We study learning in prophet inequalities with i.i.d. rewards drawn from an exponential-type parametric family with an unknown parameter $θ$, a class that includes exponential, Pareto, and bounded-support power-family distributions. We first characterize the optimal full-information asymptotic competitive ratio for this family. In the unbounded-support case, the limit is $ {\left(θ/({θ-c_+})\right)^{c_+/θ}}/ {Γ(1-c_+/θ)},$ while in the bounded-support case, the limit is $1$. We then propose a confidence-based dynamic-programming policy for online learning. By exploiting the explicit parametric structure, the policy achieves the same optimal asymptotic competitive ratio using only online observations, without external offline samples. We further derive distribution-specific convergence rates for canonical examples. Finally, numerical experiments on synthetic instances illustrate the performance of our algorithm.

Mask-based pretraining has become a cornerstone of modern large-scale models across language, vision, and recently biology. Despite its empirical success, its role and limits in learning data representations have been unclear. In this work, we show that the behavior of mask-based pretraining can be directly characterized by test risk in high-dimensional minimum-norm ("ridge-less") linear regression, without relying on further model specifications.

Several recently introduced deep learning optimizers utilizing matrix-level preconditioning have shown promising speedups relative to the current dominant optimizer AdamW, particularly in relatively small-scale experiments. However, efforts to validate and replicate their successes have reported mixed results. To better understand the effectiveness of these optimizers at scale, in this work we investigate how to scale preconditioned optimizers via hyperparameter transfer, building on prior works such as µP. We study how the optimal learning rate and weight decay should scale with model width and depth for a wide range of optimizers, including Shampoo, SOAP, and Muon, accounting for the impact of commonly used techniques such as blocking and grafting. We find that scaling the learning rate according to µP improves transfer, but can still suffer from significant finite-width deviations that cause drifting optimal learning rates, which we show can be mitigated by blocking and explicit spectral normalization. For compute-optimal scaling, we find scaling independent weight decay as 1/width is nearly optimal across optimizers. Applying these scaling rules, we show Muon, SOAP and Shampoo consistently achieve near 1.4 speedup over AdamW for training Llama-architecture language models of sizes ranging from 190M to 1.4B, whereas the speedup vanishes rapidly with scale under incorrect scaling. Based on these results and further ablations, we argue that studying optimal hyperparameter transfer is essential for reliably comparing optimizers at scale given a realistic tuning budget.

Learning rules--prescriptions for updating model parameters to improve performance--are typically assumed rather than derived. Why do some learning rules work better than others, and under what assumptions can a given rule be considered optimal? We propose a theoretical framework that casts learning rules as policies for navigating (partially observable) loss landscapes, and identifies optimal rules as solutions to an associated optimal control problem. A range of well-known rules emerge naturally within this framework under different assumptions: gradient descent from short-horizon optimization, momentum from longer-horizon planning, natural gradients from accounting for parameter space geometry, non-gradient rules from partial controllability, and adaptive optimizers like Adam from online Bayesian inference of loss landscape shape. We further show that continual learning strategies like weight resetting can be understood as optimal responses to task uncertainty. By unifying these phenomena under a single objective, our framework clarifies the computational structure of learning and offers a principled foundation for designing adaptive algorithms.

Learning rate is widely regarded as crucial for effective foundation model pretraining. Recent research explores and demonstrates the transferability of learning rate configurations across varying model and dataset sizes, etc. Nevertheless, these approaches are constrained to specific training scenarios and typically necessitate extensive hyperparameter tuning on proxy models. In this work, we propose AdaLRS, a plug-in-and-play adaptive learning rate search algorithm that conducts online optimal learning rate search via optimizing loss descent velocities. We provide theoretical and experimental analyzes to show that foundation model pretraining loss and its descent velocity are both convex and share the same optimal learning rate. Relying solely on training loss dynamics, AdaLRS involves few extra computations to guide the search process, and its convergence is guaranteed via theoretical analysis. Experiments on both LLM and VLM pretraining show that AdaLRS adjusts suboptimal learning rates to the neighborhood of optimum with marked efficiency and effectiveness, with model performance improved accordingly. We also show the robust generalizability of AdaLRS across varying training scenarios, such as different model sizes, training paradigms, base learning rate scheduler choices, and hyperparameter settings.

Robust partially observable Markov decision processes (RPOMDPs) model sequential decision-making problems under partial observability, where an agent must be robust against a range of dynamics. RPOMDPs can be viewed as a two-player game between an agent, who selects actions, and nature, who adversarially selects the dynamics. Evaluating an agent policy requires finding an adversarial nature policy, which is computationally challenging. In this paper, we advance the evaluation of agent policies for RPOMDPs in three ways. First, we discuss suitable benchmarks.

Neural collapse (NC) and its multi-layer variant, deep neural collapse (DNC), describe a structured geometry that occurs in the features and weights of trained deep networks. Recent theoretical work by Sukenik et al. using a deep unconstrained feature model (UFM) suggests that DNC is suboptimal under mean squared error (MSE) loss. They heuristically argue that this is due to low-rank bias induced by L2 regularization. In this work, we extend this result to deep UFMs trained with cross-entropy loss, showing that high-rank structures--including DNC--are not generally optimal. We characterize the associated low-rank bias, proving a fixed bound on the number of non-negligible singular values at global minima as network depth increases. We further analyze the loss surface, demonstrating that DNC is more prevalent in the landscape than other critical configurations, which we argue explains its frequent empirical appearance. Our results are validated through experiments in deep UFMs and deep neural networks.

Prompting is one of the main ways to adapt a pretrained model to target tasks. Besides manually constructing prompts, many prompt optimization methods have been proposed in the literature. Method development is mainly empirically driven, with less emphasis on a conceptual understanding of prompting. In this paper we discuss how optimal prompting can be understood through a Bayesian view, which also implies some fundamental limitations of prompting that can only be overcome by tuning weights. The paper explains in detail how meta-trained neural networks behave as Bayesian predictors over the pretraining distribution, whose hallmark feature is rapid in-context adaptation. Optimal prompting can be studied formally as conditioning these Bayesian predictors, yielding criteria for target tasks where optimal prompting is and is not possible. We support the theory with educational experiments on LSTMs and Transformers, where we compare different versions of prefix-tuning and different weight-tuning methods. We also confirm that soft prefixes, which are sequences of real-valued vectors outside the token alphabet, can lead to very effective prompts for trained and even untrained networks by manipulating activations in ways that are not achievable by hard tokens. This adds an important mechanistic aspect beyond the conceptual Bayesian theory.

The construction of confidence intervals for the mean of a bounded random variable is a classical problem in statistics with numerous applications in machine learning and virtually all scientific fields. In particular, obtaining the tightest possible confidence intervals is vital every time the sampling of the random variables is expensive. The current state-of-the-art method to construct confidence intervals is by using betting algorithms. This is a very successful approach for deriving optimal confidence sequences, even matching the rate of law of iterated logarithms. However, in the fixed horizon setting, these approaches are either sub-optimal or based on heuristic solutions with strong empirical performance but without a finite-time guarantee. Hence, no betting-based algorithm guaranteeing the optimal $\mathcal{O}(\sqrt{\frac{\sigma^2\log\frac1\delta}{n}})$ width of the confidence intervals are known.

Several recently introduced deep learning optimizers utilizing matrix-level preconditioning have shown promising speedups relative to the current dominant optimizer AdamW, particularly in relatively small-scale experiments. However, efforts to validate and replicate their successes have reported mixed results. To better understand the effectiveness of these optimizers at scale, in this work we investigate how to scale preconditioned optimizers via hyperparameter transfer, building on prior works such as $\mu$P. We study how the optimal learning rate and weight decay should scale with model width and depth for a wide range of optimizers, including Shampoo, SOAP, and Muon, accounting for the impact of commonly used techniques such as blocking and grafting. We find that scaling the learning rate according to $\mu$P improves transfer, but can still suffer from significant finite-width deviations that cause drifting optimal learning rates, which we show can be mitigated by blocking and explicit spectral normalization. For compute-optimal scaling, we find scaling independent weight decay as $1/\mathrm{width}$ is nearly optimal across optimizers. Applying these scaling rules, we show Muon, SOAP and Shampoo consistently achieve near $1.4\times$ speedup over AdamW for training Llama-architecture language models of sizes ranging from $190$M to $1.4$B, whereas the speedup vanishes rapidly with scale under incorrect scaling. Based on these results and further ablations, we argue that studying optimal hyperparameter transfer is essential for reliably comparing optimizers at scale given a realistic tuning budget.