Diffusion-based Decentralized Federated Multi-Task Representation Learning

Representation learning is a widely adopted framework for learning in data-scarce environments to obtain a feature extractor or representation from various different yet related tasks. Despite extensive research on representation learning, decentralized approaches remain relatively underexplored. This work develops a decentralized projected gradient descent-based algorithm for multi-task representation learning. We focus on the problem of multi-task linear regression in which multiple linear regression models share a common, low-dimensional linear representation. We present an alternating projected gradient descent and minimization algorithm for recovering a low-rank feature matrix in a diffusion-based decentralized and federated fashion. We obtain constructive, provable guarantees that provide a lower bound on the required sample complexity and an upper bound on the iteration complexity of our proposed algorithm. We analyze the time and communication complexity of our algorithm and show that it is fast and communication-efficient. We performed numerical simulations to validate the performance of our algorithm and compared it with benchmark algorithms.

Why Machine Learning Models Systematically Underestimate Extreme Values II: How to Fix It with LatentNN

Attenuation bias -- the systematic underestimation of regression coefficients due to measurement errors in input variables -- affects astronomical data-driven models. For linear regression, this problem was solved by treating the true input values as latent variables to be estimated alongside model parameters. In this paper, we show that neural networks suffer from the same attenuation bias and that the latent variable solution generalizes directly to neural networks. We introduce LatentNN, a method that jointly optimizes network parameters and latent input values by maximizing the joint likelihood of observing both inputs and outputs. We demonstrate the correction on one-dimensional regression, multivariate inputs with correlated features, and stellar spectroscopy applications. LatentNN reduces attenuation bias across a range of signal-to-noise ratios where standard neural networks show large bias. This provides a framework for improved neural network inference in the low signal-to-noise regime characteristic of astronomical data. This bias correction is most effective when measurement errors are less than roughly half the intrinsic data range; in the regime of very low signal-to-noise and few informative features. Code is available at https://github.com/tingyuansen/LatentNN.

Federated Learning With L0 Constraint Via Probabilistic Gates For Sparsity

Federated Learning (FL) is a distributed machine learning setting that requires multiple clients to collaborate on training a model while maintaining data privacy. The unaddressed inherent sparsity in data and models often results in overly dense models and poor generalizability under data and client participation heterogeneity. We propose FL with an L0 constraint on the density of non-zero parameters, achieved through a reparameterization using probabilistic gates and their continuous relaxation: originally proposed for sparsity in centralized machine learning. We show that the objective for L0 constrained stochastic minimization naturally arises from an entropy maximization problem of the stochastic gates and propose an algorithm based on federated stochastic gradient descent for distributed learning. We demonstrate that the target density (rho) of parameters can be achieved in FL, under data and client participation heterogeneity, with minimal loss in statistical performance for linear and non-linear models: Linear regression (LR), Logistic regression (LG), Softmax multi-class classification (MC), Multi-label classification with logistic units (MLC), Convolution Neural Network (CNN) for multi-class classification (MC). We compare the results with a magnitude pruning-based thresholding algorithm for sparsity in FL. Experiments on synthetic data with target density down to rho = 0.05 and publicly available RCV1, MNIST, and EMNIST datasets with target density down to rho = 0.005 demonstrate that our approach is communication-efficient and consistently better in statistical performance.

Stationary Reweighting Yields Local Convergence of Soft Fitted Q-Iteration

Fitted Q-iteration (FQI) and its entropy-regularized variant, soft FQI, are central tools for value-based model-free offline reinforcement learning, but can behave poorly under function approximation and distribution shift. In the entropy-regularized setting, we show that the soft Bellman operator is locally contractive in the stationary norm of the soft-optimal policy, rather than in the behavior norm used by standard FQI. This geometric mismatch explains the instability of soft Q-iteration with function approximation in the absence of Bellman completeness. To restore contraction, we introduce stationary-reweighted soft FQI, which reweights each regression update using the stationary distribution of the current policy. We prove local linear convergence under function approximation with geometrically damped weight-estimation errors, assuming approximate realizability. Our analysis further suggests that global convergence may be recovered by gradually reducing the softmax temperature, and that this continuation approach can extend to the hardmax limit under a mild margin condition.

Canonical correlation regression with noisy data

We study instrumental variable regression in data rich environments. The goal is to estimate a linear model from many noisy covariates and many noisy instruments. Our key assumption is that true covariates and true instruments are repetitive, though possibly different in nature; they each reflect a few underlying factors, however those underlying factors may be misaligned. We analyze a family of estimators based on two stage least squares with spectral regularization: canonical correlations between covariates and instruments are learned in the first stage, which are used as regressors in the second stage. As a theoretical contribution, we derive upper and lower bounds on estimation error, proving optimality of the method with noisy data. As a practical contribution, we provide guidance on which types of spectral regularization to use in different regimes.

PDx -- Adaptive Credit Risk Forecasting Model in Digital Lending using Machine Learning Operations

This paper presents PDx, an adaptive, machine learning operations (MLOps) driven decision system for forecasting credit risk using probability of default (PD) modeling in digital lending. While conventional PD models prioritize predictive accuracy during model development with complex machine learning algorithms, they often overlook continuous adaptation to changing borrower behaviour, resulting in static models that degrade over time in production and generate inaccurate default predictions. Many financial institutes also find it difficult transitioning ML models from development environment to production and maintaining their health. With PDx we aimed to addresses these limitations using a dynamic, end-to-end model lifecycle management approach that integrates continuous model monitoring, retraining, and validation through a robust MLOps pipeline. We introduced a dynamic champion-challenger framework for PDx to regularly update baseline models to recalibrate independent parameters with the latest data and select the best-performing model through out-of-time validation, ensuring resilience against data drift and changing credit risk patterns. Our empirical analysis shows that decision tree-based ensemble models consistently outperform others in classifying defaulters but require frequent updates to sustain performance. Linear models (e.g., logistic regression) and neural networks exhibit greater performance degradation. The study demonstrate with PDx we can mitigates value erosion for digital lenders, particularly in short-term, small-ticket loans, where borrower behavior shifts rapidly. We have validated the effectiveness of PDx using datasets from peer-to-peer lending, business loans, and auto loans, demonstrating its scalability and adaptability for modern credit risk forecasting.

Learning with the $p$-adics

Existing machine learning frameworks operate over the field of real numbers ($\mathbb{R}$) and learn representations in real (Euclidean or Hilbert) vector spaces (e.g., $\mathbb{R}^d$). Their underlying geometric properties align well with intuitive concepts such as linear separability, minimum enclosing balls, and subspace projection; and basic calculus provides a toolbox for learning through gradient-based optimization. But is this the only possible choice? In this paper, we study the suitability of a radically different field as an alternative to $\mathbb{R}$ -- the ultrametric and non-archimedean space of $p$-adic numbers, $\mathbb{Q}_p$. The hierarchical structure of the $p$-adics and their interpretation as infinite strings make them an appealing tool for code theory and hierarchical representation learning. Our exploratory theoretical work establishes the building blocks for classification, regression, and representation learning with the $p$-adics, providing learning models and algorithms. We illustrate how simple Quillian semantic networks can be represented as a compact $p$-adic linear network, a construction which is not possible with the field of reals. We finish by discussing open problems and opportunities for future research enabled by this new framework.

DFORD: Directional Feedback based Online Ordinal Regression Learning

In this paper, we introduce directional feedback in the ordinal regression setting, in which the learner receives feedback on whether the predicted label is on the left or the right side of the actual label. This is a weak supervision setting for ordinal regression compared to the full information setting, where the learner can access the labels. We propose an online algorithm for ordinal regression using directional feedback. The proposed algorithm uses an exploration-exploitation scheme to learn from directional feedback efficiently. Furthermore, we introduce its kernel-based variant to learn non-linear ordinal regression models in an online setting. We use a truncation trick to make the kernel implementation more memory efficient. The proposed algorithm maintains the ordering of the thresholds in the expected sense. Moreover, it achieves the expected regret of $\mathcal{O}(\log T)$. We compare our approach with a full information and a weakly supervised algorithm for ordinal regression on synthetic and real-world datasets. The proposed approach, which learns using directional feedback, performs comparably (sometimes better) to its full information counterpart.

Demystifying LLM-as-a-Judge: Analytically Tractable Model for Inference-Time Scaling

Recent developments in large language models have shown advantages in reallocating a notable share of computational resource from training time to inference time. However, the principles behind inference time scaling are not well understood. In this paper, we introduce an analytically tractable model of inference-time scaling: Bayesian linear regression with a reward-weighted sampler, where the reward is determined from a linear model, modeling LLM-as-a-judge scenario. We study this problem in the high-dimensional regime, where the deterministic equivalents dictate a closed-form expression for the posterior predictive mean and variance. We analyze the generalization error when training data are sampled from a teacher model. We draw $k$ inference-time samples and select via softmax at a temperature applied to a quadratic reward. When the reward is not too different from the teacher, the generalization error decreases monotonically with increasing inference time samples $k$. However, the specific reward that optimizes inference-time selection generally differs from the teacher. In contrast, substantial reward misspecification induces a finite optimal $k$ beyond which more sampling can increase the generalization error. For fixed $k$, there exists an optimal sampling temperature. We experimentally verify these facts in large language model inference with an additional large language model as a judge. In the "best-of-$k$" limit with the teacher as reward, we theoretically show that the generalization error decays as $Θ(1/k^2)$ and determine the leading coefficient via extreme value theory. These formulas delineate domains where scaling inference-time computation is provably preferable to collecting more data. Finally, we demonstrate that when task difficulty increases, the previously mentioned advantage of inference-time compute degrades.

xtdml: Double Machine Learning Estimation to Static Panel Data Models with Fixed Effects in R

The double machine learning (DML) method combines the predictive power of machine learning with statistical estimation to conduct inference about the structural parameter of interest. This paper presents the R package `xtdml`, which implements DML methods for partially linear panel regression models with low-dimensional fixed effects, high-dimensional confounding variables, proposed by Clarke and Polselli (2025). The package provides functionalities to: (a) learn nuisance functions with machine learning algorithms from the `mlr3` ecosystem, (b) handle unobserved individual heterogeneity choosing among first-difference transformation, within-group transformation, and correlated random effects, (c) transform the covariates with min-max normalization and polynomial expansion to improve learning performance. We showcase the use of `xtdml` with both simulated and real longitudinal data.