We develop a scalable second-order algorithm for a recently proposed ℓ1regularized pseudolikelihood-based partial correlation network estimation framework. While the latter method admits statistical guarantees and is inherently scalable compared to likelihood-based methods such as graphical lasso, the currently available implementations rely only on first-order information and require thousands of iterations to obtain reliable estimates even on high-performance supercomputers. In this paper, we further investigate the inherent scalability of the framework and propose locally and globally convergent semismooth Newton methods. Despite the nonsmoothness of the problem, these second-order algorithms converge at a locally quadratic rate, and require only a few tens of iterations in practice. Each iteration reduces to solving linear systems of small dimensions or linear complementary problems of smaller dimensions, making the computation also suitable for less powerful computing environments. Experiments on both simulated and real-world genomic datasets demonstrate the superior convergence behavior and computational efficiency of the proposed algorithm, which position our method as a promising tool for massive-scale network analysis sought for in, e.g., modern multi-omics research.

In off-policy policy evaluation (OPE) tasks within reinforcement learning, Temporal Difference Learning(TD) and Fitted Q-Iteration (FQI) have traditionally been viewed as differing in the number of updates toward the target value function: TD makes one update, FQI makes an infinite number, and Partial Fitted Q-Iteration (PFQI) performs a finite number. We show that this view is not accurate, and provide a new mathematical perspective under linear value function approximation that unifies these methods as a single iterative method solving the same linear system, but using different matrix splitting schemes and preconditioners. We show that increasing the number of updates under the same target value function, i.e., the target network technique, is a transition from using a constant preconditioner to using a data-feature adaptive preconditioner. This elucidates, for the first time, why TD convergence does not necessarily imply FQI convergence, and establishes tight convergence connections among TD, PFQI, and FQI. Our framework enables sharper theoretical results than previous work and characterization of the convergence conditions for each algorithm, without relying on assumptions about the features (e.g., linear independence). We also provide an encoder-decoder perspective to better understand the convergence conditions of TD, and prove, for the first time, that when a large learning rate doesn't work, trying a smaller one may help. Our framework also leads to the discovery of new crucial conditions on features for convergence, and shows how common assumptions about features influence convergence, e.g., the assumption of linearly independent features can be dropped without compromising the convergence guarantees of stochastic TD in the on-policy setting. This paper is also the first to introduce matrix splitting into the convergence analysis of these algorithms.

This paper investigates simultaneous preference and metric learning from a crowd of respondents. A set of items represented by d-dimensional feature vectors and paired comparisons of the form "item i is preferable to item j" made by each user is given. Our model jointly learns a distance metric that characterizes the crowd's general measure of item similarities along with a latent ideal point for each user reflecting their individual preferences. This model has the flexibility to capture individual preferences, while enjoying a metric learning sample cost that is amortized over the crowd. We first study this problem in a noiseless, continuous response setting (i.e., responses equal to differences of item distances) to understand the fundamental limits of learning. Next, we establish prediction error guarantees for noisy, binary measurements such as may be collected from human respondents, and show how the sample complexity improves when the underlying metric is lowrank. Finally, we establish recovery guarantees under assumptions on the response distribution. We demonstrate the performance of our model on both simulated data and on a dataset of color preference judgments across a large number of users.

This work introduces a learning-enhanced observer (LEO) for linear time-invariant systems with uncertain dynamics. Rather than relying solely on nominal models, the proposed framework treats the system matrices as optimizable variables and refines them through gradient-based minimization of a steady-state output discrepancy loss. The resulting data-informed surrogate model enables the construction of an improved observer that effectively compensates for moderate parameter uncertainty while preserving the structure of classical designs. Extensive Monte Carlo studies across diverse system dimensions show systematic and statistically significant reductions, typically exceeding 15\%, in normalized estimation error for both open-loop and Luenberger observers. These results demonstrate that modern learning mechanisms can serve as a powerful complement to traditional observer design, yielding more accurate and robust state estimation in uncertain systems. Codes are available at https://github.com/Hao-B-Shu/LTI_LEO.

The problem of finding the unique low dimensional decomposit ion of a given matrix has been a fundamental and recurrent problem inmany areas.

We thank all the reviewers for their careful feedback and will revise our paper accordingly. Such a fact is presented in the classic paper "An analysis of temporal-difference learning with function Similar facts can be found for other TD algorithms (e.g. Reviewer 1 is correct in that a discount factor is needed. Now we address specific reviewer comments below. A reference for this is the classic paper "An Finally, the "-" sign in Line 213 is due to the Hurwtiz assumption.

Let us present the complete theorem first, and then give its proof. We are now ready to present Theorem 1. Theorem 1 But since F induces a different DAG, F is not identified up to trivialities. Proposition 4. F or any graph G there exists F F There are two cases to consider. The backward direction is obvious. This follows from definitions and acyclicity.1.4.5 Proof of Theorem 3 Theorem 3. Then F is identifiable up to trivialities.

While hyperbolic GNNs show promise for hierarchical data, they often have limited discriminative power compared to Euclidean counterparts or the WL test, due to non-injective aggregation. To address this expressivity gap, we propose the Lorentzian Graph Isomorphic Network (LGIN), a novel HGNN designed for enhanced discrimination within the Lorentzian model. LGIN introduces a new update rule that preserves the Lorentzian metric while effectively capturing richer structural information. This marks a significant step towards more expressive GNNs on Riemannian manifolds. Extensive evaluations across nine benchmark datasets demonstrate LGIN's superior performance, consistently outperforming or matching state-of-the-art hyperbolic and Euclidean baselines, showcasing its ability to capture complex graph structures. LGIN is the first to adapt principles of powerful, highly discriminative GNN architectures to a Riemannian manifold. The code for our paper can be found at https://github.com/Deceptrax123/LGIN