Benchmarking Logistic Regression, SVM, and LightGBM Against BiLSTM with Attention for Sentiment Analysis on Indonesian Product Reviews

Sentiment analysis of product reviews on e-commerce platforms plays a critical role in automatically understanding customer satisfaction and providing actionable insights for sellers seeking to improve product quality. This paper presents a comprehensive benchmarking study comparing a Machine Learning (ML) approach via the PyCaret AutoML framework against a Deep Learning (DL) approach based on a Bidirectional Long Short-Term Memory (BiLSTM) architecture with an Attention mechanism for binary sentiment classification on Indonesian product reviews. The dataset comprises 19,728 samples balanced equally between positive and negative reviews. For the ML approach, three prominent algorithms were evaluated via 10-fold stratified cross-validation: Logistic Regression (LR), Support Vector Machine (SVM) with a linear kernel, and Light Gradient Boosting Machine (LightGBM). Logistic Regression achieved the best ML performance with an accuracy of 97.26\% and an F1-score of 97.26\%. The BiLSTM with Attention model, evaluated on 3,946 held-out test samples, achieved an accuracy of 97.24\% and an F1-score of 97.24\%. These comparative results demonstrate that traditional ML algorithms with proper preprocessing and feature extraction can compete closely with, and even marginally outperform, more complex sequential DL architectures on high-dimensional datasets, while simultaneously offering greater computational efficiency.

On the Trainability of Masked Diffusion Language Models via Blockwise Locality

Masked diffusion language models (MDMs) have recently emerged as a promising alternative to standard autoregressive large language models (AR-LLMs), yet their optimization can be substantially less stable. We study blockwise MDMs and compare them with AR-LLMs on three controlled tasks that stress different aspects of structured generation: in-context linear regression, graph path-finding, and Sudoku solving. We find that standard random-masking MDMs fail to reliably learn linear regression, exhibit high variance training dynamics on graph path-finding, while outperforming AR-LLMs on Sudoku. To mitigate these instabilities, we propose two locality aware blockwise models, namely Jigsaw and Scatter, that inject left-to-right inductive bias by enforcing autoregressive locality within blocks while preserving iterative refinement at the block level. Empirically, Jigsaw matches AR-LLM stability on linear regression and remains strong on Sudoku, while Scatter retains diffusion's planning advantage on path-finding. Our results indicate that standard random-masking MDMs, even with blockwise variants, may be a suboptimal instantiation of diffusion LMs for ordered generation, motivating models beyond random masking.

Training Machine Learning Models on Encrypted Data: A Privacy-Preserving Framework using Homomorphic Encryption

The use of Machine Learning (ML) for data-driven decision-making often relies on access to sensitive datasets, which introduces privacy challenges. Traditional encryption methods protect data at rest or in transit but fail to secure it during processing, exposing it to unauthorized access. Homomorphic encryption emerges as a transformative solution, enabling computations on encrypted data without decryption, thus preserving confidentiality throughout the ML pipeline. This paper addresses the challenge of training ML models on encrypted data while maintaining accuracy and efficiency by proposing a proof-of-concept for a privacy-preserving framework that leverages Cheon-Kim-Kim-Song (CKKS) for approximate real-number arithmetic. Also, it demonstrates the feasibility of training K-Nearest Neighbors (KNN) and linear regression models on encrypted data, and evaluates encrypted inference for a basic Multilayer Perceptron (MLP) architecture. Experimental results show that models trained under Homomorphic encryption achieve performance metrics comparable to plaintext-trained models, validating the approach. However, challenges such as computational overhead, noise management, and limited support for non-polynomial operations persist. This work lays the groundwork for broader adoption of privacy-preserving ML in real-world applications, balancing security with computational feasibility.

Geometry-Aware Offline-to-Online Learning in Linear Contextual Bandits

We study offline-to-online learning in linear contextual bandits with biased offline regression data: the offline parameter need not match the online one, so history should not be treated as a single warm start. We model directional transfer with a shift certificate $(M_{\mathrm{shift}},ρ)$ and offline ridge estimation, yielding a geometry-aware confidence region for the online parameter rather than an isotropic radius. We propose \emph{Ellipsoidal-MINUCB}, which combines a standard online branch with an offline-informed pooled branch and uses offline information only when it tightens uncertainty. With high probability, regret is bounded by the minimum of a standard SupLinUCB-style fallback and a pooled term that separates statistical width from a certificate-weighted shift penalty. Under a simple alignment condition, the pooled term further simplifies to a rate governed by an effective dimension induced by the offline geometry. We also show that a purely Euclidean (scalar) shift bound, by itself, does not determine which feature directions are transferable. Beyond this fixed certificate, we show how to learn a data-driven certificate from data at finitely many refresh times and establish a high-probability regret bound for Ellipsoidal-MINUCB with epoch-wise learned certificates. Experiments match the main prediction: gains are strongest at intermediate horizons when offline coverage and transferability align, while the method otherwise tracks the safe online baseline.

When Context Sticks: Studying Interference in In-Context Learning

This paper investigates context stickiness in in-context learning (ICL), a phenomenon where earlier examples in a prompt interfere with a transformer's ability to adapt to later tasks. Using synthetic regression tasks over linear and quadratic functions, we examine how models trained under sequential, mixed, and random curricula handle abrupt task switches during inference. By sweeping over structured combinations of misleading linear examples followed by recovery quadratic examples, we quantify how prior context biases prediction error and how quickly models realign. Our results show strong evidence of persistent interference: more preceding linear examples reliably degrade quadratic predictions, while additional quadratic examples reduce error but with diminishing returns. We further find that training curricula significantly modulate resilience, with sequential training on the target function class yielding the fastest recovery, and surprisingly, random training producing the least robust behavior.

Physics-Informed Temporal U-Net for High-Fidelity Fluid Interpolation

Reconstructing high-fidelity fluid dynamics from sparse temporal observations is quite challenging, mainly due to the chaotic and non-linear nature of fluid transport. Standard deep learning-based interpolation methods often tend to regress to the mean, which results in spatial blurring and temporal strobing, especially noticeable around the observed anchor frames where transitions become discontinuous. In this work, we propose a novel Temporal U-Net architecture that integrates a VGG-based perceptual loss along with a Physics-Informed Bridge to overcome these issues. By introducing time-weighted feature blending and enforcing a parabolic boundary condition defined by t(1 - t), the model ensures smooth transitions while also maintaining perfect consistency at the endpoints. Experimental results on multi-channel RGB fluid data show that our method clearly outperforms standard models, both in terms of structural fidelity and texture preservation. In particular, the model achieves a Mean Absolute Error of 0.015, compared to 0.085 for a standard L1 baseline. Further Spatial Power Spectral Density (PSD) analysis reveals that the model is able to retain high-frequency turbulent details that are usually lost in deterministic reconstructions.

Robust Fuzzy local k-plane clustering with mixture distance of hinge loss and L1 norm

K-plane clustering (KPC), hyperplane clustering, and mixture regression all essentially fall within the same class of problems. This problem can be conceptualized as clustering in relatively high-dimensional K subspaces or K linear manifolds. Traditional KPC or fuzzy KPC models demonstrate a pronounced susceptibility to outliers, as they presuppose that the projection distance between data points and the plane normal vector adheres to the L2 distance. Meanwhile, the assumption of infinitely extending clusters adversely affects clustering performance. To solve these problems, this paper proposed a new robust fuzzy local k-plane clustering (RFLkPC) method that combines the mixture distance of hinge loss and L1 norm. The RFLkPC model assumes that each plane cluster is bounded to a finite area, which can flexibly and robustly handle plane clustering tasks with outliers or not. The corresponding model and optimization algorithms of RFLkPC were provided. Compared to other related models on this topic, a large number of experiments verify the efficiency of RFLkPC on simulated data and real data. The source code for the proposed RFLkPC method is publicly available at https://github.com/xuelin-xie/RFLkPC.

SMART: A Spectral Transfer Approach to Multi-Task Learning

Multi-task learning is effective for related applications, but its performance can deteriorate when the target sample size is small. Transfer learning can borrow strength from related studies; yet, many existing methods rely on restrictive bounded-difference assumptions between the source and target models. We propose SMART, a spectral transfer method for multi-task linear regression that instead assumes spectral similarity: the target left and right singular subspaces lie within the corresponding source subspaces and are sparsely aligned with the source singular bases. Such an assumption is natural when studies share latent structures and enables transfer beyond the bounded-difference settings. SMART estimates the target coefficient matrix through structured regularization that incorporates spectral information from a source study. Importantly, it requires only a fitted source model rather than the raw source data, making it useful when data sharing is limited. Although the optimization problem is nonconvex, we develop a practical ADMM-based algorithm. We establish general, non-asymptotic error bounds and a minimax lower bound in the noiseless-source regime. Under additional regularity conditions, these results yield near-minimax Frobenius error rates up to logarithmic factors. Simulations confirm improved estimation accuracy and robustness to negative transfer, and analysis of multi-modal single-cell data demonstrates better predictive performance. The Python implementation of SMART, along with the code to reproduce all experiments in this paper, is publicly available at https://github.com/boxinz17/smart.

An `Inverse' Experimental Framework to Estimate Market Efficiency

Digital marketplaces processing billions of dollars annually represent critical infrastructure in sociotechnical ecosystems, yet their performance optimization lacks principled measurement frameworks that can inform algorithmic governance decisions regarding market efficiency and fairness from complex market data. By looking at orderbook data from double auction markets alone, because bids and asks do not represent true maximum willingnesses to buy and true minimum willingnesses to sell, there is little an economist can say about the market's actual performance in terms of allocative efficiency. We turn to experimental data to address this issue, `inverting' the standard induced value approach of double auction experiments. Our aim is to predict key market features relevant to market efficiency, particularly allocative efficiency, using orderbook data only -- specifically bids, asks and price realizations, but not the induced reservation values -- as early as possible. Since there is no established model of strategically optimal behavior in these markets, and because orderbook data is highly unstructured, non-stationary and non-linear, we propose quantile-based normalization techniques that help us build general predictive models. We develop and train several models, including linear regressions and gradient boosting trees, leveraging quantile-based input from the underlying supply-demand model. Our models can predict allocative efficiency with reasonable accuracy from the earliest bids and asks, and these predictions improve with additional realized price data. The performance of the prediction techniques varies by target and market type. Our framework holds significant potential for application to real-world market data, offering valuable insights into market efficiency and performance, even prior to any trade realizations.

Calibeating Prediction-Powered Inference

We study semisupervised mean estimation with a small labeled sample, a large unlabeled sample, and a black-box prediction model whose output may be miscalibrated. A standard approach in this setting is augmented inverse-probability weighting (AIPW) [Robins et al., 1994], which protects against prediction-model misspecification but can be inefficient when the prediction score is poorly aligned with the outcome scale. We introduce Calibrated Prediction-Powered Inference, which post-hoc calibrates the prediction score on the labeled sample before using it for semisupervised estimation. This simple step requires no retraining and can improve the original score both as a predictor of the outcome and as a regression adjustment for semisupervised inference. We study both linear and isotonic calibration. For isotonic calibration, we establish first-order optimality guarantees: isotonic post-processing can improve predictive accuracy and estimator efficiency relative to the original score and simpler post-processing rules, while no further post-processing of the fitted isotonic score yields additional first-order gains. For linear calibration, we show first-order equivalence to PPI++. We also clarify the relationship among existing estimators, showing that the original PPI estimator is a special case of AIPW and can be inefficient when the prediction model is accurate, while PPI++ is AIPW with empirical efficiency maximization [Rubin et al., 2008]. In simulations and real-data experiments, our calibrated estimators often outperform PPI and are competitive with, or outperform, AIPW and PPI++. We provide an accompanying Python package, ppi_aipw, at https://larsvanderlaan.github.io/ppi-aipw/.