Quantum error correction is crucial for protecting quantum information against decoherence. Traditional codes like the surface code require substantial overhead, making them impractical for near-term, early fault-tolerant devices. We propose a novel objective function for tailoring error correction codes to specific noise structures by maximizing the distinguishability between quantum states after a noise channel, ensuring efficient recovery operations. We formalize this concept with the distinguishability loss function, serving as a machine learning objective to discover resource-efficient encoding circuits optimized for given noise characteristics. We implement this methodology using variational techniques, termed variational quantum error correction (VarQEC). Our approach yields codes with desirable theoretical and practical properties and outperforms standard codes in various scenarios. We also provide proof-of-concept demonstrations on IBM and IQM hardware devices, highlighting the practical relevance of our procedure.
Nico Meyer, Christopher Mutschler, Andreas Maier et al.· 0 citations
This paper introduces DLM-One, a score-distillation-based framework for one-step sequence generation with continuous diffusion language models (DLMs). DLM-One eliminates iterative refinement by aligning the scores of a student model's outputs with the score function of a pretrained teacher DLM in the forward-diffused noisy space. We demonstrate that our framework is architecture-agnostic and robust across diverse continuous manifolds, including standard token embedding spaces and logit simplex spaces. Through experiments on multiple representative DLMs, we show that DLM-One achieves up to $\sim$2000$\times$ speedup in sampling steps and $\sim$500$\times$ in wall-clock time, while maintaining competitive performance on benchmark text generation tasks. We further analyze failure modes in language-domain diffusion distillation and propose an adversarially-regularized two-stage training scheme to prevent student degeneration. Our findings position one-step score distillation as a viable path for the efficient deployment of continuous diffusion models operating in continuous space for natural language processing.
We present quantum speedups for sampling from distributions of the form $\pi\propto e^{-f}$ on $\mathbb{R}^d$. We consider two stochastic oracle models: a stochastic gradient oracle, where $f=\frac{1}{n}\sum_{i=1}^n f_i $ and component gradients $\{\nabla f_i\}_{i \in [n]}$ are available, and a stochastic evaluation oracle, where only noisy values of $f$ are available. Our framework accelerates classical stochastic Langevin Monte Carlo (LMC) and Hamiltonian Monte Carlo (HMC) algorithms by replacing stochastic gradient estimators with variance-controlled quantum mean estimation and gradient estimation subroutines. Unlike quantum walk based approaches, our algorithms do not require reversibility or exact gradients, and they preserve the structure of the underlying Markov chain. In the finite-sum setting, quantum mean estimation combined with classical variance-reduction techniques improves the stochastic gradient-query complexity for the approximate sampling task. In the stochastic zeroth-order setting, we develop gradient estimators robust to noisy function evaluations, yielding improved evaluation complexity for LMC and HMC. These results apply to strongly log-concave and/or non-log-concave distributions satisfying a log-Sobolev inequality, with convergence guarantees in Wasserstein distance and Kullback--Leibler divergence. We also show that faster sampling methods lead to quantum speedups for optimization, including for non-smooth and approximately convex objectives.
Guneykan Ozgul, Xiantao Li, Mehrdad Mahdavi et al.· 0 citations
Inspired by REINFORCE, we introduce a novel receding-horizon algorithm for the Linear Quadratic Regulator (LQR) problem with unknown dynamics. Unlike prior methods, our algorithm avoids reliance on two-point gradient estimates while maintaining the same order of sample complexity. Furthermore, it eliminates the restrictive requirement of starting with a stable initial policy, broadening its applicability. Beyond these improvements, we introduce a refined analysis of error propagation through the contraction of the Riccati operator under the Riemannian distance. This refinement leads to a better sample complexity and ensures improved convergence guarantees.
Amirreza Neshaei Moghaddam, Alex Olshevsky, Bahman Gharesifard· 0 citations
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BrainAGE is a promising imaging-derived biomarker of neurobiological ageing and disease risk, yet current approaches rely predominantly on T1-weighted structural MRI, overlooking functional vascular changes that may precede tissue damage and cognitive decline. DeepCBV maps, synthesized from non-contrast MRI, offer a scalable alternative to contrast-enhanced perfusion imaging by capturing vascular information relevant to early neurodegeneration. We developed a multimodal BrainAGE framework that combines predictions from two separate three-dimensional convolutional neural networks: one trained only on structural MRI scans and another trained only on DeepCBV maps. Each model was trained and validated on 2851 scans from 13 open-source datasets and was evaluated for concordance with MCI and AD. The combined model achieved the most accurate brain age gap for CN controls, with a mean absolute error of 3.95 years, outperforming models trained on MRI or DeepCBV alone. Saliency maps revealed complementary modality contributions: MRI emphasized white matter and cortical atrophy, while DeepCBV highlighted vascular-rich and periventricular regions implicated in hypoperfusion and early cerebrovascular dysfunction, consistent with known patterns of normal ageing. Next, we observed that BrainAGE increased stepwise across diagnostic strata (CN < MCI < AD) and correlated with cognitive impairment. DeepCBV-based BrainAGE showed a particularly strong separation between stable versus progressive MCI, suggesting sensitivity to prodromal vascular changes that precede overt atrophy. Integrating structural MRI with deep learning-derived vascular measures substantially enhances BrainAGE estimation and improves sensitivity to MCI and AD progression, supporting its potential role in risk stratification, early detection and monitoring of therapeutic response.
Jordan Jomsky, Zongyu Li, Kay C. Igwe et al.· 0 citations
Reach-Avoid-Stay (RAS) tasks are essential in applications where systems must safely reach a target set and remain within it under all bounded disturbances. Existing approaches either struggle to compute the maximal robust RAS set, the set of all states from which the RAS task is achievable, or are limited in handling general dynamic systems. To address these challenges, this paper proposes a two-step deep reinforcement learning framework that jointly learns the maximal robust RAS set and the corresponding control policy. The first step identifies the maximal robust control-invariant set within the target set and derives a policy that ensures the system remains within it. The second step computes the maximal robust reach-avoid (RA) set using this invariant set as the target, and it is proven that this RA set is equivalent to the maximal robust RAS set. Leveraging this result, a switching policy is constructed from the two step-wise policies, which constitutes a valid policy guaranteeing completion of the RAS task. Simulation results demonstrate that the proposed framework (1) computes the exact maximal robust RAS set in the absence of training errors, yielding the least restrictive RAS policy, and (2) identifies the RAS set with high accuracy while outperforming baseline methods on RAS tasks.
Gabriel Chenevert, Jingqi Li, Achyuta kannan et al.· 0 citations
Warning: This paper contains content that may be offensive or upsetting. There has been a significant increase in the usage of large language models (LLMs) in various applications, both in their original form and through fine-tuned adaptations. As a result, LLMs have gained popularity and are being widely adopted by a large user community. However, one of the concerns with LLMs is the potential generation of socially biased content. The existing evaluation methods have many constraints, and their results exhibit a limited degree of interpretability. In this work, we propose a bias evaluation framework named GPTBIAS that leverages the high performance of LLMs (e.g., GPT-4 \cite{openai2023gpt4}) to assess bias in models. We also introduce prompts called Bias Attack Instructions, which are specifically designed for evaluating model bias. To enhance the credibility and interpretability of bias evaluation, our framework not only provides a bias score but also offers detailed information, including bias types, affected demographics, keywords, reasons behind the biases, and suggestions for improvement. We conduct extensive experiments to demonstrate the effectiveness and usability of our bias evaluation framework.
Jiaxu Zhao, Meng Fang, Shirui Pan et al.· 0 citations
Matrix-variate distributions are a relatively recent addition to the model-based clustering literature, thereby making it possible to analyze data in matrix form with complex structure such as images and time series. Due to its recent appearance, there is limited literature on matrix-variate data, with even less on dealing with outliers in these models. An approach for clustering matrix-variate normal data with outliers is discussed. The approach, which uses the distribution of subset log-likelihoods, extends the OCLUST algorithm to matrix-variate normal data and uses an iterative approach to detect and trim outliers.
Katharine M. Clark, Paul D. McNicholas· 0 citations
Thompson sampling (TS) is one of the most popular and earliest algorithms to solve stochastic multi-armed bandit problems. We consider a variant of TS, named $\alpha$-TS, where we use a fractional or $\alpha$-posterior ($\alpha\in(0,1)$) instead of the standard posterior distribution. To compute an $\alpha$-posterior, the likelihood in the definition of the standard posterior is tempered with a factor $\alpha$. For $\alpha$-TS we obtain both instance-dependent $\mathcal{O}\left(\sum_{k \neq i^*} \Delta_k\left(\frac{\log(T)}{C(\alpha)\Delta_k^2} + \frac{1}{2} \right)\right)$ and instance-independent $\mathcal{O}(\sqrt{KT\log K})$ frequentist regret bounds under very mild conditions on the prior and reward distributions, where $\Delta_k$ is the gap between the true mean rewards of the $k^{th}$ and the best arms, and $C(\alpha)$ is a known constant. Both the sub-Gaussian and exponential family models satisfy our general conditions on the reward distribution. Our conditions on the prior distribution can be easily satisfied by a density that is positive, continuous, and bounded. We also establish another instance-dependent regret upper bound that matches (up to constants) to that of improved UCB [Auer and Ortner, 2010]. Our regret analysis carefully adapts and combines recent theoretical developments in the non-asymptotic concentration analysis and Bernstein-von Mises type results for the $\alpha$-posterior distribution. Moreover, our analysis does not require additional structural properties such as closed-form posteriors or conjugate priors.
Prateek Jaiswal, Debdeep Pati, Anirban Bhattacharya et al.· 0 citations
We consider streaming principal component analysis when the stochastic data generating model is subject to perturbations. While existing models assume a fixed covariance, we adopt a robust perspective where the covariance matrix belongs to a temporal uncertainty set. Under this setting, we provide fundamental limits on convergence of any algorithm recovering principal components. We analyze the convergence of the noisy power method and Oja's algorithm, both studied for the stationary data generating model, and argue that the noisy power method is rate-optimal in our setting. Finally, we demonstrate the validity of our analysis through numerical experiments on synthetic and real-world datasets.
Daniel Bienstock, Minchan Jeong, Apurv Shukla et al.· 0 citations
Graph retrieval-augmented generation places retrieved subgraphs into the model's context window at query time, paying a recurring token cost and exposing source data on every call. We study an alternative: compiling a knowledge graph offline into a bank of LoRA adapters, one per entity, that serve as a parametric knowledge layer queried by injecting weights rather than text, at zero query-time context cost. On the MetaQA dataset, we find that subgraph-trained adapters encode context-free factual knowledge that generalizes to unseen questions: on single-valued relations the adapter gains $+0.243$ exact-match score over a base model that is nearly blind closed-book ($0.007$), and only the correct adapter recovers this knowledge (an oracle gap of $+0.283$ over the base model). However, the stored knowledge is not recoverable by similarity: given a query with no subgraph, embedding-based and weight-space geometry retrieval both perform at chance, because a semantically neighbouring entity's adapter does not contain the answer - knowledge is stored locally and does not transfer. Weight geometry correlates with subgraph semantics ($\rho = +0.329$) but not with functional retrievability. We quantify the byte and context-token costs against graph retrieval-augmented generation and discuss deployment implications. Our results establish that parametric knowledge graph memory is feasible for storing knowledge, and identify selecting and composing the right adapters by a mechanism other than semantic similarity as the central open problem - motivating a learned, query-conditioned composition mechanism.
Martino M. L. Pulici, Cuong Xuan Chu, Evgeny Kharlamov et al.· 0 citations
Systematic trading rests on one article of faith: that regularities found in the past persist. This paper does three things. First, it states that faith as five axioms, each a commonplace practitioners already accept: (A1) a decision may use only what was known when it was made; (A2) what looks like the market changing its rules is the market changing its unobserved state, the machinery being the same in every era; (A3) the future may replay stretches of the past, though not in history's proportions; (A4) states persist for a while, and the dependence they carry eventually dies out; (A5) whatever predictability exists is slight, even for a rule that knows the state. What turns these into axioms is quantification, and the quantities are declared rather than estimated: an invariance defect $\varepsilon_0$, a recurrence bound $\Lambda$ at a block scale $b$, coherence times $\ell_i$, a signal ceiling $\rho$ and an invariance ratio $\kappa$. These five declarations are the whole of the premises' empirical content. Second, it proves that the axioms force a five-stage canonical form for a quantitative investment system -- a declared representation, a capacity-bounded shrunk ensemble, contiguous purged block evaluation aggregated by $\mathrm{CVaR}_{1/\Lambda}$, a budgeted and deflated search, robust fractional Kelly sizing -- each stage necessary: a procedure omitting it does strictly worse under a law the axioms admit. Third, it tests the axioms where they are falsifiable, each only at its declared constants, on real market series: no axiom is so far overturned; what the data reject are particular declarations, the conservative $\kappa = 1$ and the exponential decay instance among them.
A new machine-learning framework aims to improve the success rate of computational protein design while moving away from results that reproduce sequences found in nature.
MIT News · Artificial Intelligence· news.mit.eduAug 24, 2026
A new method for surgically removing training examples from a model reveals that as datasets grow, the link between what a model learns and what it produces dissolves.
