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109 papers in stat.ML
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cs.LGmath.OCstat.ML Angelos Assos, Anand Brahmbhatt, Elad Hazan · Oct 14, 2026

This paper studies online convex optimization against comparators that switch $k$ times among only $m$ distinct points, generalizing the classic experts tracking problem to continuous domains. While discretizing the domain and applying the Bousquet–Warmuth long-term-memory algorithm yields information-theoretic regret $\widetilde O(md+k)$, this is computationally inefficient. The authors prove that, under the hypergraphic planted-clique conjecture, no polynomial-time algorithm can achieve $\widetilde O(k^a d^b)$ regret whenever the exponents violate $\theta a + b < \theta + 1/2$, establishing a fundamental computational barrier for exp-concave losses even when $m=2$.

For the fundamental problem of prediction from expert advice, Freund asked whether one could compete with a comparator that switches $k$ times among only $m$ experts. For a discrete set of experts, this problem was resolved by Bousquet and Warmuth (2020), who gave an efficient algorithm with optimal regret matching the information-theoretic limit. We study the analogous problem in online convex optimization, where the action space is continuous. An inefficient algorithm can be derived by discretizing the action space and applying the Bousquet--Warmuth algorithm, giving regret of $\widetilde{O}(md+k)$, while the best known efficient algorithm for this problem has regret $\widetilde{O}(dk)$. We show that this computational inefficiency is inherent, establishing a separation between the information-theoretic and polynomial-time regret achievable for this problem. Specifically, under the hypergraphic planted-clique conjecture, we show that for every polynomial-time algorithm there exist instances for which it incurs at least $(k\sqrt d)^{1-o(1)}$ regret.
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cs.LGstat.ML Yuling Jiao, Lican Kang, Jerry Zhijian Yang et al. · Oct 14, 2026

Gaussian diffusion models poorly cover extreme regions for heavy-tailed data because their light-tailed corruption kernels yield exponentially sparse tail samples. This paper introduces Annealed Lévy Diffusion (ALD), which specifies time-dependent $\alpha(t)$-stable perturbation marginals via a Gaussian scale-mixture representation, enabling a two-phase schedule that transitions from heavy-tailed exploration to Gaussian refinement. The construction retains conditional-Gaussian score matching with only one added scalar input, making it compatible with standard diffusion training while targeting distributions with polynomial tails.

Gaussian diffusion models offer a practical framework for generative modeling. Denoising L\'{e}vy Probabilistic Models (DLPM) introduce heavy-tailed perturbations with a fixed tail index throughout denoising. We introduce Annealed L\'{e}vy Diffusion (ALD). ALD varies the stability index $\alpha(t)$ to combine heavy-tailed exploration with Gaussian refinement. Our marginal-first formulation represents stable noise as a scalar Gaussian scale mixture. This formulation enables standard Gaussian noise-prediction training with one additional scale input. We study two sampling processes. ALD-renoise estimates the clean sample and injects fresh marginal noise. ALD-posterior preserves dependence between successive states through an accumulated conditional variance and a Gaussian bridge update. Both samplers reuse the same trained predictor with different scalar inputs. We evaluate ALD on four 2D benchmarks and an imbalanced nine-mode mixture. We also examine training efficiency and the effects of prediction perturbations on clipped Holtsmark data. Additional experiments evaluate MNIST and CelebA64 generation and CIFAR-10LT augmentation. ALD preserves local geometry on the evaluated light-tailed and manifold-structured targets.
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cs.LGstat.ML Kapilan Balagopalan, Hao Qin, Kwang-Sung Jun et al. · Oct 14, 2026

Contextual partial monitoring is a sequential learning problem where the learner observes only partial feedback instead of incurred losses. The paper proposes E2D.PMSide, a computationally efficient instantiation of the Estimation-to-Decisions (E2D) meta-algorithm that reduces contextual partial monitoring to online regression. Its core contribution is replacing E2D's intractable per-round minimax exploration rule with tractable surrogates—epsilon-greedy for globally observable games and inverse gap weighting for locally observable ones—thereby achieving optimal $O(T^{2/3})$ and $O(\sqrt{T})$ regret rates. The work matters because it provides the first oracle-efficient algorithms for this setting with general function approximation and demonstrates practical benefits on LLM routing and label-efficient prediction.

We study finite stochastic partial monitoring (PM) games with side information, a paradigm of sequential learning with partial feedback. On each round $t \in [T]$, both player and environment observe a context and player chooses an action and environment simultaneously chooses an outcome. The player neither observes the outcome nor the loss; instead, they only observe a feedback symbol which is partially informative about the outcome. We utilize the Estimation-to-Decisions (E2D) meta-algorithm of Foster et al.(2021) to design E2D.PMSide, a computationally efficient framework for contextual partial monitoring, which uses an online regression oracle to efficiently estimate the outcome distributions based on historical (context, action, feedback symbol) tuples. Since the exploration rule given by the original E2D algorithm is intractable to compute, we propose two computationally efficient exploration rules that achieve optimal regret orders in $T$: in the globally observable setting, our exploration rule is based on $\epsilon$-greedy, while in the locally observable setting, our exploration rule uses inverse gap weighting (Foster & Rakhlin, 2020), which was previously only known to be effective in the bandit setting. We show that a variant of E2D.PMSide named OE2D.PMSide can be combined with offline regression oracles to give an efficient algorithm with optimal regret when the contexts are drawn independently from a fixed distribution. We evaluate our algorithm on a synthetic label-efficient prediction game and an LLM routing task, in which a learner decides from prompt, uncertainty, and internal state features whether to escalate a query from a weak model to a strong one. We show that our method has superior performance to prior approaches.
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stat.MLcs.LG Zhenisbek Assylbekov, Rustem Takhanov · Oct 14, 2026

Feldman (2021) gave an influential lower bound linking the cost of not fitting training labels to excess population risk via frequency-dependent coefficients $\tau_{n,\ell}$. This paper demonstrates that Feldman's central conditioning identity fails because the counts of other points convey information about the sampling distribution, and it provides an exact three-point counterexample together with an exponentially large multiplicative gap. The authors recover a valid bound within the same model by replacing the count-only coefficient with the exact full-sample posterior mean, which depends on both multiplicity and the complete frequency profile.

Feldman's memorization lower bound assigns a frequency coefficient based on how often a point appears in the training sample. We give an exact three-point counterexample to its conditional and averaged forms, using independent fair labels and a permutation-equivariant learner. A sequence of sampling priors makes the ratio of the proposed penalty to actual excess risk grow exponentially, ruling out a universal positive constant-factor repair. The priors vary with sample size, the offending profiles become rare, and both quantities vanish. Retaining the original model, we obtain an exact replacement using full-sample posterior probabilities. Under exchangeability, these depend on multiplicity and the complete frequency profile. We characterize the largest multiplicity-only coefficients valid for unrestricted learners. The original coefficient has the posterior-mean form of Good's exact frequency formula and is an occupancy-weighted average of the corrected coefficients.
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cs.LGstat.ML Junlin Chen, Wenhao Wang, Junchao Xu et al. · Oct 14, 2026

Class-incremental graph learning suffers from catastrophic forgetting because models are repeatedly fine-tuned on new classes, causing severe recency bias where earlier sessions are misclassified as recent ones. MAEM addresses this by freezing a dedicated Mixture-of-Experts expert per session and routing test nodes via the reconstruction error of session-specific masked autoencoders, eliminating the need for task identities or a shared trainable router. To prevent unbounded model growth, it merges least-used experts via Git Re-Basin alignment followed by topology-aware pseudo-data distillation, achieving strong replay-free performance across four benchmarks.

Graph Neural Networks (GNNs) excel on graph-structured data but suffer catastrophic forgetting when classes arrive sequentially. In class-incremental graph learning, predictions are often dominated by recently learned classes, causing severe recency bias. Dynamic expansion can isolate knowledge across sessions, but many methods assume task-incremental settings and require task identities at test time to select branches or heads---information unavailable in class-incremental learning. Learnable routers offer an alternative, yet continual fine-tuning the router on new data can bias routing toward recent components. We propose MAEM, a replay-free, capacity-controlled dynamic mixture-of-experts framework for class-incremental graph learning. MAEM builds representations with Simplified Graph Convolution (SGC) and trains a dedicated expert for each new session, then freezes it to protect prior knowledge. For routing without task IDs or a shared trainable router, each expert uses a masked autoencoder (MAE); test nodes are assigned to the expert with the lowest reconstruction error, reducing routing-level recency bias. When the expert pool reaches a fixed capacity, MAEM merges the least-used experts via Git Re-Basin alignment and further distills them into a fused expert using topology-aware pseudo data synthesized from MAE distributions (DeepInversion-style), without storing or revisiting historical graph data. On four class-incremental graph benchmarks, MAEM mitigates recency bias, outperforms strong continual graph learning baselines, and keeps model capacity bounded under strict replay-free learning.
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stat.MLcs.LG Eliot Beyler, Francis Bach · Oct 14, 2026

Fine-tuning pretrained diffusion and flow matching models for reward maximization tends to collapse modes or shift mass between distant regions. This paper introduces Weighted Adjoint Matching, which modifies the stochastic optimal control formulation of Adjoint Matching by placing a time-dependent weight $w(t)$ on the quadratic control cost---expensive early to preserve coarse semantics, cheap late to refine details and increase reward. The authors prove equivalence to maximizing reward under pathwise KL regularization, and demonstrate improved reward-diversity tradeoffs on Gaussian mixtures and MNIST.

We introduce Weighted Adjoint Matching, a method to finetune a pretrained diffusion or flow matching model given a differentiable reward. We derive it from Adjoint Matching, which reformulates finetuning as a stochastic optimal control problem with a quadratic control cost. Building on the observation that these models generate coarse features before fine details, we place a time-dependent weight on the control cost. A high cost early in the generative process preserves balance and diversity in the coarse features, which carry most of the semantics, while a low cost at the end lets the model increase the reward by refining details. We prove that our method is equivalent to maximizing the reward under time-varying Kullback--Leibler regularization on the generative paths. Experiments on Gaussian mixtures and on MNIST show a better tradeoff between reward and mode balance than Adjoint Matching.
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cs.LGstat.ML Renjie Xie, Juncheng Yang, Aoting Hu et al. · Oct 14, 2026

Mixed-precision quantization for sparse MoE models needs more than expert rankings: NatScale introduces contrast calibration, a principled way to control how strongly sensitivity scores compete for storage. It applies a model-specific power transformation $w_i = g_i^{\beta_\tau}$ so that normalized squared weights achieve a target Jeffreys divergence $\mathcal{J}(q(\beta_\tau), u) = \tau$, preserving rank order while setting a common information-theoretic scale. Combined with joint gate/up/down error measurement and spectral structural priors, it allocates bit-widths under a global byte budget via LP relaxation and rounding.

Mixture-of-experts (MoE) language models activate only a few experts per token, yet all expert weights must be stored. Mixed-precision quantization reduces this storage cost by assigning higher bit-widths to sensitive experts and lower bit-widths to resilient ones, but expert rankings alone do not determine how strongly to weight their errors. To address this gap, we propose NatScale, a contrast-calibrated allocation framework for mixed-precision MoE quantization. It uses a model-specific power transformation to calibrate gradient-based expert weights to an information-theoretic contrast target while preserving rankings. We jointly evaluate each expert's gate, up and down configurations to estimate its output error. We then combine these errors and calibrated weights with an existing prior based on weight spectra, variance and precision decay to select configurations under a storage budget. Across three models, NatScale achieves the lowest native-to-quantized KL divergence and the highest top-token agreement in all nine settings against five allocation baselines. It also yields the lowest perplexity in seven settings. These findings highlight the importance of objective-aware precision allocation.
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stat.MLcs.LG BaoZhi Chu, Ben Weinkove · Oct 14, 2026

What is the least width required for a deep neural network to universally approximate continuous functions from $\mathbb{R}^n$ to $\mathbb{R}^m$? This paper attacks the minimal-width problem by importing tools from differential topology, proving that whenever real projective space $\mathbb{RP}^{n-1}$ smoothly immerses into $\mathbb{R}^n$, any network with a continuous monotone activation must have width at least $n+\min\{n,m\}$ to approximate arbitrary maps. This yields the exact ReLU minimal width $n+m$ for the special dimensions $n\in\{2,3,4,7,8\}$ with $m\le n$, and exposes a surprising link between universal approximation and the immersibility of projective spaces.

We investigate the minimal width of deep neural networks that can approximate all continuous functions from $\mathbb{R}^n$ to $\mathbb{R}^m$ in the topology of uniform convergence on compact subsets. We show that whenever the real projective space $\mathbb{RP}^{n-1}$ admits a smooth immersion into $\mathbb{R}^n$, the minimal width is at least $n+\min\{n,m\}$, assuming that the activation function is continuous and monotone. As a consequence, the minimal width of ReLU networks is $n+m$ whenever $n$ is equal to 2, 3, 4, 7 or 8 and $1\le m \le n$, extending results of Hanin-Sellke and Hwang. This suggests an intriguing connection between the approximation theory of neural networks and differential topology.
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cs.LGstat.ML Dwaipayan Haldar, Indranil Patra, Azhar Yousuf et al. · Oct 14, 2026

Rotation-based post-training quantization for LLMs currently forces a choice between cheap data-agnostic transforms like Hadamard and costly learned rotations that require iterative optimization. SpectrumQuant introduces a closed-form, covariance-aware orthogonal transform derived from a first-principles objective on the Stiefel manifold: by aligning activations with their eigenbasis and applying a Hadamard or butterfly mixing component, it equalizes per-coordinate variances to minimize quantization error. The result is a method that cuts calibration costs by more than $20\times$ relative to learned baselines while preserving competitive accuracy on Llama and Mistral models.

Orthogonal transforms have emerged as an effective tool for low-bit quantization of large language models (LLMs), as they reshape activation distributions without changing the underlying model function. Existing approaches typically rely either on fixed data-agnostic transforms, such as Hadamard rotations, or on calibration-time optimization of learned rotations. We study rotation selection from first principles and show that maximizing covariance leads to spectral alignment and provides a principled criterion for constructing quantization-friendly orthogonal transforms. Based on this insight, we propose SpectrumQuant, a closed-form rotation method that estimates activation covariance from calibration data and uses it to construct a covariance-aware orthogonal transform for post-training quantization. Our formulation characterizes quantization-friendly rotations as compositions of alignment and mixing components, while recovering Hadamard matrices as a special case. Interestingly, a class of butterfly matrices belongs to this category. In the realm of LLM quantization, SpectrumQuant bridges the gap between data-agnostic structured rotations and learned rotations, providing an effective and efficient data-aware alternative for post-training quantization. Experiments on Llama and Mistral models show that SpectrumQuant is competitive with state-of-the-art rotation strategies while requiring less than one-third of the GPU memory and significantly less time than learned rotations approaches like SpinQuant and DartQuant.
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stat.MLcs.LGstat.CO Thibaut Pellerin, Alain Durmus, Elinor Berger et al. · Oct 14, 2026

Standard diffusion models rely on additive Gaussian noise, yet many imaging modalities---including PET and astronomical photon counting---produce discrete Poisson observations. This paper introduces Mixed Poisson Diffusion Models (MPDMs), a generative framework in which the forward corruption is driven by multivariate counting processes rather than Brownian motion. The core payoff is a family of posterior samplers structurally matched to Poisson inverse problems, featuring exact sampling for Poisson denoising and principled adaptations of DPS, PnP-DM, and DAPS.

Diffusion models are a powerful framework for learning complex probability distributions. While widely used diffusion models for continuous data rely on Gaussian noising processes, we instead develop diffusion models based on Poisson noise. More precisely, we introduce and study a new mathematical framework, called Mixed Poisson Diffusion Models (MPDM), with noising dynamics driven by multivariate counting processes. Our methodology is motivated by Poisson inverse problems. The success of Gaussian diffusion models has led to their use as prior models in a growing number of posterior sampling methods for inverse problems. However, most of these approaches focus on Gaussian inverse problems, in which observations are generated through a deterministic forward operator corrupted by additive Gaussian noise. By contrast, Poisson inverse problems, where observations are discrete and Poisson distributed, remain comparatively underexplored in this literature. Building on our Poisson generative dynamics, we develop a natural framework for posterior sampling in Poisson inverse problems and derive several posterior sampling algorithms based on the proposed model. We evaluate our approach on realistic Poisson inverse problems and show that the resulting framework is well suited to this class of problems.
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cs.LGstat.ML Hirohane Takagi, Masashi Sugiyama · Oct 14, 2026

Negative guidance in diffusion models aims to steer generation away from undesired conditions, but existing methods rely on local repulsive terms that do not target an explicit density and whose bias cannot be reduced by more computation. This paper recasts the problem as sampling from the explicit avoidance density $p_{\text{target}}(x) \propto p(x)(1-p(c \mid x))^{\lambda}$, estimates the per-timestep posterior $p_t(c \mid x_t)$ via online Positive-Unlabeled learning, and corrects particle drift with Sequential Monte Carlo. The result is a principled sampler that is asymptotically exact in the particle limit and empirically Pareto-dominates existing methods on avoidance-quality trade-offs across Gaussian mixtures, CIFAR-10, and Stable Diffusion.

Negative guidance of diffusion models generates samples that avoid an undesired condition, specified either by reference samples or by a conditional score alongside an unconditional model. Existing methods inject repulsive terms derived from local information at each sample, so the resulting sampler does not target an explicit density, and its bias cannot be systematically reduced by increasing computation. We instead present a negative-guidance method that samples from an explicit target density, which uniformly handles both reference-sample and score-based specifications and suppresses probability mass near the undesired condition with an avoidance strength that parametrizes the target density itself. Realizing this target requires estimating, at each diffusion timestep, how likely each sample is to belong to the undesired condition. We cast this estimation as a Positive-Unlabeled learning problem that admits lightweight online training along the diffusion trajectory, using condition samples as positives and diffusion particles as unlabeled data. Because the guided particles drift from the unconditional marginal, we further correct the residual mismatch via Sequential Monte Carlo, yielding a sampler that is asymptotically exact in the particle limit and that turns any existing negative-guidance method into its proposal kernel. Empirically, our method approaches the ground-truth target on Gaussian mixtures and Pareto-dominates existing methods on trade-offs between avoidance and generation quality, distributional bias, and diversity, including in an image-generation setting with a pretrained score network.
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stat.MLcs.LGmath.ST Vahe Karagulyan, Miko{\l}aj Kasprzak, Pierre Alquier · Oct 14, 2026

The paper studies minimax estimation of the pseudo-spectral gap $\gamma_{ps}$ of a continuous-state Markov chain on $[0,1]^d$ from a single trajectory. The core idea is to discretize the state space into a regular grid, approximate the transition density by a histogram, and adapt finite-state estimators to this compressed chain. The result matters because it yields fully empirical concentration inequalities for non-iid data, enabling UCB bandit algorithms and PAC-Bayes bounds without prior knowledge of mixing coefficients.

We study the minimax estimation of the pseudo-spectral gap $\gamma_{ps}$ of a Markov chain from the observation of a single trajectory. Extending earlier works on finite-state space chains by Wolfer and Kontorovich (2024), we provide an estimator in the case of a compact, continuous state-space. Our estimator appears to be minimax-optimal on the class of chains with a transition operator with Lipschitz density, up to logarithmic terms. Our estimator, combined with Paulin's version of Bernstein inequality, allows to derive empirical concentration inequalities for Markov chains. This unlocks many applications, from confidence intervals, to active learning and generalization bounds. In particular, for rested bandits with Markov rewards, we provide a version of UCB with a regret bound similar to the one in the iid case, without assuming any knowledge on the pseudo-spectral gap of the chains.
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stat.MLcs.LGmath.OC Tharrshann Jayan Logarajah, Jeremias Knoblauch, Louis Sharrock · Oct 14, 2026

This paper studies the nonconvex optimisation landscape of finite-particle maximum mean discrepancy (MMD) quantisation, where a target probability measure is approximated by a weighted atomic measure. For the one-dimensional Gaussian kernel, the authors prove that beyond explicit particle thresholds every local minimum has arbitrarily small MMD and every high-MMD stationary point is unstable under unweighted gradient flow. These are the first finite-particle overparameterisation guarantees for weighted MMD, though the analysis is currently limited to one dimension.

We study the optimisation landscape of the maximum mean discrepancy (MMD) over weighted atomic measures. For the one-dimensional Gaussian kernel, we show that, for any compactly supported target distribution, sufficiently many particles ensure that every local minimum has arbitrarily small MMD. Moreover, any stationary point whose MMD remains bounded away from zero is unstable under an unweighted gradient flow over the particle locations. These results hold both when the weights are constrained to the simplex, and when they are unconstrained but optimised at each step. When the target is itself finitely supported, we further strengthen this result: beyond an explicit particle threshold, there are no spurious local minima, and every spurious stationary point is unstable. To our knowledge, these are the first finite-particle overparameterisation guarantees of their kind for weighted MMD optimisation.
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stat.MLcs.LG Hohyun Kim, Hyesung Kim, Min-hwan Oh et al. · Oct 14, 2026

SNACK addresses the challenge of generating attributed graphs using standard sequence models without sacrificing structural validity or probabilistic correctness. Its core idea is a bijective string encoding of the lower-triangular adjacency matrix that, when paired with BFS ordering and invalid logit masking, guarantees 100% valid outputs and enables exact computation of the sequence-to-graph distribution $q(\mathbf{x}|G)$. This matters because it bridges the efficiency of autoregressive Transformers with the principled reward-matching guarantees of GFlowNets, a combination that prior non-injective string representations like SMILES could not support.

We introduce SNACK, a string representation for probabilistic graph generation that enables sequence models to generate and model graphs with discrete node and edge features. SNACK linearizes graphs by encoding the nonzero entries of the lower-triangular adjacency matrix, establishing a bijective correspondence between valid sequences and ordered adjacency matrices. This design enables invalid logit masking to enforce structural constraints--such as chemical valence and ordering rules--guaranteeing 100% valid generated sequences. SNACK also enables principled string-based GFlowNet training by explicitly accounting for node-ordering symmetries. Across standard graph-generation tasks and molecular distribution-learning benchmarks, SNACK achieves competitive sample quality, while substantially improving the throughput of GFlowNet training relative to graph-based generation. Probing analyses further show that models trained on SNACK encode meaningful local and global graph structure despite receiving only sequential supervision. These results position SNACK as a practical framework for probabilistic graph generation with deep sequence models.
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cs.LGmath.PRstat.ML Ianis Hammani (ENS Paris Saclay, LMO), Claire Boyer (LMO et al. · Oct 14, 2026

Score-based generative models with heavy-tailed $\alpha$-stable Lévy noise have shown empirical promise for extreme-event modeling, yet theoretical guarantees remain scarce. This paper develops a non-asymptotic $W_p$ convergence framework for scale-preserving $\alpha$-stable dynamics and proves that global Wasserstein convergence alone does not separate stable from Brownian models on heavy-tailed targets. A sharp distinction emerges instead in the tails: stable dynamics inherit power-law tails with index $\alpha$, while Brownian outputs stay light-tailed, and asymptotically correct extreme-quantile scaling requires matching the target tail index $\nu$ to the noise index $\alpha$. These results establish tail-index matching as a principled design mechanism for capturing heavy-tailed phenomena.

Score-based generative models driven by $\alpha$-stable L{\'e}vy processes have been proposed as an alternative to Brownian diffusion models, with empirical evidence suggesting improved sampling and better modeling of heavy-tailed data. Yet theoretical guarantees for these models remain limited. We develop a non-asymptotic convergence analysis for scale-preserving $\alpha$-stable generative dynamics, covering both compactly supported and power-law targets. In p-Wasserstein distance, we quantify the effects of early stopping, initialization, score approximation, and time discretization, and show exponential decay of the initialization error. A comparison with Brownian dynamics reveals that global Wasserstein convergence alone does not fundamentally distinguish the two models: both initialization errors decay exponentially with the forward horizon on the common class of heavy-tailed targets. A sharp separation emerges instead in the tails. At any positive generation time, stable dynamics produces power-law tails with index $\alpha$, whereas Brownian dynamics remains light-tailed. For a target with tail index $\nu$, asymptotically correct extreme-quantile scaling is possible precisely when $\alpha$=$\nu$. These results identify tail-index matching as a principled mechanism behind the ability of stable generative models to capture extreme events.
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cs.LGstat.ML Dai Shi, Andi Han, Xiaoyu Li et al. · Oct 14, 2026

Conflicting studies on whether neural networks converge to a shared representation have used different alignment metrics and reached opposite conclusions. This paper proposes the Lattice Representation Hypothesis (LRH), which formalizes alignment criteria into a lattice ordered by strength, and argues that disagreements arise because prior work evaluates criteria at different points on this lattice. It also proves in idealized models that the training procedure and objective determine which criteria are met reliably across independent runs, supported by experiments on dozens of pretrained vision and language models.

The Platonic Representation Hypothesis (PRH) holds that increasingly capable models converge toward a common representation. However, recent studies have shown different views on aligning representations via their neighborhoods, spanning trees, and distances. We show that these views can differ because the alignment criteria behind them sit at different points of one lattice, and we formalize this explanation as the Lattice Representation Hypothesis (LRH). Under the LRH, the convergence claimed by the PRH is agreement at the top of the lattice, whereas its evidence comes from neighbor overlap, a criterion near the bottom. The Aristotelian Representation Hypothesis (ARH) restricts convergence to local neighborhoods because calibration keeps the growth of neighbor overlap with model size but largely removes that of centered kernel alignment. We show that this removal can come from calibrating a maximum over layers, so global convergence remains open. Back into Plato's Cave (BPC) infers coarse shared structure from the collapse of neighbor overlap on larger evaluation sets, whereas we trace it at least partly to a fixed number of neighbors covering shorter distances. We show that the spanning-tree overlap used by Structure over Geometry (SOG) mostly repeats one-nearest-neighbor overlap. The LRH also extends to independently trained models, whose training procedure and objective decide the criteria met reliably across runs. We prove this claim for the training procedure in a linear autoencoder and for the objective in a finite contrastive Gibbs model. Experiments on dozens of pretrained vision and language models and thousands of runs of both theoretical models support these conclusions. We hope this work paves the way toward a general theory of representation hypotheses, with a framework to analyze them and compare their evidence. Project page: https://eethanshi.github.io/LRH
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stat.MLcs.LG Haowei Wang, Yilin Zheng · Oct 14, 2026

This paper studies noiseless efficient global optimization via Gaussian Process Thompson Sampling (GP-TS) in the frequentist RKHS setting. It proves that standard GP-TS suffers an intrinsic $\sqrt{\log N}$ simple-regret penalty for Mat\'ern kernels, yielding $O(N^{-\nu/d}\sqrt{\log N})$, and proposes Capped Thompson Sampling (GP-CTS), which achieves the minimax-optimal $\Theta(N^{-\nu/d})$ rate using a known RKHS norm bound. The analysis covers both discrete and continuous domains and is notable for matching upper and lower bounds in a non-bandit setting.

Efficient global optimization aims to identify a global optimum of an expensive black-box function within a limited evaluation budget $N$. We investigate the convergence rates of Gaussian process Thompson sampling (GP-TS) under noiseless observations, assuming a fixed objective function in a reproducing kernel Hilbert space (RKHS). For Mat\'ern kernels with smoothness parameter $\nu$ in dimension $d$, we establish a worst-case expected simple-regret upper bound of $O(N^{-\nu/d}\sqrt{\log N})$ for both discrete GP-TS on sufficiently fine grids and its continuous counterpart. For the continuous implementation, we develop a nested-grid argument to control posterior sample paths over the entire domain. We further establish matching lower bounds of $\Omega(N^{-5/2}\sqrt{\log N})$ for both implementations under a fixed one-dimensional Mat\'ern-$5/2$ kernel, demonstrating that the logarithmic penalty is intrinsic to standard GP-TS in this setting. Motivated by this limitation, we propose Gaussian Process Capped Thompson Sampling (GP-CTS), which caps posterior sample paths using a valid RKHS norm upper bound while preserving optimism. This modification successfully eliminates the logarithmic penalty and achieves the minimax-optimal rate $\Theta(N^{-\nu/d})$ for both discrete and continuous implementations.
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cs.LGstat.ML Thomas Pammer, Johannes F\&#34;urnkranz, Markus Sinnl · Oct 14, 2026

The paper studies how to learn interpretable binary classifiers as sparse Boolean rules by optimizing the weights of a fixed-structure DNF network. It proposes mixed integer linear programming (MILP) formulations that trade off training misclassification against rule sparsity, with an advanced formulation that dramatically reduces integer variables and redundant constraints while preserving exact Boolean semantics. A combined warm-start and dropout strategy is introduced to break symmetries and push scalability to larger datasets.

We study the problem of learning accurate and cognitively simple binary classifiers that are directly interpretable as Boolean rules. We propose mixed integer linear programming (MILP) formulations for training sparse disjunctive normal form (DNF) networks, viewed as small networks with a conjunctive hidden layer and a disjunctive output layer. Contrary to previous work that uses MILP for inductive rule learning, we start with a fixed network structure, for which we then find optimal weights. A regularized objective explicitly trades off misclassification costs against sparsity, yielding globally optimized rule sets. Our main technical contribution is an enhanced formulation that substantially reduces the number of integer decision variables and eliminates redundant constraints, while preserving exact Boolean semantics for all feasible solutions. Furthermore, we develop a combined approach based on initialization and dropout to break symmetries in the weights between rules, mitigating redundancy, and encouraging more diverse and stable rule representations. Experiments on synthetic benchmarks and UCI datasets show that the advanced formulation improves computational efficiency and achieves competitive or superior accuracy compared to established interpretable baselines, including SAT-based DNF learning and well-known rule- and tree-based learners. Overall, our approach provides a principled optimization framework for learning compact Boolean rule sets with explicit control over accuracy and sparsity trade-offs.
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cs.LGstat.ML Ekkehard Schnoor, Malik Tiomoko, Alexander Jung · Oct 14, 2026

The paper studies the personalization–collaboration trade-off in federated learning via Generalized Total Variation Minimization (GTVMin) with least-squares models on an arbitrary communication graph. Using random matrix theory in the proportional high-dimensional limit, it derives exact asymptotic test-error formulas under Gaussian-mixture data and proves that the GTVMin solution concentrates at rate $1/\sqrt{p}$, independently of the graph structure or regularization strength $\alpha$. If the modeling assumptions hold, the results provide a principled way to tune $\alpha$ from training data alone.

Federated learning over decentralized networks inherently trades off the suppression of local finite-sample noise through collaboration against the bias that collaboration introduces between heterogeneous nodes. We study this tension by performing a large-dimensional analysis of Generalized Total Variation Minimization with least-squares models. Using tools from random matrix theory, we show that Lipschitz observations of the global GTVMin solution concentrate in large dimensions, universally for any underlying network structure. We provide exact analytic expressions for the asymptotically precise performance under both i.i.d. and non-i.i.d. Gaussian mixture distributions on a fixed network. For the latter, these expressions quantify how regularization balances local adaptation against collaboration. Our theoretical results are confirmed by experiments on synthetic and real-world data.
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cs.LGcs.AIstat.ML Amartya Banerjee, Harlin Lee, Caroline Moosm\&#34;uller · Oct 14, 2026

Population dynamics are often observed only as unpaired snapshots, leaving the evolution between measurements fundamentally underdetermined. This paper introduces Neural Wasserstein Splines (NWSP), a method that learns a continuous curve of distributions by penalizing the intrinsic Wasserstein acceleration rather than the acceleration of individual particles, which is representation-dependent. It couples a neural spline generator with a finite-dictionary projection of velocity and its time derivative, achieving competitive results on synthetic and single-cell benchmarks.

Population dynamics are often observed only as unpaired snapshots, which leave the evolution between measurements underdetermined. Second-order regularization can constrain it, but a penalty on the accelerations of sampled particles is a prior on joint particle paths, and different particle representations of the same marginal curve can have different acceleration costs. We therefore introduce Neural Wasserstein Splines (NWSP), a sample-based method that learns a continuous population curve under a Wasserstein smoothness prior. A neural network maps latent variables to the control points of a cubic spline in time, so samples at any time come from the spline basis without numerical integration. We project the generator's velocity onto gradients of a finite dictionary of scalar potentials and differentiate this measure-dependent projection in time, obtaining a finite-dimensional surrogate for the intrinsic Wasserstein acceleration, trained jointly with distributional fit losses. For a fixed dictionary and ridge parameter, we prove that the population penalty depends only on the marginal curve and bound its sensitivity to moment-estimation errors. Learned potentials (NWSP-N) sharpen acceleration estimates. On various synthetic and single-cell benchmarks, NWSP is highly competitive with transport and flow-based methods, ranking in the top two in 11 of 16 settings. The penalty improves on an unregularized spline in 13 of 16 settings and, while competitive with a particle-acceleration penalty, adds provable representation invariance.