pwc-archive/papers-with-abstracts huggingface dataset:
How compositional generalization and creativity improve as diffusion models are trained
Authors: Alessandro Favero, Antonio Sclocchi, Francesco Cagnetta, Pascal Frossard, Matthieu Wyart
Date: 2025-02-17 00:00:00
Tasks: Clustering

Natural data is often organized as a hierarchical composition of features. How many samples do generative models need in order to learn the composition rules, so as to produce a combinatorially large number of novel data? What signal in the data is exploited to learn those rules? We investigate these questions in the context of diffusion models both theoretically and empirically. Theoretically, we consider simple probabilistic context-free grammars - tree-like graphical models used to represent the hierarchical and compositional structure of data such as language and images. We demonstrate that diffusion models learn the grammar's composition rules with the sample complexity required for clustering features with statistically similar context, a process similar to the word2vec algorithm. However, this clustering emerges hierarchically: higher-level features associated with longer contexts require more data to be identified. This mechanism leads to a sample complexity that scales polynomially with the said context size. As a result, diffusion models trained on an intermediate dataset size generate data coherent up to a certain scale, but that lacks global coherence. We test these predictions in different domains, and find remarkable agreement: both generated texts and images achieve progressively larger coherence lengths as the training time or dataset size grows. We discuss connections between the hierarchical clustering mechanism we introduce here and the renormalization group in physics.
Analysis of Overparameterization in Continual Learning under a Linear Model
Authors: Daniel Goldfarb, Paul Hand
Date: 2025-02-11 00:00:00
Tasks: Continual Learning, regression

Autonomous machine learning systems that learn many tasks in sequence are prone to the catastrophic forgetting problem. Mathematical theory is needed in order to understand the extent of forgetting during continual learning. As a foundational step towards this goal, we study continual learning and catastrophic forgetting from a theoretical perspective in the simple setting of gradient descent with no explicit algorithmic mechanism to prevent forgetting. In this setting, we analytically demonstrate that overparameterization alone can mitigate forgetting in the context of a linear regression model. We consider a two-task setting motivated by permutation tasks, and show that as the overparameterization ratio becomes sufficiently high, a model trained on both tasks in sequence results in a low-risk estimator for the first task. As part of this work, we establish a non-asymptotic bound of the risk of a single linear regression task, which may be of independent interest to the field of double descent theory.
SinSim: Sinkhorn-Regularized SimCLR
Authors: M. Hadi Sepanj, Paul Fiegth
Date: 2025-02-13 00:00:00
Tasks: Contrastive Learning, Representation Learning, Self-Supervised Learning

Self-supervised learning has revolutionized representation learning by eliminating the need for labeled data. Contrastive learning methods, such as SimCLR, maximize the agreement between augmented views of an image but lack explicit regularization to enforce a globally structured latent space. This limitation often leads to suboptimal generalization. We propose SinSim, a novel extension of SimCLR that integrates Sinkhorn regularization from optimal transport theory to enhance representation structure. The Sinkhorn loss, an entropy-regularized Wasserstein distance, encourages a well-dispersed and geometry-aware feature space, preserving discriminative power. Empirical evaluations on various datasets demonstrate that SinSim outperforms SimCLR and achieves competitive performance against prominent self-supervised methods such as VICReg and Barlow Twins. UMAP visualizations further reveal improved class separability and structured feature distributions. These results indicate that integrating optimal transport regularization into contrastive learning provides a principled and effective mechanism for learning robust, well-structured representations. Our findings open new directions for applying transport-based constraints in self-supervised learning frameworks.
MixMin: Finding Data Mixtures via Convex Minimization
Authors: Anvith Thudi, Evianne Rovers, Yangjun Ruan, Tristan Thrush, Chris J. Maddison
Date: 2025-02-14 00:00:00
Tasks: ARC, Language Modeling, Language Modelling

Modern machine learning pipelines are increasingly combining and mixing data from diverse and disparate sources, e.g., pre-training large language models. Yet, finding the optimal data mixture is a challenging and open problem. We formalize this data mixing problem as a bi-level objective: the best mixture is the one that would lead to the best model for a downstream objective. Unfortunately, this objective is generally intractable. In this paper, we make the observation that the bi-level data mixing objective becomes convex as our model class becomes larger. We develop and study a gradient-based approach for optimizing this convex objective, which we call MixMin, and test it on language modeling and chemistry tasks. MixMin was the only method that uniformly improved the data mixture in all our experiments. With MixMin, we improved the data mixture using less than 0.2% additional compute for a pythia-410M model trained on 8.2B tokens, resulting between 1-5% relative improvement to negative log likelihood on PIQA, ARC Easy, SciQ, and OpenWebMath. Crucially, we found that MixMin mixtures for smaller models improved training of larger models, suggesting that MixMin mixtures may be scale-invariant. When mixing bioassay data to train an XGBoost model, we saw improvements to average precision scores of 0.03-0.15.
From Deep Additive Kernel Learning to Last-Layer Bayesian Neural Networks via Induced Prior Approximation
Authors: Wenyuan Zhao, HaoYuan Chen, Tie Liu, Rui Tuo, Chao Tian
Date: 2025-02-14 00:00:00
Tasks: Gaussian Processes

With the strengths of both deep learning and kernel methods like Gaussian Processes (GPs), Deep Kernel Learning (DKL) has gained considerable attention in recent years. From the computational perspective, however, DKL becomes challenging when the input dimension of the GP layer is high. To address this challenge, we propose the Deep Additive Kernel (DAK) model, which incorporates i) an additive structure for the last-layer GP; and ii) induced prior approximation for each GP unit. This naturally leads to a last-layer Bayesian neural network (BNN) architecture. The proposed method enjoys the interpretability of DKL as well as the computational advantages of BNN. Empirical results show that the proposed approach outperforms state-of-the-art DKL methods in both regression and classification tasks.
Towards Self-Supervised Covariance Estimation in Deep Heteroscedastic Regression
Authors: Megh Shukla, Aziz Shameem, Mathieu Salzmann, Alexandre Alahi
Date: 2025-02-14 00:00:00
Tasks: Pseudo Label, regression

Deep heteroscedastic regression models the mean and covariance of the target distribution through neural networks. The challenge arises from heteroscedasticity, which implies that the covariance is sample dependent and is often unknown. Consequently, recent methods learn the covariance through unsupervised frameworks, which unfortunately yield a trade-off between computational complexity and accuracy. While this trade-off could be alleviated through supervision, obtaining labels for the covariance is non-trivial. Here, we study self-supervised covariance estimation in deep heteroscedastic regression. We address two questions: (1) How should we supervise the covariance assuming ground truth is available? (2) How can we obtain pseudo labels in the absence of the ground-truth? We address (1) by analysing two popular measures: the KL Divergence and the 2-Wasserstein distance. Subsequently, we derive an upper bound on the 2-Wasserstein distance between normal distributions with non-commutative covariances that is stable to optimize. We address (2) through a simple neighborhood based heuristic algorithm which results in surprisingly effective pseudo labels for the covariance. Our experiments over a wide range of synthetic and real datasets demonstrate that the proposed 2-Wasserstein bound coupled with pseudo label annotations results in a computationally cheaper yet accurate deep heteroscedastic regression.
LLM-Lasso: A Robust Framework for Domain-Informed Feature Selection and Regularization
Authors: Erica Zhang, Ryunosuke Goto, Naomi Sagan, Jurik Mutter, Nick Phillips, Ash Alizadeh, Kangwook Lee, Jose Blanchet, Mert Pilanci, Robert Tibshirani
Date: 2025-02-15 00:00:00
Tasks: feature selection, RAG, Retrieval-augmented Generation

We introduce LLM-Lasso, a novel framework that leverages large language models (LLMs) to guide feature selection in Lasso $\ell_1$ regression. Unlike traditional methods that rely solely on numerical data, LLM-Lasso incorporates domain-specific knowledge extracted from natural language, enhanced through a retrieval-augmented generation (RAG) pipeline, to seamlessly integrate data-driven modeling with contextual insights. Specifically, the LLM generates penalty factors for each feature, which are converted into weights for the Lasso penalty using a simple, tunable model. Features identified as more relevant by the LLM receive lower penalties, increasing their likelihood of being retained in the final model, while less relevant features are assigned higher penalties, reducing their influence. Importantly, LLM-Lasso has an internal validation step that determines how much to trust the contextual knowledge in our prediction pipeline. Hence it addresses key challenges in robustness, making it suitable for mitigating potential inaccuracies or hallucinations from the LLM. In various biomedical case studies, LLM-Lasso outperforms standard Lasso and existing feature selection baselines, all while ensuring the LLM operates without prior access to the datasets. To our knowledge, this is the first approach to effectively integrate conventional feature selection techniques directly with LLM-based domain-specific reasoning.
Why Domain Generalization Fail? A View of Necessity and Sufficiency
Authors: Long-Tung Vuong, Vy Vo, Hien Dang, Van-Anh Nguyen, Thanh-Toan Do, Mehrtash Harandi, Trung Le, Dinh Phung
Date: 2025-02-15 00:00:00
Tasks: Domain Generalization

Despite a strong theoretical foundation, empirical experiments reveal that existing domain generalization (DG) algorithms often fail to consistently outperform the ERM baseline. We argue that this issue arises because most DG studies focus on establishing theoretical guarantees for generalization under unrealistic assumptions, such as the availability of sufficient, diverse (or even infinite) domains or access to target domain knowledge. As a result, the extent to which domain generalization is achievable in scenarios with limited domains remains largely unexplored. This paper seeks to address this gap by examining generalization through the lens of the conditions necessary for its existence and learnability. Specifically, we systematically establish a set of necessary and sufficient conditions for generalization. Our analysis highlights that existing DG methods primarily act as regularization mechanisms focused on satisfying sufficient conditions, while often neglecting necessary ones. However, sufficient conditions cannot be verified in settings with limited training domains. In such cases, regularization targeting sufficient conditions aims to maximize the likelihood of generalization, whereas regularization targeting necessary conditions ensures its existence. Using this analysis, we reveal the shortcomings of existing DG algorithms by showing that, while they promote sufficient conditions, they inadvertently violate necessary conditions. To validate our theoretical insights, we propose a practical method that promotes the sufficient condition while maintaining the necessary conditions through a novel subspace representation alignment strategy. This approach highlights the advantages of preserving the necessary conditions on well-established DG benchmarks.
Generalization of the Gibbs algorithm with high probability at low temperatures
Authors: Andreas Maurer
Date: 2025-02-16 00:00:00

The paper gives a bound on the generalization error of the Gibbs algorithm, which recovers known data-independent bounds for the high temperature range and extends to the low-temperature range, where generalization depends critically on the data-dependent loss-landscape. It is shown, that with high probability the generalization error of a single hypothesis drawn from the Gibbs posterior decreases with the total prior volume of all hypotheses with similar or smaller empirical error. This gives theoretical support to the belief in the benefit of flat minima. The zero temperature limit is discussed and the bound is extended to a class of similar stochastic algorithms.
Logarithmic Width Suffices for Robust Memorization
Authors: Amitsour Egosi, Gilad Yehudai, Ohad Shamir
Date: 2025-02-16 00:00:00
Tasks: Memorization

The memorization capacity of neural networks with a given architecture has been thoroughly studied in many works. Specifically, it is well-known that memorizing $N$ samples can be done using a network of constant width, independent of $N$. However, the required constructions are often quite delicate. In this paper, we consider the natural question of how well feedforward ReLU neural networks can memorize robustly, namely while being able to withstand adversarial perturbations of a given radius. We establish both upper and lower bounds on the possible radius for general $l_p$ norms, implying (among other things) that width logarithmic in the number of input samples is necessary and sufficient to achieve robust memorization (with robustness radius independent of $N$).
Statistical Query Hardness of Multiclass Linear Classification with Random Classification Noise
Authors: Ilias Diakonikolas, Mingchen Ma, Lisheng Ren, Christos Tzamos
Date: 2025-02-17 00:00:00
Tasks: Classification

We study the task of Multiclass Linear Classification (MLC) in the distribution-free PAC model with Random Classification Noise (RCN). Specifically, the learner is given a set of labeled examples $(x, y)$, where $x$ is drawn from an unknown distribution on $R^d$ and the labels are generated by a multiclass linear classifier corrupted with RCN. That is, the label $y$ is flipped from $i$ to $j$ with probability $H_{ij}$ according to a known noise matrix $H$ with non-negative separation $\sigma: = \min_{i \neq j} H_{ii}-H_{ij}$. The goal is to compute a hypothesis with small 0-1 error. For the special case of two labels, prior work has given polynomial-time algorithms achieving the optimal error. Surprisingly, little is known about the complexity of this task even for three labels. As our main contribution, we show that the complexity of MLC with RCN becomes drastically different in the presence of three or more labels. Specifically, we prove super-polynomial Statistical Query (SQ) lower bounds for this problem. In more detail, even for three labels and constant separation, we give a super-polynomial lower bound on the complexity of any SQ algorithm achieving optimal error. For a larger number of labels and smaller separation, we show a super-polynomial SQ lower bound even for the weaker goal of achieving any constant factor approximation to the optimal loss or even beating the trivial hypothesis.
Enhancing Offline Model-Based RL via Active Model Selection: A Bayesian Optimization Perspective
Authors: Yu-Wei Yang, Yun-Ming Chan, Wei Hung, Xi Liu, Ping-Chun Hsieh
Date: 2025-02-17 00:00:00
Tasks: Bayesian Optimization, model, Model-based Reinforcement Learning, Model Selection, Offline RL, Off-policy evaluation

Offline model-based reinforcement learning (MBRL) serves as a competitive framework that can learn well-performing policies solely from pre-collected data with the help of learned dynamics models. To fully unleash the power of offline MBRL, model selection plays a pivotal role in determining the dynamics model utilized for downstream policy learning. However, offline MBRL conventionally relies on validation or off-policy evaluation, which are rather inaccurate due to the inherent distribution shift in offline RL. To tackle this, we propose BOMS, an active model selection framework that enhances model selection in offline MBRL with only a small online interaction budget, through the lens of Bayesian optimization (BO). Specifically, we recast model selection as BO and enable probabilistic inference in BOMS by proposing a novel model-induced kernel, which is theoretically grounded and computationally efficient. Through extensive experiments, we show that BOMS improves over the baseline methods with a small amount of online interaction comparable to only $1\%$-$2.5\%$ of offline training data on various RL tasks.
An Actor-Critic Algorithm with Function Approximation for Risk Sensitive Cost Markov Decision Processes
Authors: Soumyajit Guin, Vivek S. Borkar, Shalabh Bhatnagar
Date: 2025-02-17 00:00:00

In this paper, we consider the risk-sensitive cost criterion with exponentiated costs for Markov decision processes and develop a model-free policy gradient algorithm in this setting. Unlike additive cost criteria such as average or discounted cost, the risk-sensitive cost criterion is less studied due to the complexity resulting from the multiplicative structure of the resulting Bellman equation. We develop an actor-critic algorithm with function approximation in this setting and provide its asymptotic convergence analysis. We also show the results of numerical experiments that demonstrate the superiority in performance of our algorithm over other recent algorithms in the literature.
In-Context Parametric Inference: Point or Distribution Estimators?
Authors: Sarthak Mittal, Yoshua Bengio, Nikolay Malkin, Guillaume Lajoie
Date: 2025-02-17 00:00:00
Tasks: Bayesian Inference, Out-of-Distribution Generalization

Bayesian and frequentist inference are two fundamental paradigms in statistical estimation. Bayesian methods treat hypotheses as random variables, incorporating priors and updating beliefs via Bayes' theorem, whereas frequentist methods assume fixed but unknown hypotheses, relying on estimators like maximum likelihood. While extensive research has compared these approaches, the frequentist paradigm of obtaining point estimates has become predominant in deep learning, as Bayesian inference is challenging due to the computational complexity and the approximation gap of posterior estimation methods. However, a good understanding of trade-offs between the two approaches is lacking in the regime of amortized estimators, where in-context learners are trained to estimate either point values via maximum likelihood or maximum a posteriori estimation, or full posteriors using normalizing flows, score-based diffusion samplers, or diagonal Gaussian approximations, conditioned on observations. To help resolve this, we conduct a rigorous comparative analysis spanning diverse problem settings, from linear models to shallow neural networks, with a robust evaluation framework assessing both in-distribution and out-of-distribution generalization on tractable tasks. Our experiments indicate that amortized point estimators generally outperform posterior inference, though the latter remain competitive in some low-dimensional problems, and we further discuss why this might be the case.
Best of Both Worlds: Regret Minimization versus Minimax Play
Authors: Adrian Müller, Jon Schneider, Stratis Skoulakis, Luca Viano, Volkan Cevher
Date: 2025-02-17 00:00:00

In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $O(\sqrt{T})$ regret compared to the best strategy in hindsight, where $T$ is the number of rounds. We provide the first affirmative answer to this question. In the context of symmetric zero-sum games, both in normal- and extensive form, we show that our results allow us to guarantee to risk at most $O(1)$ loss while being able to gain $\Omega(T)$ from exploitable opponents, thereby combining the benefits of both no-regret algorithms and minimax play.
Robust Partial-Label Learning by Leveraging Class Activation Values
Authors: Tobias Fuchs, Florian Kalinke
Date: 2025-02-17 00:00:00
Tasks: Partial Label Learning, Weakly-supervised Learning

Real-world training data is often noisy; for example, human annotators assign conflicting class labels to the same instances. Partial-label learning (PLL) is a weakly supervised learning paradigm that allows training classifiers in this context without manual data cleaning. While state-of-the-art methods have good predictive performance, their predictions are sensitive to high noise levels, out-of-distribution data, and adversarial perturbations. We propose a novel PLL method based on subjective logic, which explicitly represents uncertainty by leveraging the magnitudes of the underlying neural network's class activation values. Thereby, we effectively incorporate prior knowledge about the class labels by using a novel label weight re-distribution strategy that we prove to be optimal. We empirically show that our method yields more robust predictions in terms of predictive performance under high PLL noise levels, handling out-of-distribution examples, and handling adversarial perturbations on the test instances.
On the Computation of the Fisher Information in Continual Learning
Authors: Gido M. van de Ven
Date: 2025-02-17 00:00:00
Tasks: Continual Learning

One of the most popular methods for continual learning with deep neural networks is Elastic Weight Consolidation (EWC), which involves computing the Fisher Information. The exact way in which the Fisher Information is computed is however rarely described, and multiple different implementations for it can be found online. This blog post discusses and empirically compares several often-used implementations, which highlights that many currently reported results for EWC could likely be improved by changing the way the Fisher Information is computed.
Rethinking Benign Overfitting in Two-Layer Neural Networks
Authors: Ruichen Xu, Kexin Chen
Date: 2025-02-17 00:00:00
Tasks: Memorization

Recent theoretical studies (Kou et al., 2023; Cao et al., 2022) have revealed a sharp phase transition from benign to harmful overfitting when the noise-to-feature ratio exceeds a threshold-a situation common in long-tailed data distributions where atypical data is prevalent. However, harmful overfitting rarely happens in overparameterized neural networks. Further experimental results suggested that memorization is necessary for achieving near-optimal generalization error in long-tailed data distributions (Feldman & Zhang, 2020). We argue that this discrepancy between theoretical predictions and empirical observations arises because previous feature-noise data models overlook the heterogeneous nature of noise across different data classes. In this paper, we refine the feature-noise data model by incorporating class-dependent heterogeneous noise and re-examine the overfitting phenomenon in neural networks. Through a comprehensive analysis of the training dynamics, we establish test loss bounds for the refined model. Our findings reveal that neural networks can leverage "data noise", previously deemed harmful, to learn implicit features that improve the classification accuracy for long-tailed data. Experimental validation on both synthetic and real-world datasets supports our theoretical results.