Conformal prediction methods are statistical tools designed to quantify uncertainty and generate predictive sets with guaranteed coverage probabilities. This work introduces an innovative refinement to these methods for classification tasks, specifically tailored for scenarios where multiple observations (multi-inputs) of a single instance are available at prediction time. Our approach is particularly motivated by applications in citizen science, where multiple images of the same plant or animal are captured by individuals. Our method integrates the information from each observation into conformal prediction, enabling a reduction in the size of the predicted label set while preserving the required class-conditional coverage guarantee. The approach is based on the aggregation of conformal p-values computed from each observation of a multi-input. By exploiting the exact distribution of these p-values, we propose a general aggregation framework using an abstract scoring function, encompassing many classical statistical tools. Knowledge of this distribution also enables refined versions of standard strategies, such as majority voting. We evaluate our method on simulated and real data, with a particular focus on Pl@ntNet, a prominent citizen science platform that facilitates the collection and identification of plant species through user-submitted images.

Restless Multi-Armed Bandits (MABs) are a general framework designed to handle real-world decision-making problems where the expected rewards evolve over time, such as in recommender systems and dynamic pricing. In this work, we investigate from a theoretical standpoint two well-known structured subclasses of restless MABs: the rising and the rising concave settings, where the expected reward of each arm evolves over time following an unknown non-decreasing and a non-decreasing concave function, respectively. By providing a novel methodology of independent interest for general restless bandits, we establish new lower bounds on the expected cumulative regret for both settings. In the rising case, we prove a lower bound of order ΩpT2{3q, matching known upper bounds for restless bandits; whereas, in the rising concave case, we derive a lower bound of order ΩpT3{5q, proving for the first time that this setting is provably more challenging than stationary MABs. Then, we introduce Rising Concave Budgeted Exploration (RC-BEpαq), a new regret minimization algorithm designed for the rising concave MABs. By devising a novel proof technique, we show that the expected cumulative regret of RC-BEpαq is in the order of rOpT7{11q. These results collectively make a step towards closing the gap in rising concave MABs, positioning them between stationary and general restless bandit settings in terms of statistical complexity.

Current document retrieval-augmented generation (DocRAG) Therefore, the number of female respondents who never listened to theradio is: Number of females who never listened = 2,001 * 0.557 = 1,115 methods remain limited by their text-centric approaches, frequently missing "text12": [ "The table provides a

Numerous well-established studies have demonstrated the superhuman capabilities of modern Vision-Language Models (VLMs) across a wide range of tasks. However, growing is the doubt about the continuing availability of reliable high-quality labeling (supervision) from human annotators, leading to stagnation of the model's performance. To address this challenge, "superalignment" employs the so-called weak-to-strong generalization paradigm, where the supervision from a weak model can provide generalizable knowledge for a strong model. While effective in aligning knowledge for clean samples between the strong and weak models, the standard weak-to-strong approach typically fails to capture adversarial robustness, exposing strong VLMs to adversarial attacks. This inability to transfer adversarial robustness is because adversarial samples are normally missing in the superalignment stage. To this end, we are the first to propose the weak-to-strong (adversarial) robustness generalization method to elicit zero-shot robustness in large-scale models by an unsupervised scheme, mitigating the unreliable information source for alignment from two perspectives: alignment re-weighting and source guidance refinement. We analyze settings under which robustness generalization is possible.

Multi-view clustering aims to enhance clustering performance by leveraging information from diverse sources. However, its practical application is often hindered by a barrier: the lack of correspondences across views. This paper focuses on the understudied problem of fully incomplete multi-view clustering (FIMC), a scenario where existing methods fail due to their reliance on partial alignment. To address this problem, we introduce the Contrastive Prototype Matching Network (CPMN), a novel framework that establishes a new paradigm for cross-view alignment based on matching high-level categorical structures. Instead of aligning individual instances, CPMN performs a more robust cluster prototype alignment. CPMN first employs a correspondence-free graph contrastive learning approach, leveraging mutual k-nearest neighbors (MNN) to uncover intrinsic data structures and establish initial prototypes from entirely unpaired views. Building on the prototypes, we introduce a cross-view prototype graph matching stage to resolve category misalignment and forge a unified clustering structure. Finally, guided by this alignment, we devise a prototype-aware contrastive learning mechanism to promote semantic consistency, replacing the reliance on the initial MNN-based structural similarity. Extensive experiments on benchmark datasets demonstrate that our method significantly outperforms various baselines and ablation variants, validating its effectiveness.

We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample complexity of replicably testing natural properties of the underlying distributions. On the algorithmic front, we develop new replicable algorithms for testing closeness and independence of discrete distributions. On the lower bound front, we develop a new methodology for proving sample complexity lower bounds for replicable testing that may be of broader interest. As an application of our technique, we establish near-optimal sample complexity lower bounds for replicable uniformity testing--answering an open question from prior work--and closeness testing.

Fair classification is a critical challenge that has gained increasing importance due to international regulations and its growing use in high-stakes decision-making settings. Existing methods often rely on adversarial learning or distribution matching across sensitive groups; however, adversarial learning can be unstable, and distribution matching can be computationally intensive. To address these limitations, we propose a novel approach based on the characteristic function distance. Our method ensures that the learned representation contains minimal sensitive information while maintaining high effectiveness for downstream tasks. By utilizing characteristic functions, we achieve a more stable and efficient solution compared to traditional methods. Additionally, we introduce a simple relaxation of the objective function that guarantees fairness in common classification models with no performance degradation. Experimental results on benchmark datasets demonstrate that our approach consistently matches or achieves better fairness and predictive accuracy than existing methods. Moreover, our method maintains robustness and computational efficiency, making it a practical solution for real-world applications.

However, existing algorithms either require strict monotonicity or only guarantee the convergence of averaged iterates, as in Fictitious Play in continuous time. We address this gap with the following theoretical result. First, we prove that the last-iterated policy of a proximal-point (PP) update with KL regularization converges to an equilibrium of MFG under non-strict monotonicity. Second, we see that each PP update is equivalent to finding the equilibria of a KL-regularized MFG. We then prove that this equilibrium can be found using Mirror Descent (MD) with an exponential last-iterate convergence rate. Building on these insights, we propose the Approximate Proximal-Point (APP) algorithm, which approximately implements the PP update via a small number of MD steps. Numerical experiments on standard benchmarks confirm that the APP algorithm reliably converges to the unregularized mean-field equilibrium without time-averaging.

Shuffled regression is the problem of learning regression functions from shuffled data where the correspondence between the input features and target response is unknown. This paper proposes a probabilistic model for shuffled regression called Gaussian Process Shuffled Regression (GPSR). By introducing Gaussian processes as a prior of regression functions in function space via the kernel function, GPSR can express a wide variety of functions in a nonparametric manner while quantifying the uncertainty of the prediction. By adopting the Bayesian evidence maximization framework and a theoretical analysis of the connection between the marginal likelihood/predictive distribution of GPSR and that of standard Gaussian process regression (GPR), we derive an easy-to-implement inference algorithm for GPSR that iteratively applies GPR and updates the input-output correspondence. To reduce computation costs and obtain closed-form solutions for correspondence updates, we also develop a sparse approximate variant of GPSR using its weight space formulation, which can be seen as Bayesian shuffled linear regression with random Fourier features. Experiments on benchmark datasets confirm the effectiveness of our GPSR proposal.

Prior work (Klochkov & Zhivotovskiy, 2021) establishes at most O(log(n)/n) excess risk bounds via algorithmic stability for strongly-convex learners with high probability. We show that under the similar common assumptions -- PolyakLojasiewicz condition, smoothness, and Lipschitz continous for losses -- rates of O log2(n)/n2 are at most achievable. To our knowledge, our analysis also provides the tightest high-probability bounds for gradient-based generalization gaps in nonconvex settings.