literature
Agnostic Active Learning Is Always Better Than Passive Learning
We provide the first sharp characterization of the optimal first-order query complexity of agnostic active learning, and propose a new general active learning algorithm which achieves it. Remarkably, the optimal query complexity admits a leading term which is always strictly smaller than the sample complexity of passive supervised learning (by a factor proportional to the best-in-class error rate). This was not previously known to be possible. For comparison, in all previous general analyses, the leading term exhibits an additional factor, such as the disagreement coefficient or related complexity measures, and therefore only provides improvements over passive learning in restricted cases. The present work completely removes such factors from the leading term, implying that every concept class benefits from active learning in the non-realizable case. Whether such benefits are possible has been the driving question underlying the past two decades of research on the theory of agnostic active learning. This work finally settles this fundamental question.
ADataset for Distilling Knowledge Priors from Literature for Therapeutic Design
AI-driven discovery can greatly reduce design time and enhance new therapeutics' effectiveness. Models using simulators explore broad design spaces but risk violating implicit constraints due to a lack of experimental priors. For example, in a new analysis across diverse models on the GuacaMol benchmark using supervised classifiers, over 60% of molecules proposed had a high probability of being mutagenic. In this work, we introduce Medex, a dataset of priors for design problems extracted from literature describing compounds used in lab settings. It is constructed with LLM pipelines for discovering therapeutic entities in relevant paragraphs and summarizing information in concise fair-use facts. Medex consists of 32.3 million pairs of natural language facts, and appropriate entity representations (i.e.
Aligning Evaluation with Clinical Priorities: Calibration, Label Shift, and Error Costs
Machine learning-based decision support systems are increasingly deployed in clinical settings, where probabilistic scoring functions are used to inform and prioritize patient management decisions. However, widely used scoring rules, such as accuracy and AUC-ROC, fail to adequately reflect key clinical priorities, including calibration, robustness to distributional shifts, and sensitivity to asymmetric error costs. In this work, we propose a principled yet practical evaluation framework for selecting calibrated thresholded classifiers that explicitly accounts for uncertainty in class prevalences and domain-specific cost asymmetries. Building on the theory of proper scoring rules, particularly the Schervish representation, we derive an adjusted variant of cross-entropy (log score) that averages cost-weighted performance over clinically relevant ranges of class balance. The resulting evaluation is simple to apply, sensitive to clinical deployment conditions, and designed to prioritize models that are both calibrated and robust to real-world variations.
FraPPE: Fast and Efficient Preference-based Pure Exploration
Preference-based Pure Exploration (PrePEx) aims to identify with a given confidence level the set of Pareto optimal arms in a vector-valued (aka multi-objective) bandit, where the reward vectors are ordered via a (given) preference cone C. Though PrePEx and its variants are well-studied, there does not exist a computationally efficient algorithm that can optimally track the existing lower bound (Shukla and Basu, 2024) for arbitrary preference cones. We successfully fill this gap by efficiently solving the minimisation and maximisation problems in the lower bound. First, we derive three structural properties of the lower bound that yield a computationally tractable reduction of the minimisation problem. Then, we deploy a Frank-Wolfe optimiser to accelerate the maximisation problem in the lower bound. Together, these techniques solve the maxmin optimisation problem in O(KL2) time for a bandit instance with K arms and L dimensional reward, which is a significant acceleration over the literature. We further prove that our proposed PrePEx algorithm, FraPPE, asymptotically achieves the optimal sample complexity. Finally, we perform numerical experiments across synthetic and real datasets demonstrating that FraPPE achieves the lowest sample complexities to identify the exact Pareto set among the existing algorithms.
miniF2F-Lean Revisited: Reviewing Limitations and Charting a Path Forward
We perform a thorough analysis of the formal and informal statements in the miniF2F benchmark from the perspective of an AI system that is tasked to participate in a math Olympiad consisting of the problems in miniF2F. In such setting, the model has to read and comprehend the problems in natural language, formalize them in Lean language, then proceed with proving the problems, and it will get credit for each problem if the formal proof corresponds to the original informal statement presented to the model. Our evaluation results reveal that the best accuracy of such pipeline can be about 36% using the SoTA models in the literature, considerably lower than the individual SoTA accuracies, 97% and 69% reported in the autoformalization and theorem proving literature. Analyzing the failure modes, we trace back a considerable portion of this drop to discrepancies between the formal and informal statements for more than half of the problems in miniF2F. We proceed with correcting all the errors, discrepancies and simplifications in formal and informal statements, and present the with fully verified formal and informal statements and proofs. Evaluating the full theorem proving pipeline on leads to the best accuracy of 70%, a significant improvement from the 40% on the original miniF2F, yet indicating considerable misalignment between the autoformalization models and theorem provers. Our deep analysis suggests that a higher quality benchmark can help the community better evaluate progress in the field of formal reasoning and also better diagnose the failure and success modes of autoformalization and theorem proving models.
Integration Matters for Learning PDEs with Backward SDEs
Backward stochastic differential equation (BSDE)-based deep learning methods provide an alternative to Physics-Informed Neural Networks (PINNs) for solving high-dimensional partial differential equations (PDEs), offering potential algorithmic advantages in settings such as stochastic optimal control, where the PDEs of interest are tied to an underlying dynamical system. However, standard BSDE-based solvers have empirically been shown to underperform relative to PINNs in the literature. In this paper, we identify the root cause of this performance gap as a discretization bias introduced by the standard Euler-Maruyama (EM) integration scheme applied to one-step self-consistency BSDE losses, which shifts the optimization landscape off target. We find that this bias cannot be satisfactorily addressed through finer step-sizes or multi-step self-consistency losses. To properly handle this issue, we propose a Stratonovich-based BSDE formulation, which we implement with stochastic Heun integration. We show that our proposed approach completely eliminates the bias issues faced by EM integration. Furthermore, our empirical results show that our Heun-based BSDE method consistently outperforms EM-based variants and achieves competitive results with PINNs across multiple high-dimensional benchmarks. Our findings highlight the critical role of integration schemes in BSDE-based PDE solvers, an algorithmic detail that has received little attention thus far in the literature.
Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting
Deep, Akash, Appiah, Nicholas, Rachev, Svetlozar T.
This paper studies the joint role of long-memory dynamics,rough-volatility behavior, and persistence-based forecasting features in equity volatility modeling. We combine semiparametric long-memory estimation, rough-volatility diagnostics, and structured forecasting regressions to examine whether persistence measures contain economically meaningful forecasting information beyond conventional volatility predictors. Using a panel of 115 S&P500 constituents from November 2001 through April 2026, we document that volatility proxies exhibit substantial long-memory behavior and locally rough dynamics. The cross-sectional mean Geweke-Porter-Hudak estimate of the memory parameter is $\hat{d} = 0.226$, while the corresponding local-Whittle estimate is $\hat{d} = 0.440$, with statistical significance observed across nearly the entire panel. Rolling estimates of persistence rise substantially during the global financial crisis and the COVID period and display a positive contemporaneous association with the VIX. We then examine whether persistence-related features improve out-of-sample volatility forecasts beyond standard HAR and HAR-X benchmarks. Incorporating cross-sectional persistence aggregates, sectoral persistence measures, and persistence-by-stress interaction terms produces moderate but statistically significant forecasting improvements, particularly at longer horizons and during stress regimes. Forecast gains are strongest during periods of elevated market volatility and in volatility-managed portfolio applications. The results suggest that persistence measures may serve as useful reduced-form indicators of the duration and propagation of uncertainty in financial markets, although the paper does not claim structural identification of the economic mechanisms generating persistence.
Policy Learning with Observational Data: The Case of Hepatitis C Treatment for HIV/HCV Co-Infected Patients
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.
GravityGraphSAGE: Link Prediction in Directed Attributed Graphs
Porcedda, Riccardo, Chiaromonte, Francesca, Lillo, Fabrizio, Vandin, Andrea
Link prediction (inferring missing or future connections between nodes in a graph) is a fundamental problem in network science with widespread applications in, e.g., biological systems, recommender systems, finance and cybersecurity. The ability to accurately predict links has significant real-world applications, such as detecting fraudulent financial transactions or identifying drug-target interactions in biomedicine. Despite a rich literature, link prediction is still challenging, especially for graphs enriched with information on edges (direction) and nodes (attributes). In fact, research on link prediction, especially the one based on Graph Deep Learning (GDL), has mostly focused on undirected graphs, without fully leveraging node attributes. Here, we fill this gap by proposing Gravity-GraphSAGE (GG-SAGE), a modified version of GraphSAGE, a GDL model for node embeddings, composed of a gravity-inspired decoder. This implementation is the first example in the literature of a GraphSAGE backbone adopted for directed link prediction. Using the benchmark datasets Cora, Citeseer, PubMed and 16 real-world graphs from the online Netzschleuder repository, we show that our proposed model outperforms state-of-the-art GDL link prediction techniques. Using further experimental evidence, we relate the quality of the output of our model with various characteristics of the graph, suggesting that our framework scales well when applied to data of increasing complexity.