Search arXiv⌕ Search

arXiv · 2609.35793

Learning from the Gap Between Pass@K and Pass@1

Abstract

Sampling many responses and keeping one that passes a verifier lets large language models solve problems beyond their single-response ability, but this search must be paid again for every query, while many deployments answer with a single response. Post-training on verified responses can transfer the benefit of search into the model. With a fixed budget, selecting by correctness alone spends slots on problems the model already answers correctly, leaving fewer to correct its failures. To address this imbalance, we propose GapFT, which trains on the gap between Pass@K and Pass@1: problems that the source model fails with one response but solves within K samples. GapFT keeps the objective and training budget fixed and changes only which verified responses enter training; an exact decomposition splits the resulting Pass@1 change into corrected failures and regressions on problems the source model already solved. On LogiQA 2.0 and ReClor with three model families, GapFT is above budget-matched uniform rejection-sampling fine-tuning (RFT) in every setting, with a positive pooled effect, and on Llama-3.1-8B and Mistral-7B it recovers about two thirds to four fifths of the gain of fine-tuning on the entire verified pool with 11-34% of its problems. Further analyses reveal that the gain comes from failures that the first few search samples recover, while failures found only by deeper search displace replay and add no net gain, that filling the same budget with gold-labeled failures search cannot reach lowers accuracy, and that the gain is bounded by how many transferable failures search exposes.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Xuan Liu, Jingbin Qian, Haosheng Chen. 2026-10-02. Learning from the Gap Between Pass@K and Pass@1. https://arxiv.org/abs/2609.35793

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Solving Inverse Problems via Diffusion-Based Priors: An Approximation-Free Ensemble Sampling Approach

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior sampling methods proposed for solving common BIPs rely on heuristic approximations to the generative process. To exploit the generative capability of DMs and avoid the usage of such approximations, we propose an ensemble-based algorithm that performs posterior sampling without the use of heuristic approximations. Our algorithm is motivated by existing work that combines DM-based methods with the sequential Monte Carlo (SMC) method. By examining how the prior evolves through the diffusion process encoded by the pre-trained score function, we derive a modified partial differential equation (PDE) governing the evolution of the corresponding posterior distribution. This PDE includes a modified diffusion term and a reweighting term, which can be simulated via stochastic weighted particle methods. Theoretically, we prove that the error between the true posterior and the empirical distribution of the generated samples can be bounded in terms of the training error of the pre-trained score function and the number of particles in the ensemble. Empirically, we validate our algorithm on several inverse problems in imaging to show that our method gives more accurate reconstructions compared to existing DM-based methods. Our code is available at the following Github repository~\url{https://github.com/HaoxuanSteveC00/AFDPS-TMLR}.

cs.LG↗

Optimal hypersurface decision trees

Optimal decision trees have attracted increasing attention in recent years, yet existing algorithms face two closely related challenges. First, the trees they construct have limited expressivity because their splitting rules are typically restricted to axis-parallel splits or binary features. Second, these algorithms generally scale poorly to large datasets. These challenges compound one another: more expressive splitting rules increase the combinatorial complexity of the search space, making the resulting optimal decision tree (ODT) problem even more difficult to solve. Building on the proper decision tree framework of \citet{he2025odt}, we propose, to the best of our knowledge, the first algorithm for constructing optimal decision trees with hypersurface splits. The algorithm has worst-case work complexity $O\left(K!K N^{KG+1}\right)$ when $N\geq K$ and fixed-dimensional feasibility tests are treated as constant-cost operations, where $G=\binom{D+M}{M}-1$ depends on the hypersurface polynomial degree $M$ and the data dimension $D$. Its structure is naturally amenable to vectorization and parallelization, enabling efficient execution on GPUs, and the generic algorithm design can be used to accelerate other ODT variants, such as axis-parallel decision (ADT) trees. We further develop a safe pruning strategy that substantially reduces the number of candidate configurations and an incremental generation procedure that reduces the associated feasibility-checking cost from $O(K^2)$ to $O(K)$.

cs.LG↗

SPRINT: Stochastic Performative Prediction With Variance Reduction

Performative prediction (PP) is an algorithmic framework for optimizing machine learning (ML) models where the model's deployment affects the distribution of the data it is trained on. Compared to traditional ML with fixed data, designing algorithms in PP converging to a stable point -- known as a stationary performative stable (SPS) solution -- is more challenging than the counterpart in conventional ML tasks due to the model-induced distribution shifts. While considerable efforts have been made to find SPS solutions using methods such as repeated gradient descent (RGD) and greedy stochastic gradient descent (SGD-GD), most prior studies assumed a strongly convex loss until a recent work established $O(1/\sqrt{T})$ convergence of SGD-GD to SPS solutions under smooth, non-convex losses. However, this latest progress is still based on the restricted bounded variance assumption in stochastic gradient estimates and yields convergence bounds with a non-vanishing error neighborhood that scales with the variance. This limitation motivates us to improve convergence rates and reduce error in stochastic optimization for PP, particularly in non-convex settings. Thus, we propose a new algorithm called stochastic performative prediction with variance reduction (SPRINT) and establish its convergence to an SPS solution at a rate of $O(1/T)$. Notably, the resulting error neighborhood is independent of the variance of the stochastic gradients. Experiments on multiple real datasets with non-convex models demonstrate that SPRINT outperforms SGD-GD in both convergence rate and stability.

cs.LG↗