Algorithmic fairness has become a central topic in machine learning, and mitigating disparities across different subpopulations has emerged as a rapidly growing research area. In this paper, we systematically study the classification of functional data under fairness constraints, ensuring the disparity level of the classifier is controlled below a pre-specified threshold. We propose a unified framework for fairness-aware functional classification, tackling an infinite-dimensional functional space, addressing key challenges from the absence of density ratios and intractability of posterior probabilities, and discussing unique phenomena in functional classification. We further design a post-processing algorithm Fair Functional Linear Discriminant Analysis classifier (Fair-FLDA), which targets at homoscedastic Gaussian processes and achieves fairness via group-wise thresholding. Under weak structural assumptions on eigenspace, theoretical guarantees on fairness and excess risk controls are established. As a byproduct, our results cover the excess risk control of the standard FLDA as a special case, which, to the best of our knowledge, is first time seen. Our theoretical findings are complemented by extensive numerical experiments on synthetic and real datasets, highlighting the practicality of our designed algorithm.

Supplementary file for "FAST: a Fused and Accurate Shrinkage Tree for Heterogeneous Treatment Effects Estimation" Figure S1: The averaged root mean square error (RMSE) (mean with 2 s.d. In the STAR dataset, each of the pre-treatment covariate Xj (1 j p) was standardized to a range of 1 to 1, and the outcome variable Y was standardized to a range of 0 to 100. The proof follows the similar arguments as in Györfi et al. [2002] and Scornet et al. [2015]. It is sufficient to show the result at the root node given the recursive nature of the partitioning. We will use the following notations in the sequel.

The supplementary file is organized as follows: Section 1 restates the assumptions and main theorems on the convergence of parameter iterates and the full gradient; Section 2 is devoted to the proofs of the two main theorems, while Section 3 includes the proofs of supporting lemmas; Section 4 includes additional figures from the numerical study. Under Assumptions 1.1 to 1.3, when m > C for some constant C > 0, we have the following results under two corresponding conditions on sl(m): First we present the following lemma, showing that the loss function has a property similar from strong convexity. For the first case discussed in Lemma 2.1, define eg(θ(k)) = (g(θ(k)))2, and for the second case define eg(θ(k)) = g(θ(k)). Therefore, combining Lemma 2.1, Lemma 2.2 and (7) leads to the following conclusion. Apply(15)inLemma 2.3 with = 12, then for any 0<α<1, with probability at least 1 2m α, we have A11 1 Under this case, we can still apply (15) in Lemma 2.3.

The judge said: 'I am bound to observe that one of the cases cited has recently been wrongly deployed by ChatGPT in support of similar arguments.' The judge said: 'I am bound to observe that one of the cases cited has recently been wrongly deployed by ChatGPT in support of similar arguments.' Barrister found to have used AI to prepare for hearing after citing'fictitious' cases Judge rules Chowdhury Rahman used ChatGPT-like software and then tried to hide it, wasting immigration tribunal's time Thu 16 Oct 2025 09.47 EDTFirst published on Thu 16 Oct 2025 09.33 EDT An immigration barrister was found by a judge to be using AI to do his work for a tribunal hearing after citing cases that were "entirely fictitious" or "wholly irrelevant". Chowdhury Rahman was discovered using ChatGPT-like software to prepare his legal research, a tribunal heard. Rahman was found not only to have used AI to prepare his work, but "failed thereafter to undertake any proper checks on the accuracy".

We propose a new inference framework, named MOSAIC, for change-point detection in dynamic networks with the simultaneous low-rank and sparse-change structure. We establish the minimax rate of detection boundary, which relies on the sparsity of changes. We then develop an eigen-decomposition-based test with screened signals that approaches the minimax rate in theory, with only a minor logarithmic loss. For practical implementation of MOSAIC, we adjust the theoretical test by a novel residual-based technique, resulting in a pivotal statistic that converges to a standard normal distribution via the martingale central limit theorem under the null hypothesis and achieves full power under the alternative hypothesis. We also analyze the minimax rate of testing boundary for dynamic networks without the low-rank structure, which almost aligns with the results in high-dimensional mean-vector change-point inference. We showcase the effectiveness of MOSAIC and verify our theoretical results with several simulation examples and a real data application.

Algorithmic fairness has become a central topic in machine learning, and mitigating disparities across different subpopulations has emerged as a rapidly growing research area. In this paper, we systematically study the classification of functional data under fairness constraints, ensuring the disparity level of the classifier is controlled below a pre-specified threshold. We propose a unified framework for fairness-aware functional classification, tackling an infinite-dimensional functional space, addressing key challenges from the absence of density ratios and intractability of posterior probabilities, and discussing unique phenomena in functional classification. We further design a post-processing algorithm, Fair Functional Linear Discriminant Analysis classifier (Fair-FLDA), which targets at homoscedastic Gaussian processes and achieves fairness via group-wise thresholding. Under weak structural assumptions on eigenspace, theoretical guarantees on fairness and excess risk controls are established. As a byproduct, our results cover the excess risk control of the standard FLDA as a special case, which, to the best of our knowledge, is first time seen. Our theoretical findings are complemented by extensive numerical experiments on synthetic and real datasets, highlighting the practicality of our designed algorithm.

We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary Attracted Re-solve Method for full information, an online learning algorithm for scenarios with no prior information, and an estimate-then-select re-solve algorithm that leverages machine-learned informed prices with known upper bound of estimation errors. The Boundary Attracted Re-solve Method achieves logarithmic regret without requiring the non-degeneracy condition, while the online learning algorithm attains an optimal $O(\sqrt{T})$ regret. Our estimate-then-select approach bridges the gap between these settings, providing improved regret bounds when reliable offline data is available. Numerical experiments validate the effectiveness and robustness of our algorithms across various scenarios. This work advances the understanding of online resource allocation and dynamic pricing, offering practical solutions adaptable to different informational structures.

In graph-based data analysis, $k$-nearest neighbor ($k$NN) graphs are widely used due to their adaptivity to local data densities. Allowing weighted edges in the graph, the kernelized graph affinity provides a more general type of $k$NN graph where the $k$NN distance is used to set the kernel bandwidth adaptively. In this work, we consider a general class of $k$NN graph where the graph affinity is $W_{ij} = \epsilon^{-d/2} \; k_0 ( \| x_i - x_j \|^2 / \epsilon \phi( \widehat{\rho}(x_i), \widehat{\rho}(x_j) )^2 ) $, with $\widehat{\rho}(x)$ being the (rescaled) $k$NN distance at the point $x$, $\phi$ a symmetric bi-variate function, and $k_0$ a non-negative function on $[0,\infty)$. Under the manifold data setting, where $N$ i.i.d. samples $x_i$ are drawn from a density $p$ on a $d$-dimensional unknown manifold embedded in a high dimensional Euclidean space, we prove the point-wise convergence of the $k$NN graph Laplacian to the limiting manifold operator (depending on $p$) at the rate of $O(N^{-2/(d+6)}\,)$, up to a log factor, when $k_0$ and $\phi$ have $C^3$ regularity and satisfy other technical conditions. This fast rate is obtained when $\epsilon \sim N^{-2/(d+6)}\,$ and $k \sim N^{6/(d+6)}\,$, both at the optimal order to balance the theoretical bias and variance errors. When $k_0$ and $\phi$ have lower regularities, including when $k_0$ is a compactly supported function as in the standard $k$NN graph, the convergence rate degenerates to $O(N^{-1/(d+4)}\,)$. Our improved convergence rate is based on a refined analysis of the $k$NN estimator, which can be of independent interest. We validate our theory by numerical experiments on simulated data.

We study the problem of learning decentralized linear quadratic regulator when the system model is unknown a priori. We propose an online learning algorithm that adaptively designs a control policy as new data samples from a single system trajectory become available. Our algorithm design uses a disturbance-feedback representation of state-feedback controllers coupled with online convex optimization with memory and delayed feedback. We show that our controller enjoys an expected regret that scales as $\sqrt{T}$ with the time horizon $T$ for the case of partially nested information pattern. For more general information patterns, the optimal controller is unknown even if the system model is known. In this case, the regret of our controller is shown with respect to a linear sub-optimal controller. We validate our theoretical findings using numerical experiments.

Multi-task learning is a widely used technique for harnessing information from various tasks. Recently, the sparse orthogonal factor regression (SOFAR) framework, based on the sparse singular value decomposition (SVD) within the coefficient matrix, was introduced for interpretable multi-task learning, enabling the discovery of meaningful latent feature-response association networks across different layers. However, conducting precise inference on the latent factor matrices has remained challenging due to orthogonality constraints inherited from the sparse SVD constraint. In this paper, we suggest a novel approach called high-dimensional manifold-based SOFAR inference (SOFARI), drawing on the Neyman near-orthogonality inference while incorporating the Stiefel manifold structure imposed by the SVD constraints. By leveraging the underlying Stiefel manifold structure, SOFARI provides bias-corrected estimators for both latent left factor vectors and singular values, for which we show to enjoy the asymptotic mean-zero normal distributions with estimable variances. We introduce two SOFARI variants to handle strongly and weakly orthogonal latent factors, where the latter covers a broader range of applications. We illustrate the effectiveness of SOFARI and justify our theoretical results through simulation examples and a real data application in economic forecasting.