Flow Language Models (FLMs) are a recently introduced class of language models which adapt continuous flow matching for one-hot encoded token sequences. Their denoisers have a special structure absent from generic continuous diffusion models: each block of the denoising mean is a posterior marginal distribution over the clean token at that position. Standard DDPM-style samplers collapse these marginals to a single conditional-mean endpoint and bridge toward this simplex-valued point, which is generally not a valid one-hot sequence. We argue that the natural sampler for an FLM is instead posterior-predictive. At each reverse step, we sample a clean one-hot endpoint from the factorized posterior defined by the FLM token marginals, and then sample the next continuous state from the analytic Ornstein--Uhlenbeck bridge conditioned on that endpoint. The method is training-free, uses the same model evaluations as standard sampling, and gives a principled interface for token-level decoding controls such as temperature scaling and nucleus truncation. We show that, under exact posterior marginals, the endpoint approximation error is exactly the conditional multi-information among token positions. The induced one-step bridge kernel preserves all token-wise posterior-predictive marginals and loses only the residual cross-position dependence. Finally, we prove a Girsanov path-space comparison showing that the marginal-conditioned bridge has a no-larger denoising-error term than the frozen conditional-mean bridge, with strict improvement whenever intermediate coordinate-wise bridge observations reveal additional information about the clean token. Experiments with FLMs show that the sampler improves the quality--diversity tradeoff. Code is available at: github.com/imbirik/mcb.

Stochastic bandit algorithms are usually analyzed under a mean-reward criterion, yet many problems favor arms with strong upper-tail performance, which we study herein. For a fixed miscoverage level \(α\), the natural upper-tail target of arm \(j\) is the upper endpoint \(F_j^{-1}(1-α/2)\) of a central prediction interval. This target can rank arms differently from their means, creating a central mismatch with the classical bandit objective. To this end, we propose ACP-UCB1, a conformal-style policy that combines an adaptive conformal estimate of the upper endpoint with a UCB-type optimism bonus. The technical challenge is that the conformity scores used by ACP-UCB1 are recomputed from evolving empirical quantile estimates and evaluated at an adaptive level. We control this endpoint through reward-quantile concentration, a perturbation argument for recomputed score quantiles, and deterministic localization of the adaptive level. ACP-UCB1 achieves logarithmic upper-quantile regret with per-arm contribution \(O(\nicefrac{\log n}{Δ_j^{\mathrm{ACP}}})\). We also provide metric-specific regret decompositions comparing ACP-UCB1 with UCB1 and use numerical experiments to validate performance and improvement.

Deep learning systems are known to exhibit implicit regularization (alt. implicit bias), favoring simple solutions instead of merely minimizing the loss function. In some cases, we can analytically derive the implicit regularization -- connecting it to an equivalent penalty that augments the learning objective. However, modern deep learning systems are complex, carrying modifications to the training procedure and architecture (e.g. early stopping, minibatching, dropout) whose effects are not always directly interpretable. Although estimating the resulting implicit regularization could aid theorists in algorithm design and practitioners in interpreting their hyperparameter choices, this problem has received little direct attention. It is also tractable: regularization makes weight updates deviate from loss gradients, promising a signal for identifying implicit bias. Here we provide gradient matching methods that can be used to empirically estimate the implicit regularization. Our method works on networks with known regularization, recovering popular explicit penalties like $\ell_1$ and $\ell_2$. It also replicates known implicit effects, like the quadratic weight penalty induced by early stopping in gradient descent, demonstrating that it can be used to test theories of implicit regularization. Crucially, because our method is empirical, it can handle implicit regularization in arbitrary networks. We demonstrate this use by characterizing the effects of dropout in deep networks, showing implicit $\ell_2$ effects in this popular method. Our work shows that practitioners can use gradient matching to understand regularization in networks with implicit biases that are too complicated to derive analytically.

We study split-conformal prediction for regression when the reported prediction set must be a single interval, at target marginal coverage $1-α$, where $α$ is the nominal miscoverage level. Under this reporting constraint, the natural conditional target is the shortest interval with conditional mass at least $1-α$, rather than an equal-tailed interval or a possibly disconnected high-probability set. We parameterize this single-interval oracle by a lower-tail allocation, which determines how the nominal miscoverage $α$ is split between the two endpoints, and propose tail-allocation conformalized quantile regression (TA-CQR). TA-CQR estimates this allocation by searching over quantile-defined cores and then applies nonnegative additive split-conformal calibration, retaining exact finite-sample marginal coverage under exchangeability. The main contribution is theoretical. We characterize the oracle geometry, including its highest-density interpretation under unimodality and the positive connectedness cost induced by disconnected highest-density sets. We prove local recovery of the selected allocation and core, establish that calibration radii are asymptotically negligible under endpoint-density conditions, and give a finite-sample calibrated length oracle inequality with explicit grid, endpoint-quantile estimation, and calibration-sampling terms. Simulations and real-data examples report coverage and length jointly.

Unlike distance metric learning where the subsequent tasks utilizing the estimated distance metric is the usual focus, the proposal focuses on the estimated metric characterizing the geometry structure. Despite the illustrated taxi and MNIST examples, it is still open to finding more compelling applications that target the data space geometry. Interpreting mathematical concepts such as Riemannian metric and geodesic in the context of potential application (e.g., cognition and perception research where similarity measures are common) could be inspiring. Our proposal requires sufficiently dense data, which could be demanding, especially for high-dimensional data due to the curse of dimensionality. Dimensional reduction (e.g., manifold embedding as in the MNIST example) can substantially alleviate the curse of dimensionality, and the dense data requirement will more likely hold true.

In each communication round, each client uniformly samples points in the neighborhood of their projected point (top-right plot), and jointly train the solution simplex.

Liu et al. [2018] first showed that stationary importance sampling methods can be viewed as Rao-Blackwellization of IS estimator, and claimed that the expectation of the likelihood-ratios conditioned on state and action is equal to the distribution ratio, as stated in Property 1. For completeness, we present a proof of Property 1. Recall that d This gives us the expression " This additional marginalization step over time allows us to consider time-independent distribution ratios. Then, using the law of total expectation, we can write the expectation of the second sum in (4) as: " Assumption 1. Plugging in the final expression from (5) back into (4) gives us " Note that in the infinite horizon setting where L!1and for finite n, (6) becomes " Similarly, by generalizing this pattern it can be observed that on unrolling n times, we will get, 1 " 0 X For all experiments, we utilize the domains and algorithm implementations from Caltech OPE Benchmarking Suite (COBS) library by Voloshin et al. [2019]. We include a brief description of each of these domains below, and a full description of each can be found in the work by Voloshin et al. [2019]. Graph Environment The Graph environment is a two-chain environment with 2L states and 2 actions.

The advancement of large language models (LLMs) is critically dependent on the availability of high-quality datasets for Supervised Fine-Tuning (SFT), alignment tasks like Direct Preference Optimization (DPO), etc. In this work, we present a comprehensive synthetic data generation framework that facilitates scalable, configurable, and high-fidelity generation of synthetic data tailored for these training paradigms. Our approach employs a modular and configuration-based pipeline capable of modeling complex dialogue flows with minimal manual intervention. This framework uses a dual-stage quality tagging mechanism, combining heuristic rules and LLM-based evaluations, to automatically filter and score data extracted from OASST-formatted conversations, ensuring the curation of high-quality dialogue samples. The resulting datasets are structured under a flexible schema supporting both SFT and DPO use cases, enabling seamless integration into diverse training workflows. Together, these innovations offer a robust solution for generating and managing synthetic conversational data at scale, significantly reducing the overhead of data preparation in LLM training pipelines.