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arXiv:2410.06317v2 Announce Type: replace-cross Abstract: While conventional wisdom holds that policy gradient methods are better suited to complex action spaces than action-value methods, foundational work has shown that the two paradigms are equivalent in small, finite action spaces (O'Donoghue et al., 2017; Schulman et al., 2017a). This raises the question of why their computational applicability and performance diverge as the complexity of the action space increases. We hypothesize that the apparent superiority of policy gradients in such settings stems not from intrinsic qualities of the paradigm but from universal principles that can also be applied to action-value methods, enabling similar functions. We identify three such principles and provide a framework for incorporating them into action-value methods. To support our hypothesis, we instantiate this framework in what we term QMLE, for Q-learning with maximum likelihood estimation. Our results show that QMLE can be applied to complex action spaces at a computational cost comparable to that of policy gradient methods, all without using policy gradients. Furthermore, QMLE exhibits strong performance on the DeepMind Control Suite, even when compared to state-of-the-art methods such as DMPO and D4PG.

arXiv:2509.00263v1 Announce Type: new Abstract: Bayesian Additive Regression Trees (BART) of Chipman et al. (2010) has proven to be a powerful tool for nonparametric modeling and prediction. Monotone BART (Chipman et al., 2022) is a recent development that allows BART to be more precise in estimating monotonic functions. We further these developments by proposing probit monotone BART, which allows the monotone BART framework to estimate conditional mean functions when the outcome variable is binary.

arXiv:2509.00265v1 Announce Type: new Abstract: In this article the notion of the nondecreasing (ND) rank of a matrix or tensor is introduced. A tensor has an ND rank of r if it can be represented as a sum of r outer products of vectors, with each vector satisfying a monotonicity constraint. It is shown that for certain poset orderings finding an ND factorization of rank $r$ is equivalent to finding a nonnegative rank-r factorization of a transformed tensor. However, not every tensor that is monotonic has a finite ND rank. Theory is developed describing the properties of the ND rank, including typical, maximum, and border ND ranks. Highlighted also are the special settings where a matrix or tensor has an ND rank of one or two. As a means of finding low ND rank approximations to a data tensor we introduce a variant of the hierarchical alternating least squares algorithm. Low ND rank factorizations are found and interpreted for two datasets concerning the weight of pigs and a mental health survey during the COVID-19 pandemic.

arXiv:2509.00472v1 Announce Type: new Abstract: We introduce a Partial Functional Dynamic Backdoor Diffusion-based Causal Model (PFD-BDCM), specifically designed for causal inference in the presence of unmeasured confounders with spatial heterogeneity and temporal dependency. The proposed PFD-BDCM framework addresses the restrictions of the existing approaches by uniquely integrating models for complex spatio-temporal dynamics with the analysis of multi-resolution variables. Specifically, the framework systematically mitigates confounding bias by integrating valid backdoor adjustment sets into a diffusion-based sampling mechanism. Moreover, it accounts for the intricate dynamics of unmeasured confounders through the deployment of region-specific structural equations and conditional autoregressive processes, and accommodates variables observed at heterogeneous resolutions via basis expansions for functional data. Our theoretical analysis establishes error bounds for counterfactual estimates of PFD-BDCM, formally linking reconstruction accuracy to counterfactual fidelity under monotonicity assumptions of structural equation and invertibility assumptions of encoding function. Empirical evaluations on synthetic datasets and real-world air pollution data demonstrate PFD-BDCM's superiority over existing methods.

arXiv:2509.00924v1 Announce Type: new Abstract: At its core, machine learning seeks to train models that reliably generalize beyond noisy observations; however, the theoretical vacuum in which state-of-the-art universal approximation theorems (UATs) operate isolates them from this goal, as they assume noiseless data and allow network parameters to be chosen freely, independent of algorithmic realism. This paper bridges that gap by introducing an architecture-specific randomized training algorithm that constructs a uniform approximator from $N$ noisy training samples on the $d$-dimensional cube $[0,1]^d$. Our trained neural networks attain the minimax-optimal quantity of textit{trainable} (non-random) parameters, subject to logarithmic factors which vanish under the idealized noiseless sampling assumed in classical UATs. Additionally, our trained models replicate key behaviours of real-world neural networks, absent in standard UAT constructions, by: (1) exhibiting sub-linear parametric complexity when fine-tuning on structurally related and favourable out-of-distribution tasks, (2) exactly interpolating the training data, and (3) maintaining reasonable Lipschitz regularity (after the initial clustering attention layer). These properties bring state-of-the-art UATs closer to practical machine learning, shifting the central open question from algorithmic implementability with noisy samples to whether stochastic gradient descent can achieve comparable guarantees.

arXiv:2509.00538v1 Announce Type: new Abstract: We address the problem of determining the causal direction between two univariate, continuous-valued variables, X and Y, under the assumption of no hidden confounders. In general, it is not possible to make definitive statements about causality without some assumptions on the underlying model. To distinguish between cause and effect, we propose a bivariate causal score based on the Minimum Description Length (MDL) principle, using functions that possess the density property on a compact real interval. We prove the identifiability of these causal scores under specific conditions. These conditions can be easily tested. Gaussianity of the noise in the causal model equations is not assumed, only that the noise is low. The well-studied class of cubic splines possesses the density property on a compact real interval. We propose LCUBE as an instantiation of the MDL-based causal score utilizing cubic regression splines. LCUBE is an identifiable method that is also interpretable, simple, and very fast. It has only one hyperparameter. Empirical evaluations compared to state-of-the-art methods demonstrate that LCUBE achieves superior precision in terms of AUDRC on the real-world Tuebingen cause-effect pairs dataset. It also shows superior average precision across common 10 benchmark datasets and achieves above average precision on 13 datasets.

arXiv:2505.05857v3 Announce Type: replace-cross Abstract: In the last few decades, Machine Learning (ML) has achieved significant success across domains ranging from healthcare, sustainability, and the social sciences, to criminal justice and finance. But its deployment in increasingly sophisticated, critical, and sensitive areas affecting individuals, the groups they belong to, and society as a whole raises critical concerns around fairness, transparency and robustness, among others. As the complexity and scale of ML systems and of the settings in which they are deployed grow, so does the need for responsible ML methods that address these challenges while providing guaranteed performance in deployment. Mixed-integer optimization (MIO) offers a powerful framework for embedding responsible ML considerations directly into the learning process while maintaining performance. For example, it enables learning of inherently transparent models that can conveniently incorporate fairness or other domain specific constraints. This tutorial paper provides an accessible and comprehensive introduction to this topic discussing both theoretical and practical aspects. It outlines some of the core principles of responsible ML, their importance in applications, and the practical utility of MIO for building ML models that align with these principles. Through examples and mathematical formulations, it illustrates practical strategies and available tools for efficiently solving MIO problems for responsible ML. It concludes with a discussion on current limitations and open research questions, providing suggestions for future work.

arXiv:2509.00931v1 Announce Type: new Abstract: We present a novel deep generative semi-supervised framework for credit card fraud detection, formulated as time series classification task. As financial transaction data streams grow in scale and complexity, traditional methods often require large labeled datasets, struggle with time series of irregular sampling frequencies and varying sequence lengths. To address these challenges, we extend conditional Generative Adversarial Networks (GANs) for targeted data augmentation, integrate Bayesian inference to obtain predictive distributions and quantify uncertainty, and leverage log-signatures for robust feature encoding of transaction histories. We introduce a novel Wasserstein distance-based loss to align generated and real unlabeled samples while simultaneously maximizing classification accuracy on labeled data. Our approach is evaluated on the BankSim dataset, a widely used simulator for credit card transaction data, under varying proportions of labeled samples, demonstrating consistent improvements over benchmarks in both global statistical and domain-specific metrics. These findings highlight the effectiveness of GAN-driven semi-supervised learning with log-signatures for irregularly sampled time series and emphasize the importance of uncertainty-aware predictions.

arXiv:2509.02528v1 Announce Type: cross Abstract: We study the problem of learning the optimal control policy for fine-tuning a given diffusion process, using general value function approximation. We develop a new class of algorithms by solving a variational inequality problem based on the Hamilton-Jacobi-Bellman (HJB) equations. We prove sharp statistical rates for the learned value function and control policy, depending on the complexity and approximation errors of the function class. In contrast to generic reinforcement learning problems, our approach shows that fine-tuning can be achieved via supervised regression, with faster statistical rate guarantees.

arXiv:2509.00258v1 Announce Type: new Abstract: We develop a probabilistic method for assessing the tail behavior and geometric stability of one-dimensional n i.i.d. samples by tracking how their span contracts when the most extreme points are trimmed. Central to our approach is the diameter-shrinkage ratio, that quantifies the relative reduction in data range as extreme points are successively removed. We derive analytical expressions, including finite-sample corrections, for the expected shrinkage under both the uniform and Gaussian hypotheses, and establish that these curves remain distinct even for moderate number of removal. We construct an elementary decision rule that assigns a sample to whichever theoretical shrinkage profile it most closely follows. This test achieves higher classification accuracy than the classical likelihood-ratio test in small-sample or noisy regimes, while preserving asymptotic consistency for large n. We further integrate our criterion into a clustering pipeline (e.g. DBSCAN), demonstrating its ability to validate one-dimensional clusters without any density estimation or parameter tuning. This work thus provides both theoretical insight and practical tools for robust distributional inference and cluster stability analysis.