arXiv subjects

Francis Bach

Publications and source records attributed to Francis Bach.

At least 19 recordsLinked to original sources

arXiv2026

On the Effectiveness of the z-Transform Method in Quadratic Optimization

The z-transform of a sequence is a classical tool used within signal processing, control theory, computer science, and electrical engineering. It allows for studying sequences from their generating functions, with many operations that can be equivalently defined on the original sequence and its $z$-transform. In particular, the z-transform method focuses on asymptotic behaviors and allows the use of Taylor expansions. We present a sequence of results of increasing significance and difficulty for linear models and optimization algorithms, demonstrating the effectiveness and versatility of the z-transform method in deriving new asymptotic results. Starting from the simplest gradient descent iterations in an infinite-dimensional Hilbert space, we show how the spectral dimension characterizes the convergence behavior. We then extend the analysis to Nesterov acceleration, averaging techniques, and stochastic gradient descent.

cs.LG↗

arXiv2026

Beyond Optimal Rates in Stochastic Optimization: Trajectory-Adaptive Stopping Rules

Stochastic gradient descent (SGD) is typically analyzed at a deterministic horizon chosen before the algorithm is run, even though practical stopping decisions are made adaptively by inspecting the evolving trajectory. This mismatch creates a fundamental certification problem: fixed-time guarantees do not generally remain valid at data-dependent stopping times, while deterministic horizons derived from worst-case bounds can be highly conservative. We address this problem for strongly convex stochastic optimization by constructing fully observable, trajectory-adaptive upper confidence sequences for the squared distance of the last iterate to the optimizer and the suboptimality of a weighted average. These bounds hold simultaneously over time, attain the optimal $1/t$ decay rate up to iterated-logarithmic factors in the worst case, and adapt to the realized stochastic gradients, allowing SGD to stop as soon as a prescribed accuracy is certified without sacrificing statistical validity. Our approach treats the evolving SGD trajectory as a sequential experiment whose observations provide evidence about the unknown optimization error. To formalize this perspective, we develop new recursive confidence-sequence techniques and a general time-uniform empirical Bernstein inequality for adapted processes with time-varying conditional means and predictable ranges that may grow without bound. We further extend these confidence-sequence constructions to minibatch SGD, with the empirical Bernstein bounds exploiting the realized second-moment structure within each minibatch. Numerical experiments show that the resulting stopping rules can require several orders of magnitude fewer iterations than natural deterministic horizons.

cs.LG↗

arXiv2026

Differentiable latent structure discovery for interpretable forecasting in clinical time series

Background: We introduce StructGP, a continuous-time multi-task Gaussian process that couples process convolutions with differentiable structure learning to uncover a sparse, ordered directed acyclic graph (DAG) of inter-variable dependencies while preserving principled uncertainty. We further propose LP-StructGP, which augments StructGP with latent pathways-shared, temporally shifted trajectories inferred via subject-specific coupling filters and a softmax gating mechanism-to capture cross-patient progression patterns. Both models are trained under sparsity and acyclicity constraints using scalable low-rank updates using likelihood-based objectives. Results: In simulations, graph recovery improved with cohort size, with the median Structural Hamming Distance reaching zero at the largest cohort size, while pathway assignments showed high Adjusted Rand Index. Our analysis establishes that the ordered StructGP graph is identifiable from the population marginal likelihood. On a MIMIC-IV septic shock cohort (n=1,008; norepinephrine, creatinine, mean blood pressure), StructGP improves short-horizon (6 h) forecasting over independent-task baselines (average RMSE 0.68 [95% CI: 0.63-0.74] vs. 0.88 [0.83-0.94]) and, with 15 additional inputs, markedly outperforms unstructured kernels (0.63 [0.58-0.69] vs. 3.02 [2.85-3.18]) with superior calibration (coverage 0.96 vs. 0.84). For long horizons (up to 6 days), LP-StructGP further reduces error for creatinine (RMSE 0.95 [0.88-1.03] vs. 1.17 [1.08-1.25]) and improves overall coverage (0.93 [0.93-0.94] vs. 0.91 [0.91-0.92]). On the PhysioNet Challenge, StructGP attains competitive accuracy (MAE 3.72e-2) relative to a strong published graph neural model. Conclusion: These results show that structured process convolutions with latent pathways deliver interpretable, scalable, and well-calibrated forecasting for irregular clinical time series.

cs.LG↗

arXiv2026

Eigenvalue Calibration for Semantic Embeddings of Large Language Models

Uncertainty quantification is central to the reliable deployment of large language models (LLMs), and eigenvalues of semantic embeddings have recently emerged as a key tool in state-of-the-art methods. However, conventional calibration results developed for classification probabilities cannot be directly transferred to eigenvalues. We address this gap by proposing a novel framework for calibrating the eigenvalues of semantic embeddings. We interpret LLMs combined with semantic embeddings of their generated answers as density matrix predictors, and we propose a novel approach to calibrate density matrix predictors by applying temperature scaling to their eigenvalues. We establish entropy-risk equivalence under calibration, derive a central calibration inequality specific to eigenvalues, and prove that temperature-scaled eigenvalues optimize calibration when minimizing proper score risks. Experiments on a variety of real-world settings show that current LLMs are systematically overconfident, and validate our theoretical findings. Together, these results advance the foundations and practice of uncertainty quantification for semantic embeddings.

cs.LG↗

arXiv2026

High-Dimensional Analysis of Gradient Flow for Extensive-Width Quadratic Neural Networks

We study the high-dimensional training dynamics of a shallow neural network with quadratic activation in a teacher-student setup. We focus on the extensive-width regime, where the teacher and student network widths scale proportionally with the input dimension, and the sample size grows quadratically. This scaling aims to describe overparameterized neural networks in which feature learning still plays a central role. In the high-dimensional limit, we derive a dynamical characterization of the gradient flow, in the spirit of dynamical mean-field theory (DMFT). Under l2-regularization, we analyze these equations at long times and characterize the performance and spectral properties of the resulting estimator. This result provides a quantitative understanding of the effect of overparameterization on learning and generalization, and reveals a double descent phenomenon in the presence of label noise, where generalization improves beyond interpolation. In the small regularization limit, we obtain an exact expression for the perfect recovery threshold as a function of the network widths, providing a precise characterization of how overparameterization influences recovery.

math.OC↗

arXiv2026

Regularized Variational and Spectral Log-Density-Ratio Estimation in the Gaussian Location Model

We study ridge-regularized log-density-ratio estimation in the Gaussian location model with a common covariance matrix. By affine invariance, the model is written as q $\sim$ N(0, I), p $\sim$ N($Δ$, I), with linear features, where $Δ$ is a mean vector. The variational estimator is the empirical Kullback-Leibler (KL) log-normalized fit with a squared L2-penalty on its nonconstant coefficient, and the spectral estimator recently introduced in [1] replaces a single variational problem by a continuum of ridge-regularized least-squares problems. We derive high-dimensional deterministic asymptotic equivalents when the numbers of observations and dimension tend to infinity with fixed ratios. The regularized variational limit is characterized by a scalar entropy minimization problem derived from the convex-Gaussian-min-max theorem (CGMT), while the regularized spectral limit follows from deterministic equivalents for resolvents of weighted sums of two independent Gaussian sample covariance matrices. We use these formulas to compare population risks, with experiments focused on fixed-signal aspect-ratio sweeps and optimized regularization. Our conclusion is that with many observations, under the criteria and asymptotic regimes analyzed here, the well-specified variational estimator has the smaller risk, while with fewer observations, the spectral estimator is favored because its covariance-based construction has lower variance. We also study how a nuclear penalty can be used and partially analyzed to perform feature learning.

cs.LG↗

arXiv2026

DecompRL: Solving Harder Problems by Learning Modular Code Generation

How can Large Language Models (LLMs) solve problems they currently cannot? Repeated sampling scales test-time compute but GPU cost grows linearly with attempts, while reinforcement learning (RL) with verifiable rewards improves single-attempt accuracy at the expense of sample diversity. Both strategies ultimately fail when the base policy has near-zero probability of producing a correct solution: no amount of sampling or gradient signal can overcome a search space that is simply too large. We take a different approach: rather than sampling harder, we make the task easier by decomposing problems into smaller, independently solvable sub-functions whose implementations can be recombined. Since off-the-shelf models are not trained for this modular generation, we introduce DecompRL, an RL algorithm that explicitly learns to decompose and implement hierarchical code structures. Recombining $k$ implementations of $n$ modules yields up to $k^{n}$ candidate solutions, shifting the bottleneck from GPU inference to cheap CPU evaluation and cutting GPU token cost by $\sim$50$\times$. On LiveCodeBench and CodeContests (Qwen~2.5~7B, Code World Model~32B), DecompRL outperforms standard and diversity-optimized RL baselines beyond $10^5$ tokens per problem, solving problems that standard generation cannot reach.

cs.LG↗

arXiv2026

Don't Let Gains FADE: Breaking Down Policy Gradient Weights in RL

Reinforcement learning post-training dramatically improves LLM reasoning, but suffers from training instability and diversity collapse. Advantage functions offer an appealing fix: they reshape the training objective, reweight which rollouts drive learning, and are trivial to implement. Yet a proliferation of methods makes it unclear which advantage to use and when. We cut through the confusion with a unifying framework that decomposes any advantage into its positive and negative gradient mass along two orthogonal axes. On the sign axis, imbalanced updates collapse either entropy or weight geometry. On the difficulty axis, hard-problem focus sharpens signal but costs sample size. Both trade-offs shift during training: exploration favors balance and hard focus; exploitation favors suppression and medium focus. This motivates FADE (Focal Advantage with Dynamic Entropy), a self-adapting advantage that reads training dynamics to schedule the gradient weight automatically. FADE reaches peak pass@1 20k steps earlier than the best static baseline at the 7B scale and 2k steps earlier at the 32B , while achieving the best accuracy-diversity trade-off across all pass@k on LiveCodeBench and AIME.

cs.LG↗

arXiv2026

A Robust Optimization Approach to Sparse Principal Component Analysis

While principal component analysis (PCA) is a fundamental tool for dimensionality reduction, its dense representations make it ill-suited for high-dimensional data. Existing methods address this by promoting sparsity through explicit $\ell_1$-penalties, but these are not obvious to tune due to the unsupervised nature of the task. In contrast, we propose Adversarial PCA (AdvPCA), which leverages robust optimization to achieve sparsity by optimizing the reconstruction objective against bounded, worst-case latent space perturbations. We show that this formulation admits a closed-form reduction, leading to a practical iterative algorithm that alternates between adversarial linear regression-style updates for the sparse encoder and orthogonal updates for the decoder. By theoretically characterizing the solution, we derive a data-adaptive parameterization that allows the algorithm to perform effectively out of the box. We validate these claims through numerical experiments on synthetic and real-world genomics data.

stat.ML↗

arXiv2026

CalArena: A Large-Scale Post-Hoc Calibration Benchmark

Reliable probability estimates are critical in many machine learning applications, yet modern classifiers are often poorly calibrated. Post-hoc calibration provides a simple and widely used solution, but the large number of proposed methods, combined with small-scale and inconsistent evaluations, makes it difficult to determine which approaches are truly effective in practice. We introduce a large-scale, standardized benchmark for post-hoc calibration, covering nearly 2000 experiments across tabular and computer vision tasks, including binary, multiclass, and large-scale classification settings. Our benchmark aggregates predictions from a diverse set of classical models, modern deep learning architectures, and foundation models, and provides unified, reproducible implementations of dozens of calibration methods within a common evaluation framework. We argue that Post-Hoc Improvement (PHI) in proper scoring rules offers a principled alternative to traditional calibration error estimators for comparing post-hoc methods, capturing both calibration quality and potential degradation to the model's predictive performance. Using this framework, we conduct the most comprehensive empirical study of post-hoc calibration to date. Our results reveal consistent patterns across domains: smooth calibration functions outperform binning-based approaches, dedicated multiclass methods are essential in high-dimensional settings, and generic machine learning models are not competitive without calibration-specific design. To facilitate future research, we release all data, code, and evaluation tools, providing a plug-and-play benchmark for developing and comparing calibration methods.

cs.LG↗

arXiv2026

Conditional Coverage Diagnostics for Conformal Prediction

Evaluating conditional coverage remains one of the most persistent challenges in assessing the reliability of predictive systems. Although conformal methods can give guarantees on marginal coverage, no method can guarantee to produce sets with correct conditional coverage, leaving practitioners without a clear way to interpret local deviations. To overcome sample-inefficiency and overfitting issues of existing metrics, we cast conditional coverage estimation as a classification problem. Conditional coverage is violated if and only if some classifier can achieve lower risk than the target coverage. Through the choice of a (proper) loss function, the resulting risk difference gives a conservative estimate of natural miscoverage measures such as L1 and L2 distance, and can even separate the effects of over- and under-coverage, and non-constant target coverages. We call the resulting family of metrics excess risk of the target coverage (ERT). We show experimentally that the use of modern classifiers provides much higher statistical power than simple classifiers underlying established metrics like CovGap. Additionally, we use our metric to benchmark different conformal prediction methods. Finally, we release an open-source package for ERT as well as previous conditional coverage metrics. Together, these contributions provide a new lens for understanding, diagnosing, and improving the conditional reliability of predictive systems.

stat.ML↗

arXiv2026

Anytime Detection of Strategic Deviations in Multi-Agent Systems

In many multi-agent systems, agents interact repeatedly and are expected to settle into stable, rational behavior over time. Yet in practice, behavior often drifts, and detecting such deviations in real time remains an open challenge. We introduce a sequential testing framework that monitors whether observed play is consistent with a benchmark of strategic behavior, without assuming a fixed sample size. Our approach builds on the e-value framework for safe anytime-valid inference: by "betting" against the benchmark, we construct a test supermartingale that accumulates evidence whenever observed payoffs systematically violate the expected conditions. For repeated normal-form games, we take equilibrium as the benchmark, yielding a statistically sound, interpretable measure of departure from equilibrium that can be monitored online; our framework unifies the treatment of Nash, correlated, and coarse correlated equilibria, offering finite-time guarantees and a detailed analysis of detection times. We also leverage Benjamini-Hochberg-type procedures to increase detection power in large games while rigorously controlling the false discovery rate. Finally, we extend our method to stochastic games, verifying online whether observed trajectories adhere to a specified target policy, such as a computed equilibrium, broadening the framework's applicability to dynamic, state-dependent settings.

cs.GT↗

arXiv2026

A Spectral Framework for Closed-Form Relative Density Estimation

We propose a closed-form spectral framework for relative log-density estimation in linearly parameterized probabilistic models, including unnormalized and conditional models. This is achieved by representing the Kullback-Leibler (KL) divergence as an integral of weighted chi-squared divergences, converting KL estimation into a family of least-squares problems. We derive an explicit spectral formula based only on first- and second-order feature moments, yielding closed-form estimators of both divergences and log-density potentials for fixed features. The framework extends to a broad class of f-divergences and can be combined with kernelization or feature learning with neural networks. We prove convergence guarantees for the resulting estimators and empirically compare them on synthetic data with optimization-based variational formulations, including logistic and softmax regression for normalized conditional models.

cs.LG↗

arXiv2026

Multivariate Standardized Residuals for Conformal Prediction

While split conformal prediction guarantees marginal coverage, approaching the stronger property of conditional coverage is essential for reliable uncertainty quantification. Naive conformal scores, however, suffer from poor conditional coverage in heteroskedastic settings. In univariate regression, this is commonly addressed by normalizing non-conformity scores using an estimated local score variance. In this work, we propose a natural extension of this normalization to the multivariate setting, effectively whitening the residuals to decouple output correlations and standardize local variance. Furthermore, we derive a sufficient condition characterizing a broad class of distributions for which standardized residuals yield asymptotic conditional coverage. We demonstrate that using the Mahalanobis distance induced by a learned local covariance as a non-conformity score provides a closed-form, computationally efficient mechanism for capturing inter-output correlations and heteroskedasticity, avoiding the expensive sampling required by previous methods based on cumulative distribution functions. This structure unlocks several practical extensions, including the handling of missing output values, the refinement of conformal sets when partial information is revealed, and the construction of valid conformal sets for transformations of the output. Finally, we provide extensive empirical evidence on both synthetic and real-world datasets showing that our approach yields conformal sets that improve upon the conditional coverage of existing multivariate baselines.

stat.ML↗

arXiv2026

Super-Level-Set Regression: Conditional Quantiles via Volume Minimization

Constructing minimum-volume prediction regions that satisfy conditional coverage is a fundamental challenge in multivariate regression. Standard approaches rely on explicitly estimating the full conditional density and subsequently thresholding it. This two-step plug-in process is notoriously difficult, sensitive to estimation errors, and computationally expensive. One would like to instead optimize the region directly. Formulating a direct solution is challenging, however, because it requires minimizing a volume objective that is coupled with the conditional quantiles of the model's own estimation error. In this work, we address this challenge. We introduce super-level-set regression (SLS), a novel mathematical framework that successfully resolves this implicit coupling, allowing us to directly parameterize and optimize the geometric boundaries of the target conditional level sets. By bypassing full distribution estimation and leveraging flexible volume-preserving frontier functions, our approach natively captures complex, multimodal, and disjoint conditional structures end-to-end. Ultimately, SLS offers a new perspective on multivariate conditional quantile regression, replacing the restrictive assumptions of density-first methods with a direct geometric optimization strategy.

stat.ML↗

arXiv2026

Explaining and Preventing Alignment Collapse in Iterative RLHF

Reinforcement learning from human feedback (RLHF) typically assumes a static or non-strategic reward model (RM). In iterative deployment, however, the policy generates the data on which the RM is retrained, creating a feedback loop. Building on the Stackelberg game formulation of this interaction, we derive an analytical decomposition of the policy's true optimization gradient into a standard policy gradient and a parameter-steering term that captures the policy's influence on the RM's future parameters. We show that standard iterative RLHF, which drops this steering term entirely, suffers from alignment collapse: the policy systematically exploits the RM's blind spots, producing low-quality, high-reward outputs whose feedback reinforces the very errors it exploits. To mitigate this, we propose foresighted policy optimization (FPO), a mechanism-design intervention that restores the missing steering term by regularizing the policy's parameter-steering effect on RM updates. We instantiate FPO via a scalable first-order approximation and demonstrate that it prevents alignment collapse on both controlled environments and an LLM alignment pipeline using Llama-3.2-1B.

cs.LG↗

arXiv2026

Convergence Rates for Non-Log-Concave Sampling and Log-Partition Estimation

Sampling from Gibbs distributions and computing their log-partition function are fundamental tasks in statistics, machine learning, and statistical physics. While efficient algorithms are known for log-concave densities, the worst-case non-log-concave setting necessarily suffers from the curse of dimensionality. For many numerical problems, the curse of dimensionality can be alleviated when the target function is smooth, allowing the exponent in the rate to improve linearly with the number of available derivatives. Recently, it has been shown that similarly fast convergence rates can be achieved by efficient optimization algorithms. Since optimization can be seen as the low-temperature limit of sampling from Gibbs distributions, we pose the question of whether similarly fast convergence rates can be achieved for non-log-concave sampling. We first study the information-based complexity of the sampling and log-partition estimation problems and show that the optimal rates for sampling and log-partition computation are sometimes equal and sometimes faster than for optimization. We then analyze various polynomial-time sampling algorithms, including an extension of a recent promising optimization approach, and find that they sometimes exhibit interesting behavior but no near-optimal rates. Our results also give further insights into the relation between sampling, log-partition, and optimization problems.

stat.ML↗

arXiv2026

Adaptive Coverage Policies in Conformal Prediction

Traditional conformal prediction methods construct prediction sets such that the true label falls within the set with a user-specified coverage level. However, poorly chosen coverage levels can result in uninformative predictions, either producing overly conservative sets when the coverage level is too high, or empty sets when it is too low. Moreover, the fixed coverage level cannot adapt to the specific characteristics of each individual example, limiting the flexibility and efficiency of these methods. In this work, we leverage recent advances in e-values and post-hoc conformal inference, which allow the use of data-dependent coverage levels while maintaining valid statistical guarantees. We propose to optimize an adaptive coverage policy by training a neural network using a leave-one-out procedure on the calibration set, allowing the coverage level and the resulting prediction set size to vary with the difficulty of each individual example. We support our approach with theoretical coverage guarantees and demonstrate its practical benefits through a series of experiments.

stat.ML↗