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Thursday 8 October

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

Decision-Sufficient Posterior Approximation

We investigate the consequences of requiring a posterior approximation to preserve a specified downstream decision problem. A target posterior $P$ and loss determine a regret geometry on actions, a baseline approximation $Q_0$ determines the forward-Kullback-Leibler information required to induce action changes, and a restricted approximation family $\mathcal{Q}$ determines which such changes are available. Contracting KL divergence over Bayes-action fibers gives exact distances to decision adequacy and decision failure together with the least-informative posterior deformations that reach either side of the decision boundary. In regular finite-dimensional problems, the target and baseline constructions have quadratic local limits: a target regret Hessian $G$ and a baseline information metric $J_I$ . Their generalized eigenproblem $Gv = \gamma J_Iv$ orders local decision directions by regret consequence per unit information cost and induces a tolerance-dependent effective dimension. For restricted approximation families, the tangent image separates decision coverage from information efficiency: a family may miss consequential decision directions, or it may realize reachable directions only at excess Fisher cost. The resulting framework provides decision-relative criteria for comparing and designing posterior approximation families.
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Wednesday 7 October

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

SPD-MetaFormer is what you need for small-data brain decoding

Brain signal decoding is challenging because neural recordings are noisy and vary across individuals, while labeled data are often limited. Recent attention-based models on the symmetric positive definite (SPD) manifold have nevertheless achieved strong performance using covariance and connectivity representations, yet the contribution of learned token weighting remains unclear. We examine two representative architectures, MAtt (based on log-Euclidean geometry) and GBWAtt (based on generalized Bures–Wasserstein geometry), and find that their learned attention weights remain close to uniform after training. We relate this behavior to bounded similarity parameterizations that, under the original softmax scaling, limit attention-weight contrast. Moreover, replacing learned weights with uniform weights, throughout training and evaluation, has little effect on mean predictive performance while preserving each model's original aggregation geometry. Motivated by these findings, we introduce SPD-MetaFormer, an attention-free architecture built on uniformly weighted Fréchet aggregation under log-Euclidean geometry. Its backbone uses a geodesic residual to update a summary token and a shared spectral feedforward map to transform all tokens, followed by a learned weighted readout. Token states remain SPD-valued until tangent-space classification. Across three EEG benchmarks, SPD-MetaFormer achieves competitive results relative to published Euclidean and manifold baselines. Separate matched reproductions test learned versus uniform weighting within MAtt and GBWAtt. These results suggest that, in the short-sequence and limited-data regimes studied, carefully designed SPD architectures can provide a simpler and effective alternative to adaptive manifold attention.
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All authors Zhida Wang, Wei Lyu, Guo Yu, Sui Tang

Machine Learning (Statistics)

Transformed Samplers with Variance Reduction

Markov chain Monte Carlo (MCMC) methods are the standard tool for computing expectations under complex probability distributions. Control variates reduce the variance of the resulting estimates, but a good control variate requires solving the Poisson equation of the sampler, which rarely admits a closed-form solution. Exact solutions are available when the sampler's kernel has a known spectral decomposition on a simple reference density. In our work, we extend these solutions to general targets through a learned change of variables. A bijection, such as a normalizing flow, is trained so that the target becomes close to the reference in a latent space, and we show that Markov kernels and their Poisson solutions are transformed by any bijection. Running such samplers in the latent space then yields explicit control variates, and the estimator is consistent under mild tail conditions on the map and target. Importance sampling (IS) from the flow is the limiting case of the same construction and the control variates apply to it as well. Experiments on synthetic targets and real posteriors compare the procedure against state-of-the-art samplers and control variates.
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Machine Learning (Statistics)

Conformal Prediction under Partial Verification

Conformal prediction provides prediction sets with finite-sample guarantees, but the label verification required for calibration can be expensive. We develop a partial verification method that returns exactly the same prediction sets as complete verification. We characterize calibration certificates, the verified information sufficient to determine the conformal threshold, and design a procedure that coordinates verification across calibration examples. For finite thresholds at high coverage, its verification cost is less than twice the minimum certificate cost when candidates are checked in order. Across retrieval, mathematical solutions, and configuration evaluation, it reduces verification cost by 15-82% compared with verifying calibration examples one at a time, while producing identical prediction sets.
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All authors Zijun Yu, Yu Gu, Vahid Partovi Nia, Masoud Asgharian

Machine Learning (Statistics)

Calibrating Ambiguity Set via Diagnostic Transport for Distributionally Robust Optimization

Distributionally robust optimization (DRO) protects decisions against distributional uncertainty by optimizing over an ambiguity set, but poorly aligned set geometry can require large radii and yield overly conservative decisions. We introduce diagnostic-transport DRO (DT-DRO), which uses held-out calibration data to adapt the ambiguity-set geometry to observed predictive errors. DT-DRO uses the conditional probability integral transform cumulative distribution function to diagnose systematic probability misallocation and translates this information into an outcome-level transport that jointly adjusts the ambiguity-set center and ground cost. The resulting formulation admits a computationally tractable dual reformulation. Theoretically, we derive valid ambiguity radii and decision-risk guarantees that tighten as estimation and approximation errors vanish, and show that DT-DRO can eliminate the nonvanishing robustness floor caused by model misspecification. Synthetic experiments and a power-outage application demonstrate improved decision quality, particularly under structural and tail misspecification.
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Machine Learning (Statistics)

What can linear attention learn from nonlinear teachers in-context?

Linear attention is a tractable model for understanding the mechanisms governing in-context learning in transformers. For linear regression tasks, recent asymptotic analyses have characterised its learning and generalisation behaviour. We extend this theory to nonlinear single-index targets, $y=f(x^\top w)+\varepsilon $. Our main result establishes a nonlinearity-noise equivalence: linear attention extracts only the linear Hermite component of $f$, while the remaining nonlinear structure contributes to the generalisation error as effective noise. This reduction allows results from the corresponding linear theory to be transferred to nonlinear tasks. We illustrate its implications for finite pretraining data and for the transition from task memorisation to task generalisation as task diversity increases. These results identify a limitation of the reduced linear-attention model and provide a tractable starting point for studying nonlinear in-context learning.
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All authors Mary Letey, Arman Rysmakhanov, Yue M. Lu, Cengiz Pehlevan, Jacob Zavatone-Veth

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

Explaining the Saliency Map Sparsity of Adversarially-Trained Neural Networks

Understanding why deep neural networks make a given prediction is of great importance for their safe deployment. In computer vision, saliency maps, which highlight the image region most influential for a prediction, remain a widely-used form of explanation. An empirical observation is the apparent sparsity of gradient saliency maps of adversarially-trained neural networks. In this paper, we propose a theoretical explanation of this phenomenon for two-layer ReLU networks. We build on the established equivalence of adversarial training to the minimization of the empirical risk with weight-decay penalization and an added adversarial total variation term – valid for certain loss functions. As the number of data points and neurons grows and the regularization parameters are sent to zero at appropriate rates, we prove that minimizers converge to a Bayes classifier with minimal gradient and Barron norm. Sparsity appears since for adversarial training with $\ell_\infty$-attacks the gradient norm is anisotropic and favors axis-aligned / sparse gradients. We illustrate our theoretical findings experimentally by evaluating the gradient $\ell_1$-norm and thresholded sparsity of naturally versus adversarially trained models.
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All authors Yannick Lunk, Atell Yehor Krasnopolsky, Damien Garreau, Leon Bungert

Machine Learning (Statistics)

From Log-Odds to Shapley Values: An Explanatory Geometry for the Weighted Naive Bayes Classifier

This paper studies the construction of an explanatory space for a weighted naive Bayes classifier from the supervised representation induced by the model. We start from the classical supervised distance based on conditional log-likelihoods and introduce a discriminative reformulation based on log-odds, which is more directly related to the classification decision. We then show that this representation induces a distance that exactly coincides with the $\ell_1$ distance between vectors of analytical Shapley values, thereby providing a formal explanatory interpretation of the geometry induced by the model. Finally, we empirically compare several supervised distances derived from these representations using a $k$-nearest neighbors classifier. This work highlights a close link between supervised distance, local explanation, and predictive behavior, from a primarily methodological perspective.
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Machine Learning (Statistics) · Cross-listed from math.ST

How Many Directions Must a Truncated Diffusion Sampler Retain? Matching Bounds Under Power-Law Spectra

Diffusion samplers can reduce computation by generating selected spectral coordinates and filling the remaining directions with noise. How many directions must they retain? We study this question for data with power-law covariance spectra. For Gaussian data compared to a smoothed target, we prove matching bounds on the required number of retained directions, provided that the ambient dimension is sufficiently large. The truncation error depends on the combined Wiener gains of the omitted directions, regardless of the accuracy of the sampler on the retained coordinates. Keeping only directions whose signal exceeds the output noise level can therefore leave a non-vanishing error: many individually weak directions remain significant in aggregate. Combining this characterization with a diffusion convergence bound yields sufficient sampling-step complexity under exact scores. The upper bounds also extend to estimated principal components and, componentwise, to Gaussian mixtures. The practical prescription is to select the retained subspace using an aggregate spectral-tail error budget, then to choose the diffusion noise level accordingly.
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Machine Learning (Statistics) · Cross-listed from cs.LG

D-SLR: The Disjoint Row-Sparse plus Low-Rank Decomposition

Compressing a matrix for reconstruction still defaults to the truncated SVD, approximating the data with a single low-rank structure. It is common to reduce the residual further by adding an overlapping row-sparse component, but methods that solve this joint problem often require iterative solvers and tuning of regularization parameters. We propose the Disjoint Row-Sparse plus Low-Rank (D-SLR) decomposition, a closed-form drop-in for the truncated SVD that improves or exactly matches it. D-SLR restricts rows to either being stored verbatim or approximated by the low-rank fit, never both. Under squared error this restriction costs nothing: the joint optimum is attainable disjointly with fewer parameters at every non-trivial rank and stored row count (shape). With zero stored rows D-SLR reduces to the truncated SVD, so it never does worse at equal cost. The algorithm scores the entire error-versus-parameters tradeoff, and the solution is chosen afterwards by a supplied error target or parameter count, or by a selection rule. The grid and solution together cost three SVDs, with no tuning or regularization. We derive an assumption-free, a-posteriori lower bound on the error at every shape, giving each solution a computable certificate on the potential gain of any other choice of rank and stored rows. Experiments on synthetic and real data (LLM embedding tables, network traffic, hyperspectral images) confirm the gains and quantify the certificate.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Exact SO(3)-Equivariant Isotropic Kernels for Rotation-Robust Neural Dynamics

Neural surrogates for vector-valued partial differential equations can fit training data yet change their predictions when the same physical state is expressed in a rotated coordinate frame. We study this failure on three-dimensional Navier–Stokes dynamics observed at irregularly placed points. We introduce the Invariant-Conditioned Isotropic Kernel Neural Operator (IKNO), a compact graph model that builds local interactions from scalar quantities unchanged by rotation and vector directions that rotate with the data. Consequently, rotating the positions and velocities rotates the predicted velocity change in exactly the same way. On a held-out test set fixed after model design, training unconstrained graph models on randomly rotated examples reduces but does not eliminate their coordinate dependence. In contrast, IKNO is consistent to numerical precision, matches the forecasting accuracy of a general rotation-aware Tensor Field Network with $5.6$ times fewer parameters, and outperforms a parameter-matched graph simulator. These results show that a compact, PDE-specialized model can remove coordinate dependence without sacrificing forecasting accuracy.
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Machine Learning (Statistics)

JevForest: Path Voting for Budgeted Feature Acquisition

Choosing which information to observe is central to prediction under limited observation budgets. We study JevForest, a feature acquisition policy that aggregates path-dependent proposals from bootstrapped trees, weights them by global training information gain, and predicts from the acquired values with a shared masked classifier. An online implementation queries Jev for semantic answers selected by this policy. On small balanced held-out samples, four-question forest acquisition achieves accuracy $0.729$ on AG News ($n=48$), compared with $0.667$ for a static gain ranking and $0.583$ for random ordering. On TREC ($n=24$), the ordering reverses: forest accuracy is $0.667$, compared with $0.750$ and $0.833$. Asking all eight questions in one batch yields higher accuracy at lower measured cost and latency than four sequential forest queries; direct Jev classification matches the batch accuracy while costing less. Offline MiniBooNE experiments yield accuracy $0.845\pm0.010$ at ten features and $0.885\pm0.008$ at forty features over three jointly varying data and forest seeds (mean $\pm$ sample standard deviation). A companion Newton boosting implementation provides preliminary full-feature synthetic results. These exploratory findings establish a working Jev acquisition workflow but do not support a general advantage for path voting: its value depends on the task, predictor, and the distinction between question budgets and actual query costs.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Why Forget-Only Unlearning Needs Memorization

Machine unlearning asks for a deletion algorithm whose output is close to retraining from scratch without the selected forget examples. In this work, we study forget-only unlearning, where the deletion algorithm receives only the trained model and the examples to forget, with no retained data or extra training information. We ask whether forget-only unlearning is always possible. We first show that this depends on the learning method: different datasets can produce the same trained model but require very different outputs after the same examples are removed. Using this observation, we derive lower bounds on how accurately unlearning can match retraining and instantiate them for several standard learning algorithms. We then ask what must be true when forget-only unlearning succeeds. To this end, we derive lower bounds on what an algorithm must memorize about the training data to handle arbitrary deletion requests. For simple threshold learners, the required information can be as large as the entire dataset, even though ordinary training keeps only one boundary point. Overall, our results show that information discarded during ordinary learning may be needed later for deletion, so models designed for forget-only unlearning may need to retain more information than standard training does.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Oracle-Efficient and Parameter-Free Agnostic Smoothed Online Learning

Online learning is an attractive framework in many domains because it permits well-defined learning even when data are dependent or chosen adversarially. This generality, however, comes at a steep price, introducing significant statistical and computational barriers. Recently, smoothed online learning has emerged as a promising framework that interpolates between the fully adversarial and fully stochastic settings by assuming that the conditional law of each covariate has density at most $1/\sigma$ with respect to some fixed base measure $\mu$, and it is known to match the statistical and computational guarantees of classical learning while still allowing for much of the flexibility of online learning. However, existing oracle-efficient algorithms require either (i) sampling access to the base measure $\mu$ or (ii) labels that are perfectly predicted by a fixed hypothesis. Both assumptions limit the applicability of these algorithms, in contrast to statistical learning, where empirical risk minimization (ERM) learns efficiently in the agnostic setting without any knowledge of the data distribution. We show that neither assumption is necessary, giving the first oracle-efficient algorithm that achieves sublinear regret in the agnostic setting without knowledge of $\mu$. Our algorithm, based on Gaussian Follow-The-Perturbed-Leader, is parameter-free: it requires no knowledge of $\mu$, the smoothing parameter $\sigma$, or the horizon $T$, and it achieves regret $\widetilde O(d\sqrt{T/\sigma})$ for binary classes of VC dimension $d$ with a single call to an ERM oracle per round, which is optimal up to a $\sqrt{d}$ factor. En route to establishing the regret bound, we introduce several new techniques that may be of independent interest.
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All authors Sasha Voitovych, Adam Block, Alexander Rakhlin, Abhishek Shetty

Machine Learning (Statistics)

Best Arm Identification for Bandits with Shifting Means

We study the best arm identification problem in a stochastic environment with a novel form of adversarial perturbations, which we coin Shifting Means. While classically the mean rewards of the $K$ arms are stable in time, in Shifting Means only the gaps $\boldsymbol{\Delta}$ between mean rewards are stable, while their common shift may be determined adversarially in each round. The objective of the learner is to identify the best arm with high probability while minimizing sample complexity (the fixed confidence setting). Handling shifts requires new tools: we show that algorithms employing a Generalized Likelihood Ratio Test (GLRT) stopping rule, including the popular Track-and-Stop, fail under time-varying shifts. Instead, we propose Importance Weights for Shifting Means ($\mathsf{ISM}$). Assuming means bounded by $U$ and $\sigma^2$-sub-Gaussian rewards, we show $\mathsf{ISM}$ to be $\delta$-correct and to enjoy a sample complexity bound of order $K (\sigma^2 + U^2) \Delta_{\min}^{-2} \ln \frac{1}{\delta}$. We also present a matching (up to constant factors) worst-case lower bound and evaluate our results empirically.
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All authors Lukas Zierahn, Wouter M. Koolen, Shubhada Agrawal, Christina Katsimerou, Dirk van der Hoeven

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

Two-Level Softmax Sampling Done Right: Correcting Bias from Size Imbalance and Dispersion

Sampling from a softmax distribution is a fundamental operation in machine learning, but its linear complexity in the number of items makes exact sampling impractical at scale. Two-level softmax (2LS) sampling is a popular alternative enabling sublinear-time sampling. Assuming items are partitioned into clusters, 2LS first samples a cluster and then an item within it. In this paper, we show that, despite its advantages, 2LS introduces systematic and undesirable sampling biases, which arise from misweighting clusters by ignoring both cluster size imbalance and intra-cluster similarity dispersion. We propose two sampling methods, Size-Corrected 2LS (S-2LS) and Size- and Dispersion-Corrected 2LS (SD-2LS), which correct these biases and provide provably better softmax approximations with negligible to non-existent computational overhead. In-depth experiments on five large-scale datasets validate the improved sampling properties of our methods. We recommend their consistent use in place of standard 2LS in future work.
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Machine Learning (Statistics)

Derivative Gaussian Processes on a Two-Direction Budget

Gradient observations promise more accurate Gaussian process (GP) surrogates, but the cost of incorporating them has long stood in the way of realizing that promise. We propose a derivative GP with a budget of just two directions per observed gradient. One direction focuses on each gradient's direct contribution to target prediction, while the other aggregates its indirect contributions through correlations with the conditioning function values. Within a Vecchia approximation, where each prediction conditions on $m$ nearby inputs in $d$ dimensions, this construction represents their $md$ gradient coordinates using at most $2m$ directional derivatives, giving $\mathcal{O}(m^3)$ dense factorization cost per prediction target. For general conditioning sets, we bound the posterior approximation error relative to using full gradients and characterize when the error is small or the approximation is exact. In simulations, our method matches the accuracy of a leading exact gradient-reduction method at equal conditioning set size. Because its cost grows much more slowly with that size, it can use conditioning sets well beyond the memory limit of the exact method, reaching lower prediction error with a small fraction of the time and memory. Notably, our method can exploit gradient observations while requiring less computation time or memory than function-only GP baselines.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Training Parallel Speculative Draft Models by Directly Minimizing Expected Decoding Rounds

Speculative decoding accelerates large language model inference by using a low-cost draft model to propose tokens that the full-size target model verifies in parallel. Parallel and semi-autoregressive (semi- AR) drafters improve drafting efficiency by proposing an entire block in a single forward pass, but training them raises a new difficulty: the draft distribution for a given position depends on where the decoding round starts, and where rounds start depends on how many tokens earlier rounds accepted. Existing training objectives typically rely on block-local surrogates that ignore this cross-round coupling, and therefore do not directly optimize the global decoding efficiency. In this work, we develop a theoretical framework for training and evaluating these drafters by representing speculative decoding as a Markov reward process. This formulation yields the Expected Decoding Rounds (EDR) objective, which weights local rejection costs by state occupancies and exactly equals the expected number of decoding rounds. Unlike prior surrogate objectives, EDR introduces no auxiliary hyperparameters. We then derive an exact temporal-difference gradient that supports unbiased stochastic optimization from target-model rollouts. The same framework also yields an exact offline evaluator for round counts, enabling paired drafter comparisons on shared target rollouts without running speculative decoding. Finetuning two state-of-the- art drafters, DSpark and DFly, with EDR consistently improves mean accepted length and outperforms existing training objectives across nine benchmarks spanning math reasoning, code generation, and chat.
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Machine Learning (Statistics)

Safe Meta-Policy Design with Risk Control

Models can be retrained as new data arrive, but deploying every new version risks replacing a good policy with a worse one. We study how to plan policy updates (i.e., meta-policy) before future candidates are trained, balancing the benefits of improvement against the risk of performance regression. Our offline meta-policy maximizes expected cumulative value subject to a budget on the expected number of updates that perform worse than the policies they replace. We estimate the value and risk of possible switches from historical learning trajectories, represent an update schedule as a path in a directed acyclic graph, and select a schedule using dynamic programming. A leading-order analysis identifies the signal-to-noise ratio of policy improvement as a key driver of update frequency, waiting times, and risk allocation: clearer improvements support earlier, more frequent updates, while noisier improvements call for longer waits or greater risk expenditure. Their asymptotic rates also reveal a diminishing marginal cost of achieving greater safety over time. Experiments on synthetic and clinical trial data illustrate the performance–risk tradeoff and compare our method with alternative baselines.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Koopman Observers for Diffusion Acceleration: Correcting Feature Forecasts with Shallow Measurements

Feature caching accelerates diffusion sampling by replacing expensive network evaluations with predictions from previously computed activations. However, forecasts based only on past features cannot directly incorporate changes in the current denoising state. We investigate whether inexpensive, freshly computed features can serve as observations for correcting these predictions. We introduce an observation-corrected Koopman framework for accelerating frozen diffusion models. Using calibration trajectories, we identify finite-dimensional, time-dependent Koopman approximations that jointly describe the increments of shallow and deep network features. During accelerated sampling, these operators predict the evolution of expensive deep features, while innovations in the observed shallow features correct the predicted state. Periodic full evaluations refresh the observer, and all generative-model parameters remain unchanged. This formulation enables controlled comparisons of temporal prediction and observation correction. Across three 10,000-image runs per dataset, our method reduces paired Inception-feature MSE by $19.9\%$ on CIFAR-10 and $11.9\%$ on a ten-class ImageNet subset relative to channelwise affine prediction under the same four-partial-step schedule. Matched ablations attribute additional reductions of $4.54\%$ and $4.67\%$ to observation correction. The observer achieves $1.89\times$ and $1.85\times$ measured speedups over DDIM-50, supporting improved reference-sampler fidelity without retraining the denoiser.
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Machine Learning (Statistics)

Dataset Pruning from First Principles: A Label-Free Linear Programming Approach

Dataset pruning reduces a large training set to a representative subset while preserving model performance. Existing geometry-based methods typically assume that nearby points in embedding space share similar properties. Rather than imposing this assumption, we derive geometric selection criteria by reformulating unbiased subset selection as a variance minimization problem. Unbiasedness ensures that unweighted subset averages recover full-dataset averages in expectation, including losses and gradients at fixed model parameters. Specifically, we characterize a family of unbiased subset selection algorithms as a high-dimensional polytope. In this context, minimizing the expected sampling variance is a linear objective. Differences in sampling variance, averaged over rigid motions, admit closed-form pairwise expressions. Because the polytope has high dimension, directly applying standard linear programming is impractical. We instead use these expressions to construct an efficient vertex walk that optimizes an approximation of the variance objective while preserving unbiasedness, yielding a method that requires neither labels nor model training during selection. Across CIFAR-10, MNIST, and CelebA benchmarks, our method matches or exceeds uniform sampling in mean test accuracy at every evaluated budget and outperforms competing geometric methods in several settings, particularly at small selection budgets. Beyond dataset pruning, the same framework reduces stochastic-gradient variance by increasing diversity within mini-batches while keeping the batch size unchanged.
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Machine Learning (Statistics)

Data Reuse in Non-Stationary Learning

We consider online learning in non-stationary environments, where the goal is to track an unknown parameter that switches abruptly between a finite set of recurring values. Recurrence opens the possibility of judiciously reusing past observations to improve algorithm performance. However, the changing nature of the underlying signal and lack of information on these dynamics may limit the ability to "safely" reuse data. In this paper we quantify some of the fundamental tradeoffs in this class of problems, and show that they bear a certain resemblance to the classical bias-variance dilemma. Specifically, we propose a class of anytime algorithms, dubbed Exposure-Capped Reuse (ECR), that combine online change detection, compatibility testing, and "contamination" control. We characterize the regime in which ECR's regret scales with the number of distinct values rather than the number of changes, and derive a novel information-theoretic lower bound that establishes the near-minimax optimality of ECR. This provides rigorous quantification of the statistical "value" of data reuse.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Revisiting Explainable AI through Model-Independent Concept Dictionaries

Modern applications of AI rely on increasingly complex models. Explainable AI (XAI) has emerged as a set of techniques aimed at improving model transparency. However, existing XAI methods typically assume input features to be inherently interpretable, or they rely on intermediate internal abstractions that are difficult to characterize and highly architecture-specific, hindering consistent use across models. To address these limitations, we propose DictXAI, a method that defines concepts directly in the input domain via a dictionary—a large, potentially overcomplete set of predefined elements, each carrying an interpretable meaning. Technically, DictXAI first computes a sparse code of the input and then attributes the model's prediction to the associated dictionary elements. We demonstrate the actionable nature of DictXAI explanations, showing that they can attribute AI malfunctions (e.g., Clever Hans effects) directly to identifiable artifact patterns in the data, while fostering human-AI alignment on intricate biomedical signals. We further demonstrate our method's ability to operate across a wide variety of dictionaries, including learned image bases, analytically defined waveforms for electrocardiography, and experimentally acquired dictionary elements. Overall, our results show that DictXAI provides more interpretable, actionable, and architecture-agnostic insights than classical XAI or existing concept-based approaches.
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All authors Thomas Schnake, Doreen Schöppenthau, Alexander Meyer, Jacques Corbeil, Klaus-Robert Müller, Grégoire Montavon

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

Shared Gaussianization: What Gaussian Regularizers Certify About Contrastive Learning, and What They Miss

What can a distribution-matching regularizer such as SIGReg in LeJEPA certify about contrastive learning? We study shared Gaussianization (SG), a characteristic-function Gaussianity test on the average of two normalized views, scaled by an independent $\chi_d$ radius. Because disagreeing views shorten the average, one test detects both misalignment and non-uniformity. SG vanishes exactly at the aligned, uniform minimizers of population InfoNCE, and under equal marginals it bounds the InfoNCE excess by $4\cdot 3^{3/4}\beta$ times the square root of the SG loss, plus a term linear in the loss. The square-root rate and this dimension-free constant are sharp, and no squared mean-embedding distance on view pairs achieves a faster rate. With an explicit alignment term, a rotation-invariant uniformity test gives a linear bound if and only if its spectrum dominates that of InfoNCE's kernel $e^{\beta u^\top v}$; SG's own test does, Gaussian kernels $e^{-\gamma \|u-v\|^2}$ qualify exactly when $\gamma \ge \beta/2$, and moment matching never does. Away from the optimum, the objectives differ. Along an isotropic nuisance channel, pure SG lowers its loss by adding per-view nuisance whenever the shared code is non-uniform. An alignment weight above the channel's gain makes the nuisance-free solution a strict local minimizer; for LeJEPA, the same rule gives a critical SIGReg weight that decreases with the batch size. At finite batch size, an off-diagonal U-statistic removes a plug-in bias toward misalignment. In controlled latent-variable models, pure SG retains per-view style, an alignment weight above the measured gain removes it, and for LeJEPA at three batch sizes the measured gain separates the encoders that retain style from those that do not. InfoNCE training also reaches a lower SG$_{0.2}$ loss than SG$_{0.2}$ training from scratch, which points to an optimization gap.
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All authors Ruoyu Zhao, Yuting Chen, Jinheng Zhang, Zhehao Zou, Tong Che

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

Neural Sampling with Reweighted Normalizing Flows via the Wasserstein–Fisher–Rao JKO Scheme

We propose a neural algorithm for sampling from distributions specified by unnormalized Boltzmann densities. Our approach is based on the Jordan–Kinderlehrer–Otto scheme for the Kullback–Leibler divergence in the Wasserstein–Fisher–Rao geometry (WFR JKO scheme). Our contributions are twofold. First, we prove that, for any fixed step size, the exact WFR JKO iterates converge exponentially fast to the target as the number of iterations tends to infinity. Notably, this result requires no structural assumptions on the target, such as log-concavity or a logarithmic Sobolev inequality. Second, we develop a neural implementation of the WFR JKO scheme that parametrizes its transport and reaction components using reweighted normalizing flows. Numerical experiments on challenging multimodal targets demonstrate the promising performance of the proposed method.
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Machine Learning (Statistics) · Cross-listed from cs.LG

Finite-Sample Approximation of Hessian-Guided Perturbed Wasserstein Gradient Flows

Wasserstein gradient flow extends gradient descent to probability measures. Its Hessian-guided perturbed variant (PWGF) adds Gaussian perturbations to escape saddle points in nonconvex problems. We investigate when its approximation by finitely many interacting particles remains accurate over growing time horizons. Our analysis retains the curvature accumulated along the population-driven reference path: negative curvature can amplify approximation errors, while subsequent positive curvature can damp their influence. This captures favorable scenarios in which temporary instability is compatible with accurate tracking over growing horizons. Under regularity assumptions and a prescribed common perturbation schedule, we prove particle and objective-value tracking bounds on a high-probability event for reference paths satisfying explicit conditions on accumulated curvature. To handle state-dependent Gaussian jumps, we construct a population-first coupling that preserves the reference particles' conditional independence and reduces jump errors to covariance comparison. We verify the conditions in a variance-plus-cosine model, where curvature recovery yields a growing-horizon tracking guarantee. We also establish local attraction, transverse descent, and positive second variation in two regions of a regularized matrix-factorization model, motivating a positive-negative-positive curvature pattern.
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Machine Learning (Statistics)

RoBART: Bayesian Additive Regression Trees with Tree-Specific Rotations

Bayesian additive regression trees (BART) can require many splits to approximate boundaries misaligned with the predictor axes. RoBART assigns each tree a rotation shared by all internal nodes, retaining axis-aligned splits in rotated coordinates and constant leaves. We jointly propose a Givens rotation sequence and cutpoints on the resulting grid by Metropolis-Hastings and establish reversibility with respect to the conditional posterior with leaf means integrated out. For additive functions with component-specific rotations and anisotropic Hölder smoothness, we prove posterior contraction in empirical $L_2$ distance and for the noise standard deviation. Under the stated prior, design, and grid conditions, with fixed numbers of predictors, trees, and components and no more components than trees, the rate is a sum of componentwise rates determined by smoothness and the number of rotated coordinates used. We also establish a posterior contraction lower bound showing that there exist functions for which RoBART adapts to the intrinsic dimension but axis-aligned BART does not.
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Machine Learning (Statistics) · Cross-listed from math.GT

Computations of the slice genus and the unknotting number of links via machine learning

Links are disjoint unions of circles smoothly embedded in $S^3$. We use reinforcement learning and Bayesian optimisation to obtain new upper bounds on several link invariants that are not known to be algorithmically computable: the slice genus and the unknotting number for links, and the strong slice genus for algebraically split links. We also compute lower bounds using known invariants. Combining the upper and lower bounds, we obtain new exact values in many cases. Our unknotting agents can reproduce the non-additivity of the unknotting number for several counterexamples due to Brittenham and Hermiller, in some cases finding new unknotting trajectories.
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All authors Yutong Dai, Oliver Hayman, András Juhász, Ludovico Morellato

Machine Learning (Statistics)

Broadly Applicable Approximate MCMC for Switching Stochastic Differential Equations Using Uniformization and Time-Conditioned Factorized Neural Likelihood Estimation

Switching stochastic differential equations (SSDEs) describe continuous-time dynamics whose parameters switch according to a latent regime process that follows a continuous-time Markov chain (CTMC). By allowing dynamics to change between regimes, SSDEs represent heterogeneous system behavior and have been applied across diverse fields. However, Bayesian inference for SSDEs remains difficult, and existing SSDE inference methods have limited applicability, with restrictions such as noise-free observations, univariate states, linear drift, or state-independent diffusion. In this study, we propose an approximate Markov chain Monte Carlo sampler for SSDEs using uniformization and factorized neural likelihood estimation (FNLE), a simulation-based inference method. Uniformization provides an exact representation of the CTMC but requires SDE transition densities over arbitrary time intervals. We approximate these densities by training a time-conditioned FNLE model. The resulting sampler is broadly applicable to SSDEs without requiring analytically tractable transition densities. In synthetic-data experiments, our method recovered regime paths and parameters for three SSDE models for which previous methods have limited applicability. We also applied our method to a real dataset and detected a regime transition.
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Machine Learning (Statistics)

Universal Local Error and Realized Amplification for the First-Order EDM Predictor

We analyze the first-order deterministic diffusion sampler of Karras et al. (2022), termed EDM, in 2-Wasserstein distance by separating two sources of error: local discretization error and its amplification by subsequent learned steps. We prove that local error admits a universal bound: for any data distribution with finite second moment, the one-step discretization error is quadratic in the step size, with an explicit constant that does not depend on the data distribution. Error propagation, in contrast, depends on the learned network. At high noise levels, we exploit the network parametrization of EDM to derive an explicit contraction criterion. At low noise levels, we measure propagation through the amplification realized on the distributions transported by the sampler; this realized amplification can be arbitrarily smaller than the worst-case Lipschitz constant. This analysis yields an $O(e^{\Lambda_K}/K)$ global discretization error for $K$ sampling steps, where $\Lambda_K$ is the low-noise log-amplification. Experiments on a one-dimensional Gaussian mixture show how measured amplification accounts for slower error decay on finite sampling grids. Diagnostics on a pretrained CIFAR-10 model illustrate related stability mechanisms without certifying the global assumptions.
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