Statistical Learning
Treatment Effect Estimation for Optimal Decision-Making
Decision-making in various fields, such as medicine, is heavily based on conditional average treatment effects (CATEs). Practitioners commonly make decisions by checking whether the estimated CATE is positive, even though the decision-making performance of modern CATE estimators (meta-learners) is poorly understood. In this paper, we study optimal decision-making based on two-stage meta-learners (e.g., DR-learner), which estimate CATE via a second-stage regression. We show that these meta-learners can be suboptimal when used for decision-making in common settings where the second-stage regression is over a restricted function class (e.g., when using regularization or employing fairness/interpretability constraints). Intuitively, this occurs because such estimators prioritize CATE accuracy in regions far away from the decision boundary, which is ultimately irrelevant to decision-making. As a remedy, we propose a novel two-stage learning objective that re-targets the CATE to balance CATE estimation error and decision performance. We then propose a neural method that optimizes an adaptively-smoothed approximation of our learning objective. Finally, we confirm the effectiveness of our method both empirically and theoretically.
Generating Full-field Evolution of Physical Dynamics from Irregular Sparse Observations
Modeling and reconstructing multidimensional physical dynamics from sparse and off-grid observations presents a fundamental challenge in scientific research. Recently, diffusion-based generative modeling shows promising potential for physical simulation. However, current approaches typically operate on on-grid data with preset spatiotemporal resolution, but struggle with the sparsely observed and continuous nature of real-world physical dynamics. To fill the gaps, we present SDIFT, Sequential DIffusion in Functional Tucker space, a novel framework that generates full-field evolution of physical dynamics from irregular sparse observations. SDIFT leverages the functional Tucker model as the latent space representer with proven universal approximation property, and represents observations as latent functions and Tucker core sequences. We then construct a sequential diffusion model with temporally augmented UNet in the functional Tucker space, denoising noise drawn from a Gaussian process to generate the sequence of core tensors. At the posterior sampling stage, we propose a Message-Passing Posterior Sampling mechanism, enabling conditional generation of the entire sequence guided by observations at limited time steps. We validate SDIFT on three physical systems spanning astronomical (supernova explosions, light-year scale), environmental (ocean sound speed fields, kilometer scale), and molecular (organic liquid, millimeter scale) domains, demonstrating significant improvements in both reconstruction accuracy and computational efficiency compared to state-of-the-art approaches.
Strategic Classification with Non-Linear Classifiers
In strategic classification, the standard supervised learning setting is extended to support the notion of strategic user behavior in the form of costly feature manipulations made in response to a classifier. While standard learning supports a broad range of model classes, the study of strategic classification has, so far, been dedicated mostly to linear classifiers. This work aims to expand the horizon by exploring how strategic behavior manifests under non-linear classifiers and what this implies for learning. We take a bottom-up approach showing how non-linearity affects decision boundary points, classifier expressivity, and model class complexity. Our results show how, unlike the linear case, strategic behavior may either increase or decrease effective class complexity, and that the complexity decrease may be arbitrarily large. Another key finding is that universal approximators (e.g., neural nets) are no longer universal once the environment is strategic. We demonstrate empirically how this can create performance gaps even on an unrestricted model class.
AFaster Training Algorithm for Regression Trees with Linear Leaves, and an Analysis of its Complexity
We consider the Tree Alternating Optimization (TAO) algorithm to train regression trees with linear predictors in the leaves. Unlike the traditional, greedy recursive partitioning algorithms such as CART, TAO guarantees a monotonic decrease of the objective function and results in smaller trees of much better accuracy. We modify the TAO algorithm so that it produces exactly the same result but is much faster, particularly for high input dimensionality or deep trees. The idea is based on the fact that, at each iteration of TAO, each leaf receives only a subset of the training instances. Thus, the optimization of the leaf model can be done exactly but faster by using the Sherman-Morrison-Woodbury formula. This has the unexpected advantage that, once a tree exceeds a critical depth, then making it deeper makes it faster to train, even though the tree is larger and has more parameters. Indeed, this can make learning a nonlinear model (the tree) asymptotically faster than a regular linear regression model. We analyze the corresponding computational complexity and verify the speedups experimentally in various datasets. The argument can be applied to other types of trees, whenever the optimization of a node can be computed in superlinear time of the number of instances.
Scalable and adaptive prediction bands with kernel sum-of-squares
Conformal Prediction (CP) is a popular framework for constructing prediction bands with valid coverage in finite samples, while being free of any distributional assumption. A well-known limitation of conformal prediction is the lack of adaptivity, although several works introduced practically efficient alternate procedures. In this work, we build upon recent ideas that rely on recasting the CP problem as a statistical learning problem, directly targeting coverage and adaptivity. This statistical learning problem is based on reproducible kernel Hilbert spaces (RKHS) and kernel sum-of-squares (SoS) methods. First, we extend previous results with a general representer theorem and exhibit the dual formulation of the learning problem.
CARE-PD: AMulti-Site Anonymized Clinical Dataset for Parkinson's Disease Gait Assessment
Objective gait assessment in Parkinson's Disease (PD) is limited by the absence of large, diverse, and clinically annotated motion datasets. We introduce CARE-PD, the largest publicly available archive of 3D mesh gait data for PD, and the first multi-site collection spanning 9 cohorts from 8 clinical centers. All recordings (RGB video or motion capture) are converted into anonymized SMPL meshes via a harmonized preprocessing pipeline. CARE-PD supports two key benchmarks: supervised clinical score prediction (estimating Unified Parkinson's Disease Rating Scale, UPDRS, gait scores) and unsupervised motion pretext tasks (2D-to-3D keypoint lifting and full-body 3D reconstruction). Clinical prediction is evaluated under four generalization protocols: within-dataset, cross-dataset, leave-one-dataset-out, and multi-dataset in-domain adaptation. To assess clinical relevance, we compare state-of-the-art motion encoders with a traditional gait-feature baseline, finding that encoders consistently outperform handcrafted features. Pretraining on CARE-PD reduces MPJPE (from 60.8 mm to 7.5 mm) and boosts PD severity macro-F1 by 17 percentage points, underscoring the value of clinically curated, diverse training data. CARE-PD and all benchmark code are released for non-commercial research at https://neurips2025.care-pd.ca.
Linearization Explains Fine-Tuning in Large Language Models
Parameter-Efficient Fine-Tuning (PEFT) is a popular class of techniques that strive to adapt large models in a scalable and resource-efficient manner. Yet, the mechanisms underlying their training performance and generalization remain underexplored. In this paper, we provide several insights into such fine-tuning through the lens of linearization. Fine-tuned models are often implicitly encouraged to remain close to the pretrained model. By making this explicit, using an ℓ2distance inductive bias in parameter space, we show that fine-tuning dynamics become equivalent to learning with the positive-definite neural tangent kernel (NTK). We specifically analyze how close the fully linear and the linearized finetuning optimizations are, based on the strength of the regularization. This allows us to be pragmatic about how good a model linearization is when fine-tuning large language models (LLMs). When linearization is a good model, our findings reveal a strong correlation between the eigenvalue spectrum of the NTK and the performance of model adaptation. Motivated by this, we give spectral perturbation bounds on the NTK induced by the choice of layers selected for fine-tuning.
Depth-Supervised Fusion Network for Seamless-Free Image Stitching
Image stitching synthesizes images captured from multiple perspectives into a single image with a broader field of view. The significant variations in object depth often lead to large parallax, resulting in ghosting and misalignment in the stitched results. To address this, we propose a depth-consistency-constrained seamless-free image stitching method. First, to tackle the multi-view alignment difficulties caused by parallax, a multi-stage mechanism combined with global depth regularization constraints is developed to enhance the alignment accuracy of the same apparent target across different depth ranges. Second, during the multi-view image fusion process, an optimal stitching seam is determined through graph-based low-cost computation, and a soft-seam region is diffused to precisely locate transition areas, thereby effectively mitigating alignment errors induced by parallax and achieving natural and seamless stitching results. Furthermore, considering the computational overhead in the shift regression process, a reparameterization strategy is incorporated to optimize the structural design, significantly improving algorithm efficiency while maintaining optimal performance. Extensive experiments demonstrate the superior performance of the proposed method against the existing methods. Code is available at https://github.com/DLUT-YRH/DSFN.
Differentiable Constraint-Based Causal Discovery
Causal discovery from observational data is a fundamental task in artificial intelligence, with far-reaching implications for decision-making, predictions, and interventions. Despite significant advances, existing methods can be broadly categorized as constraint-based or score-based approaches. Constraint-based methods offer rigorous causal discovery but are often hindered by small sample sizes, while score-based methods provide flexible optimization but typically forgo explicit conditional independence testing. This work explores a third avenue: developing differentiable d-separation scores, obtained through a percolation theory using soft logic. This enables the implementation of a new type of causal discovery method: gradient-based optimization of conditional independence constraints. Empirical evaluations demonstrate the robust performance of our approach in low-sample regimes, surpassing traditional constraint-based and score-based baselines on a real-world dataset.
Simple and Optimal Sublinear Algorithms for Mean Estimation
We study the sublinear multivariate mean estimation problem in d-dimensional Euclidean space. Specifically, we aim to find the mean µ of a ground point set A, which minimizes the sum of squared Euclidean distances of the points in Ato µ. We first show that a multiplicative (1 + ε) approximation to µ can be found with probability 1 δ using O(ε 1 logδ 1)many independent uniform random samples, and provide a matching lower bound. Furthermore, we give two estimators with optimal sample complexity that can be computed in optimal running time for extracting a suitable approximate mean: 1.