Industry
Latent Block-Diffusion Temporal Point Processes: A Semi-Autoregressive Framework for Asynchronous Event Sequence Generation
Zhang, Shuai, Chen, Yancheng, Zhou, Chuan, Liu, Yang, Lin, Xixun, Zhao, Xiangyu, Zhu, Jun, Ma, Zhi-Ming
Modeling and sampling from the underlying distribution of asynchronous event sequences are crucial in various real-world applications, including social networks, medical diagnosis, and financial transactions. Existing autoregressive methods suffer from error accumulation during multi-step generation, while non-autoregressive diffusion methods are typically limited to fixed-length output sequences. In this paper, we propose Latent Block-Diffusion Temporal Point Processes (LBDTPP), a novel semi-autoregressive TPP framework that introduces a latent block diffusion mechanism for high-quality and variable-length event sequence generation. The core idea is to define an autoregressive probability distribution over event blocks in latent space and perform Gaussian diffusion within each block. By sequentially generating blocks while simultaneously sampling events in each block, LBDTPP preserves the length flexibility of autoregressive TPPs and inherits the parallel high-quality generation capability of diffusion models. Theoretically, we derive Wasserstein error bounds showing that, under suitable local approximation and prefix-stability assumptions, block-wise generation can reduce error accumulation compared with event-wise autoregressive generation. Extensive experiments on six real-world benchmark datasets demonstrate that LBDTPP outperforms state-of-the-art TPP baselines in both unconditional and conditional generation tasks. Further empirical analyses verify the benefits of latent-space diffusion and block-wise generation, and reveal the trade-off between generation quality and block size. Our code is available at https://github.com/Zh-Shuai/LBDTPP.
Model selection with proper scoring rules on data sets of time series: prefer the mean scaled score
Corani, Giorgio, Damato, Stefano, Azzimonti, Dario, Zambon, Lorenzo
We study the problem of model selection among probabilistic forecasting models evaluated on datasets of multiple time series. The performance of a model on a single time series is quantified by the average value (score) of a proper scoring rule over a test set, but extending model selection to data sets of time series requires aggregating these scores. Common approaches either rely on scaling scores and averaging them (mean scaled score) or avoid scaling by using alternative statistics such as mean ranks or win rates. However, these approaches can yield conflicting conclusions. We show that such discrepancies arise from the skewness of the distribution of the scores, which is particularly pronounced when test sets are short. The skewness can cause non-mean criteria (e.g., mean rank, median, win rate) to select misspecified models. In contrast, the mean score is immune from this problem. We further show that, as the size of the test sets increases, all aggregation criteria converge to the same model selection decision, mitigating these discrepancies. Our experiments on intermittent demand time series, including data from the M5 competition, highlight the importance of sufficiently large test sets; the mean scaled score appears to be the more reliable approach, also because empirically we found its decision to remain consistent when different scaling factors are adopted.
Information from coincidences
We prove a single algebraic mixed coincidence identity that unifies a broad swath of information-theoretic variational results. For any family of priors $\{π_i\}$ and real exponents $\{ α_i \}$, the log of the mixed count $E_{x\simν}\!\left[\prod_{i=1}^W π_i^{α_i}(x)\right]$ is simultaneously a Boltzmann coincidence weight, an exponential-family normalizer, a maximum-entropy value, and a KL-barycenter optimum. The identity yields a unified derivation of classical cornerstones of information theory: concentration of empirical distributions (Sanov-type decompositions and Gibbs conditioning), hypothesis-testing error exponents (Chernoff information and its multi-way analogue), change-of-measure inequalities (Donsker-Varadhan and PAC-Bayes), and laws governing rare-pattern coincidences (Erdos-Renyi run-length, iterative guesswork, rate-distortion, and birthday thresholds). Each is recovered as a specialization of the same algebraic equality. It strictly generalizes the classical Renyi entropy and divergence variational formulas (one and two priors respectively) to a $W$-prior simplex, and holds for unnormalized and continuum-indexed priors. Among its consequences are an exact multi-prior PAC-Bayes penalty that subtracts an explicit "coincidence bonus" from the usual single-prior posterior penalty, and the asymptotic MAP error exponent for $W$-ary hypothesis testing as an edge-restricted simplex optimum. We demonstrate the calculus at scale on two large alphabets encoding richly modeled sequential languages: on language-model next-token predictives where we recover contrastive decoding, and on human genomic regulatory sequence where it separates correlated from diverse prior families along a sliding-window trace.
Stabilizing black-box algorithms through task-oriented randomization
Abstract--As black-box models become foundational to mod-solution that can be applied across a wide range of scientific ern research, ensuring their stability is paramount for the realiza-and industrial domains. The inherent diversity of inputs--ranging from structured Gaussian distributions to Notwithstanding its widespread application, the framework complex data with unknown structures--poses a significantexhibits certain shortcomings when dealing with complex challenge: how to stabilize black-box outputs while effectivelydatasets. First, standard resampling schemes often fail to leveraging available prior information. This paper introduces aaccount for the underlying data structures; as a result, the task-oriented randomization methodology that adaptively tailorsdrawn samples cannot reflect the true data distribution, thereby its strategy to the underlying generative mechanisms of the input data, specifically addressing unstructured complexities. Second, effective sampling requires prior comprehensive suite of stability guarantees is proposed. Beyondknowledge of the distribution, which is often unattainable establishing rigorous theoretical foundations for stability, thein practical environments.
FedReLa: Imbalanced Federated Learning via Re-Labeling
Hu, Guangzheng, Menéndez, Patricia, Liu, Feng, Gong, Mingming, Wang, Guanghui, Peng, Liuhua
Federated learning has emerged as the foremost approach for decentralized model training with privacy preservation. The global class imbalance and cross-client data heterogeneity naturally coexist, and the mismatch between local and global imbalances exacerbates the performance degradation of the aggregated model. The agnosticism of global class distribution poses significant challenges for data-level methods, especially under extreme conditions with severe class absence across clients. In this paper, we propose FedReLa, a novel data-level approach that tackles the coexistence of data heterogeneity and class imbalance in federated learning. By re-labeling samples with a feature-dependent label re-allocator, FedReLa corrects biased global decision boundaries without requiring knowledge of the global class distribution. This modular, model-agnostic approach can be integrated with algorithmic methods to deliver consistent improvements without additional communication overhead. Through extensive experiments, our method significantly improves the accuracy of minority classes and the overall accuracy on stepwise-imbalanced and long-tailed datasets, outperforming the previous state of the art.
Efficient Adaptive Data Acquisition via Pretrained Belief Representations
Huang, Daolang, Huang, Zhuoyue, Hassan, Conor, Acerbi, Luigi, Kaski, Samuel, Rainforth, Tom
Learning effective policies for adaptive data acquisition remains challenging: posterior-based methods rely on surrogate models and posterior approximations that can be misspecified or biased, while direct policy-learning methods map from historical observations and fail to exploit available model representations, making learning harder. We introduce policy learning with belief representations (POLAR), based on the insight that optimal data acquisition depends on the observation history only through a sufficient belief state. Specifically, POLAR decouples representation learning from policy learning by leveraging pretrained predictive foundation models as belief-state encoders, training a policy head on top of their representations. This yields a simple, unified amortised policy learning framework for Bayesian experimental design, Bayesian optimisation, and active learning, differing only in the task-specific utility used to train the policy. Empirically, we find that POLAR outperforms state-of-the-art amortised methods across diverse tasks while requiring far fewer training samples, demonstrating a significant step in the scalability and efficiency of amortised data acquisition.
When Does Synthetic Data Augmentation Improve Score-Based Imbalanced Classification?
Ma, Zhengchi, Lyu, Pengfei, Zhang, Anru R.
Synthetic data augmentation is widely used to mitigate class imbalance, but its theoretical effects on score-based classification remain poorly understood. This paper develops a framework for characterizing when synthetic minority augmentation can improve threshold-integrated and threshold-optimized metrics, including AUROC, AUPRC, best-threshold balanced accuracy, and best-threshold \(\F_1\) score. We separate the effect of augmentation into two components: a change in effective class weighting and a discrepancy between the synthetic and true minority distributions. Under well-specified score models, the raw estimator already targets the likelihood-ratio ordering, which is population-optimal for the metrics considered. Consequently, augmentation cannot provide a fundamental population-level improvement beyond possible finite-sample variance reduction, and may introduce additional bias through synthetic distributional error. We further establish minimax lower bounds showing that the raw estimator already achieves the optimal metric-regret rate in the well-specified regime. Under misspecification, however, augmentation can play a qualitatively different role: by changing the effective class balance, it can alter the restricted-class projection and correct ranking errors induced by the raw imbalanced objective. We provide explicit improvement bounds quantifying the roles of approximation error, finite-sample estimation error, and synthetic distributional error. Simulation studies corroborate the theory, demonstrating limited gains under well-specification and nontrivial but nonmonotone improvements under misspecification.
After successfully selling over 15 cars, Faraday Future would now like you to buy its robots
Faraday Future would like you to purchase an $89,900 robot . As part of its latest revamp, the embattled electric car company is now pitching a lineup of robots, including humanoids, quadrupeds and a robotic arm. If that name doesn't ring any bells, that could be because the company has been going through a bit of a pivot over the past year in an attempt to salvage its bottom line, if not its reputation. That's become something of a theme for Faraday. The business generated a fair bit of hype years before it showed off its first production-ready electric car at CES 2017.
I've spent 30 years in recruitment - this is how to get a job
I've spent 30 years in recruitment - this is how to get a job If you've sent off dozens of job applications and heard nothing back, the silence can be as infuriating as a rejection. Part of the problem is the shrinking number of entry-level jobs. Reed, the recruitment firm, says that graduate vacancies on its website have fallen from around 180,000 three or four years ago to 50,000. James Reed, chair and chief executive of Reed, has spent 30 years watching how employers make decisions and, like many, is frustrated at how difficult the process has become. Here, the recruitment veteran gives some pointers on how to get noticed in a tough jobs market.