Research Papers

arXiv:2411.11793v2 Announce Type: replace Abstract: In federated learning (FL), a central server typically allocates training efforts to clients. However, from a market-oriented perspective, clients may independently choose their training efforts based on rational self-interest. To study this setting, we propose a potential game framework in which each client's payoff is determined by its individual effort and the rewards provided by the server. The rewards are influenced by the collective efforts of all clients and can be modulated by a reward factor. We first establish the existence of Nash equilibria (NEs) and then investigate their uniqueness in a stationary setting. We show that the NEs depend nonlinearly on the reward factor and exhibit a nonsmooth transition at a critical value, where the stationary potential loses strict curvature, leading to nonunique NEs and a jump between low-effort and high-effort branches. Furthermore, we prove the convergence of the best-response algorith

arXiv:2505.14752v3 Announce Type: replace Abstract: Macro-aligned micro-records are crucial for credible simulations in social science and urban studies. For example, epidemic models are only reliable when individual-level mobility and contacts mirror real behavior, while aggregates match real-world statistics like case counts or travel flows. However, collecting such fine-grained data at scale is impractical, leaving researchers with only macro-level data. LLMSynthor addresses this by turning a pretrained LLM into a macro-aware simulator that generates realistic micro-records consistent with target macro-statistics. It iteratively builds synthetic datasets: in each step, the LLM generates batches of records to minimize discrepancies between synthetic and target aggregates. Treating the LLM as a nonparametric copula allows the model to capture realistic joint dependencies among variables. To improve efficiency, LLM Proposal Sampling guides the LLM to propose targeted record batches, sp

arXiv:2508.02812v3 Announce Type: replace Abstract: Causal graphical models can encode large amounts structural knowledge, both from the background knowledge of domain experts and the structural knowledge discovered from randomized experiments or observational data. However, though we may know the general structure of causal relationships, we often do not know the exact causal mechanisms. In this work, we propose a causal multi-armed bandit evaluation and learning algorithm that can reason effectively despite uncertainty over conditional probability distributions. Further, we show how conditional independence testing can be used to choose variables for modeling. We find that the structural equation model (SEM) approach gives more accurate evaluations compared to traditional approaches, particularly as the range of possible causal mechanisms grows. Further, the SEM approach learns low-variance policies, and it learns an optimal policy, assuming the model is sufficiently well-specified.

arXiv:2509.21474v4 Announce Type: replace Abstract: While diffusion language models (DLMs) have achieved competitive performance in text generation, improving their reasoning ability with reinforcement learning remains an active research area. Here, we introduce d2, a reasoning framework tailored for masked DLMs. Central to our framework is a new policy gradient algorithm that relies on accurate estimates of the sampling trajectory likelihoods. Because computing these likelihoods naively is computationally expensive for masked DLMs, we develop a family of estimators tailored to distinct model classes. For DLMs that support a sampling algorithm called any-order decoding, we propose d2-AnyOrder, which achieves exact trajectory likelihood with a single model pass. Through an empirical study of widely used DLMs, we show that any-order decoding is not universally supported in practice. For standard masked diffusion models, we propose d2-StepMerge, which approximates the trajectory likelihoo

arXiv:2510.03690v4 Announce Type: replace Abstract: Real-world graph datasets often arise from mixtures of populations, where graphs are generated by multiple distinct underlying distributions. In this work, we propose a unified framework that explicitly models graph data as a mixture of probabilistic graph generative models represented by graphons. To characterize and estimate these graphons, we leverage graph moments (motif densities) to cluster graphs generated from the same underlying model. We establish a novel theoretical guarantee, deriving a tighter bound showing that graphs sampled from structurally similar graphons exhibit similar motif densities with high probability. This result enables principled estimation of graphon mixture components. We show how incorporating estimated graphon mixture components enhances two widely used downstream paradigms: graph data augmentation via mixup and graph contrastive learning. By conditioning these methods on the underlying generative mode

arXiv:2511.16992v3 Announce Type: replace Abstract: Aligning Large Language Models (LLMs) with human values often involves balancing multiple, conflicting objectives such as helpfulness and harmlessness. Training these models is computationally intensive, and centralizing the process raises significant data privacy concerns. Federated Learning (FL) offers a compelling alternative, but existing Federated Multi-Objective Optimization (FMOO) methods face severe communication bottlenecks as their reliance on transmitting multiple gradients to a server is unscalable for large models. We introduce FIRM (Federated In-client Regularized Multi-objective alignment), a novel algorithm that achieves both client disagreement drift mitigation and communication efficiency. In FIRM, each client locally solves a regularized multi-objective optimization problem. By directly mitigating client disagreement drift through in-client regularization, our method eliminates the need for the multi-gradient transm

arXiv:2602.02819v4 Announce Type: replace Abstract: Membership Inference Attacks (MIAs) aim to distinguish training points (members) from unseen data (non-members), and are widely used to quantify memorization and assess privacy risks. Standard MIA evaluation requires repeated retraining, which is computationally costly for large models. One-run (single training with randomized data inclusion) and zero-run (post hoc evaluation) methods are often used instead, but their statistical validity remains unclear. We address this gap by framing MIA evaluation as a causal inference problem, defining \emph{memorization as the causal effect of including a data point in the training set}. This novel formulation reveals and formalizes key sources of bias in existing protocols: one-run methods suffer from interference between jointly included points, while zero-run evaluations are additionally confounded by distribution shift between member and non-member evaluation data. We derive causal analogues

arXiv:2602.10056v2 Announce Type: replace Abstract: We introduce WildCat, a high-accuracy, low-cost approach to compressing the attention mechanism in neural networks. While attention is a staple of modern network architectures, it is also notoriously expensive to deploy due to resource requirements that scale quadratically with the input sequence length $n$. WildCat avoids these quadratic costs by only attending over a small weighted coreset. Crucially, we select the coreset using a fast but spectrally-accurate subsampling algorithm -- randomly pivoted Cholesky -- and weight the elements optimally to minimise reconstruction error. Remarkably, given bounded inputs, WildCat approximates exact attention with super-polynomial $O(n^{-\sqrt{\log(\log(n))}})$ error decay while running in near-linear $O(n^{1+o(1)})$ time. In contrast, prior practical approximations either lack error guarantees or require quadratic runtime to guarantee such high fidelity. We couple this advance with a GPU-opti

arXiv:2602.24201v2 Announce Type: replace Abstract: Estimating density ratios between pairs of intractable data distributions is a core problem in probabilistic modeling, enabling principled comparisons of sample likelihoods under different data-generating processes across conditions. While exact-likelihood models such as normalizing flows offer a promising approach to density ratio estimation, naive evaluations are computationally expensive and prone to discretization errors because they require simulating each distribution's likelihood independently. In this work, we leverage condition-aware flow matching to derive a single dynamical formulation for tracking density ratios along generative trajectories. We demonstrate competitive performance on simulated benchmarks for closed-form ratio estimation, and show that our method supports versatile tasks in single-cell genomics data analysis, where likelihood-based comparisons of cellular states across experimental conditions enable treatme

arXiv:2603.12037v2 Announce Type: replace Abstract: Foundation models based on prior-data fitted networks (PFNs) have shown strong empirical performance in causal inference by framing the task as an in-context learning problem. However, it is unclear whether PFN-based causal estimators provide uncertainty quantification that is consistent with classical frequentist estimators. In this work, we address this gap by analyzing the frequentist consistency of PFN-based estimators for the average treatment effect (ATE). (1) We show that existing PFNs, when interpreted as Bayesian ATE estimators, can exhibit prior-induced confounding bias: the prior is not asymptotically overwritten by data, which, in turn, prevents frequentist consistency. (2) As a remedy, we suggest employing a calibration procedure based on a one-step posterior correction (OSPC). We show that the OSPC helps to restore frequentist consistency and can yield a semi-parametric Bernstein-von Mises theorem for calibrated PFNs (i.

arXiv:2604.08149v2 Announce Type: replace Abstract: We consider a linear contextual bandit model where contexts and rewards are governed by a finite hidden Markov chain. We first revisit the simplified model by Nelson et al. (2022), in which rewards are linear functions of the posterior probabilities over the hidden states given the observed contexts (called beliefs), rather than functions of the hidden states themselves. This simplified model may be handled through a direct reduction to standard linear contextual bandits. We extend the theoretical analysis of this reduction to take into account the estimation of the parameters of the hidden Markov model [HMM] in the regret bound and to provide high-probability bounds not depending anymore on the reward functions and only depending on the model through the estimation of the HMM parameters. Second, and most importantly, we instead study the more natural and more complex model incorporating direct dependencies in the hidden states (on to

arXiv:2605.22305v2 Announce Type: replace Abstract: We analytically solve the Mountain Car problem, a canonical benchmark in RL, and derive an optimal control solution, closing a gap after 36 years. This enables us to reveal two surprising insights: The optimal control is quite simple, yet modern RL agents display a large gap to optimality. Motivated by the analysis of the optimal control, we introduce Chebyshev policies as a universal (i.e. dense) class of RL policies from first principles. They can be trained as drop-in replacements of neural nets, reducing the regret by a factor of 4.18, while requiring 277 times fewer parameters, fostering sample efficiency, explainability and realtime capability. Chebyshev policies are evaluated on further RL tasks, including a real-world nonlinear motion control testbed. They consistently improve performance over neural nets with PPO, ARS and REINFORCE. Our results demonstrate how Chebyshev policies offer a compelling and lightweight alternative

arXiv:2605.28850v2 Announce Type: replace Abstract: We study behavioral alignment and representation dynamics of large language model (LLM) agents in financial decision environments. TradeArena, an auditable trading-agent testbed with risk reports, execution simulation, memory, and replayable trajectories, lets us analyze how rationales, positions, and interventions evolve under market stress. Code and data artifacts are available through the \href{https://github.com/weich97/TradeArena.git}{TradeArena repository}. We find pre-failure signatures: planning embeddings drift from normal centroids, fused plan-risk representations separate normal from pre-drawdown states, and local manifolds exhibit effective-rank contraction. Across 80 rolling failure anchors and eight LLM trajectories, this pattern persists across hash, LSA, Transformer, and white-box hidden-state probes. Stress tests with CoT-free target weights, lexical controls, OHLCV noise, and false audits show that rationale-level co

arXiv:2605.31200v2 Announce Type: replace Abstract: Interpretable machine learning requires models that are accurate and structurally faithful to the data. Existing explainability methods rely heavily on additive representations (e.g., Generalized Additive Models (GAMs), SHapley Additive exPlanations (SHAP), functional ANOVA), which can suffer from signal cancellation and off-support extrapolation in the presence of strong interactions. We propose Tensor Separation Learning (TSL), a regression model that learns a sum of rank-1 products of univariate per-feature functions via a stagewise greedy procedure with orthogonal refitting. By enforcing separability, TSL avoids the information loss inherent in additive projections caused by marginalizing higher-order interactions. The learned TSL model can be fully reconstructed from first-order partial dependence functions, up to constant factors. This stage-wise correspondence ensures that the resulting visualizations are faithful to the fitted

arXiv:2410.14483v3 Announce Type: replace-cross Abstract: Reliable uncertainty quantification for causal effects is crucial in high-stakes applications, but remains challenging when the target is an entire function rather than a scalar estimand. In this work, we introduce a GP-based approach for uncertainty quantification of interventional functions. The central idea is to build on recent work representing interventional functions as an inner-product of observational functions in a reproducing kernel Hilbert space (RKHS), by constructing appropriate GP priors for such functions and inferring posteriors from observational data. Our approach yields closed-form posterior moments and tractable training and inference, while avoiding pathologies of previous GP prior constructions for RKHS functions. We further derive a practical procedure for posterior coverage calibration. Across synthetic benchmarks, causal Bayesian optimization tasks, and a large-scale real dataset, our method improves un