Label Distribution Learning (LDL) has emerged as a powerful framework for estimating complete conditional label distributions, providing crucial reliability for risk-sensitive decision-making tasks. While existing LDL algorithms exhibit competent performance under the conventional LDL performance evaluation methods, two key limitations remain: (1) current algorithms systematically underperform on the samples with low-entropy label distributions, which can be particularly valuable for decision making, and (2) the conventional performance evaluation methods are inherently biased due to the numerical imbalance of samples. In this paper, through empirical and theoretical analyses, we find that excessive cohesion between anchor vectors contributes significantly to the observed entropy bias phenomenon in LDL algorithms. Accordingly, we propose an inter-anchor angular regularization term that mitigates cohesion among anchor vectors by penalizing over-small angles. Besides, to alleviate the numerical imbalance of high-entropy samples in test set, we propose an entropy-calibrated aggregation strategy that obtains the overall model performance by evaluating performance on the low-entropy and high-entropy subsets of the overall test set separately. Finally, we conduct extensive experiments on various real-world datasets to demonstrate the effectiveness of our proposal.

Multivariate time series (MTS) classification has attracted increasing attention across various domains. Existing methods either decompose MTS into separate univariate series, ignoring inter-variable dependencies, or jointly model all variables, which may lead to over-smoothing and loss of semantic structure. These limitations become particularly pronounced when dealing with complex and heterogeneous variable types. To address these challenges, we propose SwinGroupNet (SGN), which explores a novel perspective for constructing variable interaction and temporal dependency. Specifically, SGN processes multi-scale time series using (1) Variable Group Embedding (VGE), which partitions variables into groups and performs independent group-wise embedding; (2) Multi-Scale Group Window Mixing (MGWM), which reconstructs variable interactions by modeling both intra-group and inter-group dependencies while extracting multi-scale temporal features; and (3) Periodic Window Shifting and Merging (PWSM), which exploits inherent periodic patterns to enable hierarchical temporal interaction and feature aggregation. Extensive experiments on diverse benchmark datasets from multiple domains demonstrate that SGN consistently achieves state-of-the-art performance, with an average improvement of 4.2% over existing methods. We release the source code at https://github.com/colison/SGN.

We study the task of noiseless linear regression under Gaussian covariates in the presence of additive oblivious contamination. Specifically, we are given i.i.d.

With the rapid advancement of the digital economy, data collaboration between organizations has become a well-established business model, driving the growth of various industries. However, privacy concerns make direct data sharing impractical. To address this, Two-Party Split Learning (a.k.a. Vertical Federated Learning (VFL)) has emerged as a promising solution for secure collaborative learning. Despite its advantages, this architecture still suffers from low computational resource utilization and training efficiency.

We study the problem of preconditioning in sequential prediction. From the theoretical lens of linear dynamical systems, we show that convolving the target sequence corresponds to applying a polynomial to the hidden transition matrix. Building on this insight, we propose a universal preconditioning method that convolves the target with coefficients from orthogonal polynomials such as Chebyshev or Legendre. We prove that this approach reduces regret for two distinct prediction algorithms and yields the first ever sublinear and hidden-dimension-independent regret bounds (up to logarithmic factors) that hold for systems with marginally stable and asymmetric transition matrices. Finally, extensive synthetic and realworld experiments show that this simple preconditioning strategy improves the performance of a diverse range of algorithms, including recurrent neural networks, and generalizes to signals beyond linear dynamical systems.

Neural networks generally prefer simple and easy-to-learn features. When these features are spuriously correlated with the labels, the network's performance can suffer, particularly for underrepresented classes or concepts. Self-supervised representation learning methods, such as contrastive learning, are especially prone to this issue, often resulting in worse performance on downstream tasks. We identify a key spectral signature of this failure: early reliance on dominant singular modes of the learned feature matrix. To mitigate this, we propose a novel framework that promotes a uniform eigenspectrum of the feature covariance matrix, encouraging diverse and semantically rich representations. Our method operates in a fully self-supervised setting, without relying on ground-truth labels or any additional information. Empirical results on SimCLR and SimSiam demonstrate consistent gains in robustness and transfer performance, suggesting broad applicability across self-supervised learning paradigms.

Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define heterogeneous subgroups and handling data that are missing not at random, a prevalent issue in fields like transcriptomics. While several notable methods have been proposed to address these problems, they typically tackle each issue in isolation, thereby limiting their flexibility and adaptability. This paper introduces a unified framework designed to address these challenges simultaneously. Our approach incorporates a data-driven penalty matrix into penalized clustering to enable more flexible variable selection, along with a mechanism that explicitly models the relationship between missingness and latent class membership. We demonstrate that, under certain regularity conditions, the proposed framework achieves both asymptotic consistency and selection consistency, even in the presence of missing data. This unified strategy significantly enhances the capability and efficiency of model-based clustering, advancing methodologies for identifying informative variables that define homogeneous subgroups in the presence of complex missing data patterns. The performance of the framework, including its computational efficiency, is evaluated through simulations and demonstrated using both synthetic and real-world transcriptomic datasets.

This paper studies how to integrate historical control data with experimental data to enhance A/B testing, while addressing the distributional shift between historical and experimental datasets. We propose a pessimistic data integration method that combines two causal effect estimators constructed based on experimental and historical datasets. Our main idea is to conceptualize the weight function for this combination as a policy so that existing pessimistic policy learning algorithms are applicable to learn the optimal weight that minimizes the resulting weighted estimator's mean squared error. Additionally, we conduct comprehensive theoretical and empirical analyses to compare our method against various baseline estimators across five scenarios. Both our theoretical and numerical findings demonstrate that the proposed estimator achieves near-optimal performance across all scenarios.

Diffusion models, though originally designed for generative tasks, have demonstrated impressive self-supervised representation learning capabilities. A particularly intriguing phenomenon in these models is the emergence of unimodal representation dynamics, where the quality of learned features peaks at an intermediate noise level. In this work, we conduct a comprehensive theoretical and empirical investigation of this phenomenon. Leveraging the inherent low-dimensionality structure of image data, we theoretically demonstrate that the unimodal dynamic emerges when the diffusion model successfully captures the underlying data distribution. The unimodality arises from an interplay between denoising strength and class confidence across noise scales. Empirically, we further show that, in classification tasks, the presence of unimodal dynamics reliably reflects the diffusion model's generalization: it emerges when the model generate novel images and gradually transitions to a monotonically decreasing curve as the model begins to memorize the training data.

Greedy k-means++ is a generalization of k-means++ where, in each iteration, a new seed is greedily chosen among multiple ℓ 2points sampled, as opposed to a single seed being sampled in k-means++. While empirical studies consistently show the superior performance of greedy k-means++, making it a preferred method in practice, a discrepancy exists between theory and practice. No theoretical justification currently explains this improved performance. Indeed, the prevailing theory suggests that greedy k-means++ exhibits worse performance than k-means++ in worst-case scenarios. This paper presents an analysis demonstrating the outperformance of the greedy algorithm compared to k-means++ for a natural class of well-separated instances with exponentially decaying distributions, such as Gaussian, specifically when ℓ = lnk +Θ(1), a common parameter setting in practical applications.