We propose a data-driven dynamic factor framework where a response variable depends on a high-dimensional set of covariates, without imposing any parametric model on the joint dynamics. Leveraging Anisotropic Diffusion Maps, a nonlinear manifold learning technique introduced by Singer and Coifman, our framework uncovers the joint dynamics of the covariates and responses in a purely data-driven way. We approximate the embedding dynamics using linear diffusions, and exploit Kalman filtering to predict the evolution of the covariates and response variables directly from the diffusion map embedding space. We generalize Singer's convergence rate analysis of the graph Laplacian from the case of independent uniform samples on a compact manifold to the case of time series arising from Langevin diffusions in Euclidean space. Furthermore, we provide rigorous justification for our procedure by showing the robustness of approximations of the diffusion map coordinates by linear diffusions, and the convergence of ergodic averages under standard spectral assumptions on the underlying dynamics. We apply our method to the stress testing of equity portfolios using a combination of financial and macroeconomic factors from the Federal Reserve's supervisory scenarios. We demonstrate that our data-driven stress testing method outperforms standard scenario analysis and Principal Component Analysis benchmarks through historical backtests spanning three major financial crises, achieving reductions in mean absolute error of up to 55% and 39% for scenario-based portfolio return prediction, respectively.

Achieving robust locomotion on complex terrains remains a challenge due to high dimensional control and environmental uncertainties. This paper introduces a teacher prior framework based on the teacher student paradigm, integrating imitation and auxiliary task learning to improve learning efficiency and generalization. Unlike traditional paradigms that strongly rely on encoder-based state embeddings, our framework decouples the network design, simplifying the policy network and deployment. A high performance teacher policy is first trained using privileged information to acquire generalizable motion skills. The teacher's motion distribution is transferred to the student policy, which relies only on noisy proprioceptive data, via a generative adversarial mechanism to mitigate performance degradation caused by distributional shifts. Additionally, auxiliary task learning enhances the student policy's feature representation, speeding up convergence and improving adaptability to varying terrains. The framework is validated on a humanoid robot, showing a great improvement in locomotion stability on dynamic terrains and significant reductions in development costs. This work provides a practical solution for deploying robust locomotion strategies in humanoid robots.

Forecasting attracts a lot of research attention in the electricity value chain. However, most studies concentrate on short-term forecasting of generation or consumption with a focus on systems and less on individual consumers. Even more neglected is the topic of long-term forecasting of individual power consumption. Here, we provide an in-depth comparative evaluation of data-driven methods for generating synthetic time series data tailored to energy consumption long-term forecasting. High-fidelity synthetic data is crucial for a wide range of applications, including state estimations in energy systems or power grid planning. In this study, we assess and compare the performance of multiple state-of-the-art but less common techniques: a hybrid Wasserstein Generative Adversarial Network (WGAN), Denoising Diffusion Probabilistic Model (DDPM), Hidden Markov Model (HMM), and Masked Autoregressive Bernstein polynomial normalizing Flows (MABF). We analyze the ability of each method to replicate the temporal dynamics, long-range dependencies, and probabilistic transitions characteristic of individual energy consumption profiles. Our comparative evaluation highlights the strengths and limitations of: WGAN, DDPM, HMM and MABF aiding in selecting the most suitable approach for state estimations and other energy-related tasks. Our generation and analysis framework aims to enhance the accuracy and reliability of synthetic power consumption data while generating data that fulfills criteria like anonymisation - preserving privacy concerns mitigating risks of specific profiling of single customers. This study utilizes an open-source dataset from households in Germany with 15min time resolution. The generated synthetic power profiles can readily be used in applications like state estimations or consumption forecasting.

Team formation and the dynamics of team-based learning have drawn significant interest in the context of Multi-Agent Reinforcement Learning (MARL). However, existing studies primarily focus on unilateral groupings, predefined teams, or fixed-population settings, leaving the effects of algorithmic bilateral grouping choices in dynamic populations underexplored. To address this gap, we introduce a framework for learning two-sided team formation in dynamic multi-agent systems. Through this study, we gain insight into what algorithmic properties in bilateral team formation influence policy performance and generalization. We validate our approach using widely adopted multi-agent scenarios, demonstrating competitive performance and improved generalization in most scenarios.

Automated penetration testing (AutoPT) powered by large language models (LLMs) has gained attention for its ability to automate ethical hacking processes and identify vulnerabilities in target systems by leveraging the inherent knowledge of LLMs. However, existing LLM-based AutoPT frameworks often underperform compared to human experts in challenging tasks for several reasons: the imbalanced knowledge used in LLM training, short-sightedness in the planning process, and hallucinations during command generation. Moreover, the trial-and-error nature of the PT process is constrained by existing frameworks lacking mechanisms to learn from previous failures, restricting adaptive improvement of PT strategies. To address these limitations, we propose a knowledge-informed, self-reflective PT framework powered by LLMs, called RefPentester. This AutoPT framework is designed to assist human operators in identifying the current stage of the PT process, selecting appropriate tactics and techniques for each stage, choosing suggested actions, providing step-by-step operational guidance, and reflecting on and learning from previous failed operations. We also modeled the PT process as a seven-state Stage Machine to integrate the proposed framework effectively. The evaluation shows that RefPentester can successfully reveal credentials on Hack The Box's Sau machine, outperforming the baseline GPT-4o model by 16.7%. Across PT stages, RefPentester also demonstrates superior success rates on PT stage transitions.

We make two closely related theoretical contributions to the use of importance sampling schemes. First, for independent sampling, we prove that the minimax optimal trial distribution coincides with the target if and only if the target distribution has no atom with probability greater than $1/2$, where "minimax" means that the worst-case asymptotic variance of the self-normalized importance sampling estimator is minimized. When a large atom exists, it should be downweighted by the trial distribution. A similar phenomenon holds for a continuous target distribution concentrated on a small set. Second, we argue that it is often advantageous to run the Metropolis--Hastings algorithm with a tempered stationary distribution, $π(x)^β$, and correct for the bias by importance weighting. The dynamics of this "importance-tempered" sampling scheme can be described by a continuous-time Markov chain. We prove that for one-dimensional targets with polynomial tails, $π(x) \propto (1 + |x|)^{-γ}$, this chain is uniformly ergodic if and only if $1/γ< β< (γ- 2)/γ$. These results suggest that for target distributions with light or polynomial tails of order $γ> 3$, importance tempering can improve the precision of time-average estimators and essentially eliminate the need for burn-in.

Meta-reinforcement learning requires utilizing prior task distribution information obtained during exploration to rapidly adapt to unknown tasks. The efficiency of an agent's exploration hinges on accurately identifying the current task. Recent Bayes-Adaptive Deep RL approaches often rely on reconstructing the environment's reward signal, which is challenging in sparse reward settings, leading to suboptimal exploitation. Inspired by bisimulation metrics, which robustly extracts behavioral similarity in continuous MDPs, we propose SimBelief-a novel meta-RL framework via measuring similarity of task belief in Bayes-Adaptive MDP (BAMDP). SimBelief effectively extracts common features of similar task distributions, enabling efficient task identification and exploration in sparse reward environments. We introduce latent task belief metric to learn the common structure of similar tasks and incorporate it into the specific task belief. By learning the latent dynamics across task distributions, we connect shared latent task belief features with specific task features, facilitating rapid task identification and adaptation. Our method outperforms state-of-the-art baselines on sparse reward MuJoCo and panda-gym tasks.

Cooperative multi-agent reinforcement learning (MARL) under sparse rewards presents a fundamental challenge due to limited exploration and insufficient coordinated attention among agents. In this work, we propose the Focusing Influence Mechanism (FIM), a novel framework that enhances cooperation by directing agent influence toward task-critical elements, referred to as Center of Gravity (CoG) state dimensions, inspired by Clausewitz's military theory. FIM consists of three core components: (1) identifying CoG state dimensions based on their stability under agent behavior, (2) designing counterfactual intrinsic rewards to promote meaningful influence on these dimensions, and (3) encouraging persistent and synchronized focus through eligibility-trace-based credit accumulation. These mechanisms enable agents to induce more targeted and effective state transitions, facilitating robust cooperation even in extremely sparse reward settings. Empirical evaluations across diverse MARL benchmarks demonstrate that the proposed FIM significantly improves cooperative performance compared to baselines.

Assessing the quality of LLM-generated text remains a fundamental challenge in natural language processing. Current evaluation approaches often rely on isolated metrics or simplistic aggregations that fail to capture the nuanced trade-offs between coherence, diversity, fluency, and other relevant indicators of text quality. In this work, we adapt a recently proposed framework for statistical inference based on Generalized Stochastic Dominance (GSD) that addresses three critical limitations in existing benchmarking methodologies: the inadequacy of single-metric evaluation, the incompatibility between cardinal automatic metrics and ordinal human judgments, and the lack of inferential statistical guarantees. The GSD-front approach enables simultaneous evaluation across multiple quality dimensions while respecting their different measurement scales, building upon partial orders of decoding strategies, thus avoiding arbitrary weighting of the involved metrics. By applying this framework to evaluate common decoding strategies against human-generated text, we demonstrate its ability to identify statistically significant performance differences while accounting for potential deviations from the i.i.d. assumption of the sampling design.

The article "Revelations: A Decidable Class of POMDP with Omega-Regular Objectives" won an Outstanding Paper Award at the AAAI 2025 conference, a prestigious international conference about artificial intelligence. This year, only three papers received such an award out of 3,000 accepted and 12,000 submitted! This recognition crowns the results of research initiated in Bordeaux (France) within the Synthèse team at the Bordeaux Computer Science Research Laboratory (LaBRI), where four of the authors work: Marius Belly, Nathanaël Fijalkow, Hugo Gimbert, and Pierre Vandenhove. The work also involved researchers from Paris (Florian Horn) and Antwerp (Guillermo A. Pérez). The article is freely available on arXiv, and this post outlines its main ideas.