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109 papers in stat.ML
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math.NAcs.LGcs.NA Xin He, Huan Lao, Xiliang Lu et al. · Oct 22, 2026

This paper studies P-trainable neural networks, where a proportion P of hidden neurons are trainable and the rest stay fixed as random features, bridging random feature methods and fully trainable networks. The authors establish two-layer approximation bounds showing that a small trainable fraction can capture most of the gain when initialization mismatch is large, yielding a phase transition in rates of the form $\mathcal{O}(((P/\kappa_1^*+(1-P)/\kappa_0^*)m/\log m)^{-\alpha})$. They verify these assumptions explicitly for spherical biased-ReLU features and present numerical experiments showing analogous phase transitions in training losses across architectures with up to 15 layers.

Constructing accurate and computationally tractable approximation spaces is a fundamental task in scientific computing. Partially trainable neural networks bridge fixed random features and fully adaptive representations. This paper quantifies a phase transition pattern in approximation bounds and observes analogous behavior in training errors: a rapid but smooth initial improvement followed by diminishing returns, with a sharper transition under greater initialization mismatch. Under polynomial spectral decay with exponent $\alpha>1$ and leverage compatibility, we establish a squared $L_2$ approximation rate $\mathcal{O}((\kappa_P\log(m/\delta)/m)^\alpha)$ for two-layer networks of width $m$ and trainable proportion $P$, where $\kappa_P=(P/\kappa_1^*+(1-P)/\kappa_0^*)^{-1}$. The bound holds uniformly over the unit ball of a reproducing kernel Hilbert space (RKHS) with probability at least $1-\delta$. The constants $\kappa_0^*$ and $\kappa_1^*$ quantify the fixed and trainable groups' sampling mismatches relative to the target RKHS. For spherical biased-ReLU features in dimension $d$, we verify these assumptions with $\alpha=(d+2)/(d-1)$ and $\kappa_0^*=4\sqrt{2}\tau(d+1)/d$ for initialization scale $\tau\ge1$, and $\kappa_1^*=1$ under ridge leverage sampling. For $d=5$ and $\tau=10$, a trainable proportion of approximately $4.1\%$ captures $90\%$ of the reduction in the approximation bound from $P=0$ to $P=1$. A structured three-layer example illustrates how a few trainable first-layer neurons exploit fixed downstream blocks through nonlinear composition. Numerical experiments across diverse settings, including networks with up to 15 layers, exhibit similar phase transitions in training errors.
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stat.MLcs.LGstat.ME Isaac Gibbs, Elise L. Han, Ryan J. Tibshirani et al. · Oct 22, 2026

AI systems increasingly make consequential decisions, but fully auditing every output is infeasible at scale. This paper studies selective auditing: sequentially deciding when to trust an AI decision versus escalate it to an expert, using only a scalar confidence score. The authors frame this as an online constrained optimization problem and derive algorithms that guarantee the fraction of unaudited errors stays below a user-specified threshold α without any distributional assumptions. The core contribution is an optimally efficient algorithm that provably minimizes audit effort for both adversarial and i.i.d. data streams.

We consider online monitoring of an AI system that produces a sequence of decisions. At each round, the system outputs a proposed decision together with a confidence score estimating the trustworthiness of the decision. The decision and confidence score need not be produced by the same model: for example, one agent may propose a decision, while a separate verifier agent evaluates it and outputs a correctness or safety score. Based on this information, we must decide whether to accept the AI decision automatically or consult an expert, such as a human auditor, who reviews the proposal and either accepts or corrects it. We formulate this task as an online constrained optimization problem in which the goal is to minimize the frequency of expert auditing while guaranteeing that the fraction of AI errors that go unaudited stays below a user-defined threshold. We derive a family of algorithms with provable error-control guarantees with no assumptions, including a method that is optimally efficient: it asymptotically attains the best achievable auditing rate for both adversarial and i.i.d. data streams. Experiments on screening harmful requests to large language models, qualitative text annotation, and data labeling show that our methods achieve valid error control in practice while substantially reducing the need for human auditing compared to baselines.
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cs.LGstat.ML Yuxuan Cai, Yuan Cao · Oct 22, 2026

This paper asks whether transformers that generate intermediate reasoning steps can discover new algorithms beyond the teacher they are trained to imitate. It designs a two-stage training protocol for in-context linear regression—first supervised by gradient descent, then by ground-truth weights—and proves that a one-layer linear self-attention transformer learns the Heavy-Ball method. The result matters because it gives a rigorous case where chain-of-thought reasoning internalizes acceleration rather than simply memorizing the supervised update.

Modern transformers often solve complex tasks by generating and refining intermediate reasoning steps. To develop a theoretical understanding of chain-of-thought (CoT) reasoning, a notable recent study by Huang et al. (2025) viewed transformers as algorithm executors, and showed that when transformers' CoT steps are supervised by a gradient-descent teacher, they can learn to implement gradient descent for in-context weight prediction in linear regression. In this paper, we study the same in-context weight prediction task but ask whether CoT reasoning can go beyond merely imitating the teacher algorithm. We show that, after initial supervision from a gradient-descent teacher, further trajectory-level supervision using the true regression weights leads the model to implement the Heavy-Ball method, thereby achieving acceleration over the original teacher. Notably, this accelerated algorithm emerges without supervision from any Heavy-Ball teacher. Our results provide a concrete theoretical example in which transformer reasoning can discover new algorithms through training, rather than merely imitate the algorithm used for supervision.
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math.SGmath.APmath.DG Viktor Stein, Levin Maier, Wuchen Li et al. · Oct 22, 2026

Transformer attention is commonly viewed as an interacting particle system, yet the mean-field limit on probability densities over $\mathbb{R}^d$ lacks rigorous geometric foundations on non-compact domains. This paper derives accelerated attention blocks from Nesterov-type damped Hamiltonian dynamics on spaces of probability measures, introducing a local-mobility geometry for softmax attention and a quotient Stein geometry for linear attention. The theory yields sharp PDE well-posedness and finite-time blow-up results, plus quantitative links to token-norm growth across discrete layers. Small-scale language-modeling experiments report minor validation-loss improvements at increased computational cost.

The attention mechanism underpins modern large language models, yet their dynamics remain only partially understood. Recent perspectives interpret attention blocks as interacting particle systems, whose mean-field limits correspond to gradient flows of energy functionals on spaces of probability densities on $\mathbb R^d$ equipped with Wasserstein-type metrics. We extend this viewpoint by deriving accelerated attention blocks from inertial, Nesterov-type damped Hamiltonian dynamics on these density spaces, developing the geometry and differential calculus needed to make the construction rigorous. In particular, we introduce a local-mobility geometry for the Otto-Wasserstein and softmax-Wasserstein settings, and a quotient Stein geometry that resolves the degeneracy of the linear-attention kernel to yield a well-defined metric and differential calculus. We provide rigorous foundations when softmax attention admits a gradient-flow formulation and when its inertial counterpart admits a damped Hamiltonian on explicitly characterized domains. For linear attention, we obtain a finite-dimensional solution theory with sharp conditions for global existence versus finite-time second-moment blow-up. We further prove a quantitative link between continuous moment blow-up and the discrete-layer depth at which token norms cross a prescribed threshold. Finally, motivated by the finite-token geometry, we propose geometric corrections to token and momentum updates. In decoder-only, nanoGPT-style experiments on TinyStories and OpenWebText, these corrections lower validation negative log-likelihood on next-token prediction relative to momentum-only controls.
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stat.MLcs.LG R\'emy Chapelle (CB, EVDG, CESP) · Oct 22, 2026

High-dimensional nonparametric density estimation is notoriously plagued by the curse of dimensionality. This paper proposes to factorize the joint distribution autoregressively into a product of one marginal and $d-1$ conditional densities, estimating each factor with parallel gradient boosting (PGB), a fast tree-based multi-quantile regression method. The authors prove that for subadditive divergences the joint convergence rate is governed by the hardest factor, and that when conditional estimators adapt to sparsity the optimal rate relates to the treewidth of an underlying dependence graph. Together, the theory and experiments suggest that flexible autoregressive factorization offers a practical off-the-shelf alternative to kernels, copulas, and random forests for moderate-to-high dimensional continuous data.

Nonparametric estimation of joint probability distributions is a core problem in statistics, which is notoriously challenging with high-dimensional data. Such challenges also arise with conditional distribution estimation and have led to flexible algorithms that aim to tackle the ''curse of dimensionality'' by exploiting predictive structures of lower dimension than the ambient space. In this paper, we study the use of such conditional distribution estimators to estimate joint distributions by factorizing the latter in an ''autoregressive'' way. We show that for loss functions satisfying a subadditivity property, bounds on the convergence rate of an autoregressive estimator can be derived from bounds on the convergence rate of the conditional distribution estimators. These bounds relate the difficulty of estimating the joint distribution to that of estimating the most challenging factor in the autoregressive factorization. When the conditional estimators adapt to sparsity in their conditioning sets, we characterize this difficulty through variable elimination in an undirected dependence graph. This allows bounding the rates of convergence by quantities related to the sparsity of the graph, and provides an additional motivation for the autoregressive approach. We then evaluate the practical performance of an autoregressive estimator based on parallel gradient boosting, a flexible nonparametric method for estimating conditional distributions. The estimator demonstrates competitive estimation performance on various simulated and real datasets, even without optimizing the factorization order. Together, these results support nonparametric autoregressive estimation as a practical approach to flexible joint distribution estimation.
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cs.CVstat.ML Xihao Wang, Chengyao Yu, Ruixing Ming · Oct 22, 2026

Post-hoc calibration usually adjusts confidence scores globally, which ignores that neural networks can be miscalibrated differently in different regions of feature space. This paper proposes Local Adaptive Probability Estimation (LAPE), a residual framework that keeps an existing global calibrator as a stable anchor and adds a non-parametric local correction drawn from neighboring calibration samples in the learned feature representation. It also extends this idea to multi-view inputs through Cascade Feature Augmentation Fusion (CFAF). By exploiting local geometry without retraining, the work targets high-stakes settings where uniform global corrections leave spatially varying errors untouched.

Deep neural networks often struggle to provide reliable confidence estimates, making post-hoc calibration essential for reliable decision-making. Existing post-hoc methods largely rely on score-based transformations, which improve marginal calibration but often fail to capture spatially varying miscalibration in local regions of the learned feature space. To address this gap, we propose Local Adaptive Probability Estimation (LAPE), a post-hoc residual calibration framework. Specifically, LAPE treats the global calibrator output as a stable anchor and refines the individual prediction by leveraging non-parametric local evidence from neighboring calibration samples. As a plug-and-play refinement module, LAPE effectively utilizes the information about feature-space geometry and can reuse the calibration data that are used to construct the global calibrator. Furthermore, we extend LAPE to the setting with multi-view inputs through Cascade Feature Augmentation Fusion (CFAF). Extensive experiments demonstrate that the proposed methods can improve the calibration quality of various existing baselines and remain efficient and robust across different settings.
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stat.MLcs.LGstat.AP Ryan Heejoon Byun, Dayeon Yoon, Won Chang · Oct 22, 2026

Standard computer-model calibration focuses on parameter posteriors, not the predictive accuracy of the calibrated simulator. The authors propose a two-layer framework: a flow-matching model amortizes posterior inference, then conformal risk control tunes parameter sets so the simulator pushforward hits a target miscoverage on synthetic calibration data. This targets the quantity that actually matters downstream—predictive coverage—while exploiting amortization to avoid expensive per-observation MCMC. Experiments on synthetic and real epidemiological data show roughly 5× sharper bands than KOH–MCMC with near-nominal coverage.

Computer-model calibration is usually undertaken in service of prediction, yet neither Bayesian Kennedy-O'Hagan (KOH) calibration nor amortized simulation-based inference is built to control the predictive error of the calibrated simulator. When parameters are weakly identified or the data-model discrepancy is misspecified, the simulator-output bands induced by a nominal posterior level can be far from nominal. We propose a two-layer framework that targets predictive miscoverage directly. First, a conditional flow-matching model learns an amortized posterior for the calibration parameters, trained on simulator outputs perturbed with Gaussian-process discrepancies of varying structure. Second, conformal risk control arranges posterior draws for the target observation into nested candidate sets and selects the smallest one whose fixed-rank pointwise bands attain a prescribed time-averaged miscoverage on a synthetic calibration sample. Under exchangeability of calibration and target observations, the bands control expected miscoverage in finite samples. In a synthetic benchmark, the proposed bands are roughly 20% the width of KOH-MCMC bands with miscoverage near the 10% target. In calibrating an age-structured SEIR model to the 2010 Malawi measles outbreak, they are again sharper and near-nominal, and the weeks they fail to cover coincide with the asymmetric epidemic decline, exposing structural inadequacy of the mechanistic model.
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stat.MLcs.LG Rui Qiu, Fang Yao, Zhou Yu · Oct 22, 2026

Conformal prediction for non-Euclidean responses is underdeveloped because conventional scores require residuals or densities that assume a vector-space structure. This paper introduces the conditional expected local radius, $R_\beta(\omega|x)=\frac{1}{\beta}\int_0^\beta Q_x(\omega,\tau)\,d\tau$, as a nonconformity measure in general metric spaces, and estimates the conditional distance profile, the CELR, and its conditional distribution from a single metric distributional random forest. The result is a computationally cheaper alternative to the conditional profile score method of Zhou and Müller (2025) with uniform consistency and asymptotic conditional validity guarantees.

We introduce the conditional expected local radius (CELR) and develop a new conformal prediction method for non-Euclidean responses in general metric spaces. CELR measures local conditional probability concentration, allowing prediction sets to accommodate heterogeneity and multimodality without requiring densities or a vector space structure. Its conditional distribution yields a nonconformity score that is comparable across covariate values and avoids costly transport comparisons between distance profiles. We further adapt a metric distributional random forest that handles multivariate covariates and nonlinear interactions, while a single forest fit supplies all score components, reducing computation by eliminating repeated local fitting. We establish uniform consistency of the estimators and asymptotic conditional validity under suitable regularity conditions, together with finite-sample marginal coverage under exchangeability. Numerical studies demonstrate effective uncertainty quantification across different metric spaces and substantial computational savings over the conditional profile score method.
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cs.LGcs.AIstat.ML Erik Bodin, Lisa Maria Kreusser, Donney Fan et al. · Oct 22, 2026

SABLE tackles expensive optimisation in the high-dimensional latent spaces of pretrained generative models — a regime where latent dimension $D$ can reach $40{,}500$ while the evaluation budget $N$ is orders of magnitude smaller. The core idea is to use a Bayesian affine surrogate on the characteristic-radius sphere, decoupling acquisition into a data-sized in-span component and a scalar off-span norm that is prescribed by a finite-horizon schedule rather than left to expected improvement. Together with a fast recompression scheme that bounds model-refitting cost to $\mathcal{O}(M^{2}D+M^{3})$, the method achieves tens-of-millisecond decisions and strong sample efficiency on synthetic and scientific benchmarks.

Complex objects such as engineering designs and proteins are often difficult to optimise because their design spaces exhibit high-dimensional structure and objective evaluations are expensive. Generative models provide continuous latent representations, but their latent spaces can have thousands to tens of thousands of dimensions, creating a regime where the latent dimension $D$ greatly exceeds the evaluation budget. We introduce SABLE, a Bayesian optimisation method for high-dimensional latent spaces with an isotropic distribution and limited budget. SABLE uses a Bayesian affine surrogate for prediction and acquisition, treating higher-order structure as surrogate discrepancy. After $N$ observations, the slope update has dimension at most $N-1$, yielding a decomposition of each query into an in-span component optimised by expected improvement (EI) in at most $N$ dimensions and an off-span component governed by a scalar norm. We show that the off-span norm implicitly selected by affine EI can lead to underexploration, and SABLE instead prescribes it using a finite-horizon schedule, without restricting search to a learned subspace. A recompression scheme reduces information to $\mathcal O(M)$ pseudo-observations, bounding refitting cost by $\mathcal O(M^2D+M^3)$ while keeping parameter inference, prediction, and acquisition decisions to tens of milliseconds. Across synthetic benchmarks and latent-space optimisation tasks, SABLE achieves high sample efficiency and reduces decision time by several orders of magnitude at large budgets.
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cs.LGstat.ML Ruijia Zhang, Soufiane Hayou · Oct 22, 2026

This paper studies whether width and depth limits commute not just at initialization, but during training, for linear residual networks with $1/\sqrt{L}$ branch scaling and $\mu$P width scaling. Its core result is that under clipped gradient descent, the trained output converges in $\mathbb{L}_2$ as $\min\{n,L\}\to\infty$ for any fixed number of steps, proving the order of limits does not matter. Without clipping, commutativity holds only in probability, because the second moment can diverge with depth even after a single gradient step. The finding matters because it rigorously characterizes joint scaling limits in a tractable deep-learning model and isolates gradient clipping as a key enabler of stable infinite-depth training.

Recent work established that the infinite-width and infinite-depth limits of residual networks commute at initialization when residual branches are scaled by $1/\sqrt{depth}$. In particular, the network output converges to the same limit whether width and depth tend to infinity sequentially or jointly. We extend this commutativity result to training in linear residual networks. Under the same $1/\sqrt{depth}$ residual-branch scaling (Depth-$\mu$P) and the $\mu$P width parameterization, we prove that, for any fixed number of gradient-descent steps with gradient clipping, the network output converges in $L^2$ along every joint width--depth growth path as both width and depth tend to infinity. Consequently, the infinite-width and infinite-depth limits commute throughout any finite training horizon. Without gradient clipping, the corresponding $L^2$ convergence does not hold in general, but we establish the weaker convergence in probability.
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cs.LGstat.ML Wenye Ren, Anna Gy\H{o}rffy-Kerekes, Tancredi Dorsi et al. · Oct 22, 2026

Global AUC can hide regions where a classifier discriminates poorly, which is dangerous in high-stakes clinical risk stratification. This paper introduces LOCATOR, a method that computes a localized AUC ($\mathrm{LAUC}$) for each participant by weighting all event–non-event pairs by Gower-distance similarity, then trains an XGBoost regressor on $\logit(\mathrm{LAUC})$ from baseline covariates to flag high- and low-competence regions without subsetting the data. The authors derive asymptotic properties of the $\mathrm{LAUC}$ estimator and apply the framework to the guideline-endorsed PREVENT model in NHANES, with external validation in UK Biobank.

Risk prediction models are frequently evaluated with AUC, which means that during evaluation we are blind to performance heterogeneity, which could lead to bad decision-making in clinics. In this work, we aim to change that by identifying patient cohorts for whom the risk prediction model might not be an accurate predictor. To separate these cohorts, we use a version of the weighted AUC, which we call Localized AUC or LAUC. Using this metric, we build a method that we coin LOCATOR. This method is able to identify cohorts of patients for whom the risk prediction model is inaccurate. We test this method both in real-world data and in simulations. We also build a statistical background for the use of Localized AUC for our purposes.
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stat.MLcs.LGmath.PR Yuansi Chen, Francesco Pedrotti, Peter A. Whalley · Oct 22, 2026

Classical analyses of the Unadjusted Langevin Algorithm (ULA) in Wasserstein-2 distance predict a dimension-dependent mixing time and bias, yet empirically ULA often estimates low-dimensional statistical functionals accurately without scaling the step size with dimension. This paper proposes using the subspace robust Wasserstein (SRW) distance to analyze ULA on ridge-separable Bayesian posteriors, proving that iteration complexity can be dimension-free in both the overparameterized regime ($N \lesssim d$) and the large-sample regime ($N \gtrsim d^2$), while showing such guarantees are impossible near the proportional regime $N \asymp d$. The results explain a bell-shaped bias profile and provide a rotationally invariant alternative to prior $\ell^\infty$-based dimension-free analyses that fail under isotropy.

The Unadjusted Langevin Algorithm (ULA) is widely used for high-dimensional Bayesian inference. Classical analyses in Wasserstein-2 distance predict an asymptotic bias and a mixing time that grow with dimension, but this metric is stronger than necessary for many statistical tasks. We instead analyze the bias in subspace robust Wasserstein distance, which controls the mean and arbitrary low-dimensional marginals and is therefore well suited to observables typically estimated in practice. For ridge-separable potentials formed with i.i.d. data, we prove high-probability bounds showing a bell-shaped mixing profile as the number of data points $N$ varies relative to the dimension $d$. In the overparameterized regime, the effective dimension is the rank $N$ of the data-dependent perturbation, leading to complexity depending on $N$ rather than $d$. In the large-sample regime, Gaussian-perturbation estimates yield dimension-free complexity once $N$ is sufficiently large. In contrast, near the proportional regime $\asymp d$, we prove that dimension-free guarantees are impossible in general.
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cs.LGstat.ML Tim Nico Bauerschmidt, Isabel Valera, Jilles Vreeken · Oct 22, 2026

Next-event prediction in sequential data is usually handled by opaque neural networks, while existing symbolic rule methods lack a principled way to form a unified predictive model. This paper introduces Rules, a neuro-symbolic network that learns Temporal Conjunctive Prediction Rules via differentiable temperature annealing, and Runes, which adds a residual transformer to correct rule-based logit predictions. It matters because it offers an explicit accuracy-interpretability trade-off, producing compact, inspectable symbolic rules for safety-sensitive domains while remaining competitive with black-box transformers.

In real-world applications, being able to explain why a prediction is made is often as important - if not more so - than achieving high accuracy. However, existing methods for sequential event prediction typically prioritize accuracy at the expense of interpretability. Neuro-symbolic approaches offer a promising direction to improve interpretability by learning symbolic rules, but extending them to next-event prediction is challenging due to the presence of temporal dependencies. We introduce RULES, a neuro-symbolic model that learns sequential rules directly from data, and combine it with a residual network to form RUNES (Rule Network for Event Sequences). RULES accurately recovers ground truth rules from synthetic data and discovers compact, interpretable rule sets on real data. RUNES combines these rules additively with a residual network, achieving competitive accuracy while providing transparent access to active rules and how residuals adjust predictions.
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stat.MLcs.LG Caixing Wang, Yue Wang · Oct 22, 2026

Random projections (RP) offer a powerful way to reduce the $O(n^3)$ cost of kernel spectral algorithms, but existing theory has largely been confined to well-specified settings or narrow mis-specified regimes under restrictive boundedness assumptions. This paper establishes high-probability minimax optimal learning rates in Sobolev norms for RP-based spectral algorithms under general source conditions and a Bernstein noise condition, without assuming uniform boundedness of the regression function $f_\rho$. By exploiting the RKHS embedding property and a refined operator similarity analysis, the authors enlarge the optimal source range from $s \geq 1 - 1/\beta$ to $s > \alpha_0 - 1/\beta$, showing that projection dimensions proportional to the effective dimension preserve statistical efficiency while yielding substantial computational savings.

Random projections (RP) offer an effective method for reducing computational and storage overhead while preserving the geometric structure of data. However, existing studies have primarily focused on the optimal generalization performance of specific kernel-regularized algorithms with RP in the well-specified setting and under restrictive conditions. In this paper, we provide a comprehensive and improved analysis of the generalization performance of RP-based spectral algorithms under general conditions \change{without sacrificing statistical efficiency}. By leveraging the embedding property of the reproducing kernel Hilbert space (RKHS) and a refined analysis of the operator similarity, we establish optimal learning rates in Sobolev norms that match the minimax lower bounds up to logarithmic factors. For two common implementations of RP, randomized sketches and Nystr\"{o}m sub-sampling (uniform or leverage-based), we show that the projection dimension required for optimality is proportional to the average or maximal effective dimension, yielding a significant reduction in computational cost while maintaining the statistical efficiency. Our results do not rely on the uniform boundedness assumption on the regression function and are valid across a wide range of source conditions, i.e., $s> \alpha_0-1/\beta$, where $s,\beta$, and $\alpha_0$ denote the smoothness index, capacity index, and the embedding index, respectively. In the benign case when $\alpha_0=1/\beta$, the optimality holds for all $s\in (0,2\tau]$ with $\tau$ and $\gamma$ denoting the qualification index and norm index. Experimental results demonstrate both the theoretical validity and the practical effectiveness of the proposed method.
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stat.MLcs.LG Daniele Micheletti, Federica Zoe Ricci, Erik B. Sudderth · Oct 22, 2026

xVGAE tackles graph generation for moderate-sized, potentially dense graphs where diffusion and autoregressive methods become prohibitively slow. It builds on the Aldous-Hoover representation theorem to design a hierarchical VAE with a global graph latent $z_0$ and node latents $z_i$ that are conditionally i.i.d., using a learnable neural graphon decoder for one-shot generation. The core pitch is that this structure yields sample quality competitive with state-of-the-art while sampling one to three orders of magnitude faster, and produces interpretable latent representations.

Graphs play a crucial role in many applications, ranging from drug discovery to social network modeling and astronomy. Generative models for graphs have substantially advanced in recent years, but we identify relatively simple scenarios where state-of-the-art models struggle to converge within a standard compute budget, or exhibit prohibitively slow generation times. We propose a generative architecture that achieves quality competitive with state-of-the-art models and is orders of magnitude faster at generation. Our approach is inspired by the Aldous-Hoover theorem, a classic representation theorem that characterizes any probability distribution of graphs that is invariant to permutations of node indices or exchangeable. This theorem establishes that three ingredients suffice: a graph-level latent variable, a set of exchangeable node-specific latent variables, and a so-called graphon function that maps graph- and node-level variables to the probability of an edge between any node pair. Given a training set of graphs, our exchangeable Variational Graph AutoEncoder (xVGAE) learns an approximation to their underlying graphons, as well as graph- and node-level latent variables. We show that our xVGAE encodes latent representations that correlate with graph- and node-level properties, and can (quickly, in one shot) generate new graphs that closely match key training set statistics.
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cs.LGcs.AIstat.ML Mahdi Sabbaghi, George Pappas, Hamed Hassani et al. · Oct 22, 2026

Standard on-policy distillation forces a student to copy a teacher at every token, even when the teacher's preferred actions hurt the student's eventual success. This paper proposes Advantage-Based On-Policy Distillation (AOPD), which weights each teacher token by its counterfactual advantage under the current student policy. The key insight is that imitation should optimize for student task reward, not teacher agreement, and the authors derive an unbiased estimator that needs only standard student rollouts and terminal rewards.

Online Policy Distillation (OPD) often outperforms offline methods such as Supervised Fine-Tuning (SFT) by training on trajectories sampled directly from the student. However, standard OPD trains the student to follow the teacher at every state of the trajectory, assuming that teacher guidance is always beneficial. We instead distinguish between what the teacher prefers and what actually helps the current student succeed. We introduce Advantage-Based On-Policy Distillation (AOPD), which weights teacher actions by their counterfactual advantage under the student. Teacher actions that improve the student's expected outcome are reinforced, while those that do not are downweighted. Directly computing these advantages requires trying alternative teacher actions at each step and running new rollouts from each. Instead, we show that the AOPD objective can be estimated using only standard student rollouts and their terminal rewards. Our estimator uses teacher importance weights on the student-sampled actions to provide unbiased advantage-weighted supervision, without any additional rollouts or reward evaluations. This allows AOPD to focus teacher supervision on actions that help the current student while preserving the rollout efficiency of standard OPD. Experiments on math, coding, and Medqa show gains over distillation and RL baselines in both external-teacher and self-distillation settings.
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stat.MLcs.LG Ying Li, Sanyou Wu, Zi Yang et al. · Oct 22, 2026

Standard deep Gaussian processes become increasingly ill-conditioned as depth grows because discrete layer composition amplifies parameter perturbations. This paper proposes replacing the discrete stack with a latent continuous-depth SDE whose drift family carries a GP-based prior, yielding two models: CDGP with a direct separable GP prior, and FlowDGP with a flow-evolved base GP. The central claim is that depth in probabilistic regression is better modeled as continuous latent evolution than as a discrete composition, and that retaining a GP prior over the drift improves stability and competitiveness relative to both discrete DGPs and neural continuous-depth alternatives.

Deep Gaussian processes (DGPs) are appealing Bayesian regression models, but their standard discrete-depth parameterization often becomes harder to optimize as depth grows. We argue that depth is better treated as a latent continuous evolution than as a long discrete stack. We therefore propose a continuous-depth formulation in which the latent representation follows a stochastic differential equation with a depth-indexed drift family equipped with a GP-based prior. This reframes the core design choice as the prior placed on that family, rather than adopting a purely neural continuous-depth parameterization as in neural ODE or neural SDE models. We study two instantiations of this idea: CDGP, a direct GP prior over the state--depth drift, and FlowDGP, a flow-evolved prior that captures richer depth dependence at lower training cost. To motivate the redesign, we analyze how the single-sample DGP objective can become increasingly sensitive under repeated layer composition, while residual DGP is a useful first repair that still remains a finite discrete construction. We also give pathwise sensitivity analysis for the continuous-depth formulation. Experiments on synthetic, benchmark, and large-scale regression tasks show that residual DGP improves over plain DGP, while CDGP and FlowDGP provide a stronger overall story across the regimes we study.
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stat.MEcs.AIcs.LG Xiaojing Sun, Yuhan Zeng, Xiao Wang · Oct 22, 2026

AI agents that act as statistical analysts evolve through model upgrades, prompt edits, and new tools, but each change risks inflating Type I error. This paper introduces continual validation: before any update is deployed, it is frozen and tested on newly simulated null data using exact binomial confidence bounds with a decaying per-update risk budget. The result is a lifetime guarantee that no invalid version passes, which matters because classical fixed-procedure guarantees break under adaptive, open-ended evolution.

AI agents increasingly act as analysts whose decision can often be cast as hypothesis tests. Classical tests control the Type I error rate, the probability of rejecting a true null hypothesis, for fixed procedures. However, AI analysts introduce internal randomness and can evolve continuously over time. As AI analysts evolve, the risk of approving versions with Type I error rates above the target can accumulate, and adaptive use of evaluation feedback can lead to overfitting. We introduce continual validation, which evaluates each proposed AI analyst version before deployment using simulated data under the null hypothesis, with scenarios that can be randomized and expanded over time. We prove that, regardless of how updates are chosen or how many are proposed, the lifetime probability of ever deploying a version whose Type I error rate exceeds the allowed level remains bounded. This guarantees that every subsequent decision controls the Type I error rate at the target level across these scenarios. At the same time, updates with sufficiently low Type I error rates pass validation with high probability, allowing the analyst to continuously improve its performance without sacrificing rigor. In two examples involving evolving AI analysts for bioequivalence studies and product A/B tests, Type I error rates reached 0.098 and 0.183 without continual validation, compared with at most 0.045 and 0.044 with it, while retaining 82% and 96% of the power from optimally selected valid updates.
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cs.LGstat.ML Timo Klein, Thomas Lang, Andrii Shkabrii et al. · Oct 14, 2026

Goal-conditioned RL in complex mazes suffers from a geometric mismatch: Euclidean embedding distances model straight-line proximity, yet walls can make actual route distances highly tree-like and deceptive. This paper introduces Hyperbolic CRL, a drop-in replacement of the critic's Euclidean distance with a hyperbolic geodesic distance on the hyperboloid. Its central finding is that this geometric alignment allows a depth-64 hyperbolic network to outperform a 1024-layer Euclidean baseline on hard humanoid maze tasks while training more than $12\times$ faster and using roughly $13\times$ fewer parameters.

Scaling self-supervised contrastive reinforcement learning (CRL) to 1000-layer Euclidean neural networks has enabled state-of-the-art goal-reaching performance, yet wall-clock time scales linearly with depth. We find that changing the geometry achieves stronger performance with far shallower networks. This matters in complex navigation environments, where walls can make route distance deviate substantially from Euclidean distance. In a U-shaped maze, we show that the longer the route, the more it deviates from Euclidean distance. Hyperbolic CRL addresses this mismatch by replacing Euclidean distances in CRL's contrastive objective with geodesic distances in hyperbolic space. On hard navigation tasks, inductive bias beats scale: depth 64 hyperbolic agents outperform 1024-layer-deep Euclidean networks while training more than $12 \times$ faster and using about $13 \times$ fewer parameters. We observe that hyperbolic agents behave qualitatively better in hard humanoid mazes, where they follow corridors to reach goals, whereas Euclidean agents try straight-line shortcuts over walls. Our results show that matching the representation geometry to the task can substitute for substantial network depth. Code is at https://github.com/Probabilistic-and-Interactive-ML/HypGCRL .
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stat.MLcs.LG Soundouss Messoudi, Youness Mansar · Oct 14, 2026

LLM workflows rely on fast binary decisions like moderation and reranking, but autoregressive generation is too slow for tight latency budgets. This paper studies System One models—lightweight scorers that emit bounded decision scores—and proposes Learn Then Test (LTT) to certify thresholds that maximize the fraction of inputs receiving the utility-maximizing action while controlling the False Omission Rate (FOR) with a finite-sample guarantee. The authors show across six datasets that naive thresholding at the target risk level exceeds the budget in roughly half of settings, whereas LTT violates it in only 7.8% of cases, making a strong case that a probability-like interface is insufficient for safe deployment under asymmetric risk.

LLM workflows and agents rely on a set of binary decisions like allow/block an input, or discard/retain a retrieved document. When human deferral is unavailable, uncertain cases must still receive an action. We study System One decision scores in this setting by defaulting to a conservative fallback when uncertain, and controlling the false omission risk within the subset of inputs assigned the utility-maximizing action. Across six datasets covering moderation, safety, and reranking, we compare general System One models with task baselines and a local open-weights fine-tuned System One model. We show that naive baselines for threshold selection exceed the target risk in roughly half of settings with defined test risk, compared with 7.8\% for Learn Then Test (LTT), which leverages finite-sample statistical guarantees. Our results show why relying on a probability-like interface is insufficient for deployment decisions and how risk-budgeted selection trades useful action against observed error.