In production systems, contextual bandit approaches often rely on direct reward models that take both action and context as input. However, these models can suffer from confounding, making it difficult to isolate the effect of the action from that of the context. We present \emph{Counterfactual Sample Identification}, a new approach that re-frames the problem: rather than predicting reward, it learns to recognize which action led to a successful (binary) outcome by comparing it to a counterfactual action sampled from the logging policy under the same context. The method is theoretically grounded and consistently outperforms direct models in both synthetic experiments and real-world deployments.

A sparse Mixture-of-Experts (MoE) architecture has emerged as a highly scalable solution by conditionally activating sub-modules without a proportional increase in computational costs. However, improving expert specialization to enhance performance and generalization remains a challenge for MoE, especially in instruction tuning scenarios characterized by significant input heterogeneity. In this work, we propose the Mixture-of-Clustered-Experts (MoCE) to address this limitation through a dual-stage routing mechanism. The first stage in the mechanism performs expert group routing based on sequence-level features, while the second stage activates the top-$k$ experts within the group at the token level. This approach enables the effective partitioning of heterogeneous inputs based on their knowledge requirements, encouraging expert group specialization while maintaining the advantages of token-level routing. We evaluate MoCE across a comprehensive set of benchmarks, demonstrating its consistent superiority over strong baselines and its enhanced generalization capabilities. Detailed analysis further highlights the robustness and effectiveness of MoCE.

Forecasting product demand in retail supply chains presents a complex challenge due to noisy, heterogeneous features and rapidly shifting consumer behavior. While traditional gradient boosting decision trees (GBDT) offer strong predictive performance on structured data, they often lack adaptive mechanisms to identify and emphasize the most relevant features under changing conditions. In this work, we propose AttnBoost, an interpretable learning framework that integrates feature-level attention into the boosting process to enhance both predictive accuracy and explainability. Specifically, the model dynamically adjusts feature importance during each boosting round via a lightweight attention mechanism, allowing it to focus on high-impact variables such as promotions, pricing, and seasonal trends. We evaluate AttnBoost on a large-scale retail sales dataset and demonstrate that it outperforms standard machine learning and deep tabular models, while also providing actionable insights for supply chain managers. An ablation study confirms the utility of the attention module in mitigating overfitting and improving interpretability. Our results suggest that attention-guided boosting represents a promising direction for interpretable and scalable AI in real-world forecasting applications.

Zero-inflated data pose significant challenges in precipitation forecasting due to the predominance of zeros with sparse non-zero events. To address this, we propose the Zero Inflation Diffusion Framework (ZIDF), which integrates Gaussian perturbation for smoothing zero-inflated distributions, Transformer-based prediction for capturing temporal patterns, and diffusion-based denoising to restore the original data structure. In our experiments, we use observational precipitation data collected from South Australia along with synthetically generated zero-inflated data. Results show that ZIDF demonstrates significant performance improvements over multiple state-of-the-art precipitation forecasting models, achieving up to 56.7\% reduction in MSE and 21.1\% reduction in MAE relative to the baseline Non-stationary Transformer. These findings highlight ZIDF's ability to robustly handle sparse time series data and suggest its potential generalizability to other domains where zero inflation is a key challenge.

Describing the world behavior through mathematical functions help scientists to achieve a better understanding of the inner mechanisms of different phenomena. Traditionally, this is done by deriving new equations from first principles and careful observations. A modern alternative is to automate part of this process with symbolic regression (SR). The SR algorithms search for a function that adequately fits the observed data while trying to enforce sparsity, in the hopes of generating an interpretable equation. A particularly interesting extension to these algorithms is the Multi-view Symbolic Regression (MvSR). It searches for a parametric function capable of describing multiple datasets generated by the same phenomena, which helps to mitigate the common problems of overfitting and data scarcity. Recently, multiple implementations added support to MvSR with small differences between them. In this paper, we test and compare MvSR as supported in Operon, PySR, phy-SO, and eggp, in different real-world datasets. We show that they all often achieve good accuracy while proposing solutions with only few free parameters. However, we find that certain features enable a more frequent generation of better models. We conclude by providing guidelines for future MvSR developments.

Clustering financial assets based on return correlations is a fundamental task in portfolio optimization and statistical arbitrage. However, classical clustering methods often fall short when dealing with signed correlation structures, typically requiring lossy transformations and heuristic assumptions such as a fixed number of clusters. In this work, we apply the Graph-based Coalition Structure Generation algorithm (GCS-Q) to directly cluster signed, weighted graphs without relying on such transformations. GCS-Q formulates each partitioning step as a QUBO problem, enabling it to leverage quantum annealing for efficient exploration of exponentially large solution spaces. We validate our approach on both synthetic and real-world financial data, benchmarking against state-of-the-art classical algorithms such as SPONGE and k-Medoids. Our experiments demonstrate that GCS-Q consistently achieves higher clustering quality, as measured by Adjusted Rand Index and structural balance penalties, while dynamically determining the number of clusters. These results highlight the practical utility of near-term quantum computing for graph-based unsupervised learning in financial applications.

Camouflaged object detection (COD) poses a significant challenge in computer vision due to the high similarity between objects and their backgrounds. Existing approaches often rely on heavy training and large computational resources. While foundation models such as the Segment Anything Model (SAM) offer strong generalization, they still struggle to handle COD tasks without fine-tuning and require high-quality prompts to yield good performance. However, generating such prompts manually is costly and inefficient. To address these challenges, we propose \textbf{First RAG, Second SEG (RAG-SEG)}, a training-free paradigm that decouples COD into two stages: Retrieval-Augmented Generation (RAG) for generating coarse masks as prompts, followed by SAM-based segmentation (SEG) for refinement. RAG-SEG constructs a compact retrieval database via unsupervised clustering, enabling fast and effective feature retrieval. During inference, the retrieved features produce pseudo-labels that guide precise mask generation using SAM2. Our method eliminates the need for conventional training while maintaining competitive performance. Extensive experiments on benchmark COD datasets demonstrate that RAG-SEG performs on par with or surpasses state-of-the-art methods. Notably, all experiments are conducted on a \textbf{personal laptop}, highlighting the computational efficiency and practicality of our approach. We present further analysis in the Appendix, covering limitations, salient object detection extension, and possible improvements. \textcolor{blue} {Code: https://github.com/Lwt-diamond/RAG-SEG.}

Pretrained neural networks have attracted significant interest in chemistry and small molecule drug design. Embed-dings from these models are widely used for molecular property prediction, virtual screening, and small data learning in molecular chemistry. This study presents the most extensive comparison of such models to date, evaluating 25 models across 25 datasets. Under a fair comparison framework, we assess models spanning various modalities, architectures, and pretraining strategies. Using a dedicated hierarchical Bayesian statistical testing model, we arrive at a surprising result: nearly all neural models show negligible or no improvement over the baseline ECFP molecular fingerprint. Only the CLAMP model, which is also based on molecular fingerprints, performs statistically significantly better than the alternatives. These findings raise concerns about the evaluation rigor in existing studies. We discuss potential causes, propose solutions, and offer practical recommendations.

Physics-Informed Neural Networks offer a powerful framework for solving PDEs by embedding physical laws into the learning process. However, when applied to domains with irregular boundaries, PINNs often suffer from instability and slow convergence, which stems from (1) inconsistent normalization due to geometric anisotropy, (2) inaccurate boundary enforcements, and (3) imbalanced loss term competition. A common workaround is to map the domain to a regular space. Yet, conventional mapping methods rely on case-specific meshes, define Jacobians at pre-specified fixed nodes, reformulate PDEs via the chain rule-making them incompatible with modern automatic differentiation, tensor-based frameworks. To bridge this gap, we propose JacobiNet, a learning-based coordinate-transformed PINN framework that unifies domain mapping and PDE solving within an end-to-end differentiable architecture. Leveraging lightweight MLPs, JacobiNet learns continuous, differentiable mappings, enables direct Jacobian computation via autograd, shares computation graph with downstream PINNs. Its continuous nature and built-in Jacobian eliminate the need for meshing, explicit Jacobians computation/ storage, and PDE reformulation, while unlocking geometric-editing operations, reducing the mapping cost. Separating physical modeling from geometric complexity, JacobiNet (1) addresses normalization challenges in the original anisotropic coordinates, (2) facilitates hard constraints of boundary conditions, and (3) mitigates the long-standing imbalance among loss terms. Evaluated on various PDEs, JacobiNet reduces the L2 error from 0.11-0.73 to 0.01-0.09. In vessel-like domains with varying shapes, JacobiNet enables millisecond-level mapping inference for unseen geometries, improves prediction accuracy by an average of 3.65*, while delivering over 10* speed up-demonstrating strong generalization, accuracy, and efficiency.

Ensemble Machine Learning (EML) techniques, especially stacking, have been shown to improve predictive performance by combining multiple base models. However, they are often criticized for their lack of interpretability. In this paper, we introduce XStacking, an effective and inherently explainable framework that addresses this limitation by integrating dynamic feature transformation with model-agnostic Shapley additive explanations. This enables stacked models to retain their predictive accuracy while becoming inherently explainable. We demonstrate the effectiveness of the framework on 29 datasets, achieving improvements in both the predictive effectiveness of the learning space and the interpretability of the resulting models. XStacking offers a practical and scalable solution for responsible ML.