Score-based diffusion methods usually perturb data with Brownian Gaussian noise, corresponding to a light-tailed forward stochastic differential equation (SDE). For market time series this SDE can be a poor abstraction: limit order book (LOB) order flow is heavy-tailed, bursty, and occasionally jump-like. We study STOC...
We study fixed-budget adaptive experimentation aimed at maximizing the probability of obtaining sufficient posterior evidence that a recommended design's mean performance exceeds a target. Unlike best-arm identification, this objective does not require finding the best design. For Gaussian bandits with a Gaussian prior...
Yi-Nan Li, Kwang-Sung Jun, Kapilan Balagopalan et al.· 0 citations
We study bounded regression under model misspecification, evaluating a function $f$ by its $L_1(P_X)$ distance to the conditional mean $\eta(x)=\mathbb{E}[Y\mid X=x]$, rather than the standard $L_2(P_X)$. This $L_1$ metric is natural for downstream decision problems such as bandits and reinforcement learning. We analyz...
Calibrating a conformal prediction set at each early exit does not preserve coverage once a data-dependent exit is selected. We construct one terminal path score from prefix maxima, calibrate a single split-conformal quantile, and return nested prefix sets that all contain the valid terminal set. The guarantee is selec...
Multi-head latent attention (MLA) compresses the content of a key-value cache into a shared latent per token, making low-bit storage attractive for long-context inference. At two bits, errors in this representation perturb both attention matching and value readout, with effects that depend on error direction and recons...
Learning informative representations of mechanical Triply Periodic Minimal Surface (TPMS) metamaterials is important for mechanics analysis and structural design, yet existing methods have rarely explicitly supervised learned representations with information about global structural connectivity that is relevant to mech...
Songlin Duan, Shuo Yang, Yujia Zheng et al.· 0 citations
This work studies how much activation data SAEs need by training four SAE architectures on three language models with budgets ranging from 5M tokens to a 500M-token reference, and measures two notions of convergence: functional behavior on standard evaluations and one-to-one reproducibility of learned features.
Sambit Ghosh, Madelyn Mathai, R. Babu et al.· 0 citations
Motivated by information-organization sculpting, we study spectral summaries and scalar learning curves in centered quadratic networks. We construct analytic positive input densities with Gaussian one- and two-coordinate marginals. Their complete fourth-moment operators are orthogonally intertwined by a map fixing the...
Reinforcement learning agents for portfolio management are typically trained and deployed as static policies, with no mechanism for policy adjustments using price forecasts at inference time. We propose FinPILOT (Financial Plugin Inference-time Learning for Optimal Trading), a plugin inference-time policy optimization...
Neural diffusion processes provide a scalable, non-Gaussian approach to modelling distributions over functions, but existing formulations are limited to single-task inference and do not capture dependencies across related tasks. We propose multi-task neural diffusion processes (MT-NDPs), an extension that incorporates...
Joseph Rawson, Domniki Ladopoulou, Petros Dellaportas· 0 citations
This paper addresses domain adaptation in graph-structured data under chronological splits. We consider transductive semi-supervised node classification (SSNC), in which labels of historical nodes are used to predict labels of more recent nodes. Temporal dependencies in graph connectivity induce distribution shifts acr...
Joo Young Park, Sejun Park, Hyunwoo Park· 0 citations
Building explainable machine learning models is crucial for human users to be able to interpret the proposed statistical relationship obtained from the training data. Mixed-integer optimization formulations are often used to train such models with explicit sparsity constraints, aiming to strike the right trade-off betw...
Sanjeeb Dash, Soumyadip Ghosh, Joao Goncalves et al.· 0 citations
Is your company’s AI sovereign? A practical guide for CIOs on AI vendor lock-in, EU Data Act switching, cloud sovereignty, and testing your exit plan before you need it. The post Sovereignty Is the Option to Leave appeared first on GPT-Lab.
