Genre
PRCD-MAP: Learning How Much to Trust Imperfect Priors in Causal Discovery
External priors of unknown reliability create a brittle trade-off in causal discovery: blind trust amplifies errors, blind rejection wastes signal. Real priors are also heterogeneously reliable -- physical laws are trustworthy, LLM-suggested edges are speculative -- yet existing methods either ignore priors or impose them through globally uniform trust. We propose PRCD-MAP, a soft prior-consumption layer that assigns per-edge trust to an imperfect prior and uses it to modulate a prior-aware $\ell_1$ and prior-weighted $\ell_2$ regularizer in a MAP objective. Trust is calibrated by empirical Bayes on a Laplace-approximated marginal likelihood and propagated along the prior graph by an MLP, so data-confirmed neighborhoods boost trust and contradictions suppress it. PRCD-MAP enjoys a population-level safety guarantee: it is $\varepsilon$-safe in expectation over the prior-generation distribution, with $\varepsilon\leq C\cdot\mathrm{acc}(1{-}\mathrm{acc})\cdot d^2/T$ at the parametric $T^{-1}$ rate and vanishing at the prior-quality endpoints. When the prior is uninformative, learned trust provably collapses to its floor and the method recovers a no-prior baseline. Empirically, on real CausalTime data PRCD-MAP exploits informative LLM priors (LLM-prior gain $+0.067/+0.089$ AUROC on AQI/Medical over a no-prior PRCD-MAP backbone; combined backbone+prior lead $+0.123/+0.043$ over PCMCI+), auto-attenuates on the anonymous-variable Traffic stress test, and retains a lead at $d{=}300$; against BayesDAG, the closest soft-Bayesian baseline, PRCD-MAP wins on every CausalTime dataset under a matched $W_0$-only protocol. A four-way ablation isolates each component: EB calibration and MLP trust propagation jointly carry the plurality of the gain, with positive sign on every dataset. Extensions to nonlinear (NAM) and cross-sectional settings show the calibrated-trust principle is setting-agnostic.
Dynamic Vine Copulas: Detecting and Quantifying Time-Varying Higher-Order Interactions
Safaai, Houman, Vargas, Alessandro Marin
Time-varying dependence is often modeled with dynamic correlations or Gaussian graphical models, but multivariate systems can change through tail behavior, asymmetry, or conditional structure even when correlations are nearly stable. We introduce Dynamic Vine Copulas (DVC), a temporal vine-copula framework for estimating and diagnosing sequence-wide non-Gaussian dependence. DVC fixes a chosen vine factorization for comparability; the framework applies to C-, D-, and R-vines, and our experiments use fixed-root-order C-vines. Pair-copula states evolve through smooth parameter trajectories or temporally regularized family-switching paths. The main diagnostic is a held-out comparison between a full vine and its matched 1-truncated version, which separates flexible first-tree pairwise dependence from evidence contributed by higher-tree conditional terms. At the population level, under a correct fixed vine and the simplifying assumption, this contrast equals the higher-tree component of a vine total-correlation decomposition; in finite samples, it is a predictive diagnostic. In controlled benchmarks, DVC detects Student-t degrees-of-freedom changes, Clayton-to-Gumbel switches, and recurrent conditional-interaction episodes missed or conflated by Gaussian dynamic baselines. The higher-tree score remains near zero in pairwise-only regimes and rises during conditional-interaction regimes. On Allen Visual Behavior Neuropixels data, DVC identifies a reproducible time-indexed higher-tree signal that is positive across held-out splits and vanishes under a decorrelated null, indicating simultaneous cross-area dependence. DVC therefore provides a flexible temporal copula model and an interpretable test of whether temporal dependence changes are pairwise or conditional.
From Information Geometry to Jet Substructure: A Triality of Cumulant Tensors, Energy Correlators, and Hypergraphs
Bal, Aritra, Klute, Markus, Maier, Benedikt, Spannowsky, Michael
Pairwise Fisher graphs capture local covariance information, but they cannot distinguish an irreducible multi-observable radiation pattern from a collection of ordinary pairwise correlations. We show that this missing structure is naturally supplied by higher-order Fisher tensors. In a finite basis of binned EECs, ECFs, or EFPs, and in the natural exponential-family coordinates generated by that basis, the same local tensor has three equivalent interpretations: a coefficient in the local Kullback-Leibler expansion, a connected cumulant of the chosen correlator observables, and a signed weight on a hyperedge linking those observables. This gives an exact Fisher-correlator-hypergraph triality in the local exponential-family embedding. The triality provides a direct construction of physics-informed hypergraphs from correlator data. Extending the quadratic Fisher matrix to the first non-trivial higher tensor identifies genuinely connected multi-observable radiation patterns, supplies hyperedge weights for higher-order Laplacians and message passing, and gives a principled criterion for compressing observable bases beyond pairwise information. We develop these constructions and spell out why the exact cumulant interpretation is special to natural exponential-family coordinates. We illustrate the framework in four applications. In a minimal local-KL study, the cubic Fisher tensor reduces the KL truncation error and isolates the dominant triplet structure. In a two-versus-three prong jet substructure benchmark, the hypergraph selector improves compressed-basis classification. In a 33-observable basis-design problem, the Fisher hypergraph retains more third-order local response at twelve observables. A low-capacity learning benchmark then shows how the same Fisher hyperedges can be used as an interpretable inductive bias for message passing on correlator observables.
Beyond Activation Alignment: The Geometry of Neural Sensitivity
Yavari, Amirhossein, Esfahlani, Farnaz Zamani
Activation-alignment measures such as Representational Similarity Analysis (RSA), Canonical Correlation Analysis (CCA), and Centered Kernel Alignment (CKA) are widely used to compare biological and artificial neural representations. Recent theoretical work interprets many of these methods as assessing agreement between optimal linear readouts over broad families of global tasks. However, agreement at the level of global readouts does not determine how a system uses local stimulus evidence. Specifically, representations may align in activation space yet differ in their sensitivity to small perturbations. To address this challenge, we introduce a complementary framework based on local decodable information, which focuses on a representation's ability, under noise, to discriminate small perturbations within a specified stimulus-coordinate subspace. Building on Fisher information and local representation geometry, we summarize each representation using the expected projected pullback/Fisher metric over that subspace. This formulation induces a second-moment family of local discrimination tasks, for which the resulting operator provides a minimal, complete dataset-level summary of expected discriminability. We compare these regularized signatures using a log-spectral distance on the manifold of symmetric positive definite (SPD) matrices, yielding the Spectral Riemannian Alignment Score (S-RAS) and a uniform multiplicative certificate over the corresponding family of lifted task values. Empirically, this framework enables the recovery of corresponding layers across independently trained artificial neural networks, supports transferable class-conditional probes, reveals controlled dissociations between standard and robust training, and uncovers stimulus-coordinate family effects across mouse visual cortex using the Allen Brain Observatory static gratings dataset.
Unified Framework of Distributional Regret in Multi-Armed Bandits and Reinforcement Learning
We study the distribution of regret in stochastic multi-armed bandits and episodic reinforcement learning through a unified framework. We formalize a distributional regret bound as a probabilistic guarantee that holds uniformly over all confidence levels $δ\in (0,1]$, thereby characterizing the regret distribution across the full range of $δ$. We present a simple UCBVI-style algorithm with exploration bonus $\min\{c_{1,k}/N, c_{2,k}/\sqrt{N}\}$, where $N$ denotes the visit count and $(c_{1,k},c_{2,k})$ are user-specified parameters. For arbitrary parameter sequences, we derive general gap-independent and gap-dependent distributional regret bounds, yielding a principled characterization of how the parameters control the trade-off between expected performance, tail risk, and instance-dependent behavior. In particular, our bounds achieve optimal trade-offs between expected and distributional regret in both minimax and instance-dependent regimes. As a special case, for multi-armed bandits with $A$ arms and horizon $T$, we obtain a distributional regret bound of order $\mathcal{O}(\sqrt{AT}\log(1/δ))$, confirming the conjecture of Lattimore & Szepesvári (2020, Section 17.1) for the first time.
Maximizing Rollout Informativeness under a Fixed Budget: A Submodular View of Tree Search for Tool-Use Agentic Reinforcement Learning
Hu, Yuelin, Yu, Zhenbo, Cheng, Zhengxue, Liu, Wei, Song, Li
We formalize Rollout Informativeness under a Fixed Budget (RIFB) as the expected non-vanishing policy-gradient mass that a tool-use rollout set injects into Group Relative Policy Optimization (GRPO). We prove that any budget-agnostic independent sampler suffers a collapse rate bounded away from zero for hard prompts regardless of the budget. Motivated by this, we recast intermediate state selection as a monotone submodular maximization problem, where a greedy one-step selector enjoys a 1 minus 1/e approximation guarantee. Our Uncertainty-aware Upper Confidence Bound (UUCB) terms arise as closed-form marginal gains of this objective. This turns the token-level entropy bonus from an empirical trick into an analytic consequence of the formulation. We present InfoTree, a training-time tree-search framework coupling UUCB with a learned Adaptive Budget Allocator (ABA) and an asynchronous Speculative Expansion scheme. ABA rescues prompts whose initial tree is wasted on uniform outcomes, lifting the mixed-outcome ratio from 58.1 percent to 76.3 percent with less than 5 percent budget overhead. Speculative Expansion reduces wall-clock overhead from 14.3 percent to 4.8 percent by tolerating bounded staleness in UUCB scores. Across nine benchmarks spanning math reasoning (AIME 2024 and 2025, MATH-500, OlympiadBench, USAMO), web-search agents (GAIA, HLE-100, BrowseComp-lite), and tool-rich coding and OS agents (APPS-verified, AgentBench-OS), InfoTree outperforms flat GRPO, DeepSearch, Tree-GRPO, AT2PO, CW-GRPO, and RC-GRPO. Head-to-head compositions with Tree-GRPO prefix sharing and CW-GRPO contribution weights deliver further gains, confirming that our selector operates orthogonally to rollout reuse and trajectory re-weighting. A 5 by 5 by 5 robustness grid reveals that over three quarters of the hyperparameter space lies on a performance plateau, confirming UUCB robustness.
Forecasting Oncology Demand Trends with Boosting-Based Bayesian Conjugate Models
Neto, Ademir Batista dos Santos, Ferreira, Tiago Alessandro Espinola, Firmino, Paulo Renato Alves
Accurate trend forecasting in healthcare time series is essential for planning and resource allocation. This paper proposes a Bayesian framework for predicting oncology demand trends, modeling weekly appointments as a Poisson process with a Gamma prior to the demand rate. To enhance adaptability and capture persistent directional patterns, we incorporate a residual-based boosting mechanism grounded in a Gamma-Log-Normal conjugate structure. This boosting approach allows the model to track both short- and long-term trend shifts while maintaining the analytical tractability of conjugate Bayesian updating. The methodology was evaluated on real oncology service data from Cariri, Ceara, Brazil, and compared against established baselines, including linear regression, ARIMA, naive forecasting, LSTM neural networks, and XGBoost. Results showed that the proposed model outperforms competing methods in trend detection accuracy, with gains in terms of percentage of correct direction of 38.25% in relation to the second best approach in some cases.
Feature Starvation as Geometric Instability in Sparse Autoencoders
Chaudhry, Faris, Yano, Keisuke, Monod, Anthea
Sparse autoencoders (SAEs) are used to disentangle the dense, polysemantic internal representations of large language models (LLMs) into interpretable, monosemantic concepts. However, standard $\ell_1$-regularized SAEs suffer from feature starvation (dead neurons) and shrinkage bias, often requiring computationally expensive heuristic resampling and nondifferentiable hard-masking methods to bypass these challenges. We argue that feature starvation is not merely an empirical artifact of poor data diversity, but a fundamental optimization-geometric pathology of overcomplete dictionaries: the $\ell_1$-induced sparse coding map is unstable and fundamentally misaligned with shallow, amortized encoders. To address this structural instability, we introduce adaptive elastic net SAEs (AEN-SAEs), a fully differentiable architecture grounded in classical sparse regression. AEN-SAEs combine an $\ell_2$ structural term that enforces strong convexity and Lipschitz stability with adaptive $\ell_1$ reweighting that eliminates shrinkage bias and suppresses spurious features, thereby jointly controlling the curvature and interaction structure of the induced polyhedral geometry. Theoretically, we show that AEN-SAEs yield a Lipschitz-continuous sparse coding map and recover the global feature support under mild assumptions. Empirically, across synthetic settings and LLMs (Pythia 70M, Llama 3.1 8B), AEN-SAEs mitigate feature starvation without auxiliary heuristics while maintaining competitive reconstruction abilities.
Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees
We study nonparametric estimation of Schrödinger bridge (SB) drifts from i.i.d.\ data observed on a single time interval. Starting from the conditional-ratio form of the Schrödinger bridge time-series (SBTS) drift formula, we analyze a direct Nadaraya--Watson plug-in estimator built from kernelized numerator and denominator terms. Unlike recent SB analyses based on entropic-OT potentials, Sinkhorn iterations, or iterative bridge solvers, our approach works directly at the drift level and isolates \emph{statistical error} from optimization, approximation, and discretization error. Under Hölder regularity, a marginal-density floor, and bounded support, we prove a uniform non-asymptotic bound for admissible bandwidth pairs, a pointwise CLT under genuine undersmoothing, and an adaptive bandwidth selector satisfying an oracle inequality. We also prove a pivot-local minimax lower bound which, through an explicit uniform pivot, yields a global minimax lower bound under transparent compatibility conditions; hence the adaptive selector is minimax-rate optimal up to logarithmic factors. Synthetic experiments provide theorem-targeted diagnostics for finite-sample scaling, Gaussian approximation, and adaptive behavior.
Estimating Implicit Regularization in Deep Learning
Rudoler, Joseph H., Tan, Kevin, Hooker, Giles, Kording, Konrad P.
Deep learning systems are known to exhibit implicit regularization (alt. implicit bias), favoring simple solutions instead of merely minimizing the loss function. In some cases, we can analytically derive the implicit regularization -- connecting it to an equivalent penalty that augments the learning objective. However, modern deep learning systems are complex, carrying modifications to the training procedure and architecture (e.g. early stopping, minibatching, dropout) whose effects are not always directly interpretable. Although estimating the resulting implicit regularization could aid theorists in algorithm design and practitioners in interpreting their hyperparameter choices, this problem has received little direct attention. It is also tractable: regularization makes weight updates deviate from loss gradients, promising a signal for identifying implicit bias. Here we provide gradient matching methods that can be used to empirically estimate the implicit regularization. Our method works on networks with known regularization, recovering popular explicit penalties like $\ell_1$ and $\ell_2$. It also replicates known implicit effects, like the quadratic weight penalty induced by early stopping in gradient descent, demonstrating that it can be used to test theories of implicit regularization. Crucially, because our method is empirical, it can handle implicit regularization in arbitrary networks. We demonstrate this use by characterizing the effects of dropout in deep networks, showing implicit $\ell_2$ effects in this popular method. Our work shows that practitioners can use gradient matching to understand regularization in networks with implicit biases that are too complicated to derive analytically.