pwc-archive/papers-with-abstracts huggingface dataset:
State Estimation Using Particle Filtering in Adaptive Machine Learning Methods: Integrating Q-Learning and NEAT Algorithms with Noisy Radar Measurements
Authors: Wonjin Song, Feng Bao
Date: 2025-04-10 00:00:00
Tasks: Q-Learning, State Estimation

Reliable state estimation is essential for autonomous systems operating in complex, noisy environments. Classical filtering approaches, such as the Kalman filter, can struggle when facing nonlinear dynamics or non-Gaussian noise, and even more flexible particle filters often encounter sample degeneracy or high computational costs in large-scale domains. Meanwhile, adaptive machine learning techniques, including Q-learning and neuroevolutionary algorithms such as NEAT, rely heavily on accurate state feedback to guide learning; when sensor data are imperfect, these methods suffer from degraded convergence and suboptimal performance. In this paper, we propose an integrated framework that unifies particle filtering with Q-learning and NEAT to explicitly address the challenge of noisy measurements. By refining radar-based observations into reliable state estimates, our particle filter drives more stable policy updates (in Q-learning) or controller evolution (in NEAT), allowing both reinforcement learning and neuroevolution to converge faster, achieve higher returns or fitness, and exhibit greater resilience to sensor uncertainty. Experiments on grid-based navigation and a simulated car environment highlight consistent gains in training stability, final performance, and success rates over baselines lacking advanced filtering. Altogether, these findings underscore that accurate state estimation is not merely a preprocessing step, but a vital component capable of substantially enhancing adaptive machine learning in real-world applications plagued by sensor noise.
Dion: Distributed Orthonormalized Updates
Authors: Kwangjun Ahn, Byron Xu, Natalie Abreu, John Langford
Date: 2025-04-07 00:00:00

Recent work has shown that orthonormal matrix updates speed up neural network optimization, improve training stability, and offer better hyperparameter transfer across model sizes. Applying these updates efficiently when model weights and optimizer states are sharded across a large-scale distributed LLM training system remains a major challenge. We introduce Dion (DIstributed OrthoNormalization), a scalable and communication-efficient orthonormalizing optimizer. Dion leverages low-rank approximation and decoupled momentum buffers, eliminating the need for full gradient synchronization while producing numerically equivalent results. It is compatible with simultaneous DDP, FSDP, and TP parallelism, and it computes an orthonormalized update without unsharding a full parameter matrix on any single device. We evaluate Dion on language models from 120M to 3B parameters and find that its benefits improve with increasing model size and batch size.
Online Cluster-Based Parameter Control for Metaheuristic
Authors: Vasileios A. Tatsis, Dimos Ioannidis
Date: 2025-04-07 00:00:00

The concept of parameter setting is a crucial and significant process in metaheuristics since it can majorly impact their performance. It is a highly complex and challenging procedure since it requires a deep understanding of the optimization algorithm and the optimization problem at hand. In recent years, the upcoming rise of autonomous decision systems has attracted ongoing scientific interest in this direction, utilizing a considerable number of parameter-tuning methods. There are two types of methods: offline and online. Online methods usually excel in complex real-world problems, as they can offer dynamic parameter control throughout the execution of the algorithm. The present work proposes a general-purpose online parameter-tuning method called Cluster-Based Parameter Adaptation (CPA) for population-based metaheuristics. The main idea lies in the identification of promising areas within the parameter search space and in the generation of new parameters around these areas. The method's validity has been demonstrated using the differential evolution algorithm and verified in established test suites of low- and high-dimensional problems. The obtained results are statistically analyzed and compared with state-of-the-art algorithms, including advanced auto-tuning approaches. The analysis reveals the promising solid CPA's performance as well as its robustness under a variety of benchmark problems and dimensions.
Closed-Loop Neural Operator-Based Observer of Traffic Density
Authors: Alice Harting, Karl Henrik Johansson, Matthieu Barreau
Date: 2025-04-07 00:00:00
Tasks: Density Estimation

We consider the problem of traffic density estimation with sparse measurements from stationary roadside sensors. Our approach uses Fourier neural operators to learn macroscopic traffic flow dynamics from high-fidelity microscopic-level simulations. During inference, the operator functions as an open-loop predictor of traffic evolution. To close the loop, we couple the open-loop operator with a correction operator that combines the predicted density with sparse measurements from the sensors. Simulations with the SUMO software indicate that, compared to open-loop observers, the proposed closed-loop observer exhibit classical closed-loop properties such as robustness to noise and ultimate boundedness of the error. This shows the advantages of combining learned physics with real-time corrections, and opens avenues for accurate, efficient, and interpretable data-driven observers.
Scalable Approximate Algorithms for Optimal Transport Linear Models
Authors: Tomasz Kacprzak, Francois Kamper, Michael W. Heiss, Gianluca Janka, Ann M. Dillner, Satoshi Takahama
Date: 2025-04-06 00:00:00
Tasks: Music Transcription, regression

Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches often do not generalize readily to a broader class of linear models. In this work, we propose a novel algorithmic framework for solving a general class of non-negative linear regression models with an entropy-regularized OT datafit term, based on Sinkhorn-like scaling iterations. Our framework accommodates convex penalty functions on the weights (e.g. squared-$\ell_2$ and $\ell_1$ norms), and admits additional convex loss terms between the transported marginal and target distribution (e.g. squared error or total variation). We derive simple multiplicative updates for common penalty and datafit terms. This method is suitable for large-scale problems due to its simplicity of implementation and straightforward parallelization.
AI2STOW: End-to-End Deep Reinforcement Learning to Construct Master Stowage Plans under Demand Uncertainty
Authors: Jaike van Twiller, Djordje Grbic, Rune Møller Jensen
Date: 2025-04-06 00:00:00
Tasks: Computational Efficiency, Deep Reinforcement Learning, reinforcement-learning, Reinforcement Learning

The worldwide economy and environmental sustainability depend on eff icient and reliable supply chains, in which container shipping plays a crucial role as an environmentally friendly mode of transport. Liner shipping companies seek to improve operational efficiency by solving the stowage planning problem. Due to many complex combinatorial aspects, stowage planning is challenging and often decomposed into two NP-hard subproblems: master and slot planning. This article proposes AI2STOW, an end-to-end deep reinforcement learning model with feasibility projection and an action mask to create master plans under demand uncertainty with global objectives and constraints, including paired block stowage patterms. Our experimental results demonstrate that AI2STOW outperforms baseline methods from reinforcement learning and stochastic programming in objective performance and computational efficiency, based on simulated instances reflecting the scale of realistic vessels and operational planning horizons.
Gating is Weighting: Understanding Gated Linear Attention through In-context Learning
Authors: Yingcong Li, Davoud Ataee Tarzanagh, Ankit Singh Rawat, Maryam Fazel, Samet Oymak
Date: 2025-04-06 00:00:00
Tasks: In-Context Learning, Mamba

Linear attention methods offer a compelling alternative to softmax attention due to their efficiency in recurrent decoding. Recent research has focused on enhancing standard linear attention by incorporating gating while retaining its computational benefits. Such Gated Linear Attention (GLA) architectures include competitive models such as Mamba and RWKV. In this work, we investigate the in-context learning capabilities of the GLA model and make the following contributions. We show that a multilayer GLA can implement a general class of Weighted Preconditioned Gradient Descent (WPGD) algorithms with data-dependent weights. These weights are induced by the gating mechanism and the input, enabling the model to control the contribution of individual tokens to prediction. To further understand the mechanics of this weighting, we introduce a novel data model with multitask prompts and characterize the optimization landscape of learning a WPGD algorithm. Under mild conditions, we establish the existence and uniqueness (up to scaling) of a global minimum, corresponding to a unique WPGD solution. Finally, we translate these findings to explore the optimization landscape of GLA and shed light on how gating facilitates context-aware learning and when it is provably better than vanilla linear attention.
Performance of Rank-One Tensor Approximation on Incomplete Data
Authors: Hugo Lebeau
Date: 2025-04-10 00:00:00

We are interested in the estimation of a rank-one tensor signal when only a portion $\varepsilon$ of its noisy observation is available. We show that the study of this problem can be reduced to that of a random matrix model whose spectral analysis gives access to the reconstruction performance. These results shed light on and specify the loss of performance induced by an artificial reduction of the memory cost of a tensor via the deletion of a random part of its entries.
Throughput-Optimal Scheduling Algorithms for LLM Inference and AI Agents
Authors: Yueying Li, Jim Dai, Tianyi Peng
Date: 2025-04-10 00:00:00
Tasks: AI Agent, Large Language Model, Scheduling

As demand for Large Language Models (LLMs) and AI agents rapidly grows, optimizing systems for efficient LLM inference becomes critical. While significant efforts have focused on system-level engineering, little is explored from a mathematical modeling and queuing perspective. In this paper, we aim to develop the queuing fundamentals for large language model (LLM) inference, bridging the gap between the queueing theory and LLM system communities. In particular, we study the throughput aspect in LLM inference systems. We prove that a large class of 'work-conserving' scheduling algorithms can achieve maximum throughput for individual inference LLM engine, highlighting 'work-conserving' as a key design principle in practice. In a network of LLM agents, work-conserving scheduling alone is insufficient, particularly when facing specific workload structures and multi-class workflows that require more sophisticated scheduling strategies. Evaluations of real-world systems show that Orca and Sarathi-serve are throughput-optimal, reassuring practitioners, while FasterTransformer and vanilla vLLM are not maximally stable and should be used with caution. Our results highlight the substantial benefits that the queueing community can offer in improving LLM inference systems and call for more interdisciplinary development.
Sculpting Subspaces: Constrained Full Fine-Tuning in LLMs for Continual Learning
Authors: Nikhil Shivakumar Nayak, KrishnaTeja Killamsetty, Ligong Han, Abhishek Bhandwaldar, Prateek Chanda, Kai Xu, Hao Wang, Aldo Pareja, Oleg Silkin, Mustafa Eyceoz, Akash Srivastava
Date: 2025-04-09 00:00:00
Tasks: Continual Learning, Decoder, Instruction Following

Continual learning in large language models (LLMs) is prone to catastrophic forgetting, where adapting to new tasks significantly degrades performance on previously learned ones. Existing methods typically rely on low-rank, parameter-efficient updates that limit the model's expressivity and introduce additional parameters per task, leading to scalability issues. To address these limitations, we propose a novel continual full fine-tuning approach leveraging adaptive singular value decomposition (SVD). Our method dynamically identifies task-specific low-rank parameter subspaces and constrains updates to be orthogonal to critical directions associated with prior tasks, thus effectively minimizing interference without additional parameter overhead or storing previous task gradients. We evaluate our approach extensively on standard continual learning benchmarks using both encoder-decoder (T5-Large) and decoder-only (LLaMA-2 7B) models, spanning diverse tasks including classification, generation, and reasoning. Empirically, our method achieves state-of-the-art results, up to 7% higher average accuracy than recent baselines like O-LoRA, and notably maintains the model's general linguistic capabilities, instruction-following accuracy, and safety throughout the continual learning process by reducing forgetting to near-negligible levels. Our adaptive SVD framework effectively balances model plasticity and knowledge retention, providing a practical, theoretically grounded, and computationally scalable solution for continual learning scenarios in large language models.
Dissimilar Batch Decompositions of Random Datasets
Authors: Ghurumuruhan Ganesan
Date: 2025-04-09 00:00:00

For better learning, large datasets are often split into small batches and fed sequentially to the predictive model. In this paper, we study such batch decompositions from a probabilistic perspective. We assume that data points (possibly corrupted) are drawn independently from a given space and define a concept of similarity between two data points. We then consider decompositions that restrict the amount of similarity within each batch and obtain high probability bounds for the minimum size. We demonstrate an inherent tradeoff between relaxing the similarity constraint and the overall size and also use martingale methods to obtain bounds for the maximum size of data subsets with a given similarity.
Free Random Projection for In-Context Reinforcement Learning
Authors: Tomohiro Hayase, Benoît Collins, Nakamasa Inoue
Date: 2025-04-09 00:00:00
Tasks: In-Context Reinforcement Learning, reinforcement-learning, Reinforcement Learning

Hierarchical inductive biases are hypothesized to promote generalizable policies in reinforcement learning, as demonstrated by explicit hyperbolic latent representations and architectures. Therefore, a more flexible approach is to have these biases emerge naturally from the algorithm. We introduce Free Random Projection, an input mapping grounded in free probability theory that constructs random orthogonal matrices where hierarchical structure arises inherently. The free random projection integrates seamlessly into existing in-context reinforcement learning frameworks by encoding hierarchical organization within the input space without requiring explicit architectural modifications. Empirical results on multi-environment benchmarks show that free random projection consistently outperforms the standard random projection, leading to improvements in generalization. Furthermore, analyses within linearly solvable Markov decision processes and investigations of the spectrum of kernel random matrices reveal the theoretical underpinnings of free random projection's enhanced performance, highlighting its capacity for effective adaptation in hierarchically structured state spaces.
Local signature-based expansions
Authors: Federico M. Bandi, Roberto Renò, Sara Svaluto-Ferro
Date: 2025-04-08 00:00:00
Tasks: Econometrics

We study the local (in time) expansion of a continuous-time process and its conditional moments, including the process' characteristic function. The expansions are conducted by using the properties of the (time-extended) Ito signature, a tractable basis composed of iterated integrals of the driving deterministic and stochastic signals: time, multiple correlated Brownian motions and multiple correlated compound Poisson processes. We show that these properties are conducive to automated expansions to any order with explicit coefficients and, therefore, to stochastic representations in which asymptotics can be conducted for a shrinking time (t to 0), as in the extant continuous-time econometrics literature, but, also, for a fixed time (such that t smaller than 1) with a diverging expansion order. The latter design opens up novel opportunities for identifying deep characteristics of the assumed process.
Fractal and Regular Geometry of Deep Neural Networks
Authors: Simmaco Di Lillo, Domenico Marinucci, Michele Salvi, Stefano Vigogna
Date: 2025-04-08 00:00:00

We study the geometric properties of random neural networks by investigating the boundary volumes of their excursion sets for different activation functions, as the depth increases. More specifically, we show that, for activations which are not very regular (e.g., the Heaviside step function), the boundary volumes exhibit fractal behavior, with their Hausdorff dimension monotonically increasing with the depth. On the other hand, for activations which are more regular (e.g., ReLU, logistic and $\tanh$), as the depth increases, the expected boundary volumes can either converge to zero, remain constant or diverge exponentially, depending on a single spectral parameter which can be easily computed. Our theoretical results are confirmed in some numerical experiments based on Monte Carlo simulations.
Random Normed k-Means: A Paradigm-Shift in Clustering within Probabilistic Metric Spaces
Authors: Abderrafik Laakel Hemdanou, Youssef Achtoun, Mohammed Lamarti Sefian, Ismail Tahiri, Abdellatif El Afia
Date: 2025-04-04 00:00:00
Tasks: Clustering

Existing approaches remain largely constrained by traditional distance metrics, limiting their effectiveness in handling random data. In this work, we introduce the first k-means variant in the literature that operates within a probabilistic metric space, replacing conventional distance measures with a well-defined distance distribution function. This pioneering approach enables more flexible and robust clustering in both deterministic and random datasets, establishing a new foundation for clustering in stochastic environments. By adopting a probabilistic perspective, our method not only introduces a fresh paradigm but also establishes a rigorous theoretical framework that is expected to serve as a key reference for future clustering research involving random data. Extensive experiments on diverse real and synthetic datasets assess our model's effectiveness using widely recognized evaluation metrics, including Silhouette, Davies-Bouldin, Calinski Harabasz, the adjusted Rand index, and distortion. Comparative analyses against established methods such as k-means++, fuzzy c-means, and kernel probabilistic k-means demonstrate the superior performance of our proposed random normed k-means (RNKM) algorithm. Notably, RNKM exhibits a remarkable ability to identify nonlinearly separable structures, making it highly effective in complex clustering scenarios. These findings position RNKM as a groundbreaking advancement in clustering research, offering a powerful alternative to traditional techniques while addressing a long-standing gap in the literature. By bridging probabilistic metrics with clustering, this study provides a foundational reference for future developments and opens new avenues for advanced data analysis in dynamic, data-driven applications.
Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems
Authors: Daniel Gaigall, Stefan Weber
Date: 2025-04-02 00:00:00

We introduce a framework for systemic risk modeling in insurance portfolios using jointly exchangeable arrays, extending classical collective risk models to account for interactions. We establish central limit theorems that asymptotically characterize total portfolio losses, providing a theoretical foundation for approximations in large portfolios and over long time horizons. These approximations are validated through simulation-based numerical experiments. Additionally, we analyze the impact of dependence on portfolio loss distributions, with a particular focus on tail behavior.
Note on the identification of total effect in Cluster-DAGs with cycles
Authors: Clément Yvernes
Date: 2025-04-10 00:00:00

In this note, we discuss the identifiability of a total effect in cluster-DAGs, allowing for cycles within the cluster-DAG (while still assuming the associated underlying DAG to be acyclic). This is presented into two key results: first, restricting the cluster-DAG to clusters containing at most four nodes; second, adapting the notion of d-separation. We provide a graphical criterion to address the identifiability problem.
Adversarial Subspace Generation for Outlier Detection in High-Dimensional Data
Authors: Jose Cribeiro-Ramallo, Federico Matteucci, Paul Enciu, Alexander Jenke, Vadim Arzamasov, Thorsten Strufe, Klemens Böhm
Date: 2025-04-10 00:00:00
Tasks: feature selection, One-Class Classification, Outlier Detection, Stochastic Optimization

Outlier detection in high-dimensional tabular data is challenging since data is often distributed across multiple lower-dimensional subspaces -- a phenomenon known as the Multiple Views effect (MV). This effect led to a large body of research focused on mining such subspaces, known as subspace selection. However, as the precise nature of the MV effect was not well understood, traditional methods had to rely on heuristic-driven search schemes that struggle to accurately capture the true structure of the data. Properly identifying these subspaces is critical for unsupervised tasks such as outlier detection or clustering, where misrepresenting the underlying data structure can hinder the performance. We introduce Myopic Subspace Theory (MST), a new theoretical framework that mathematically formulates the Multiple Views effect and writes subspace selection as a stochastic optimization problem. Based on MST, we introduce V-GAN, a generative method trained to solve such an optimization problem. This approach avoids any exhaustive search over the feature space while ensuring that the intrinsic data structure is preserved. Experiments on 42 real-world datasets show that using V-GAN subspaces to build ensemble methods leads to a significant increase in one-class classification performance -- compared to existing subspace selection, feature selection, and embedding methods. Further experiments on synthetic data show that V-GAN identifies subspaces more accurately while scaling better than other relevant subspace selection methods. These results confirm the theoretical guarantees of our approach and also highlight its practical viability in high-dimensional settings.