Control algorithms in production environments typically require domain experts to tune their parameters and logic for specific scenarios. However, existing research predominantly focuses on algorithmic performance under ideal or default configurations, overlooking the critical aspect of Tuning Potential. To bridge this gap, we introduce Crucible, an agent that employs an LLM-driven, multi-level expert simulation to turn algorithms and defines a formalized metric to quantitatively evaluate their Tuning Potential. We demonstrate Crucible's effectiveness across a wide spectrum of case studies, from classic control tasks to complex computer systems, and validate its findings in a real-world deployment. Our experimental results reveal that Crucible systematically quantifies the tunable space across different algorithms. Furthermore, Crucibleprovides a new dimension for algorithm analysis and design, which ultimately leads to performance improvements.

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can access multi-step predictions of future states, which provide additional advantages for decision making. However, multi-step predictions are inherently high-dimensional: naively embedding these predictions into an MDP leads to an exponential blow-up in state space and the curse of dimensionality. Moreover, existing RL theory provides few tools to analyze prediction-augmented MDPs, as it typically works on one-step transition kernels and cannot accommodate multi-step predictions with errors or partial action-coverage. We address these challenges with three key innovations: First, we propose the Bayesian value function to characterize the optimal prediction-aware policy tractably. Second, we develop a novel BellmanJensen Gap analysis on the Bayesian value function, which enables characterizing the value of imperfect predictions. Third, we introduce BOLA (Bayesian Offline Learning with Online Adaptation), a two-stage model-based RL algorithm that separates offline Bayesian value learning from lightweight online adaptation to real-time predictions. We prove that BOLA remains sample-efficient even under imperfect predictions.

We propose a generalized score-based diffusion framework for learning multivariate Gaussian mixture models with homoscedastic or heteroscedastic noise. Our goal is to nonparametrically estimate the latent location distribution and denoise the observations.

We study learning to learn for regression problems through the lens of hyperparameter tuning. We propose the Langevin Gradient Descent Algorithm (LGD), which approximates the mean of the posterior distribution defined by the loss function and regularizer of a convex regression task. We prove the existence of an optimal hyperparameter configuration for which the LGD algorithm achieves the Bayes' optimal solution for squared loss. Subsequently, we study generalization guarantees on meta-learning optimal hyperparameters for the LGD algorithm from a given set of tasks in the data-driven setting. For a number of parameters $d$ and hyperparameter dimension $h$, we show a pseudo-dimension bound of $O(dh)$, upto logarithmic terms under mild assumptions on LGD. This matches the dimensional dependence of the bounds obtained in prior work for the elastic net, which only allows for $h=2$ hyperparameters, and extends their bounds to regression on convex loss. Finally, we show empirical evidence of the success of LGD and the meta-learning procedure for few-shot learning on linear regression using a few synthetically created datasets.

Scorio.jl is a Julia package for evaluating and ranking systems from repeated responses to shared tasks. It provides a common tensor-based interface for direct score-based, pairwise, psychometric, voting, graph, and listwise methods, so the same benchmark can be analyzed under multiple ranking assumptions. We describe the package design, position it relative to existing Julia tools, and report pilot experiments on synthetic rank recovery, stability under limited trials, and runtime scaling.

Variational inference plays a vital role in learning graphical models, especially on large-scale datasets. Much of its success depends on a proper choice of auxiliary distribution class for posterior approximation. However, how to pursue an auxiliary distribution class that achieves both good approximation ability and computation efficiency remains a core challenge. In this paper, we proposed coupled variational Bayes which exploits the primal-dual view of the ELBO with the variational distribution class generated by an optimization procedure, which is termed optimization embedding.

Wefocusonsixmethods:(i)discriminative K-means (DisKmeans) in Ye et al. (2008); (ii) a discriminative clustering formulation described inBach andHarchaoui (2008); Flammarion etal.(2017); We compare two classesF of feature mappings: linear functions and fully-connected neural networks with one hidden layer that has 100 nodes. An epoch refers ton/B = 12 consecutive iterations. The learning curves in Figure 1 shows the advantage of neural network and demonstrates the flexibility of CURE with nonlinear function classes. One of the main obstacles is the complicated piecewise definition off, which prevent us from obtaining closed form formulae.

Clustering is a fundamental problem in data science, especially in the early stages of knowledge discovery.

Since the VB algorithm does not depend on the unknown truth to achieve optimality, our results shed light on effective prior choices.