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 Statistical Learning


the liberty to group and reword some of the reviewers comment (in blue italic) to save space. 3 General answer on the usefulness of gradient descent, its theoretical guarantees, and its scalability

Neural Information Processing Systems

We thank the reviewers for the time they spent evaluating our manuscript and for their valuable comments. We agree that having theoretical guarantees would be a big plus. As for scalability, the bottleneck of our method is the single-linkage algorithm. Similarly to Monath et al. (NeurIPS 2017), our idea consists Given the significant body of additional material, we feel that this topic is best left to a future publication. Line 8,56,70,93: I would suggest a more cautious usage of the word "equivalent".



Scene Representation Networks: Continuous 3D-Structure-Aware Neural Scene Representations

Neural Information Processing Systems

We propose Scene Representation Networks (SRNs), a continuous, 3D-structure-aware scene representation that encodes both geometry and appearance. SRNs represent scenes as continuous functions that map world coordinates to a feature representation of local scene properties.



Deep Active Learning with a Neural Architecture Search

Neural Information Processing Systems

We consider active learning of deep neural networks. Most active learning works in this context have focused on studying effective querying mechanisms and assumed that an appropriate network architecture is a priori known for the problem at hand. We challenge this assumption and propose a novel active strategy whereby the learning algorithm searches for effective architectures on the fly, while actively learning. We apply our strategy using three known querying techniques (softmax response, MC-dropout, and coresets) and show that the proposed approach overwhelmingly outperforms active learning using fixed architectures.


Visualizing the PHATE of Neural Networks

Neural Information Processing Systems

We demonstrate that our visualization provides intuitive, detailed summaries of the learning dynamics beyond simple global measures (i.e., validation loss and accuracy), without the need to access validation data. Furthermore, M-PHA TE better captures both the dynamics and community structure of the hidden units as compared to visualization based on standard dimensionality reduction methods (e.g., ISOMAP, t-SNE). We demonstrate M-PHA TE with two vignettes: continual learning and generalization.



Smooth Flow Matching

arXiv.org Machine Learning

Functional data, i.e., smooth random functions observed over a continuous domain, are increasingly available in areas such as biomedical research, health informatics, and epidemiology. However, effective statistical analysis for functional data is often hindered by challenges such as privacy constraints, sparse and irregular sampling, infinite dimensionality, and non-Gaussian structures. To address these challenges, we introduce a novel framework named Smooth Flow Matching (SFM), tailored for generative modeling of functional data to enable statistical analysis without exposing sensitive real data. Built upon flow-matching ideas, SFM constructs a semiparametric copula flow to generate infinite-dimensional functional data, free from Gaussianity or low-rank assumptions. It is computationally efficient, handles irregular observations, and guarantees the smoothness of the generated functions, offering a practical and flexible solution in scenarios where existing deep generative methods are not applicable. Through extensive simulation studies, we demonstrate the advantages of SFM in terms of both synthetic data quality and computational efficiency. We then apply SFM to generate clinical trajectory data from the MIMIC-IV patient electronic health records (EHR) longitudinal database. Our analysis showcases the ability of SFM to produce high-quality surrogate data for downstream statistical tasks, highlighting its potential to boost the utility of EHR data for clinical applications.


Online Conformal Selection with Accept-to-Reject Changes

arXiv.org Machine Learning

Selecting a subset of promising candidates from a large pool is crucial across various scientific and real-world applications. Conformal selection offers a distribution-free and model-agnostic framework for candidate selection with uncertainty quantification. While effective in offline settings, its application to online scenarios, where data arrives sequentially, poses challenges. Notably, conformal selection permits the deselection of previously selected candidates, which is incompatible with applications requiring irreversible selection decisions. This limitation is particularly evident in resource-intensive sequential processes, such as drug discovery, where advancing a compound to subsequent stages renders reversal impractical. To address this issue, we extend conformal selection to an online Accept-to-Reject Changes (ARC) procedure: non-selected data points can be reconsidered for selection later, and once a candidate is selected, the decision is irreversible. Specifically, we propose a novel conformal selection method, Online Conformal Selection with Accept-to-Reject Changes (dubbed OCS-ARC), which incorporates online Benjamini-Hochberg procedure into the candidate selection process. We provide theoretical guarantees that OCS-ARC controls the false discovery rate (FDR) at or below the nominal level at any timestep under both i.i.d. and exchangeable data assumptions. Additionally, we theoretically show that our approach naturally extends to multivariate response settings. Extensive experiments on synthetic and real-world datasets demonstrate that OCS-ARC significantly improves selection power over the baseline while maintaining valid FDR control across all examined timesteps.


AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining

arXiv.org Machine Learning

Formula alpha mining, which generates predictive signals from financial data, is critical for quantitative investment. Although various algorithmic approaches-such as genetic programming, reinforcement learning, and large language models-have significantly expanded the capacity for alpha discovery, systematic evaluation remains a key challenge. Existing evaluation metrics predominantly include backtesting and correlation-based measures. Backtesting is computationally intensive, inherently sequential, and sensitive to specific strategy parameters. Correlation-based metrics, though efficient, assess only predictive ability and overlook other crucial properties such as temporal stability, robustness, diversity, and interpretability. Additionally, the closed-source nature of most existing alpha mining models hinders reproducibility and slows progress in this field. To address these issues, we propose AlphaEval, a unified, parallelizable, and backtest-free evaluation framework for automated alpha mining models. AlphaEval assesses the overall quality of generated alphas along five complementary dimensions: predictive power, stability, robustness to market perturbations, financial logic, and diversity. Extensive experiments across representative alpha mining algorithms demonstrate that AlphaEval achieves evaluation consistency comparable to comprehensive backtesting, while providing more comprehensive insights and higher efficiency. Furthermore, AlphaEval effectively identifies superior alphas compared to traditional single-metric screening approaches. All implementations and evaluation tools are open-sourced to promote reproducibility and community engagement.