Statistical Learning
Revisiting Transformer Layer Parameterization Through Causal Energy Minimization
Xu, Jin, Couturier, Camille, Rühle, Victor, Rajmohan, Saravan, Hensman, James
Transformer blocks typically combine multi-head attention (MHA) for token mixing with gated MLPs for token-wise feature transformation, yet many choices in their parameterization remain largely empirical. We introduce Causal Energy Minimization (CEM), a framework that recasts Transformer layers as optimization steps on conditional energy functions while explicitly accounting for layer parameterization. Extending prior energy-based interpretations of attention, CEM shows that weight-tied MHA can be derived as a gradient update on an interaction energy, and that a gated MLP with shared up/down projections can be viewed through an element-wise energy. This perspective identifies a design space for Transformer layers that includes within-layer weight sharing, diagonal-plus-low-rank interactions, lightweight preconditioners, and recursive updates. We evaluate CEM-derived layers in language-modeling experiments at the moderate hundred-million-parameter scale. Despite their constrained parameterizations, these layers train stably and can match corresponding Transformer baselines. Overall, our results suggest that CEM provides a useful lens for understanding Transformer layer parameterization, connecting Transformer architectures to energy-based models and motivating further exploration of energy-guided layer designs.
Debiased Counterfactual Generation via Flow Matching from Observations
Dance, Hugh, Xi, Johnny, Orbanz, Peter, Bloem-Reddy, Benjamin
Estimating counterfactual distributions under interventions is central to treatment risk assessment and counterfactual generation tasks. Existing approaches model the counterfactual distribution as a standalone generative target, without exploiting its relationship to the observational data. In this work, we show that under standard assumptions, observational and counterfactual outcome distributions are tightly linked: they have identical support and tail behavior, remain statistically close under weak confounding, and share any features of high-dimensional outcomes which are invariant to confounders. These properties motivate learning counterfactual distributions not from scratch, but via a deconfounding flow from the observational distribution. We formulate this problem via flow-matching and derive a semiparametrically efficient estimator based on a novel efficient influence function correction. We subsequently extend our estimator to target minimal-energy flows in high-dimensions, which we show can be especially simple targets between observational and counterfactual distributions. In experiments, deconfounding flows outperform existing debiased counterfactual distribution estimators, while also mitigating known failure modes of flow-based methods.
TopoFisher: Learning Topological Summary Statistics by Maximizing Fisher Information
Biagetti, Matteo, Carrière, Mathieu, Conti, Francesco, Ferrari, Enrico Maria, Heydenreich, Sven, Viswanathan, Karthik
Persistence diagrams provide stable, interpretable summaries of geometric and topological structure and are useful for simulation-based inference when low-order statistics miss key information. Yet persistence-based pipelines require hand-chosen filtrations, vectorizations, and compressors, typically without an objective tied to parameter uncertainty. We introduce \textbf{TopoFisher}, a differentiable persistent-homology pipeline that learns topological summaries by maximizing local Gaussian Fisher information. Using simulations near a fiducial parameter, TopoFisher optimizes trainable filtrations, diagram vectorizations, and compressors without posterior samples or supervised regression targets, while retaining stable topological inductive bias. We also give sufficient regularity conditions for the log-determinant Fisher loss to be locally Lipschitz in trainable parameters. Controlled experiments on noisy spirals and Gaussian random fields, where total Fisher information is known, show that TopoFisher recovers much of the available information and outperforms fixed topological vectorizations. Our main results are on weak gravitational lensing, a high-dimensional non-Gaussian cosmological field-inference problem. Learned topological summaries reach higher Fisher information than state-of-the-art cosmological summaries and approach an unconstrained Information Maximising Neural Network baseline with up to $\sim80\times$ fewer parameters. The learned filtrations also generalize better: under simulator shift from lognormal to LPT-based maps it retains most Fisher information, while the neural baseline drops, and in neural posterior estimation they give tighter constraints than the neural baseline, and of state-of-the-art cosmological summaries. These results support Fisher-based topological optimization as a robust, parameter-efficient front end for simulation-based inference.
POETS: Uncertainty-Aware LLM Optimization via Compute-Efficient Policy Ensembles
Menet, Nicolas, Krause, Andreas, Rahimi, Abbas
Balancing exploration and exploitation is a core challenge in sequential decision-making and black-box optimization. We introduce POETS ($\textbf{Po}$licy $\textbf{E}$nsembles for $\textbf{T}$hompson $\textbf{S}$ampling), a novel framework that bridges uncertainty quantification and policy optimization. Our approach is grounded in the insight that policies trained with Kullback-Leibler (KL) regularization implicitly encode an underlying reward function. Building on this, POETS bypasses the complex, nested process of training an uncertainty-aware reward model and separately fitting a policy to this model. Instead, we directly train a policy ensemble to capture epistemic uncertainty by matching implicitly encoded reward functions to online, bootstrapped data. To overcome the prohibitive compute and memory constraints of ensembling Large Language Models (LLMs), POETS utilizes an efficient architecture: the ensemble shares a pre-trained backbone while maintaining diversity through independent Low-Rank Adaptation (LoRA) branches. Theoretically, we prove that POETS implicitly conducts KL-regularized Thompson sampling and thus inherits strong cumulative regret bounds of ${\mathcal O}(\sqrt{T γ_T})$. Empirically, we demonstrate that POETS achieves state-of-the-art sample efficiency across diverse scientific discovery domains, including protein search and quantum circuit design. Furthermore, it improves the optimization trajectories of reinforcement learning, proving particularly robust in off-policy settings with experience replay or in small dataset regimes.
Expectation-Maximization as a Spectrally Governed Relaxation Flow
The expectation--maximization (EM) algorithm combines global monotonicity, local linear convergence, and strong practical robustness, but these features are usually analyzed separately. Global descent is nonlinear, whereas local convergence is governed by the spectrum of the linearized EM map. How these two levels fit into a single dynamical picture has remained less transparent. We make explicit the latent-variable operator that connects them. Along the EM trajectory, the likelihood increment admits a global energy decomposition in terms of posterior-relative entropy. Linearization at a nondegenerate maximizer $θ^\ast$ then reveals the local operator \[ \mathcal G_{θ^\ast}=I-DT(θ^\ast), \] which coincides with both the missing-information ratio and the information-geometric Hessian of the observed likelihood. This operator provides a unified description of local contraction, posterior rigidity, and geometric curvature. Its spectrum yields a sharp characterization of local convergence and naturally leads to an optimal scalar relaxation rule for locally accelerated EM. These results place global descent, local spectral behavior, and optimal local relaxation within a common dynamical framework.
Characterizing and Correcting Effective Target Shift in Online Learning
Online learning from a stream of data is a defining feature of intelligence, yet modern machine learning systems often struggle in this setting, especially under distributional shift. To understand its basic properties, we study the relationship between online and offline learning in the context of kernel regression. We derive a closed-form expression for the function learned by online kernel regression, revealing that online kernel regression is equivalent to offline regression with shifted, inaccurate target outputs. Conversely, we show that by compensating for this effective shift in the teaching signal through target correction, online kernel-based learning can provably learn the same predictor as its offline counterpart. We derive both a closed-form expression for this target correction and an iterative form that can be applied sequentially. Applying this framework to image classification tasks on CIFAR-10 and CORe50, we show that online stochastic gradient descent with iteratively corrected targets outperforms learning with the true targets in continual learning settings. This work therefore provides a basic framework for analyzing and improving online learning in non-stationary environments.
It Just Takes Two: Scaling Amortized Inference to Large Sets
Wehenkel, Antoine, Kagan, Michael, Heinrich, Lukas, Pollard, Chris
Neural posterior estimation has emerged as a powerful tool for amortized inference, with growing adoption across scientific and applied domains. In many of these applications, the conditioning variable is a set of observations whose elements depend not only on the target but also on unknown factors shared across the set. Optimal inference therefore requires treating the set jointly, which in turn requires training the estimator at the deployment set size -- a regime where memory and compute quickly become prohibitive. We introduce a simple, theoretically grounded strategy that decouples representation learning from posterior modeling. Our method trains a mean-pool Deep Set on sets of size at most two, producing an encoder that generalizes to arbitrary set sizes. The inference head is then finetuned on pre-aggregated embeddings, making training cost essentially independent of the deployment set size N. Across scalar, image, multi-view 3D, molecular, and high-dimensional conditional generation benchmarks with N in the thousands, our approach matches or outperforms standard baselines at a fraction of the compute.
Penalty-Based First-Order Methods for Bilevel Optimization with Minimax and Constrained Lower-Level Problems
Shen, Yiyang, He, Yutian, Wang, Weiran, Lin, Qihang
We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel optimization and minimax optimization separately, existing methods mainly focus on bilevel optimization with lower-level minimization problems, often under strong convexity assumptions, and are not directly applicable to the minimax lower-level setting considered here. To address this gap, we develop penalty-based first-order methods for bilevel minimax optimization without requiring strong convexity of the lower-level problem. In the deterministic setting, we establish that the proposed method finds an $ε$-KKT point with $\tilde{O}(ε^{-4})$ oracle complexity. We further show that bilevel problems with convex constrained lower-level minimization can be reformulated as special cases of our framework via Lagrangian duality, leading to an $\tilde{O}(ε^{-4})$ complexity bound that improves upon the existing $\tilde{O}(ε^{-7})$ result. Finally, we extend our approach to the stochastic setting, where only stochastic gradient oracles are available, and prove that the proposed stochastic method finds a nearly $ε$-KKT point with $\tilde{O}(ε^{-9})$ oracle complexity.
Semiparametric Efficient Test for Interpretable Distributional Treatment Effects
Zenati, Houssam, Gretton, Arthur
Distributional treatment effects can be invisible to means: a treatment may preserve average outcomes while changing tails, modes, dispersion, or rare-event probabilities. Kernel tests can detect discrepancies between interventional outcome laws, but global tests do not reveal where the laws differ. We propose DR-ME, to our knowledge the first semiparametrically efficient finite-location test for interpretable distributional treatment effects. DR-ME evaluates an interventional kernel witness at learned outcome locations, returning causal-discrepancy coordinates rather than only a global rejection. From observational data, we derive orthogonal doubly robust kernel features whose centered oracle form is the canonical gradient of this finite witness. For fixed locations, we characterize the local testing limit: DR-ME is chi-square calibrated under the null, has noncentral chi-square local power, and uses the covariance whitening that optimizes local signal-to-noise for discrepancies visible through the selected coordinates. This efficient local-power geometry yields a principled location-learning criterion, with sample splitting preserving post-selection validity. Experiments show near-nominal type-I error, competitive power against global doubly robust kernel tests, and interpretable learned locations that localize distributional effects in a semi-synthetic medical-imaging study.
Inferring Asteroseismic Parameters from Short Observations Using Deep Learning: Application to TESS and K2 Red Giants
Ghanghas, Nipun, Dhanpal, Siddharth, Hanasoge, Shravan, Netrapalli, Praneeth, Shanmugam, Karthikeyan
Asteroseismology is the study of resonant oscillations of stars to infer their internal structure and dynamics. It is also a powerful tool for precisely determining stellar parameters such as mass, radius, surface gravity, and age. The ongoing TESS mission, with its nearly complete sky coverage, presents a unique opportunity to uniformly probe stellar populations across the Milky Way. TESS is estimated to have observed more than 300,000 oscillating red giants, most of which have one to two months of observations. Given the scale of this dataset, we need a fast, efficient, and robust way to analyse the data. In this work, our objective is to develop a machine learning (ML) based method to infer asteroseismic parameters from short-duration observations. Specifically, we focus on two global seismic parameters, the large frequency separation ($Δν$) and the frequency at maximum power ($ν_{\mathrm{max}}$), from one-month-long TESS observations of red giants. Meanwhile, for K2 data, our focus extends to inferring the period spacings of dipolar gravity modes ($ΔΠ_{1}$), in addition to $Δν$ and $ν_{\mathrm{max}}$. Our findings demonstrate that our machine learning algorithm can accurately infer $Δν$ and $ν_{\mathrm{max}}$ for approximately 50% of samples created by taking one-month Kepler and K2 observations. For TESS one sector data however, we recover reliable $Δν$ for only about 23% of the stars. Additionally, we get reliable $ΔΠ_{1}$ inferences for about 200 young red-giants from K2. For these $ΔΠ_{1}$ inferences, we see a good match with the well known $Δν-ΔΠ_{1}$ degenerate sequence observed in Kepler red-giants.