January 2026

arXiv:2502.06545v5 Announce Type: replace-cross Abstract: We study the problem of preconditioning in sequential prediction. From the theoretical lens of linear dynamical systems, we show that convolving the target sequence corresponds to applying a polynomial to the hidden transition matrix. Building on this insight, we propose a universal preconditioning method that convolves the target with coefficients from orthogonal polynomials such as Chebyshev or Legendre. We prove that this approach reduces regret for two distinct prediction algorithms and yields the […]

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arXiv:2512.04690v2 Announce Type: replace Abstract: We present a novel recurrent neural network architecture specifically designed for day-ahead electricity price forecasting, aimed at improving short-term decision-making and operational management in energy systems. Our combined forecasting model embeds linear structures, such as expert models and Kalman filters, into recurrent networks, enabling efficient computation and enhanced interpretability. The design leverages the strengths of both linear and non-linear model structures, allowing it to capture all relevant stylized price characteristics in power markets, […]

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arXiv:2510.11546v2 Announce Type: replace Abstract: High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods. To improve robustness, we adopt a non-smooth Wilcoxon score based rank objective and incorporate structured group sparsity regularization, a natural generalization of the lasso, yielding a group lasso regularized rank regression method. By extending the tuning-free parameter selection scheme originally developed for the lasso, we introduce a data-driven, simulation-based tuning rule and further establish […]

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arXiv:2509.25783v5 Announce Type: replace Abstract: Understanding the geometry of the loss landscape near a minimum is key to explaining the implicit bias of gradient-based methods in non-convex optimization problems such as deep neural network training and deep matrix factorization. A central quantity to characterize this geometry is the maximum eigenvalue of the Hessian of the loss. Currently, its precise role has been obfuscated because no exact expressions for this sharpness measure were known in general settings. In this […]

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arXiv:2509.11379v2 Announce Type: replace Abstract: We demonstrate that learning procedures that rely on aggregated labels, e.g., label information distilled from noisy responses, enjoy robustness properties impossible without data cleaning. This robustness appears in several ways. In the context of risk consistency — when one takes the standard approach in machine learning of minimizing a surrogate (typically convex) loss in place of a desired task loss (such as the zero-one mis-classification error) — procedures using label aggregation obtain stronger […]

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arXiv:2506.05544v2 Announce Type: replace Abstract: This paper introduces the MPS (Model Prediction Set), a novel framework for online model selection for nonstationary time series. Classical model selection methods, such as information criteria and cross-validation, rely heavily on the stationarity assumption and often fail in dynamic environments which undergo gradual or abrupt changes over time. Yet real-world data are rarely stationary, and model selection under nonstationarity remains a largely open problem. To tackle this challenge, we combine conformal inference […]

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arXiv:2501.04903v4 Announce Type: replace Abstract: There is a widespread and longstanding belief that machine learning models are biased towards the majority class when learning from imbalanced binary response data, leading them to neglect or ignore the minority class. Motivated by a recent simulation study that found that decision trees can be biased towards the minority class, our paper aims to reconcile the conflict between that study and other published works. First, we critically evaluate past literature on this […]

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arXiv:2601.20738v1 Announce Type: cross Abstract: Biased gradient compression with error feedback (EF) reduces communication in federated learning (FL), but under non-IID data, the residual error can decay slowly, causing gradient mismatch and stalled progress in the early rounds. We propose step-ahead partial error feedback (SA-PEF), which integrates step-ahead (SA) correction with partial error feedback (PEF). SA-PEF recovers EF when the step-ahead coefficient $alpha=0$ and step-ahead EF (SAEF) when $alpha=1$. For non-convex objectives and $delta$-contractive compressors, we establish a […]

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arXiv:2601.20571v1 Announce Type: cross Abstract: Specifications for decentralized learning on resource-constrained edge devices require algorithms that are communication-efficient, robust to data corruption, and lightweight in memory usage. While state-of-the-art gossip-based methods satisfy the first requirement, achieving robustness remains challenging. Asynchronous decentralized ADMM-based methods have been explored for estimating the median, a statistical centrality measure that is notoriously more robust than the mean. However, existing approaches require memory that scales with node degree, making them impractical when memory is […]

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arXiv:2601.20528v1 Announce Type: cross Abstract: We develop a fully intrinsic Bayesian framework for nonparametric regression on the unit sphere based on isotropic Gaussian field priors and the harmonic structure induced by the Laplace-Beltrami operator. Under uniform random design, the regression model admits an exact diagonalization in the spherical harmonic basis, yielding a Gaussian sequence representation with frequency-dependent multiplicities. Exploiting this structure, we derive closed-form posterior distributions, optimal spectral truncation schemes, and sharp posterior contraction rates under integrated squared […]

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