We first theoretically analyze the softmax operator in continuous action space.

Additive models have attracted much attention for high-dimensional regression estimation and variable selection. However, the existing models are usually limited to the single-task learning framework under the mean squared error (MSE) criterion, where the utilization of variable structure depends heavily on a priori knowledge among variables. For high-dimensional observations in real environment, e.g., Coronal Mass Ejections (CMEs) data, the learning performance of previous methods may be degraded seriously due to the complex non-Gaussian noise and the insufficiency of a prior knowledge on variable structure.

One of the principal scientific challenges in deep learning is explaining generalization, i.e., why the particular way the community now trains networks to achieve small training error also leads to small error on held-out data from the same population. It is widely appreciated that some worst-case theories--such as those based on the VC dimension of the class of predictors induced by modern neural network architectures--are unable to explain empirical performance. A large volume of work aims to close this gap, primarily by developing bounds on generalization error, optimization error, and excess risk. When evaluated empirically, however, most of these bounds are numerically vacuous. Focusing on generalization bounds, this work addresses the question of how to evaluate such bounds empirically. Jiang et al. [ 9 ] recently described a large-scale empirical study aimed at uncovering potential causal relationships between bounds/measures and generalization. Building on their study, we highlight where their proposed methods can obscure failures and successes of generalization measures in explaining generalization. We argue that generalization measures should instead be evaluated within the framework of distributional robustness.

The rationale generator and the predictor are trained jointly to optimize the prediction performance.

Bayesian optimization has become widely popular across various experimental sciences due to its favorable attributes: it can handle noisy data, perform well with relatively small datasets, and provide adaptive suggestions for sequential experimentation. While still in its infancy, Bayesian optimization has recently gained traction in bioprocess engineering. However, experimentation with biological systems is highly complex and the resulting experimental uncertainty requires specific extensions to classical Bayesian optimization. Moreover, current literature often targets readers with a strong statistical background, limiting its accessibility for practitioners. In light of these developments, this review has two aims: first, to provide an intuitive and practical introduction to Bayesian optimization; and second, to outline promising application areas and open algorithmic challenges, thereby highlighting opportunities for future research in machine learning.

Prediction-powered inference (PPI) is a recent framework for valid statistical inference with partially labeled data, combining model-based predictions on a large unlabeled set with bias correction from a smaller labeled subset. We show that PPI can be extended to handle informative labeling by replacing its unweighted bias-correction term with an inverse probability weighted (IPW) version, using the classical Horvitz--Thompson or Hájek forms. This connection unites design-based survey sampling ideas with modern prediction-assisted inference, yielding estimators that remain valid when labeling probabilities vary across units. We consider the common setting where the inclusion probabilities are not known but estimated from a correctly specified model. In simulations, the performance of IPW-adjusted PPI with estimated propensities closely matches the known-probability case, retaining both nominal coverage and the variance-reduction benefits of PPI.

Tabular data - collections of continuous and categorical variables organized into matrices - underlies all aspects of modern commerce and science from airplane engines to biology labs to bagel shops. Yet, while Machine Learning and AI for language and vision have seen unprecedented progress, the primary methodologies of prediction from tabular data have been relatively static, dominated by variations of Gradient Boosted Decision Trees (GBDTs), such as XGBoost [7]. Nevertheless, hundreds of tabular datasets have been assembled to form extensive regression and classification benchmarks [11, 12, 16, 35, 37], and, recently, there has been renewed interest in building state-of-the-art predictive models for tabular data [15, 18, 19]. Notably, given the remarkable effectiveness of large, "foundation" models for text, there has been much excitement in developing similar models on tabular data, and recent effort has led to the development of TabPFN-v2, a foundation model for tabular data appearing in Nature [18]. Yet, despite this progress, tabular data still remains an active area for model development and building scalable, effective, and interpretable machine learning models in this domain remains an open challenge. In this work, we introduce xRFM, a tabular predictive model that combines recent advances in feature learning kernel machines with an adaptive tree structure, making it effective, scalable, and interpretable.

We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and full-memory, non-separable nonlinearities. The central result constructs an explicit coupling between the iterates of a generalized first-order method and a conditionally Gaussian process whose covariance evolves deterministically via a finite-dimensional state evolution recursion. This coupling yields tight, dimension-free bounds under mild Lipschitz and moment-matching conditions. Our analysis departs from classical inductive AMP proofs by employing a direct comparison between the generalized first-order method and the conditionally Gaussian comparison process. This approach provides a unified derivation of AMP theory for Gaussian matrices without relying on separability or asymptotics. A complementary lower bound on the Wasserstein distance demonstrates the sharpness of our upper bounds.