterion for clustering: partition data according to the manifold component from which each point is drawn. Whether two components are separable depends on a geometric tradeoff: the ambient separation between components versus the largest gap in sampling. In practice, this tradeoff is rarely assessed explicitly, leading standard methods to over-commit to a single clustering assignment even when the data do not support a unique answer. We formalize this tradeoff by combining intrinsic manifold geometry (volume growth and reach) with sample-level quantities (fill distance and density), yielding a threshold phenomenon for mutual-$k$-nearest-neighbor graphs: when the offset-to-fill ratio exceeds a conservative upper threshold, component separation is preserved; below a lower threshold, components fuse. The gap between these thresholds defines a geometric uncertainty zone in which the number of clusters is not identifiable from the data. Nevertheless, conventional approaches still seek one: sweeping parameters (an engineering approach) or fitting a generative mixture model (a model-based approach). Rather than forcing a single estimate of the number of clusters, we propose Manifold-Based Clustering (MBC), which returns an explicit bracket interval to quantify the underlying data uncertainty. This bracket acts as an empirically calibrated diagnostic: it narrows when a single resolution is supported, widens when multiple resolutions coexist, and collapses to one when no separated structure is detectable. Empirically, we find that many real datasets lie within the uncertainty zone rather than admitting one clear answer. Our results suggest that ambiguity in cluster number is often intrinsic, and should be quantified rather than resolved.
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Machine Learning (Statistics)

Sharp margin-based generalization bounds for realizable SVM

Let the exact homogeneous hard-margin support vector machine be trained on \(m\) independent observations from a Borel probability law on a real Hilbert space. We prove that, with score zero counted as an error, there is a universal numerical constant \(C\) such that \[ \Pp\left( \gamma_m>0,\quad \Risk(u_m)> \frac{C}{m} \left( K_m+\log\frac1\delta \right) \right) \le \delta . \] Here \(\gamma_m\) is the empirical homogeneous margin, \(u_m\) is the exact minimum-norm unit-margin separator, \(r_m\) is the largest training radius, and \(K_m:=r_m^2\norm{u_m}^2=r_m^2/\gamma_m^2\) on \(\{\gamma_m>0\}\). The proof is driven by a deterministic deletion problem. Given vectors \(x_1,\ldots,x_n\) in the unit ball, delete a set \(B\) of constraints and let \(u_B\) be the closest point to the origin that satisfies every retained unit-margin constraint. Suppose that \(\norm{u_B}^2\le k\) and that every deleted vector has nonpositive score under \(u_B\). We prove that a family of such deletion sets of cardinality \(q\) has size at most \(\exp(8k+2q)\). The conceptual step is an exact identity obtained from the KKT representation of \(u_B\). For a random deletion set, the identity converts the mean squared spread of the separators into a weighted sum of score deficits. It therefore forces a coordinate whose deletion status separates the two conditional means by a quantitatively large amount. Revealing that coordinate decreases the conditional separator variance enough to control the binary entropy of the split. An entropy induction gives the deletion count, and an exact factorial ghost-sample identity converts that count into the stated high-probability SVM bound.
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Machine Learning (Statistics)

METALICA: METAdynamics and repLICA exchange for enhanced diffusion sampling

Many proteins function through transitions between conformational states, yet rare states are rarely sampled by diffusion models trained on an equilibrium ensemble, demanding better sampling methods. We introduce METALICA, which implements Metadynamics on a pretrained diffusion model via Replica Exchange. It accumulates a bias potential along a Collective Variable, repels new samples from previous ones through biased sampling, and reweights samples onto the unbiased distribution. METALICA holds one replica per diffusion level, forming a Markov Chain that evolves through inter-replica communication and is refined in place as the bias grows. METALICA is the dual of sequential control, in which Sequential Monte Carlo parallelizes the sampler over a batch of particles. Parallelism over the levels of the diffusion-time schedule instead allows METALICA to generate samples from long chains, essential for the discovery of rare events, with accuracy set by run length rather than by the memory available. We validate on a bimodal target with known free energies, then apply METALICA to the unfolding of a protein. At a budget for which sequential control yields no unfolded structure, METALICA populates the basin and resolves a second free energy minimum.
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All authors Alireza Omidi, Jiajun He, Jörg Gsponer, Saifuddin Syed

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

Approximating Measures on Function Spaces: Transport and Truncation

Measures on function spaces arise throughout Bayesian inverse problems and generative modeling, often with low-dimensional structure relative to a tractable reference measure. We introduce the class $\mathcal{P}_\psi(\mu)$ of measures that differ from a reference measure $\mu$ only through a finite-dimensional map $\psi$ while preserving the reference conditionals on its fibers. Class members are determined by their $d$-dimensional pushforwards under $\psi$ and admit convenient block-triangular transport map representations. Draws are taken from this $d$-dimensional distribution and then completed to function space through sampling of the reference conditionals. For Gaussian references, these transport maps are finite rank perturbations of the identity. In contrast, optimal transport maps do not preserve this low-dimensional structure. For covariance perturbations that are trace class in the Cameron-Martin geometry of the reference, we show the optimal map is a trace class perturbation of the identity. Even finite rank perturbations yield corrections whose rank, governed by an invariant subspace, is typically infinite. We develop approximation theory for $\mathcal{P}_\psi(\mu)$ and error analysis for fitting within it, splitting the total error into an irreducible class error and a finite-dimensional marginal term set by the dimension of $\psi$ rather than the ambient discretization. We present numerical results including inference from low-dimensional nonlinear observation maps, deconvolution under a jump process prior, and state estimation for Navier-Stokes flows.
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Machine Learning (Statistics) · Cross-listed from math.OC

Random tilts to find stationary points in stochastic convex optimization

We consider the problem of finding stationary points of stochastic convex functions and related variational inequalities. For each, we show that regularized empirical risk minimization, coupled with a random tilting perturbation, obtains stationarity residual order $\sqrt{d/n}$ for $d$-dimensional problems given $n$ observations. We present a few complementary results that show that some dimension dependence is necessary, in distinction from standard stochastic optimization and empirical risk minimization, by providing minimax lower bounds scaling as $\sqrt{\log d / n}$.
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Machine Learning (Statistics) · Cross-listed from cs.DS

Efficient Robust Learning at the Information-Theoretic Limit

In an important recent work, Blanc (2026) gave an algorithm for robustly learning Boolean concept classes with respect to a fixed distribution that outputs a (randomized) classifier achieving the optimal error of $\eta + \varepsilon$ where $\eta$ is the noise rate. In contrast, it is well known that deterministic hypotheses cannot achieve error less than $2\eta + \varepsilon.$ Blanc's algorithm is computationally inefficient, and the main problem left open in his work is to find a polynomial-time algorithm given access to an oracle for empirical risk minimization (ERM). In this paper, we resolve this problem and give such an algorithm. Perhaps surprisingly, our techniques make crucial use of various types of no-regret learners. Additionally, we give an efficient algorithm (no ERM oracle required) for robustly learning any function class that admits sandwiching polynomials with respect to hypercontractive distributions. As one consequence, we give the first polynomial-time algorithm for robustly learning a halfspace with respect to Gaussian marginals that achieves error $\eta + \varepsilon$ for any constant $\varepsilon$.
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All authors Adam R. Klivans, Konstantinos Stavropoulos, Sergei Tikhonov, Arsen Vasilyan

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

Fenchel-Young Duality Gaps: Certified Early Stopping for Regularized Inverse Problems

We study computable error bounds and certified early stopping for regularized inverse problems, where a data-fidelity term is traded against a regularizer. The analysis relies on an exact duality-gap identity that splits the total gap of $F(\Phi\mu)+\lambda R(\mu)$ into a data-fidelity Fenchel–Young loss and a regularizer Fenchel–Young loss, $ \Delta(\mu,h)=L_F(\Phi\mu\parallel h)+\lambda L_R(\mu\parallel\eta),\qquad \eta=-\Phi^\star h/\lambda, $ valid for any primal point $\mu$ and any dual point $h$. The data-fidelity term $F$ is strictly convex, so wherever $F^\star$ is differentiable the loss $L_F(\Phi\mu\parallel h)$ is the Bregman divergence of~$F$ between the prediction $\Phi\mu$ and $\nabla F^\star(h)$, and it vanishes exactly at Mirror Alignment $h=\nabla F(\Phi\mu)$. Evaluated at a dual-feasible point $\tilde h$, the gap~$\Delta(\mu,\tilde h)$ is computable and oracle-free, meaning that it uses no knowledge of the solution, and it bounds the suboptimality of $\mu$. Under the source condition, the same Fenchel–Young losses give a priori bounds on the estimation and prediction errors. Their scale is the irreducible model and noise error $L_F(\Phi\mu^\star\parallel h^\star)$, which vanishes exactly when Mirror Alignment holds at the certificate. This gives an early-stopping rule: run the algorithm until the regularizer Fenchel–Young loss falls below a tolerance $\epsilon$. A constructive version of the Brøndsted–Rockafellar theorem then turns the current pair into an exact dual-feasible one, and this proxy lifts to an exact primal certificate. We build the proxy by a proximal step in the geometry of the fidelity, with Bregman kernel $F^\star$ and tilted by the prediction $\Phi\mu$: it recovers the Euclidean step of Carlier when $F$ is the squared error, and it reduces the duality gap by the regularizer Fenchel–Young loss, up to a second-order remainder that vanishes in the quadratic case. Our running example is the Generalized Beurling–Lasso (GBL), where $R$ is the total-variation norm on signed measures. It contains the classical Beurling–Lasso, obtained with the squared error, and also covers robust, logistic, entropic and inverse-optimal-transport losses. The same duality gap certifies deep-learning optimizers such as Lion-K and Muon, in their proximal form, as solvers of the regularized program. A companion paper by the same authors builds on these error bounds to establish exact support recovery for the GBL under a non-degenerate source condition.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Coupled Calibration and Learning: Mitigating Teacher Bias in LLM Distillation without Target-Domain Reward Feedback

Large language model (LLM) distillation aims to transfer the capabilities of a powerful teacher to a smaller student. Direct imitation, however, can also transfer the teacher's systematic bias and errors. This challenge is particularly pronounced under covariate shift, when the teacher's reliability on target questions is uncertain and target-domain reward feedback is unavailable. We propose Coupled Calibration and Learning (CCL), an LLM distillation algorithm that couples teacher calibration with student updates through token-level branching, using reward feedback only on source questions. Each iteration calibrates the teacher using source feedback and then uses the calibrated teacher to train the student on target questions. The updated student, in turn, informs subsequent calibration. In an autoregressive policy framework, we prove that the output student's expected average Kullback-Leibler divergence to the oracle student converges to zero at a polynomial rate in the number of iterations. The oracle maximizes the true reference-regularized target reward within the student class, which need not represent the unrestricted optimal policy. Our analysis quantifies the progress of projected student gradient updates while controlling the error in teacher calibration. We further establish a separation from regularized direct matching: its error relative to the oracle student can remain bounded away from zero even when the teacher achieves higher regularized target reward than every student policy. These results demonstrate that LLM distillation can overcome persistent teacher bias and recover the optimal student through coupled calibration and learning, without target-domain reward feedback.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Hybrid Variational Quantum Circuits for Multivariate Regression and High-Dimensional Data Reconstruction

Variational quantum circuits (VQCs) are parameterized quantum circuits optimized classically. We propose a hybrid variational quantum circuit (HVQC) extending VQCs with a classical affine post-measurement layer, enabling vector-valued regression without the linear overhead of independent scalar circuits. Theoretically, we show that elementary one-and two-qubit circuits can approximate quadratic functions and products via data re-uploading and entanglement, providing the foundations of the full architecture. Experimentally, on two synthetic image reconstruction datasets and the Friedman1 benchmark (40,568 test samples), our HVQC matches Gaussian Process Regression and outperforms XGBoost and Random Forest. An ablation study confirms that both quantum and classical components are essential, and results highlight the central role of the feature map in hybrid quantum-classical models.
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All authors Koffi Ognandon Ayena, Frédéric Holweck, Serge Iovleff, Amah S d'Almeida