In such settings, the inverse scattering transform (IST) of Ablowitz, Kaup, Newell, and Segur [2] has enjoyed a rich and successful history, and is now the standard theoretical framework for deriving reduced-order evolution equations for soliton dynamics. Although these derivations are traditionally of an analytical - rather than data-driven - nature, recent work has employed the IST formalism as a tool for experimental data analysis, using the technique to analyze soliton content from empirical measurements [8, 15, 24]. Moreover, recent approaches using alternative parameterization techniques have demonstrated that the learning of reduced-order, interpretable equations of motion for solitons is tenable in a data-driven setting [6, 26, 27]. Despite the success of this recent work, however, little effort has been devoted to developing a data-driven modeling approach based on the IST itself, most likely due to the fact that the framework is fundamentally problem-specific. In this paper, we address the question of whether effective soliton dynamics can be inferred directly from observed scattering data (as opposed to being derived or approximated analytically).

Recent work has established a fundamental trilemma between Byzantine robustness, local differential privacy (LDP), and optimization error in distributed learning. We show that this trilemma does not universally extend to generalization error, but instead depends critically on the privacy regime. Specifically, in the high-noise regime (strong privacy), we prove that increasing privacy reduces the generalization error, i.e., there is no tension between robustness and privacy. In the low-noise regime (weaker privacy), however, the tension between robustness and privacy reappears and increasing privacy indeed degrades generalization. Our theory explains this surprising non-monotonic behavior of the generalization error via matching lower and upper bounds on the algorithmic stability of Byzantine-robust distributed learning under LDP constraints. We corroborate and further analyze these theoretical findings with empirical evaluations.

In recent years, it has received increasing attention, particularly through post-hoc detection and training-based methods.

A deep network's loss is invariant to continuous symmetries of its parameters: the logit shift, the ReLU rescaling, the LayerNorm scale, the per-head attention rotation. Adam's per-coordinate preconditioner drifts along each symmetry orbit, which pulls the trajectory off the symmetry quotient where the optimization lives and blurs the singular-learning rate the quotient makes readable. We build DDC, a Dead-Direction Conditioner that lifts a base optimizer into a $G$-equivariant one: it conditions the optimizer's state in the orbit decomposition of a $G$-invariant metric, so the trajectory stays a preconditioned gradient flow on the quotient $\barΘ= Θ/G$. The construction carries four architectural gauges (cross-entropy shift, ReLU and SwiGLU rescaling, LayerNorm and RMSNorm scale, and a per-head $O(d_{\rm head})$ attention rotation matched to RoPE), proves exactly equivariant on an Adam base, and composes with a Muon base through a gauge-equivariant orthogonaliser. Respecting the symmetry changes both the minimum the optimizer reaches and what it leaves measurable there. On a language model trained past the point of fit, DDCAdam resists the over-training collapse AdamW falls into, holding a validation-train loss gap of 0.67 against 5.88, and reads the dead-direction rate in 32 of 65 layer-by-observable cells where AdamW reads it in 7. A vision transformer trained from scratch reaches lower validation loss (1.71 against 2.12) while compressing spare feed-forward capacity a matched AdamW leaves intact. On a Muon base, where the rotation gauge composes exactly, DDCMuon groks ten of eleven seeds at depth 24 that a plain Muon never reaches. Built into the optimizer, a network's gauge symmetry sharpens the minimum it finds and turns that minimum's geometry into something the trajectory can measure.

Causal representation learning for time series has developed strong identifiability results in discrete-time latent causal models, but identifiability in continuous-time latent stochastic differential equation (SDE) models remains largely open. We address this gap using environment-induced shifts in diffusion covariance. We study additive-noise latent SDEs observed through an unknown nonlinear diffeomorphism, with shared drift but environment-specific diffusion covariance. We show that two diagonal diffusion regimes with pairwise distinct coordinate-wise variance ratios identify the latent coordinates up to permutation and scaling, without any sparsity assumption on the drift. We first prove this result for linear Ornstein--Uhlenbeck systems and then extend it to general additive-noise latent SDEs. Under mild smoothness, the instantaneous drift-Jacobian causal graph is identifiable up to the same permutation. We propose a two-stage estimator for latent disentanglement and optional graph recovery; experiments on synthetic systems confirm the predicted identifiability boundary, and an application to Hardanger Bridge monitoring data illustrates the approach on real sensor trajectories.

Understanding how performance scales jointly with model size and data is a central problem in modern machine learning. Existing theoretical works on scaling laws typically describe generalization as a function of data or compute, often in fixed-feature or infinite-width regimes and for online SGD. Here, we instead study how generalization scales with the number of trainable parameters and the number of samples in a feature-learning model. We analyze $\ell_2$-regularized empirical test error minimization in a quadratic two-layer network in a finite-sample setting with structured data. This setting allows for an explicit characterization of the generalization error as a function of the number of samples, model width, and regularization. Our results reveal a phase diagram with distinct scaling regimes as the number of parameters varies. In particular, the generalization error follows data-dependent power laws controlled by the spectral structure of the target. We further characterize the transitions between regimes, including the onset of interpolation, and their impact on generalization.

We prove a single algebraic mixed coincidence identity that unifies a broad swath of information-theoretic variational results. For any family of priors $\{π_i\}$ and real exponents $\{ α_i \}$, the log of the mixed count $E_{x\simν}\!\left[\prod_{i=1}^W π_i^{α_i}(x)\right]$ is simultaneously a Boltzmann coincidence weight, an exponential-family normalizer, a maximum-entropy value, and a KL-barycenter optimum. The identity yields a unified derivation of classical cornerstones of information theory: concentration of empirical distributions (Sanov-type decompositions and Gibbs conditioning), hypothesis-testing error exponents (Chernoff information and its multi-way analogue), change-of-measure inequalities (Donsker-Varadhan and PAC-Bayes), and laws governing rare-pattern coincidences (Erdos-Renyi run-length, iterative guesswork, rate-distortion, and birthday thresholds). Each is recovered as a specialization of the same algebraic equality. It strictly generalizes the classical Renyi entropy and divergence variational formulas (one and two priors respectively) to a $W$-prior simplex, and holds for unnormalized and continuum-indexed priors. Among its consequences are an exact multi-prior PAC-Bayes penalty that subtracts an explicit "coincidence bonus" from the usual single-prior posterior penalty, and the asymptotic MAP error exponent for $W$-ary hypothesis testing as an edge-restricted simplex optimum. We demonstrate the calculus at scale on two large alphabets encoding richly modeled sequential languages: on language-model next-token predictives where we recover contrastive decoding, and on human genomic regulatory sequence where it separates correlated from diverse prior families along a sliding-window trace.

Weak-to-strong generalization refers to the phenomenon where a stronger model trained under supervision from a weaker one can outperform its teacher. While prior studies aim to explain this effect, most theoretical insights are limited to abstract frameworks or linear/random feature models. In this paper, we provide a formal analysis of weak-to-strong generalization from a linear CNN (weak) to a two-layer ReLUCNN (strong). We consider structured data composed of labeldependent signals of varying difficulty and label-independent noise, and analyze gradient descent dynamics when the strong model is trained on data labeled by the pretrained weak model. Our analysis identifies two regimes--data-scarce and data-abundant--based on the signal-to-noise characteristics of the dataset, and reveals distinct mechanisms of weak-to-strong generalization. In the datascarce regime, generalization occurs via benign overfitting or fails via harmful overfitting, depending on the amount of data, and we characterize the transition boundary. In the data-abundant regime, generalization emerges in the early phase through label correction, but we observe that overtraining can subsequently degrade performance.

In this paper, we study the behavior of the Upper Confidence Bound-Variance (UCB-V) algorithm for the Multi-Armed Bandit (MAB) problems, a variant of the canonical Upper Confidence Bound (UCB) algorithm that incorporates variance estimates into its decision-making process. More precisely, we provide an asymptotic characterization of the arm-pulling rates for UCB-V, extending recent results for the canonical UCB in [21] and [23]. In an interesting contrast to the canonical UCB, our analysis reveals that the behavior of UCB-V can exhibit instability, meaning that the arm-pulling rates may not always be asymptotically deterministic. Besides the asymptotic characterization, we also provide non-asymptotic bounds for the arm-pulling rates in the high probability regime, offering insights into the regret analysis. As an application of this high probability result, we establish that UCB-V can achieve a more refined regret bound, previously unknown even for more complicate and advanced variance-aware online decision-making algorithms. A matching regret lower bound is also established, demonstrating the optimality of our result.

Latent signals are often obscured by measurement noise, yet encode the underlying laws and dynamics of complex systems; learning both the signals and their distributions remains a central challenge in scientific inference. The noise is often non-negligible, and the likelihoods for expressive generative models are often intractable. We utilize a convolutional maximum mean discrepancy (convMMD) loss and propose a likelihood-free framework for nonparametric density deconvolution and empirical Bayes denoising under additive measurement error. Our method learns a latent generative model by matching the observed data distribution to the noise-convolved model distribution. This yields a differentiable, simulation-based objective for multivariate homoscedastic or heteroscedastic noise, compatible with expressive sieve classes such as Gaussian mixtures and normalizing flows. The learned density then serves as an empirical prior for posterior denoising of individual latent values. Theoretically, we extend convMMD from parametric to nonparametric estimation, proving finite-sample bounds for empirical sieve minimizers and $L_2$ convergence rates under Sobolev smoothness. These rates recover the classical inverse-problem dependence: polynomial for ordinary-smooth and logarithmic for super-smooth noises. Our method provides a practical, theoretically grounded approach to deconvolution and denoising under generative latent distribution models.