February 2026

arXiv:2602.08232v1 Announce Type: cross Abstract: We study online linear optimization with matrix variables constrained by the operator norm, a setting where the geometry renders designing data-dependent and efficient adaptive algorithms challenging. The best-known adaptive regret bounds are achieved by Shampoo-like methods, but they require solving a costly quadratic projection subproblem. To address this, we extend the gradient-based prediction scheme to adaptive matrix online learning and cast algorithm design as constructing a family of smoothed potentials for the nuclear […]

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arXiv:2602.08210v1 Announce Type: cross Abstract: Heatmap-based solvers have emerged as a promising paradigm for Combinatorial Optimization (CO). However, we argue that the dominant Supervised Learning (SL) training paradigm suffers from a fundamental objective mismatch: minimizing imitation loss (e.g., cross-entropy) does not guarantee solution cost minimization. We dissect this mismatch into two deficiencies: Decoder-Blindness (being oblivious to the non-differentiable decoding process) and Cost-Blindness (prioritizing structural imitation over solution quality). We empirically demonstrate that these intrinsic flaws impose a hard […]

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arXiv:2602.08197v1 Announce Type: cross Abstract: With the rapid development of web services, large amounts of time series data are generated and accumulated across various domains such as finance, healthcare, and online platforms. As such data often co-evolves with multiple variables interacting with each other, estimating the time-varying dependencies between variables (i.e., the dynamic network structure) has become crucial for accurate modeling. However, real-world data is often represented as tensor time series with multiple modes, resulting in large, entangled […]

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arXiv:2602.08151v1 Announce Type: cross Abstract: We consider the problem of prediction with expert advice for “easy” sequences. We show that a variant of NormalHedge enjoys a second-order $epsilon$-quantile regret bound of $Obig(sqrt{V_T log(V_T/epsilon)}big) $ when $V_T > log N$, where $V_T$ is the cumulative second moment of instantaneous per-expert regret averaged with respect to a natural distribution determined by the algorithm. The algorithm is motivated by a continuous time limit using Stochastic Differential Equations. The discrete time analysis […]

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arXiv:2602.08142v1 Announce Type: cross Abstract: Machine learning applications require fast and reliable per-sample uncertainty estimation. A common approach is to use predictive distributions from Bayesian or approximation methods and additively decompose uncertainty into aleatoric (i.e., data-related) and epistemic (i.e., model-related) components. However, additive decomposition has recently been questioned, with evidence that it breaks down when using finite-ensemble sampling and/or mismatched predictive distributions. This paper introduces Variance-Gated Ensembles (VGE), an intuitive, differentiable framework that injects epistemic sensitivity via a […]

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arXiv:2602.08105v1 Announce Type: cross Abstract: Estimating the dimensionality of the latent representation needed for prediction — the task-relevant dimension — is a difficult, largely unsolved problem with broad scientific applications. We cast it as an Information Bottleneck question: what embedding bottleneck dimension is sufficient to compress predictor and predicted views while preserving their mutual information (MI). This repurposes neural MI estimators for dimensionality estimation. We show that standard neural estimators with separable/bilinear critics systematically inflate the inferred dimension, […]

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arXiv:2602.08096v1 Announce Type: cross Abstract: Inference on the conditional mean function (CMF) is central to tasks from adaptive experimentation to optimal treatment assignment and algorithmic fairness auditing. In this work, we provide a novel asymptotic anytime-valid test for a CMF global null (e.g., that all conditional means are zero) and contrasts between CMFs, enabling experimenters to make high confidence decisions at any time during the experiment beyond a minimum sample size. We provide mild conditions under which our […]

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arXiv:2602.08026v1 Announce Type: cross Abstract: We analyse linear ensemble sampling (ES) with standard Gaussian perturbations in stochastic linear bandits. We show that for ensemble size $m=Theta(dlog n)$, ES attains $tilde O(d^{3/2}sqrt n)$ high-probability regret, closing the gap to the Thompson sampling benchmark while keeping computation comparable. The proof brings a new perspective on randomized exploration in linear bandits by reducing the analysis to a time-uniform exceedance problem for $m$ independent Brownian motions. Intriguingly, this continuous-time lens is not […]

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arXiv:2602.08003v1 Announce Type: cross Abstract: Large language models (LLMs) are often ensembled together to improve overall reliability and robustness, but in practice models are strongly correlated. This raises a fundamental question: which models should be selected when forming an LLM ensemble? We formulate budgeted ensemble selection as maximizing the mutual information between the true label and predictions of the selected models. Furthermore, to explain why performance can saturate even with many models, we model the correlated errors of […]

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arXiv:2602.07992v1 Announce Type: cross Abstract: The emergence of compositional reasoning in large language models through reinforcement learning with verifiable rewards (RLVR) has been a key driver of recent empirical successes. Despite this progress, it remains unclear which compositional problems are learnable in this setting using outcome-level feedback alone. In this work, we theoretically study the learnability of compositional problems in autoregressive models under RLVR training. We identify a quantity that we call the task-advantage ratio, a joint property […]

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