Tabular data have been playing a vital role in diverse real-world fields, including healthcare, finance, etc. With the recent success of Large Language Models (LLMs), early explorations of extending LLMs to the domain of tabular data have been developed. Most of these LLM-based methods typically first serialize tabular data into natural language descriptions, and then tune LLMs or directly infer on these serialized data. However, these methods suffer from two key inherent issues: (i) data perspective: existing data serialization methods lack universal applicability for structured tabular data, and may pose privacy risks through direct textual exposure, and (ii) model perspective: LLM fine-tuning methods struggle with tabular data, and in-context learning scalability is bottle-necked by input length constraints (suitable for few-shot learning). This work explores a novel direction of integrating LLMs into tabular data through logical decision tree rules as intermediaries, proposing a decision tree enhancer with LLM-derived rule for tabular prediction, DeLTa. The proposed DeLTa avoids tabular data serialization, and can be applied to full data learning setting without LLM fine-tuning. Specifically, we leverage the reasoning ability of LLMs to redesign an improved rule given a set of decision tree rules. Furthermore, we provide a calibration method for original decision trees via new generated rule by LLM, which approximates the error correction vector to steer the original decision tree predictions in the direction of "errors" reducing. Finally, extensive experiments on diverse tabular benchmarks show that our method achieves state-of-the-art performance.

While federated learning (FL) and differential privacy (DP) have been extensively studied, their application to automatic speech recognition (ASR) remains largely unexplored due to the challenges in training large transformer models. Specifically, large models further exacerbate issues in FL as they are particularly susceptible to gradient heterogeneity across layers, unlike the relatively uniform gradient behavior observed in shallow models. As a result, prior works struggle to converge with standard optimization techniques, even in the absence of DP mechanisms. To the best of our knowledge, no existing work establishes a competitive, practical recipe for FL with DP in the context of ASR. To address this gap, we establish the first benchmark for FL with DP in end-to-end ASR. Our approach centers on per-layer clipping and layer-wise gradient normalization: theoretical analysis reveals that these techniques together mitigate clipping bias and gradient heterogeneity across layers in deeper models. Consistent with these theoretical insights, our empirical results show that FL with DP is viable under strong privacy guarantees, provided a population of at least several million users. Specifically, we achieve user-level (7.2, 10 9)-DP (resp.

Data attribution methods aim to answer useful counterfactual questions like what would a ML model's prediction be if it were trained on a different dataset? However, estimation of data attribution models through techniques like empirical influence or datamodeling remains very computationally expensive. This causes a critical trust issue: if only a few computationally rich parties can obtain data attributions, how can resource-constrained parties trust that the provided attributions are indeed ``good,'' especially when they are used for important downstream applications (e.g., data pricing)? In this paper, we address this trust issue by proposing an interactive verification paradigm for data attribution. An untrusted and computationally powerful Prover learns data attributions, and then engages in an interactive proof with a resource-constrained Verifier.

Binary classification in the classic PAC model exhibits a curious phenomenon: Empirical Risk Minimization (ERM) learners are suboptimal in the realizable case yet optimal in the agnostic case. Roughly speaking, this owes itself to the fact that non-realizable distributions $\\mathcal{D}$ are more difficult to learn than realizable distributions -- even when one discounts a learner's error by $\\mathrm{err}(h^\\ast_\\mathcal{D})$, i.e., the error of the best hypothesis in $\\mathcal{H}$. Thus, optimal agnostic learners are permitted to incur excess error on (easier-to-learn) distributions $\\mathcal{D}$ for which $\\tau = \\mathrm{err}(h^\\ast_\\mathcal{D})$ is small.

Recent works of Mei et al. (2023, 2024) have deepened the theoretical understanding of the *Stochastic Gradient Bandit* (SGB) policy, showing that using a constant learning rate guarantees asymptotic convergence to the optimal policy, and that sufficiently *small* learning rates can yield logarithmic regret. However, whether logarithmic regret holds beyond small learning rates remains unclear. In this work, we take a step towards characterizing the regret *regimes* of SGB as a function of its learning rate. For two--armed bandits, we identify a sharp threshold, scaling with the sub-optimality gap $\Delta$, below which SGB achieves *logarithmic* regret on all instances, and above which it can incur *polynomial* regret on some instances. This result highlights the necessity of knowing (or estimating) $\Delta$ to ensure logarithmic regret with a constant learning rate. For general $K$-armed bandits, we further show the learning rate must scale inversely with $K$ to avoid polynomial regret. We introduce novel techniques to derive regret upper bounds for SGB, laying the groundwork for future advances in the theory of gradient-based bandit algorithms.

This paper investigates the computational complexity of reinforcement learning within a novel linear function approximation regime, termed partial $q^{\pi}$-realizability. In this framework, the objective is to learn an $\epsilon$-optimal policy with respect to a predefined policy set $\Pi$, under the assumption that all value functions corresponding to policies in $\Pi$ are linearly realizable. This framework adopts assumptions that are weaker than those in the $q^{\pi}$-realizability setting yet stronger than those in the q*-realizability setup. As a result, it provides a more practical model for reinforcement learning scenarios where function approximation naturally arise. We prove that learning an $\epsilon$-optimal policy in this newly defined setting is computationally hard. More specifically, we establish NP-hardness under a parameterized greedy policy set (i.e., argmax) and, further, show that--unless NP = RP--an exponential lower bound (exponential in feature vector dimension) holds when the policy set contains softmax policies, under the Randomized Exponential Time Hypothesis. Our hardness results mirror those obtained in the $q^*$-realizability settings, and suggest that computational difficulty persists even when the policy class $ \Pi $ is expanded beyond the optimal policy, reinforcing the unbreakable nature of the computational hardness result regarding partial $ q^{\pi} $-realizability under two important policy sets. To establish our negative result, our primary technical contribution is a reduction from two complexity problems, $\delta$-Max-3SAT and $\delta$-Max-3SAT($b$), to instances of our problem settings: GLinear-$\kappa$-RL (under the greedy policy set) and SLinear-$\kappa$-RL (under the softmax policy set), respectively. Our findings indicate that positive computational results are generally unattainable in the context of partial $ q^{\pi} $-realizability, in sharp contrast to the $ q^{\pi} $-realizability setting under a generative access model.

Bandit Convex Optimization is a fundamental class of sequential decision-making problems, where the learner selects actions from a continuous domain and observes a loss (but not its gradient) at only one point per round. We study this problem in non-stationary environments, and aim to minimize the regret under three standard measures of non-stationarity: the number of switches $S$ in the comparator sequence, the total variation $\Delta$ of the loss functions, and the path-length $P$ of the comparator sequence. We propose a polynomial-time algorithm, Tilted Exponentially Weighted Average with Sleeping Experts (TEWA-SE), which adapts the sleeping experts framework from online convex optimization to the bandit setting. For strongly convex losses, we prove that TEWA-SE is minimax-optimal with respect to known $S$ and $\Delta$ by establishing matching upper and lower bounds. By equipping TEWA-SE with the Bandit-over-Bandit framework, we extend our analysis to environments with unknown non-stationarity measures. For general convex losses, we introduce a second algorithm, clipped Exploration by Optimization (cExO), based on exponential weights over a discretized action space. While not polynomial-time computable, this method achieves minimax-optimal regret with respect to known $S$ and $\Delta$, and improves on the best existing bounds with respect to $P$.

Calibration is a fundamental concept that aims at ensuring the reliability of probabilistic predictions by aligning them with real-world outcomes. There is a surge of studies on new calibration measures that are easier to optimize compared to the classical $\ell_1$-Calibration while still having strong implications for downstream applications. One recent such example is the work by Fishelson et al. (2025) who show that it is possible to achieve $\tilde{\mathcal{O}}(T^{1/3})$ pseudo $\ell_{2}$-Calibration error via minimizing pseudo swap regret of the squared loss, which in fact implies the same bound for all bounded proper losses with a smooth univariate form. In this work, we significantly generalize their result in the following ways: (a) in addition to smooth univariate forms, our algorithm also simultaneously achieves $\tilde{\mathcal{O}}(T^{1/3})$ swap regret for any proper loss with a twice continuously differentiable univariate form (such as Tsallis entropy); (b) our bounds hold not only for pseudo swap regret that measures losses using the forecaster's distributions on predictions, but also hold for the actual swap regret that measures losses using the forecaster's actual realized predictions. We achieve so by introducing a new stronger notion of calibration called (pseudo) KL-Calibration, which we show is equivalent to the (pseudo) swap regret with respect to log loss.

The quadratic complexity of the attention mechanism in Transformer models has motivated the development of alternative architectures with sub-quadratic scaling, such as state-space models. Among these, Mamba has emerged as a leading architecture, achieving state-of-the-art results across a range of language modeling tasks. However, Mamba's performance significantly deteriorates when applied to contexts longer than those seen during pre-training, revealing a sharp sensitivity to context length extension. Through detailed analysis, we attribute this limitation to the out-of-distribution behavior of its state-space dynamics, particularly within the parameterization of the state transition matrix $A$. Unlike recent works which attribute this sensitivity to the vanished accumulation of discretization time steps, $\exp(-\sum_{t=1}^N{\Delta}_t)$, we establish a connection between state convergence behavior as the input length approaches infinity and the spectrum of the transition matrix $A$, offering a well-founded explanation of its role in length extension. Next, to overcome this challenge, we propose an approach that applies spectrum scaling to pre-trained Mamba models to enable robust long-context generalization by selectively modulating the spectrum of $A$ matrices in each layer. We show that this can significantly improve performance in settings where simply modulating ${\Delta}_t$ fails, validating our insights and providing avenues for better length generalization of state-space models with structured transition matrices.

We study the problem of estimating the mean reward of the best arm in a multi-armed bandit (MAB) setting. Specifically, given a target precision $\varepsilon$ and confidence level $1-\delta$, the goal is to return an $\varepsilon$-accurate estimate of the largest mean reward with probability at least $1-\delta$, while minimizing the number of samples. We first establish an instance-dependent lower bound on the sample complexity, which requires handling the infinitely many possible candidates of the estimated best mean. This lower bound is expressed in a non-convex optimization problem, which becomes the main difficulty of this problem, preventing the direct application of standard techniques such as Track-and-Stop to provably achieve optimality. To overcome this difficulty, we introduce several new algorithmic and analytical techniques and propose an algorithm that achieves the asymptotic lower bound with matching constants in the leading term. Our method combines a confidence ellipsoid-based stopping condition with a two-phase sampling strategy tailored to manage non-convexity proposed algorithm is simple, nearly free of hyperparameters, and achieves the instance-dependent, asymptotically optimal sample complexity. Experimental results support our theoretical guarantees and demonstrate the practical effectiveness of our method.