Thompson sampling is a widely used strategy for contextual bandits: at each round, it samples a reward function from a Bayesian posterior and acts greedily under that sample. Prior-data fitted networks (PFNs), such as TabPFN v2+ and TabICL v2, are attractive candidates for this purpose because they approximate Bayesian posterior predictive distributions in a single forward pass. However, PFNs predict noisy future rewards, while Thompson sampling requires uncertainty over the latent mean reward function. We propose PFN-TS, a Thompson sampling algorithm that converts PFN posterior predictives into mean-reward samples using a subsampled predictive central limit theorem. The method estimates posterior variance from a geometric grid of $O(\log n)$ dataset prefixes rather than the full $O(n)$ predictive sequence used in previous predictive-sequence approaches, and reuses TabICL's cached representations across rounds. We prove consistency of the subsampled variance estimator and give a Bayesian regret bound that decomposes PFN-TS regret into exact posterior-sampling regret under the PFN prior plus approximation terms. Empirically, PFN-TS achieves the best average rank across nonlinear synthetic and OpenML classification-to-bandit benchmarks, remains competitive on linear and BART-generated rewards, and attains the highest estimated policy value in an offline mobile-health evaluation. Code is available at https://anonymous.4open.science/r/PFN_TS-36ED/.

Recent work on causal abstraction, in particular graphical approaches focusing on causal structure between clusters of variables, aims to summarize a high-dimensional causal structure in terms of a low-dimensional one. Existing methods for learning such summaries from data assume that both the high- and low-dimensional structures are acyclic, which is helpful for causal effect identification and reasoning but excludes many high-dimensional models and thus limits applicability. We show that in the linear non-Gaussian (LiNG) setting, the high-dimensional acyclicity assumption can be relaxed while still allowing recovery of a low-dimensional causal directed acyclic graph (DAG). We further connect identifiability of this low-dimensional DAG to existing results: LiNG models with cycles are observationally identifiable only up to an equivalence class whose members differ by reversals of directed cycles; our low-dimensional DAG, which is invariant across all members of a given equivalence class, thus forms a natural representative of the class. While existing approaches for learning this observational equivalence class over high-dimensional variables have exponential time complexity, our low-dimensional summary is learned in worst-case cubic time and comes with explicit bounds on the sample complexity. We provide open source code and experiments on synthetic data to corroborate our theoretical results.

Dense Associative Memory (DenseAM) is a promising family of AI architectures that is represented by a neural network performing temporal dynamics on an energy landscape. While hyperparameter transfer methods are well-studied for feed-forward networks, these methods have not been developed for settings in which weights are shared across layers and within the layer, which is common in DenseAMs. Additionally, DenseAMs utilize rapidly peaking activation functions that are rarely used in feed-forward architectures. The confluence of these aspects makes DenseAM a challenging framework for using existing methods for hyperparameter transfer. Our work initiates the development of hyperparameter transfer methods for this class of models. We derive explicit prescriptions for how the hyperparameters tuned on small models can be transferred to models trained at scale. We demonstrate excellent agreement between these theoretical findings and empirical results.

Distributional causal inference requires estimating not only average treatment effects but also interventional outcome distributions, including quantiles, tail risks, and policy-dependent uncertainty. As a method for distributional causal inference, generative adversarial network (GAN)-based counterfactual methods are flexible tools for this task. However, these methods have several limitations. First, the objectives of certain techniques do not coincide with the statistical risk of the identifiable causal target, and therefore provide limited theoretical guarantees regarding estimable counterfactual distributions or optimality. Second, they tend to rely on unstable density-based methods, such as density ratio estimation. In this paper, we propose GANICE (GAN for Interventional Conditional Estimation) with several advantages: it (i) clarifies the conditional interventional distribution for each treatment--covariate state as the causal estimation target; (ii) estimates the conditional distribution such that its averaged Wasserstein risk is minimized; (iii) establishes minimax optimality. GANICE achieves these advantages through the introduction of the extended Wasserstein distance, the incorporation of a cellwise critic in its dual, and an optimality proof based on Besov space theory. Our experiments demonstrate that GANICE consistently outperforms existing methods.

Operator learning for partial differential equations (PDEs) aims to learn solution operators on infinite-dimensional function spaces from finite-resolution data. In this setting, it is important for the learned model to be discretization-invariant, or resolution-robust, and to reflect PDE-specific structure. It is therefore natural to ask how such structure should be encoded in the model architecture, hypothesis class, or learning procedure. In this paper, we study operator learning for solution operators of nonlinear parabolic PDEs based on Duhamel--Picard iteration. We formulate Picard iteration as an abstract state-transition model and present a theoretical framework for Picard-type operator learning. We derive implementation-agnostic generalization error bounds that separate the implementation error from the estimation error associated with the abstract state-transition model induced by Picard iteration. A key consequence is that increasing the Picard depth reduces the Picard truncation error without causing an unbounded growth of the entropy-based estimation error. We also extend the analysis to long-time prediction by rolling out the same learned local model over successive time blocks. Finally, we illustrate the theory for nonlinear heat equations on the torus using a Picard-type Fourier neural operator as a concrete implementation.

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix derived from an implied RKHS, from which we establish consistency of the GP posterior. We further analyse the spectral properties of the induced kernels and introduce product feature-map kernels to address oversmoothing. This simple yet powerful approach enables fast, scalable, and accurate exact GP inference with minimal upfront work. The flexibility of kernel design supports seamless application to both regression and classification tasks across diverse data modalities, including tabular inputs and structured domains such as images.

Data augmentation (DA) is now a standard ingredient in modern machine learning pipelines, with extensive empirical evidence reporting improvements in generalization across modalities and tasks Mumuni and Mumuni (2022); Wang et al. (2025). It is often used to encode task-relevant symmetries directly into the training procedure, for instance by encouraging invariance to image rotations or other transformations of the input Shorten and Khoshgoftaar (2019); Chen et al. (2020). It has also been identified as one of the most effective regularization techniques across both supervised learning settings Bishop (1995); Cubuk et al. (2019); Mumuni and Mumuni (2022); Wang et al. (2025) and self-supervised/unsupervised learning Feng et al. (2021); Van Assel et al. (2025). Domain-specific augmentation pipelines have been central to progress in computer vision Shorten and Khoshgoftaar (2019); Kumar et al. (2024), natural language processing Feng et al. (2021); Shorten et al. (2021); Bayer et al. (2022), and time-series or audio applications Wen et al. (2020); Iwana and Uchida (2021); Iglesias et al. (2023). Despite these empirical successes, the benefits of DA remain highly task-and data-dependent, and augmentation schemes are often engineered in an ad hoc manner Fawzi et al. (2016); Cubuk et al. (2019); Lim et al. (2019); Hataya et al. (2020). In contrast with this rich empirical literature, comprehensive theoretical analyses of DA remain relatively scarce. Two classical starting points are, first, the interpretation of additive Gaussian noise as a form of explicit (ridge-like) regularization Bishop (1995); Lin et al. (2024), and second, the idea that leveraging distributional invariances and group structure in the learning objective helps decrease the variance of the model without increasing its bias Chen et al. (2020). Yet, when applied to modern and complex augmentation schemes, these works either provide only upper bounds on the generalization error Lin et al. (2024), or require very strong assumptions on the data distribution (e.g.

We propose a novel adaptive Mixture-of-Experts (MoE) framework for time series forecasting that enhances expert specialization by incorporating expert-specific loss information directly into the training process. Notably, the overall objective comprises the base forecasting loss and expert-specific losses, allowing expert-level prediction errors to jointly shape training alongside the global forecasting loss. This framework is further combined with a partial online learning strategy, enabling incremental updates of both the gating mechanism and expert parameters. This approach significantly reduces computational cost by eliminating the need for repeated full model retraining. By integrating expert-level loss awareness with efficient online optimization, the proposed method achieves improved learning efficiency while maintaining strong predictive performance. Empirical results across economic, tourism, and energy datasets with varying frequencies demonstrate that the proposed approach generally outperforms both statistical methods and state-of-the-art neural network models, such as Transformers and WaveNet, in forecasting accuracy and computational efficiency. Furthermore, ablation studies confirm the effectiveness of the expert-specific loss integration strategy, highlighting its contribution to enhancing predictive performance.

Reliable uncertainty quantification is essential for the use of machine learning in physics, where scientific discoveries depend on validated probabilistic statements. We provide a structured overview of uncertainty quantification in ML for physics, introducing a unified taxonomy of uncertainty and clarifying the interpretation of predictive and inference uncertainties across frequentist and Bayesian frameworks. We discuss principled validation tools, including coverage, calibration, bias tests, and proper scoring rules, and illustrate them with simple regression and classification examples.

Solving nonlinear partial differential equations (PDEs) using kernel methods offers a compelling alternative to traditional numerical solvers. However, the performance of these methods strongly depends on the choice of kernel. In this work, as the available information is inherently multifidelity, we propose a kernel learning approach based on cokriging, leveraging empirical information from multifidelity simulations. In the first step, we fit a differentiable non-stationary kernel to an empirical kernel obtained from low-fidelity simulations. In the second step, we derive a high-fidelity kernel with estimated hyperparameters, and construct a corresponding high-fidelity mean using the multifidelity framework. These components can then be used within a Gaussian process framework for solving PDEs. Finally, we demonstrate the performance of the proposed physics-informed method on the Burgers' equation.