While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often provide only local and partial explanations, lacking the capability to reveal how heterogeneous and interacting input variables jointly shape the overall temporal patterns in the forecast curve. We propose ProtoTS, a novel interpretable forecasting framework that achieves both high accuracy and transparent decision-making through modeling prototypical temporal patterns. ProtoTS computes instance-prototype similarity based on a denoised representation that preserves abundant heterogeneous information. The prototypes are organized hierarchically to capture global temporal patterns with coarse prototypes while capturing finer-grained local variations with detailed prototypes, enabling expert steering and multi-level interpretability. Experiments on multiple realistic benchmarks, including a newly released LOF dataset, show that ProtoTS not only exceeds existing methods in forecast accuracy but also delivers expert-steerable interpretations for better model understanding and decision support. Time series forecasting has been widely applied in high-stakes scenarios such as load forecasting (Jiang et al., 2024; Y ang et al., 2023), energy management (Deb et al., 2017; Weron, 2014), weather prediction (Angryk et al., 2020; Karevan & Suykens, 2020), all of which involve considerable financial impacts. In these applications, while achieving high forecast accuracy is crucial, understanding why and how the model makes specific predictions is equally important. It aids in preventing substantial financial losses and building the trust necessary (Rojat et al., 2021). A range of explainable time series forecasting methods have been developed to simultaneously ensure interpretability and good predictive performance (Oreshkin et al., 2019; Lim et al., 2021; Zhao et al., 2024; Lin et al., 2024). However, their overall interpretability and potential for further performance improvement are limited, since they mainly provide local, partial explanations for both the output and input sides: C1: For the output side, existing methods (Lim et al., 2021; Zhao et al., 2024) mainly explain the prediction at individual time steps, lacking the ability to help users quickly interpret the reasons behind the overall trend in the forecast curve. For each instance, model computes its similarity to all prototypes to form a prediction, enabling detailed local interpretation.

We introduce TRiCo, a novel triadic game-theoretic co-training framework that rethinks the structure of semi-supervised learning by incorporating a teacher, two students, and an adversarial generator into a unified training paradigm. Unlike existing co-training or teacher-student approaches, TRiCo formulates SSL as a structured interaction among three roles: (i) two student classifiers trained on frozen, complementary representations, (ii) a meta-learned teacher that adaptively regulates pseudo-label selection and loss balancing via validation-based feedback, and (iii) a non-parametric generator that perturbs embeddings to uncover decision boundary weaknesses. Pseudo-labels are selected based on mutual information rather than confidence, providing a more robust measure of epistemic uncertainty. This triadic interaction is formalized as a Stackelberg game, where the teacher leads strategy optimization and students follow under adversarial perturbations. By addressing key limitations in existing SSL frameworks, such as static view interactions, unreliable pseudo-labels, and lack of hard sample modeling, TRiCo provides a principled and generalizable solution. Extensive experiments on CIFAR-10, SVHN, STL-10, and ImageNet demonstrate that TRiCo consistently achieves state-of-the-art performance in low-label regimes, while remaining architecture-agnostic and compatible with frozen vision backbones.Code:https://github.com/HoHongYeung/NeurIPS25-TRiCo.

In the realm of distributed artificial intelligence (AI) and privacy-focused medical applications, this paper proposes a multi-view clustering framework that links quantum field theory with federated healthcare analytics. The method uses heat kernel coefficients from spectral analysis to convert Euclidean distances into geometry-aware similarity measures that capture the structure of diverse medical data. The framework is presented through the heat kernel distance (HKD) transformation, which has convergence guarantees. Two algorithms have been developed: The first, Heat Kernel-Enhanced Multi-View Fuzzy Clustering (HK-MVFC), is used for central analysis. The second, Federated Heat Kernel Multi-View Fuzzy Clustering (FedHK-MVFC), is used for secure, privacy-preserving learning across hospitals. FedHK-MVFC uses differential privacy and secure aggregation to enable HIPAA-compliant collaboration. Tests on synthetic cardiovascular patient datasets demonstrate increased clustering accuracy, reduced communication, and retained efficiency compared to centralized methods. After being validated on 10,000 synthetic patient records across two hospitals, the methods proved useful for collaborative phenotyping involving electrocardiogram (ECG) data, cardiac imaging data, and behavioral data. The proposed methods' theoretical contributions include update rules with proven convergence, adaptive view weighting, and privacy-preserving protocols. These contributions establish a new standard for geometry-aware federated learning in healthcare, translating advanced mathematics into practical solutions for analyzing sensitive medical data while ensuring rigor and clinical relevance.

Prevailing alignment methods induce opaque parameter changes, obscuring what models truly learn. To address this, we introduce Feature Steering with Reinforcement Learning (FSRL), a framework that trains a lightweight adapter to steer model behavior by modulating interpretable sparse features. First, we theoretically demonstrate that this mechanism is expressive enough to approximate the behavioral shifts of post-training processes. We then apply FSRL to preference optimization and perform a causal analysis of the learned policy. Our analysis reveals a crucial insight: the model learns to reward stylistic presentation as a proxy for quality, disproportionately relying on features related to style and formatting over those tied to alignment concepts like honesty. By effectively optimizing the preference objective, FSRL serves as a transparent proxy for observing the alignment process. Overall, FSRL offers an interpretable control interface and a practical way to diagnose how preference optimization pressures manifest at the feature level.

Recent technological advances have made it easier to collect large and complex networks of time-stamped relational events connecting two or more entities. Relational hyper-event models (RHEMs) aim to explain the dynamics of these events by modeling the event rate as a function of statistics based on past history and external information. However, despite the complexity of the data, most current RHEM approaches still rely on a linearity assumption to model this relationship. In this work, we address this limitation by introducing a more flexible model that allows the effects of statistics to vary non-linearly and over time. While time-varying and non-linear effects have been used in relational event modeling, we take this further by modeling joint time-varying and non-linear effects using tensor product smooths. We validate our methodology on both synthetic and empirical data. In particular, we use RHEMs to study how patterns of scientific collaboration and impact evolve over time. Our approach provides deeper insights into the dynamic factors driving relational hyper-events, allowing us to evaluate potential non-monotonic patterns that cannot be identified using linear models.

Conformal prediction has been explored as a general and efficient way to provide uncertainty quantification for time series. However, current methods struggle to handle time series data with change points - sudden shifts in the underlying data-generating process. In this paper, we propose a novel Conformal Prediction for Time-series with Change points (CPTC) algorithm, addressing this gap by integrating a model to predict the underlying state with online conformal prediction to model uncertainties in non-stationary time series. We prove CPTC's validity and improved adaptivity in the time series setting under minimum assumptions, and demonstrate CPTC's practical effectiveness on 6 synthetic and real-world datasets, showing improved validity and adaptivity compared to state-of-the-art baselines.

Irregular multivariate time series (IMTS), characterized by uneven sampling and inter-variate asynchrony, fuel many forecasting applications yet remain challenging to model efficiently. Canonical Pre-Alignment (CPA) has been widely adopted in IMTS modeling by padding zeros at every global timestamp, thereby alleviating inter-variate asynchrony and unifying the series length, but its dense zero-padding inflates the pre-aligned series length, especially when numerous variates are present, causing prohibitive compute overhead. Recent graph-based models with patching strategies sidestep CPA, but their local message passing struggles to capture global inter-variate correlations. Therefore, we posit that CPA should be retained, with the pre-aligned series properly handled by the model, enabling it to outperform state-of-the-art graph-based baselines that sidestep CPA. Technically, we propose KAFNet, a compact architecture grounded in CPA for IMTS forecasting that couples (1) Pre-Convolution module for sequence smoothing and sparsity mitigation, (2) Temporal Kernel Aggregation module for learnable compression and modeling of intra-series irregularity, and (3) Frequency Linear Attention blocks for the low-cost inter-series correlations modeling in the frequency domain. Experiments on multiple IMTS datasets show that KAFNet achieves state-of-the-art forecasting performance, with a 7.2$\times$ parameter reduction and a 8.4$\times$ training-inference acceleration.

Nonlinear vector autoregression (NVAR) and reservoir computing (RC) have shown promise in forecasting chaotic dynamical systems, such as the Lorenz-63 model and El Nino-Southern Oscillation. However, their reliance on fixed nonlinear transformations - polynomial expansions in NVAR or random feature maps in RC - limits their adaptability to high noise or complex real-world data. Furthermore, these methods also exhibit poor scalability in high-dimensional settings due to costly matrix inversion during optimization. We propose a data-adaptive NVAR model that combines delay-embedded linear inputs with features generated by a shallow, trainable multilayer perceptron (MLP). Unlike standard NVAR and RC models, the MLP and linear readout are jointly trained using gradient-based optimization, enabling the model to learn data-driven nonlinearities, while preserving a simple readout structure and improving scalability. Initial experiments across multiple chaotic systems, tested under noise-free and synthetically noisy conditions, showed that the adaptive model outperformed in predictive accuracy the standard NVAR, a leaky echo state network (ESN) - the most common RC model - and a hybrid ESN, thereby showing robust forecasting under noisy conditions.

Aligning large language models with pointwise absolute rewards has so far required online, on-policy algorithms such as PPO and GRPO. In contrast, simpler methods that can leverage offline or off-policy data, such as DPO and REBEL, are limited to learning from preference pairs or relative signals. To bridge this gap, we introduce Quantile Reward Policy Optimization (QRPO), which learns from pointwise absolute rewards while preserving the simplicity and offline applicability of DPO-like methods. QRPO uses quantile rewards to enable regression to the closed-form solution of the KL-regularized RL objective. This reward yields an analytically tractable partition function, removing the need for relative signals to cancel this term. Moreover, QRPO scales with increased compute to estimate quantile rewards, opening a new dimension for pre-computation scaling. Empirically, QRPO consistently achieves top performance on chat and coding evaluations--reward model scores, AlpacaEval 2, and LeetCode--compared to DPO, REBEL, and SimPO across diverse datasets and 8B-scale models. Finally, we find that training with robust rewards instead of converting them to preferences induces less length bias.

Ishai et al. (FOCS'06) introduced secure shuffling as an efficient building block for private data aggregation. Recently, the field of differential privacy has revived interest in secure shufflers by highlighting the privacy amplification they can provide in various computations. Although several works argue for the utility of secure shufflers, they often treat them as black boxes; overlooking the practical vulnerabilities and performance trade-offs of existing implementations. This leaves a central question open: what makes a good secure shuffler? This survey addresses that question by identifying, categorizing, and comparing 26 secure protocols that realize the necessary shuffling functionality. To enable a meaningful comparison, we adapt and unify existing security definitions into a consistent set of properties. We also present an overview of privacy-preserving technologies that rely on secure shufflers, offer practical guidelines for selecting appropriate protocols, and outline promising directions for future work.