Graph neural networks (GNNs) are widely used in urban spatiotemporal forecasting, such as predicting infrastructure problems. In this setting, government officials wish to know in which neighborhoods incidents like potholes or rodent issues occur. The true state of incidents (e.g., street conditions) for each neighborhood is observed via government inspection ratings. However, these ratings are only conducted for a sparse set of neighborhoods and incident types. We also observe the state of incidents via crowdsourced reports, which are more densely observed but may be biased due to heterogeneous reporting behavior. First, for such settings, we propose a multiview, multioutput GNN-based model that uses both unbiased rating data and biased reporting data to predict the true latent state of incidents. Second, we investigate a case study of New York City urban incidents and collect, standardize, and make publicly available a dataset of 9,615,863 crowdsourced reports and 1,041,415 government inspection ratings over 3 years and across 139 types of incidents. Finally, we show on both real and semi-synthetic data that our model can better predict the latent state compared to models that use only reporting data or models that use only rating data, especially when rating data is sparse and reports are predictive of ratings. We also quantify demographic biases in crowdsourced reporting, e.g., higher-income neighborhoods report problems at higher rates. Our analysis showcases a widely applicable approach for latent state prediction using heterogeneous, sparse, and biased data.

We introduce LOKI, a compute-efficient framework for co-designing morphologies and control policies that generalize across unseen tasks. Inspired by biological adaptation -- where animals quickly adjust to morphological changes -- our method overcomes the inefficiencies of traditional evolutionary and quality-diversity algorithms. We propose learning convergent functions: shared control policies trained across clusters of morphologically similar designs in a learned latent space, drastically reducing the training cost per design. Simultaneously, we promote divergent forms by replacing mutation with dynamic local search, enabling broader exploration and preventing premature convergence. The policy reuse allows us to explore 780$\times$ more designs using 78% fewer simulation steps and 40% less compute per design. Local competition paired with a broader search results in a diverse set of high-performing final morphologies. Using the UNIMAL design space and a flat-terrain locomotion task, LOKI discovers a rich variety of designs -- ranging from quadrupeds to crabs, bipedals, and spinners -- far more diverse than those produced by prior work. These morphologies also transfer better to unseen downstream tasks in agility, stability, and manipulation domains (e.g., 2$\times$ higher reward on bump and push box incline tasks). Overall, our approach produces designs that are both diverse and adaptable, with substantially greater sample efficiency than existing co-design methods. (Project website: https://loki-codesign.github.io/)

When language model (LM) users aim to improve the quality of its generations, it is crucial to specify concrete behavioral attributes that the model should strive to reflect. However, curating such principles across many domains, even non-exhaustively, requires a labor-intensive annotation process. To automate this process, we propose eliciting these latent attributes that guide model reasoning toward human-preferred responses by explicitly modeling them in a self-correction setting. Our approach mines new principles from the LM itself and compresses the discovered elements to an interpretable set via clustering. Specifically, we employ a form of posterior-regularized Monte Carlo Expectation-Maximization to both identify a condensed set of the most effective latent principles and teach the LM to strategically invoke them in order to intrinsically refine its responses. We demonstrate that bootstrapping our algorithm over multiple iterations enables smaller language models (7-8B parameters) to self-improve, achieving +8-10% in AlpacaEval win-rate, an average of +0.3 on MT-Bench, and +19-23% in principle-following win-rate on IFEval. We also show that clustering the principles yields interpretable and diverse model-generated constitutions while retaining model performance. The gains that our method achieves highlight the potential of automated, principle-driven post-training recipes toward continual self-improvement.

Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural language processing using attention mechanism, which also influenced the time series community. The ability to capture both short and long-range dependencies helps to understand the financial market and to recognize price patterns, leading to successful applications of Transformers in stock prediction. Although, the previous research predominantly focuses on individual features and singular predictions, that limits the model's ability to understand broader market trends. In reality, within sectors such as finance and technology, companies belonging to the same industry often exhibit correlated stock price movements. In this paper, we develop a novel neural network architecture by integrating Time2Vec with the Encoder of the Transformer model. Based on the study of different markets, we propose a novel correlation feature selection method. Through a comprehensive fine-tuning of multiple hyperparameters, we conduct a comparative analysis of our results against benchmark models. We conclude that our method outperforms other state-of-the-art encoding methods such as positional encoding, and we also conclude that selecting correlation features enhance the accuracy of predicting multiple stock prices.

Physics-Informed Kolmogorov-Arnold Networks (PIKANs) are gaining attention as an effective counterpart to the original multilayer perceptron-based Physics-Informed Neural Networks (PINNs). Both representation models can address inverse problems and facilitate gray-box system identification. However, a comprehensive understanding of their performance in terms of accuracy and speed remains underexplored. In particular, we introduce a modified PIKAN architecture, tanh-cPIKAN, which is based on Chebyshev polynomials for parametrization of the univariate functions with an extra nonlinearity for enhanced performance. We then present a systematic investigation of how choices of the optimizer, representation, and training configuration influence the performance of PINNs and PIKANs in the context of systems pharmacology modeling. We benchmark a wide range of first-order, second-order, and hybrid optimizers, including various learning rate schedulers. We use the new Optax library to identify the most effective combinations for learning gray-boxes under ill-posed, non-unique, and data-sparse conditions. We examine the influence of model architecture (MLP vs. KAN), numerical precision (single vs. double), the need for warm-up phases for second-order methods, and sensitivity to the initial learning rate. We also assess the optimizer scalability for larger models and analyze the trade-offs introduced by JAX in terms of computational efficiency and numerical accuracy. Using two representative systems pharmacology case studies - a pharmacokinetics model and a chemotherapy drug-response model - we offer practical guidance on selecting optimizers and representation models/architectures for robust and efficient gray-box discovery. Our findings provide actionable insights for improving the training of physics-informed networks in biomedical applications and beyond.

Classical model selection seeks to find a single model within a particular class that optimizes some pre-specified criteria, such as maximizing a likelihood or minimizing a risk. More recently, there has been an increased interest in model set selection (MSS), where the aim is to identify a (confidence) set of near-optimal models. Here, we generalize the MSS framework further by introducing the idea of model class selection (MCS). In MCS, multiple model collections are evaluated, and all collections that contain at least one optimal model are sought for identification. Under mild conditions, data splitting based approaches are shown to provide general solutions for MCS. As a direct consequence, for particular datasets we are able to investigate formally whether classes of simpler and more interpretable statistical models are able to perform on par with more complex black-box machine learning models. A variety of simulated and real-data experiments are provided.

In probabilistic modeling, parameter estimation is commonly formulated as a minimization problem on a parameter manifold. Optimization in such spaces requires geometry-aware methods that respect the underlying information structure. While the natural gradient leverages the Fisher information metric as a form of Riemannian gradient descent, it remains a first-order method and often exhibits slow convergence near optimal solutions. Existing second-order manifold algorithms typically rely on the Levi-Civita connection, thus overlooking the dual-connection structure that is central to information geometry. We propose the dual Riemannian Newton method, a Newton-type optimization algorithm on manifolds endowed with a metric and a pair of dual affine connections. The dual Riemannian Newton method explicates how duality shapes second-order updates: when the retraction (a local surrogate of the exponential map) is defined by one connection, the associated Newton equation is posed with its dual. We establish local quadratic convergence and validate the theory with experiments on representative statistical models. Thus, the dual Riemannian Newton method thus delivers second-order efficiency while remaining compatible with the dual structures that underlie modern information-geometric learning and inference.

Distribution shift between the training domain and the test domain poses a key challenge for modern machine learning. An extensively studied instance is the \emph{covariate shift}, where the marginal distribution of covariates differs across domains, while the conditional distribution of outcome remains the same. The doubly-robust (DR) estimator, recently introduced by \cite{kato2023double}, combines the density ratio estimation with a pilot regression model and demonstrates asymptotic normality and $\sqrt{n}$-consistency, even when the pilot estimates converge slowly. However, the prior arts has focused exclusively on deriving asymptotic results and has left open the question of non-asymptotic guarantees for the DR estimator. This paper establishes the first non-asymptotic learning bounds for the DR covariate shift adaptation. Our main contributions are two-fold: (\romannumeral 1) We establish \emph{structure-agnostic} high-probability upper bounds on the excess target risk of the DR estimator that depend only on the $L^2$-errors of the pilot estimates and the Rademacher complexity of the model class, without assuming specific procedures to obtain the pilot estimate, and (\romannumeral 2) under \emph{well-specified parameterized models}, we analyze the DR covariate shift adaptation based on modern techniques for non-asymptotic analysis of MLE, whose key terms governed by the Fisher information mismatch term between the source and target distributions. Together, these findings bridge asymptotic efficiency properties and a finite-sample out-of-distribution generalization bounds, providing a comprehensive theoretical underpinnings for the DR covariate shift adaptation.

Positive-Unlabeled (PU) learning presents unique challenges due to the lack of explicitly labeled negative samples, particularly in high-stakes domains such as fraud detection and medical diagnosis. To address data scarcity and privacy constraints, we propose a novel transfer learning with model averaging framework that integrates information from heterogeneous data sources - including fully binary labeled, semi-supervised, and PU data sets - without direct data sharing. For each source domain type, a tailored logistic regression model is conducted, and knowledge is transferred to the PU target domain through model averaging. Optimal weights for combining source models are determined via a cross-validation criterion that minimizes the Kullback-Leibler divergence. We establish theoretical guarantees for weight optimality and convergence, covering both misspecified and correctly specified target models, with further extensions to high-dimensional settings using sparsity-penalized estimators. Extensive simulations and real-world credit risk data analyses demonstrate that our method outperforms other comparative methods in terms of predictive accuracy and robustness, especially under limited labeled data and heterogeneous environments.

Natural disasters such as hurricanes, wildfires, and winter storms have induced large-scale power outages in the U.S., resulting in tremendous economic and societal impacts. Accurately predicting power outage recovery and impact is key to resilience of power grid. Recent advances in machine learning offer viable frameworks for estimating power outage duration from geospatial and weather data. However, three major challenges are inherent to the task in a real world setting: spatial dependency of the data, spatial heterogeneity of the impact, and moderate event data. We propose a novel approach to estimate the duration of severe weather-induced power outages through Graph Attention Networks (GAT). Our network uses a simple structure from unsupervised pre-training, followed by semi-supervised learning. We use field data from four major hurricanes affecting $501$ counties in eight Southeastern U.S. states. The model exhibits an excellent performance ($>93\%$ accuracy) and outperforms the existing methods XGBoost, Random Forest, GCN and simple GAT by $2\% - 15\%$ in both the overall performance and class-wise accuracy.