Skip to content

An Identifiability Theory of Masked Prediction: Mode Blindness and Mask Schedules

Aug 2026 · 0 citations
Computer Science Mathematics

TL;DR

This work empirically validate predictions through exact calculations and controlled stochastic optimization of the worst-case joint-distribution error permitted by excess risk at most $\varepsilon$-identifiability modulus using an $\varepsilon$-identifiability modulus.

Abstract

Masked prediction learns by inferring missing variables from visible context. When does optimizing this conditional task recover the true joint data distribution? We study this question using an $\varepsilon$-identifiability modulus, which measures the worst-case joint-distribution error permitted by excess risk at most $\varepsilon$. For distributions with separated global modes, schedules retaining large visible contexts can permit substantial mode-weight errors at exponentially small excess risk. An exact information decomposition explains why: for a fixed mask, the loss penalizes only the mode-weight mismatch that remains unresolved by the visible context. For small mode-weight perturbations, the objective's sensitivity is proportional to residual mode uncertainty averaged over masks. Under joint masked-block log loss, low-visibility masks that retain mode uncertainty restore this sensitivity, while positive full-mask probability bounds joint-distribution error in terms of excess risk. We empirically validate these predictions through exact calculations and controlled stochastic optimization.

View source

Similar papers

Preprint Sep 2026

When Noise Estimation Hides Basis Misspecification in Repeated Bayesian Inverse Problems

Basis-restricted priors in Bayesian inverse problems can lose coverage when the truth has components outside the basis. We show that estimating the observation-noise variance can hide this loss. Under a linear forward model, when the in-span prior variance dominates the noise, the maximum-likelihood noise estimate abso...

Rares Grozavescu, Mark Girolami · 0 citations
#artificial intelligence Preprint Sep 2026

Target-Dependent Limits of Causal Repair: A Leading-Log Frontier in a Gaussian Model

Knowing how much a causal predictor could improve need not reveal the gain of the repair actually learned. We quantify this gap in a scalar Gaussian causal experiment with known intervention geometry: auxiliary data identify effect magnitude up to bounded contamination, while diagnostics identify direction. The target...

Qin-Chuan Cheng, Jia-Qi Liu, Rui Xie · 0 citations
#machine learning Preprint Oct 2026

The hidden advantage of mask resampling: a theory of masked autoencoders

Why can masked prediction learn useful representations that unmasked reconstruction misses? We study this question in a high-dimensional model of a masked autoencoder (MAE) trained on data with shared latent structure and heterogeneous noise. We prove that masked linear reconstruction can recover the latent feature at...

Jorge Medina Moreira, Lorenzo Bardone, Lenka Zdeborová · 0 citations
Preprint Aug 2026

Coarsening Latent-Class Probabilities: Directional Distortion and Coverage Loss

Outcomes are regressed on a calibrated probability vector for unobserved class membership. Under a structural conditional mean excluding the score and conditional calibration, the observed-data model reduces to a partially linear regression. The probability vector is a Berkson-type surrogate for membership, so the effe...

M. T. Kurbucz · 0 citations
Preprint Sep 2026

Coverage Is Not Ordering: Ancillary Leakage and Representation Dependence in Covariance-Based Inference

A covariance matrix is often used as a compact surrogate for the statistical model of a measurement. We show that this replacement can change not only a fitted value or its uncertainty, but also the likelihood-ratio ordering of the experiment itself. In a tractable correlated-measurement model, the data separate into a...

Tommaso Dorigo · 0 citations
Preprint Aug 2026

Duality and Error for Predictively Oriented Inference

This work derives a finite-dimensional dual formulation of PrO inference that separates sampling fluctuation, approximation under a divergence budget, regularization, and numerical optimization error and uses an exactly solvable categorical example to show that predictive-risk convergence can imply convergence to a uni...

Aurya Javeed, D. Kouri, Teresa Portone et al. · 0 citations

Related blog posts

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.