We introduce Principal Component Analysis guided Quantile Sampling (PCA QS), a novel sampling framework designed to preserve both the statistical and geometric structure of large scale datasets. Unlike conventional PCA, which reduces dimensionality at the cost of interpretability, PCA QS retains the original feature space while using leading principal components solely to guide a quantile based stratification scheme. This principled design ensures that sampling remains representative without distorting the underlying data semantics. We establish rigorous theoretical guarantees, deriving convergence rates for empirical quantiles, Kullback Leibler divergence, and Wasserstein distance, thus quantifying the distributional fidelity of PCA QS samples. Practical guidelines for selecting the number of principal components, quantile bins, and sampling rates are provided based on these results. Extensive empirical studies on both synthetic and real-world datasets show that PCA QS consistently outperforms simple random sampling, yielding better structure preservation and improved downstream model performance. Together, these contributions position PCA QS as a scalable, interpretable, and theoretically grounded solution for efficient data summarization in modern machine learning workflows.

The COVID-19 pandemic response relied heavily on statistical and machine learning models to predict key outcomes such as case prevalence and fatality rates. These predictions were instrumental in enabling timely public health interventions that helped break transmission cycles. While most existing models are grounded in traditional epidemiological data, the potential of alternative datasets, such as those derived from genomic information and human behavior, remains underexplored. In the current study, we investigated the usefulness of diverse modalities of feature sets in predicting case surges. Our results highlight the relative effectiveness of biological (e.g., mutations), public health (e.g., case counts, policy interventions) and human behavioral features (e.g., mobility and social media conversations) in predicting country-level case surges. Importantly, we uncover considerable heterogeneity in predictive performance across countries and feature modalities, suggesting that surge prediction models may need to be tailored to specific national contexts and pandemic phases. Overall, our work highlights the value of integrating alternative data sources into existing disease surveillance frameworks to enhance the prediction of pandemic dynamics.

This paper presents our system developed for the SemEval-2025 Task 9: The Food Hazard Detection Challenge. The shared task's objective is to evaluate explainable classification systems for classifying hazards and products in two levels of granularity from food recall incident reports. In this work, we propose text augmentation techniques as a way to improve poor performance on minority classes and compare their effect for each category on various transformer and machine learning models. We explore three word-level data augmentation techniques, namely synonym replacement, random word swapping, and contextual word insertion. The results show that transformer models tend to have a better overall performance. None of the three augmentation techniques consistently improved overall performance for classifying hazards and products. We observed a statistically significant improvement (P < 0.05) in the fine-grained categories when using the BERT model to compare the baseline with each augmented model. Compared to the baseline, the contextual words insertion augmentation improved the accuracy of predictions for the minority hazard classes by 6%. This suggests that targeted augmentation of minority classes can improve the performance of transformer models.

Computer agents powered by vision-language models (VLMs) have significantly advanced human-computer interaction, enabling users to perform complex tasks through natural language instructions. However, these agents are vulnerable to context deception attacks, an emerging threat where adversaries embed misleading content into the agent's operational environment, such as a pop-up window containing deceptive instructions. Existing defenses, such as instructing agents to ignore deceptive elements, have proven largely ineffective. As the first systematic study on protecting computer agents, we introduce textbf{in-context defense}, leveraging in-context learning and chain-of-thought (CoT) reasoning to counter such attacks. Our approach involves augmenting the agent's context with a small set of carefully curated exemplars containing both malicious environments and corresponding defensive responses. These exemplars guide the agent to first perform explicit defensive reasoning before action planning, reducing susceptibility to deceptive attacks. Experiments demonstrate the effectiveness of our method, reducing attack success rates by 91.2% on pop-up window attacks, 74.6% on average on environment injection attacks, while achieving 100% successful defenses against distracting advertisements. Our findings highlight that (1) defensive reasoning must precede action planning for optimal performance, and (2) a minimal number of exemplars (fewer than three) is sufficient to induce an agent's defensive behavior.

Pursuing Top Growth with Novel Loss Function Ruoyu Guo 1,, Haochen Qiu 1 1 Department of Mathematics, Brandeis University, 415 South Street, Waltham, 02453, MA, USAAbstract Making consistently profitable financial decisions in a continuously evolving and volatile stock market has always been a difficult task. Professionals from different disciplines have developed foundational theories to anticipate price movement and evaluate securities such as the famed Capital Asset Pricing Model (CAPM). In recent years, the role of artificial intelligence (AI) in asset pricing has been growing. Although the black-box nature of deep learning models lacks interpretability, they have continued to solidify their position in the financial industry. We aim to further enhance AI's potential and utility by introducing a return-weighted loss function that will drive top growth while providing the ML models a limited amount of information. Using only publicly accessible stock data (open/close/high/low, trading volume, sector information) and several technical indicators constructed from them, we propose an efficient daily trading system that detects top growth opportunities. Our best models achieve 61.73% annual return on daily rebalancing with an annualized Sharpe Ratio of 1.18 over 1340 testing days from 2019 to 2024, and 37.61% annual return with an annualized Sharpe Ratio of 0.97 over 1360 testing days from 2005 to 2010. The main drivers for success, especially independent of any domain knowledge, are the novel return-weighted loss function, the integration of categorical and continuous data, and the ML model architecture. We also demonstrate the superiority of our novel loss function over traditional loss functions via several performance metrics and statistical evidence. Introduction Stock price and movement prediction have always been extraordinarily challenging yet heavily sought-after tasks. Before the popularity of artificial intelligence and availability of unforeseen computing power present today, initial stages of our financial understanding consist of the Capital Asset Pricing Model (CAPM) (Sharpe, 1964), the Efficient Market Hypothesis (EMH) (Fama, 1970), and more. Decades of research following them have witnessed a vast number of articles that build upon these very fundamental concepts, including the 3, 4, and 5-factor models (Fama and French, 1993; Carhart, 1997; Fama and French, 2015).

We consider task allocation for multi-object transport using a multi-robot system, in which each robot selects one object among multiple objects with different and unknown weights. The existing centralized methods assume the number of robots and tasks to be fixed, which is inapplicable to scenarios that differ from the learning environment. Meanwhile, the existing distributed methods limit the minimum number of robots and tasks to a constant value, making them applicable to various numbers of robots and tasks. However, they cannot transport an object whose weight exceeds the load capacity of robots observing the object. To make it applicable to various numbers of robots and objects with different and unknown weights, we propose a framework using multi-agent reinforcement learning for task allocation. First, we introduce a structured policy model consisting of 1) predesigned dynamic task priorities with global communication and 2) a neural network-based distributed policy model that determines the timing for coordination. The distributed policy builds consensus on the high-priority object under local observations and selects cooperative or independent actions. Then, the policy is optimized by multi-agent reinforcement learning through trial and error. This structured policy of local learning and global communication makes our framework applicable to various numbers of robots and objects with different and unknown weights, as demonstrated by numerical simulations.

Subsampling is an important technique to tackle the computational challenges brought by big data. Many subsampling procedures fall within the framework of importance sampling, which assigns high sampling probabilities to the samples appearing to have big impacts. When the noise level is high, those sampling procedures tend to pick many outliers and thus often do not perform satisfactorily in practice. To tackle this issue, we design a new Markov subsampling strategy based on Huber criterion (HMS) to construct an informative subset from the noisy full data; the constructed subset then serves as a refined working data for efficient processing. HMS is built upon a Metropolis-Hasting procedure, where the inclusion probability of each sampling unit is determined using the Huber criterion to prevent over scoring the outliers. Under mild conditions, we show that the estimator based on the subsamples selected by HMS is statistically consistent with a sub-Gaussian deviation bound. The promising performance of HMS is demonstrated by extensive studies on large scale simulations and real data examples.

Learning with noisy labels is an important and challenging task for training accurate deep neural networks. Some commonly-used loss functions, such as Cross Entropy (CE), suffer from severe overfitting to noisy labels. Robust loss functions that satisfy the symmetric condition were tailored to remedy this problem, which however encounter the underfitting effect. In this paper, we theoretically prove that \textbf{any loss can be made robust to noisy labels} by restricting the network output to the set of permutations over a fixed vector. When the fixed vector is one-hot, we only need to constrain the output to be one-hot, which however produces zero gradients almost everywhere and thus makes gradient-based optimization difficult. In this work, we introduce the sparse regularization strategy to approximate the one-hot constraint, which is composed of network output sharpening operation that enforces the output distribution of a network to be sharp and the $\ell_p$-norm ($p\le 1$) regularization that promotes the network output to be sparse. This simple approach guarantees the robustness of arbitrary loss functions while not hindering the fitting ability. Experimental results demonstrate that our method can significantly improve the performance of commonly-used loss functions in the presence of noisy labels and class imbalance, and outperform the state-of-the-art methods. The code is available at https://github.com/hitcszx/lnl_sr.