Quantum Backrooms is a horror game in which the player explores eerie rooms. A quantum computer has been used to create a horror video game called - and it's available to play online. Peculiarities of quantum objects have long inspired philosophers and artists, and now game developers are getting the bug too. James Wootton at Moth Quantum and his colleagues developed, a horror game with labyrinthine levels generated by a real quantum computer . The game draws inspiration from "the Backrooms," a horror legend developed on internet forums that consists of moving through a series of endless rooms.

We generalize finite-sample bounds for convex clustering to the setting where affinity weights appearing in the objective correspond to a general connected graph. These bounds and their analysis lead to a better understanding of clustering behavior under various implied connectivity structures behind the data and to new rates of convergence for centroid recovery. The new theoretical framework is based on random walks, which allow application of concentration inequalities related to random graph models, and formalizes the relationship between the clustering performance and the connectivity of the graph structures. Through the form of the bound and empirical results, we argue proper tuning of hyperparameters to convex clustering problems should also include tuning of input affinity weights.

Physical computing systems provide a promising route toward hardware-native machine learning, but their computational capabilities remain difficult to characterize in a principled, task-independent, and data-efficient way. We extend the Information Processing Capacity (IPC) framework to stationary physical computing systems and establish several fundamental results: individual capacities are bounded between zero and one, their sum over a complete basis is bounded by the number of readouts, and noise strictly reduces this bound. We address the finite-sample estimation of IPC and derive the asymptotic form of the systematic positive bias affecting naive estimators. Building on these results, we introduce data-efficient estimation methods based on Richardson extrapolation and Sobol quasi-random sampling. We validate the framework experimentally using a photonic computing system based on picosecond laser pulses propagating through a nonlinear optical fibre. By varying the laser power and fibre length, we observe systematic shifts of the IPC distribution toward higher-order nonlinear capacities induced by the Kerr effect. Finally, we demonstrate that the total IPC strongly correlates with performance on benchmark machine-learning tasks and provides a reliable estimate of the effective dimensionality of the system. These results establish IPC as a practical bridge between the intrinsic dynamics of physical computing systems and their machine-learning performance.

Characterizing precisely the asymptotic generalization error of neural networks using parameters that can be estimated efficiently is a crucial problem in machine learning, which relies heavily on heuristics and practitioners' intuition to make key design choices. In order to mitigate this issue, we introduce the Representation Gap, a metric closely related to the generalization error, but admitting better-behaved asymptotic dynamics. Focusing on equivariant diffusion models and leveraging results from optimal quantization and point-process theory, we derive a precise asymptotic equivalent of the Representation Gap and show that it is governed by a single parameter, the \textit{intrinsic dimension} of the task, which is easy to interpret, efficient to estimate, and can be linked to the equivariances of common neural network architectures. We show that this asymptotic dynamic also extends to a broader range of tasks and training algorithms. Finally, we demonstrate empirically that our asymptotic law and intrinsic dimension estimation are accurate on a wide range of synthetic datasets, where these quantities are known, as well as on more realistic datasets, where we obtain results consistent with the related literature.

Survival analysis aims to estimate a time-to-event distribution from data with censored observations. Many existing methods either impose structural assumptions on the hazard function or discretize the time axis, which may limit flexibility and introduce approximation errors. We propose the Survival Diffusion Probabilistic Model (SDPM), a generative approach to continuous-time survival analysis. SDPM models the conditional distribution of the survival outcome, represented by the pair of observed time and censoring indicator, $\mathbb{P}(T,δ\mid \mathbf{x})$, using a denoising diffusion model. Under the assumption of conditionally independent censoring, conditional samples generated by the model can be transformed into survival function estimates using the Kaplan-Meier estimator. This formulation avoids parametric assumptions on the event-time distribution and does not require a discretization of the output time space. The model operates in a transformed target space, using standardized log-times and a continuous Gaussian-mixture representation of the censoring indicator. We evaluate SDPM on ten real survival datasets and compare it with five strong baselines, including tree-based, boosting-based, and neural survival models. Results show that SDPM achieves competitive predictive performance across C-index, integrated time-dependent AUC, and integrated Brier score. A study on synthetic Cox-Weibull data demonstrates that SDPM can recover the shape of an underlying continuous survival distribution more accurately than a strong nonparametric baseline when sufficiently many samples are generated. An ablation study confirms the importance of the proposed target-space transformations, which improve event-rate calibration, reduce invalid generated times, and provide consistent gains in predictive discrimination. Codes implementing the proposed model are publicly available.

We study post-hoc Learning to Defer (L2D) through the lens of ideal distributions: divergence-regularized reweightings of the data distribution under which a model attains low loss. We define deferral via the density-ratio between a model's and an expert's ideals. Using the reduction from density-ratio estimation to class-probability estimation, we derive the DR CPE losses for post-hoc L2D scorers. Deferral decisions are then made by thresholding the scorer, allowing deferral rates to be adjusted without retraining. For KL-based ideal distributions, our deferral rules recovers Chow's rule under the original distribution and a connection to an expert-tilted Bayes posterior -- which incorporates the expert's performance -- depending on if the ideal distributions are joint or marginal distributions. Experimentally, our approach is competitive compared to common baselines and more robust across dataset settings. More broadly, our results cast post-hoc L2D as density-ratio learning between ideal distributions, bridging Chow-style rules, expert comparison, and elucidating connections to related learning settings including anomaly detection.

We study an online market-making problem in which a learner sequentially posts bid and ask prices for a single asset while interacting with traders holding private valuations. Unlike existing online learning formulations that assume fully censored feedback, we introduce an action-dependent feedback model inspired by real limit order books: when a trade occurs, the trader's valuation remains hidden, whereas when no trade occurs, informative feedback about supply and demand is revealed. We show that this additional information fundamentally changes the learnability of the problem. In the stochastic setting with i.i.d. market prices, we propose an elimination-based algorithm that achieves $O(\sqrt T)$ regret with high probability, without requiring any smoothness assumptions on the distribution of trader valuations. We then extend this result to a broad class of mean-reverting price processes by considering both local, autoregressive dynamics and a weaker global drift condition based on cumulative deviations from the mean. Under either assumption, we establish high-probability $O(\sqrt T)$ regret bounds, relying on a new concentration inequality of independent interest. Finally, in the adversarial setting with oblivious prices, we design an explore-then-perturb algorithm that guarantees $O(T^{2/3})$ regret in expectation. Our results quantify the value of observing the order book in online market making and demonstrate that even limited, action-dependent feedback can substantially improve regret guarantees compared to standard bandit feedback models.

Decision-makers frequently must choose a single action from a finite set of alternatives -- for example, physicians selecting a treatment, investors choosing a portfolio risk level, or judges determining sentences. To improve outcomes, policymakers often issue policy rules or guidelines to inform such choices. In this paper, I show how to generally derive policy rules from observational data in a multi-action framework under relatively weak assumptions about the underlying structure of the heterogeneous sampled population. Conditional average treatment effects (CATEs) are consistently estimated via a weighted K-means algorithm, assuming the outcome model is correctly specified within each homogeneous subgroup. Feasible policy rules are then implemented via a standard decision tree, allowing for both perfect and imperfect adherence to treatment. The methodology is applied to treatment options for Hepatitis C (HCV) among patients co-infected with human immunodeficiency virus (HIV), a setting in which no uniform guideline exists for modern pharmaceutical therapies. The results identify a subgroup of patients with approximately an 80% probability of spontaneous HCV clearance without treatment. Estimation results also show that reallocating treatments among treated individuals could have reduced total treatment costs by CAN$3.6-4.9 million while still increasing aggregate health benefits relative to the status quo. These findings demonstrate that the proposed approach can generate improved, data-driven treatment guidelines for the management of HIV/HCV co-infected patients.

We developed a tool for detecting domain shifts, namely subtle differences in the probability distributions of datasets. We identify these shifts using an algorithm designed to detect localised density anomalies in high-dimensional feature spaces. If an anomaly is present, we then identify the feature subspace in which the anomaly is most pronounced. This allows us to trace the domain shift to a small set of features, making the shift interpretable. Moreover, we provide a protocol for compensating domain shifts by extracting, from two unlabelled datasets, subsets of samples with no detectable residual distributional difference. We validate the framework on controlled 20-dimensional benchmarks with known ground truth, recovering both broad and localized shifts together with their supporting feature subspaces. We then apply it to healthy electrocardiogram (ECG) recordings represented by 782 features. In age- and sex-matched cohort comparisons differing in measurement-device composition, the method detects device-induced shifts, extracts representative subsets enriched in the imbalanced device components, and identifies ECG features associated with the acquisition contrast. These results suggest that density-shift detection and subspace attribution provide a practical framework for uncovering hidden cohort biases before downstream modelling.

We present a novel theoretical framework, Q-MMR, for off-policy evaluation in finite-horizon MDPs. Q-MMR learns a set of scalar weights, one for each data point, such that the reweighted rewards approximate the expected return under the target policy. The weights are learned inductively in a top-down manner via a moment matching objective against a value-function discriminator class. Notably, and perhaps surprisingly, a data-dependent finite-sample guarantee for general function approximation can be established under only the realizability of $Q^π$, with a dimension-free bound -- that is, the error does not depend on the statistical complexity of the function class. We also establish connections to several existing methods, such as importance sampling and linear FQE. Further theoretical analyses shed new light on the nature of coverage, a concept of fundamental importance to offline RL.